NEFSX vs. ITA
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 Funds. 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.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: NEFSX or ITA.
Key characteristics
| NEFSX | ITA | |
|---|---|---|
| YTD Return | 27.77% | 23.99% |
| 1Y Return | 28.57% | 35.58% |
| 3Y Return (Ann) | -0.70% | 14.55% |
| 5Y Return (Ann) | 4.68% | 7.15% |
| 10Y Return (Ann) | 2.68% | 12.05% |
| Sharpe Ratio | 2.12 | 2.49 |
| Sortino Ratio | 2.68 | 3.33 |
| Omega Ratio | 1.40 | 1.47 |
| Calmar Ratio | 1.24 | 5.10 |
| Martin Ratio | 9.36 | 16.27 |
| Ulcer Index | 3.37% | 2.25% |
| Daily Std Dev | 14.91% | 14.73% |
| Max Drawdown | -61.82% | -59.72% |
| Current Drawdown | -2.54% | -0.79% |
Correlation
The correlation between NEFSX and ITA is 0.75, 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.
Performance
NEFSX vs. ITA - Performance Comparison
In the year-to-date period, NEFSX achieves a 27.77% return, which is significantly higher than ITA's 23.99% return. Over the past 10 years, NEFSX has underperformed ITA with an annualized return of 2.68%, while ITA has yielded a comparatively higher 12.05% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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NEFSX vs. ITA - Expense Ratio Comparison
NEFSX has a 1.14% expense ratio, which is higher than ITA's 0.42% expense ratio.
Risk-Adjusted Performance
NEFSX vs. ITA - Risk-Adjusted Performance 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.
Dividends
NEFSX vs. ITA - Dividend Comparison
NEFSX's dividend yield for the trailing twelve months is around 0.09%, less than ITA's 0.78% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
NEFSX Natixis Funds Trust I U.S. Equity Opportunities Fund | 0.09% | 0.09% | 0.11% | 0.00% | 0.00% | 0.48% | 0.16% | 0.15% | 0.39% | 0.00% | 0.00% | 0.00% |
ITA iShares U.S. Aerospace & Defense ETF | 0.78% | 0.93% | 0.95% | 0.82% | 1.07% | 1.54% | 1.13% | 0.91% | 1.07% | 1.04% | 1.21% | 1.13% |
Drawdowns
NEFSX vs. ITA - Drawdown Comparison
The maximum NEFSX drawdown since its inception was -61.82%, roughly equal to the maximum ITA drawdown of -59.72%. Use the drawdown chart below to compare losses from any high point for NEFSX and ITA. For additional features, visit the drawdowns tool.
Volatility
NEFSX vs. ITA - Volatility Comparison
The current volatility for Natixis Funds Trust I U.S. Equity Opportunities Fund (NEFSX) is 4.79%, while iShares U.S. Aerospace & Defense ETF (ITA) has a volatility of 6.94%. 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.