NEFSX vs. NEFOX
Compare and contrast key facts about Natixis Funds Trust I U.S. Equity Opportunities Fund (NEFSX) and Natixis Funds Trust II Oakmark Fund (NEFOX).
NEFSX is managed by Natixis. It was launched on Jul 7, 1994. NEFOX is managed by Natixis. It was launched on May 6, 1931.
Performance
NEFSX vs. NEFOX - Performance Comparison
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NEFSX vs. NEFOX - 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% |
NEFOX Natixis Funds Trust II Oakmark Fund | -4.12% | 14.77% | 15.71% | 30.96% | -13.02% | 33.94% | 13.08% | 26.76% | -13.01% | 20.76% |
Returns By Period
In the year-to-date period, NEFSX achieves a -9.40% return, which is significantly lower than NEFOX's -4.12% return. Over the past 10 years, NEFSX has outperformed NEFOX with an annualized return of 14.19%, while NEFOX has yielded a comparatively lower 13.25% 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%
NEFOX
- 1D
- 0.43%
- 1M
- -6.18%
- YTD
- -4.12%
- 6M
- 0.41%
- 1Y
- 8.71%
- 3Y*
- 15.60%
- 5Y*
- 10.97%
- 10Y*
- 13.25%
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NEFSX vs. NEFOX - Expense Ratio Comparison
NEFSX has a 1.14% expense ratio, which is higher than NEFOX's 1.05% expense ratio.
Return for Risk
NEFSX vs. NEFOX — Risk / Return Rank
NEFSX
NEFOX
NEFSX vs. NEFOX - 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 Natixis Funds Trust II Oakmark Fund (NEFOX). 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 | NEFOX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.46 | 0.48 | -0.03 |
Sortino ratioReturn per unit of downside risk | 0.83 | 0.84 | -0.02 |
Omega ratioGain probability vs. loss probability | 1.11 | 1.11 | 0.00 |
Calmar ratioReturn relative to maximum drawdown | 0.13 | 0.29 | -0.17 |
Martin ratioReturn relative to average drawdown | 0.44 | 1.07 | -0.62 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| NEFSX | NEFOX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.46 | 0.48 | -0.03 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.55 | 0.60 | -0.04 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.74 | 0.65 | +0.09 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.58 | 0.36 | +0.22 |
Correlation
The correlation between NEFSX and NEFOX is 0.90, 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. NEFOX - Dividend Comparison
NEFSX's dividend yield for the trailing twelve months is around 6.54%, less than NEFOX's 7.45% 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% |
NEFOX Natixis Funds Trust II Oakmark Fund | 7.45% | 7.14% | 6.85% | 3.62% | 17.00% | 7.02% | 9.21% | 9.34% | 10.83% | 4.19% | 3.66% | 4.01% |
Drawdowns
NEFSX vs. NEFOX - Drawdown Comparison
The maximum NEFSX drawdown since its inception was -55.83%, smaller than the maximum NEFOX drawdown of -62.35%. Use the drawdown chart below to compare losses from any high point for NEFSX and NEFOX.
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Drawdown Indicators
| NEFSX | NEFOX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -55.83% | -62.35% | +6.52% |
Max Drawdown (1Y)Largest decline over 1 year | -12.85% | -13.32% | +0.47% |
Max Drawdown (5Y)Largest decline over 5 years | -30.08% | -23.56% | -6.52% |
Max Drawdown (10Y)Largest decline over 10 years | -32.27% | -41.01% | +8.74% |
Current DrawdownCurrent decline from peak | -11.04% | -6.67% | -4.37% |
Average DrawdownAverage peak-to-trough decline | -11.79% | -12.52% | +0.73% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 5.56% | 4.73% | +0.83% |
Volatility
NEFSX vs. NEFOX - Volatility Comparison
Natixis Funds Trust I U.S. Equity Opportunities Fund (NEFSX) and Natixis Funds Trust II Oakmark Fund (NEFOX) have volatilities of 4.10% and 4.07%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| NEFSX | NEFOX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.10% | 4.07% | +0.03% |
Volatility (6M)Calculated over the trailing 6-month period | 9.87% | 10.45% | -0.58% |
Volatility (1Y)Calculated over the trailing 1-year period | 21.14% | 20.86% | +0.28% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 19.60% | 19.26% | +0.34% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 19.70% | 20.87% | -1.17% |