NEFSX vs. ITA

Last updated Apr 1, 2026

Compare and contrast key facts about Natixis Funds Trust I U.S. Equity Opportunities Fund (NEFSX) and iShares U.S. Aerospace & Defense ETF (ITA).

NEFSX is managed by Natixis. It was launched on Jul 7, 1994. ITA is a passively managed fund by iShares that tracks the performance of the Dow Jones U.S. Select Aerospace & Defense Index. It was launched on May 5, 2006.

Performance

NEFSX vs. ITA - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Natixis Funds Trust I U.S. Equity Opportunities Fund (NEFSX) and iShares U.S. Aerospace & Defense ETF (ITA). The values are adjusted to include any dividend payments, if applicable.

NEFSX vs. ITA - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
NEFSX Natixis Funds Trust I U.S. Equity Opportunities Fund	-9.40%	17.23%	25.79%	37.13%	-21.15%	23.21%	22.12%	31.08%	-6.67%	26.28%
ITA iShares U.S. Aerospace & Defense ETF	4.24%	48.64%	15.81%	14.33%	9.96%	9.39%	-13.57%	30.51%	-7.22%	35.24%

Returns By Period

In the year-to-date period, NEFSX achieves a -9.40% return, which is significantly lower than ITA's 4.24% return. Over the past 10 years, NEFSX has underperformed ITA with an annualized return of 14.19%, while ITA has yielded a comparatively higher 15.49% annualized return.

NEFSX

• 1D: 0.19%
• 1M: -7.24%
• YTD: -9.40%
• 6M: -7.38%
• 1Y: 9.45%
• 3Y*: 17.64%
• 5Y*: 10.37%
• 10Y*: 14.19%

ITA

• 1D: 2.24%
• 1M: -10.69%
• YTD: 4.24%
• 6M: 6.95%
• 1Y: 45.80%
• 3Y*: 25.76%
• 5Y*: 17.41%
• 10Y*: 15.49%

*Multi-year figures are annualized to reflect compound growth (CAGR)

NEFSX vs. ITA - Expense Ratio Comparison

NEFSX has a 1.14% expense ratio, which is higher than ITA's 0.42% expense ratio.

NEFSX

Natixis Funds Trust I U.S. Equity Opportunities Fund

ITA

iShares U.S. Aerospace & Defense ETF

Return for Risk

NEFSX vs. ITA — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

NEFSX

NEFSX Risk / Return Rank: 15
NEFSX Sharpe Ratio Rank: 18
NEFSX Sortino Ratio Rank: 20
NEFSX Omega Ratio Rank: 19
NEFSX Calmar Ratio Rank: 8
NEFSX Martin Ratio Rank: 9

ITA

ITA Risk / Return Rank: 89
ITA Sharpe Ratio Rank: 89
ITA Sortino Ratio Rank: 90
ITA Omega Ratio Rank: 87
ITA Calmar Ratio Rank: 89
ITA Martin Ratio Rank: 88

The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

NEFSX vs. ITA - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Natixis Funds Trust I U.S. Equity Opportunities Fund (NEFSX) and iShares U.S. Aerospace & Defense ETF (ITA). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.

	NEFSX	ITA	Difference
Sharpe ratio Return per unit of total volatility	0.46	1.97	-1.51
Sortino ratio Return per unit of downside risk	0.83	2.60	-1.78
Omega ratio Gain probability vs. loss probability	1.11	1.37	-0.25
Calmar ratio Return relative to maximum drawdown	0.13	2.96	-2.84
Martin ratio Return relative to average drawdown	0.44	11.32	-10.87
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

NEFSX vs. ITA - Sharpe Ratio Comparison

The current NEFSX Sharpe Ratio is 0.46, which is lower than the ITA Sharpe Ratio of 1.97. The chart below compares the historical Sharpe Ratios of NEFSX and ITA, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Sharpe Ratios by Period

	NEFSX	ITA	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	0.46	1.97	-1.51
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.55	0.89	-0.34
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.74	0.68	+0.06
Sharpe Ratio (All Time) Calculated using the full available price history	0.58	0.51	+0.07

Correlation

The correlation between NEFSX and ITA is 0.73, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.

Dividends

NEFSX vs. ITA - Dividend Comparison

NEFSX's dividend yield for the trailing twelve months is around 6.54%, more than ITA's 0.48% yield.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
NEFSX Natixis Funds Trust I U.S. Equity Opportunities Fund	6.54%	5.92%	6.38%	8.13%	18.10%	11.12%	13.07%	10.85%	11.18%	3.55%	1.88%	5.09%
ITA iShares U.S. Aerospace & Defense ETF	0.48%	0.55%	0.85%	0.93%	0.95%	0.82%	1.07%	1.54%	1.13%	0.91%	1.07%	1.04%

Drawdowns

NEFSX vs. ITA - Drawdown Comparison

The maximum NEFSX drawdown since its inception was -55.83%, smaller than the maximum ITA drawdown of -59.72%. Use the drawdown chart below to compare losses from any high point for NEFSX and ITA.

Drawdown Indicators

	NEFSX	ITA	Difference
Max Drawdown Largest peak-to-trough decline	-55.83%	-59.72%	+3.89%
Max Drawdown (1Y) Largest decline over 1 year	-12.85%	-15.82%	+2.97%
Max Drawdown (5Y) Largest decline over 5 years	-30.08%	-18.72%	-11.36%
Max Drawdown (10Y) Largest decline over 10 years	-32.27%	-51.00%	+18.73%
Current Drawdown Current decline from peak	-11.04%	-10.69%	-0.35%
Average Drawdown Average peak-to-trough decline	-11.79%	-9.45%	-2.34%
Ulcer Index Depth and duration of drawdowns from previous peaks	5.56%	4.14%	+1.42%

Volatility

NEFSX vs. ITA - Volatility Comparison

The current volatility for Natixis Funds Trust I U.S. Equity Opportunities Fund (NEFSX) is 4.10%, while iShares U.S. Aerospace & Defense ETF (ITA) has a volatility of 8.22%. This indicates that NEFSX experiences smaller price fluctuations and is considered to be less risky than ITA based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	NEFSX	ITA	Difference
Volatility (1M) Calculated over the trailing 1-month period	4.10%	8.22%	-4.12%
Volatility (6M) Calculated over the trailing 6-month period	9.87%	16.06%	-6.19%
Volatility (1Y) Calculated over the trailing 1-year period	21.14%	23.37%	-2.23%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	19.60%	19.70%	-0.10%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	19.70%	22.95%	-3.25%