NEFSX vs. LSIIX
Compare and contrast key facts about Natixis Funds Trust I U.S. Equity Opportunities Fund (NEFSX) and Loomis Sayles Investment Grade Bond Fund Class Y (LSIIX).
NEFSX is managed by Natixis. It was launched on Jul 7, 1994. LSIIX is managed by Natixis. It was launched on Dec 31, 1996.
Performance
NEFSX vs. LSIIX - Performance Comparison
Loading graphics...
NEFSX vs. LSIIX - 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% |
LSIIX Loomis Sayles Investment Grade Bond Fund Class Y | -1.33% | 5.58% | 2.91% | 7.50% | -11.31% | 0.18% | 11.60% | 9.04% | -0.31% | 6.65% |
Returns By Period
In the year-to-date period, NEFSX achieves a -9.40% return, which is significantly lower than LSIIX's -1.33% return. Over the past 10 years, NEFSX has outperformed LSIIX with an annualized return of 14.19%, while LSIIX has yielded a comparatively lower 3.12% 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%
LSIIX
- 1D
- 0.10%
- 1M
- -2.89%
- YTD
- -1.33%
- 6M
- -0.93%
- 1Y
- 1.92%
- 3Y*
- 3.71%
- 5Y*
- 0.80%
- 10Y*
- 3.12%
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
NEFSX vs. LSIIX - Expense Ratio Comparison
NEFSX has a 1.14% expense ratio, which is higher than LSIIX's 0.54% expense ratio.
Return for Risk
NEFSX vs. LSIIX — Risk / Return Rank
NEFSX
LSIIX
NEFSX vs. LSIIX - 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 Loomis Sayles Investment Grade Bond Fund Class Y (LSIIX). 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 | LSIIX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.46 | 0.57 | -0.12 |
Sortino ratioReturn per unit of downside risk | 0.83 | 0.80 | +0.02 |
Omega ratioGain probability vs. loss probability | 1.11 | 1.11 | +0.01 |
Calmar ratioReturn relative to maximum drawdown | 0.13 | 1.33 | -1.20 |
Martin ratioReturn relative to average drawdown | 0.44 | 4.39 | -3.95 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading graphics...
Sharpe Ratios by Period
| NEFSX | LSIIX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.46 | 0.57 | -0.12 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.55 | 0.16 | +0.39 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.74 | 0.71 | +0.03 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.58 | 1.14 | -0.56 |
Correlation
The correlation between NEFSX and LSIIX is 0.10, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.
Dividends
NEFSX vs. LSIIX - Dividend Comparison
NEFSX's dividend yield for the trailing twelve months is around 6.54%, more than LSIIX's 2.97% 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% |
LSIIX Loomis Sayles Investment Grade Bond Fund Class Y | 2.97% | 3.68% | 4.86% | 4.25% | 3.32% | 4.10% | 8.20% | 3.56% | 2.18% | 4.10% | 6.71% | 3.91% |
Drawdowns
NEFSX vs. LSIIX - Drawdown Comparison
The maximum NEFSX drawdown since its inception was -55.83%, which is greater than LSIIX's maximum drawdown of -20.77%. Use the drawdown chart below to compare losses from any high point for NEFSX and LSIIX.
Loading graphics...
Drawdown Indicators
| NEFSX | LSIIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -55.83% | -20.77% | -35.06% |
Max Drawdown (1Y)Largest decline over 1 year | -12.85% | -3.23% | -9.62% |
Max Drawdown (5Y)Largest decline over 5 years | -30.08% | -15.62% | -14.46% |
Max Drawdown (10Y)Largest decline over 10 years | -32.27% | -15.62% | -16.65% |
Current DrawdownCurrent decline from peak | -11.04% | -2.89% | -8.15% |
Average DrawdownAverage peak-to-trough decline | -11.79% | -2.42% | -9.37% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 5.56% | 0.98% | +4.58% |
Volatility
NEFSX vs. LSIIX - Volatility Comparison
Natixis Funds Trust I U.S. Equity Opportunities Fund (NEFSX) has a higher volatility of 4.10% compared to Loomis Sayles Investment Grade Bond Fund Class Y (LSIIX) at 1.36%. This indicates that NEFSX's price experiences larger fluctuations and is considered to be riskier than LSIIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading graphics...
Volatility by Period
| NEFSX | LSIIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.10% | 1.36% | +2.74% |
Volatility (6M)Calculated over the trailing 6-month period | 9.87% | 2.75% | +7.12% |
Volatility (1Y)Calculated over the trailing 1-year period | 21.14% | 4.75% | +16.39% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 19.60% | 5.23% | +14.37% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 19.70% | 4.51% | +15.19% |