NEFSX vs. NEFZX
Compare and contrast key facts about Natixis Funds Trust I U.S. Equity Opportunities Fund (NEFSX) and Loomis Sayles Strategic Income Fund (NEFZX).
NEFSX is managed by Natixis. It was launched on Jul 7, 1994. NEFZX is managed by Natixis. It was launched on Apr 30, 1995.
Performance
NEFSX vs. NEFZX - Performance Comparison
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NEFSX vs. NEFZX - 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% |
NEFZX Loomis Sayles Strategic Income Fund | -2.24% | 8.92% | 7.05% | 8.02% | -12.82% | 3.85% | 1.15% | 10.84% | -3.00% | 7.22% |
Returns By Period
In the year-to-date period, NEFSX achieves a -9.40% return, which is significantly lower than NEFZX's -2.24% return. Over the past 10 years, NEFSX has outperformed NEFZX with an annualized return of 14.19%, while NEFZX has yielded a comparatively lower 3.31% 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%
NEFZX
- 1D
- 0.25%
- 1M
- -3.93%
- YTD
- -2.24%
- 6M
- -1.23%
- 1Y
- 4.38%
- 3Y*
- 6.22%
- 5Y*
- 2.25%
- 10Y*
- 3.31%
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NEFSX vs. NEFZX - Expense Ratio Comparison
NEFSX has a 1.14% expense ratio, which is higher than NEFZX's 0.95% expense ratio.
Return for Risk
NEFSX vs. NEFZX — Risk / Return Rank
NEFSX
NEFZX
NEFSX vs. NEFZX - 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 Strategic Income Fund (NEFZX). 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 | NEFZX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.46 | 1.12 | -0.67 |
Sortino ratioReturn per unit of downside risk | 0.83 | 1.50 | -0.67 |
Omega ratioGain probability vs. loss probability | 1.11 | 1.23 | -0.12 |
Calmar ratioReturn relative to maximum drawdown | 0.13 | 1.30 | -1.18 |
Martin ratioReturn relative to average drawdown | 0.44 | 6.02 | -5.58 |
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 | NEFZX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.46 | 1.12 | -0.67 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.55 | 0.43 | +0.13 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.74 | 0.64 | +0.09 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.58 | 1.11 | -0.53 |
Correlation
The correlation between NEFSX and NEFZX is 0.44, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Dividends
NEFSX vs. NEFZX - Dividend Comparison
NEFSX's dividend yield for the trailing twelve months is around 6.54%, more than NEFZX's 3.78% 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% |
NEFZX Loomis Sayles Strategic Income Fund | 3.78% | 3.83% | 5.60% | 5.37% | 6.34% | 2.64% | 4.20% | 3.51% | 4.28% | 4.06% | 4.76% | 10.22% |
Drawdowns
NEFSX vs. NEFZX - Drawdown Comparison
The maximum NEFSX drawdown since its inception was -55.83%, which is greater than NEFZX's maximum drawdown of -32.07%. Use the drawdown chart below to compare losses from any high point for NEFSX and NEFZX.
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Drawdown Indicators
| NEFSX | NEFZX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -55.83% | -32.07% | -23.76% |
Max Drawdown (1Y)Largest decline over 1 year | -12.85% | -4.17% | -8.68% |
Max Drawdown (5Y)Largest decline over 5 years | -30.08% | -17.19% | -12.89% |
Max Drawdown (10Y)Largest decline over 10 years | -32.27% | -17.21% | -15.06% |
Current DrawdownCurrent decline from peak | -11.04% | -3.93% | -7.11% |
Average DrawdownAverage peak-to-trough decline | -11.79% | -3.37% | -8.42% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 5.56% | 0.90% | +4.66% |
Volatility
NEFSX vs. NEFZX - Volatility Comparison
Natixis Funds Trust I U.S. Equity Opportunities Fund (NEFSX) has a higher volatility of 4.10% compared to Loomis Sayles Strategic Income Fund (NEFZX) at 1.88%. This indicates that NEFSX's price experiences larger fluctuations and is considered to be riskier than NEFZX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| NEFSX | NEFZX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.10% | 1.88% | +2.22% |
Volatility (6M)Calculated over the trailing 6-month period | 9.87% | 2.88% | +6.99% |
Volatility (1Y)Calculated over the trailing 1-year period | 21.14% | 5.07% | +16.07% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 19.60% | 5.50% | +14.10% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 19.70% | 5.26% | +14.44% |