NEFSX vs. SMH
Compare and contrast key facts about Natixis Funds Trust I U.S. Equity Opportunities Fund (NEFSX) and VanEck Vectors Semiconductor ETF (SMH).
NEFSX is managed by Natixis Funds. It was launched on Jul 7, 1994. SMH is a passively managed fund by VanEck that tracks the performance of the MVIS US Listed Semiconductor 25 Index. It was launched on Dec 20, 2011.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: NEFSX or SMH.
Key characteristics
| NEFSX | SMH | |
|---|---|---|
| YTD Return | 27.77% | 41.61% |
| 1Y Return | 28.57% | 54.65% |
| 3Y Return (Ann) | -0.70% | 19.66% |
| 5Y Return (Ann) | 4.68% | 32.95% |
| 10Y Return (Ann) | 2.68% | 28.62% |
| Sharpe Ratio | 2.12 | 1.73 |
| Sortino Ratio | 2.68 | 2.24 |
| Omega Ratio | 1.40 | 1.30 |
| Calmar Ratio | 1.24 | 2.39 |
| Martin Ratio | 9.36 | 6.56 |
| Ulcer Index | 3.37% | 9.05% |
| Daily Std Dev | 14.91% | 34.39% |
| Max Drawdown | -61.82% | -95.73% |
| Current Drawdown | -2.54% | -11.96% |
Correlation
The correlation between NEFSX and SMH 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. SMH - Performance Comparison
In the year-to-date period, NEFSX achieves a 27.77% return, which is significantly lower than SMH's 41.61% return. Over the past 10 years, NEFSX has underperformed SMH with an annualized return of 2.68%, while SMH has yielded a comparatively higher 28.62% 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. SMH - Expense Ratio Comparison
NEFSX has a 1.14% expense ratio, which is higher than SMH's 0.35% expense ratio.
Risk-Adjusted Performance
NEFSX vs. SMH - 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 VanEck Vectors Semiconductor ETF (SMH). 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. SMH - Dividend Comparison
NEFSX's dividend yield for the trailing twelve months is around 0.09%, less than SMH's 0.42% 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% |
SMH VanEck Vectors Semiconductor ETF | 0.42% | 0.60% | 2.37% | 1.02% | 1.38% | 6.00% | 3.75% | 2.85% | 1.61% | 4.28% | 2.31% | 3.11% |
Drawdowns
NEFSX vs. SMH - Drawdown Comparison
The maximum NEFSX drawdown since its inception was -61.82%, smaller than the maximum SMH drawdown of -95.73%. Use the drawdown chart below to compare losses from any high point for NEFSX and SMH. For additional features, visit the drawdowns tool.
Volatility
NEFSX vs. SMH - Volatility Comparison
The current volatility for Natixis Funds Trust I U.S. Equity Opportunities Fund (NEFSX) is 4.79%, while VanEck Vectors Semiconductor ETF (SMH) has a volatility of 7.71%. This indicates that NEFSX experiences smaller price fluctuations and is considered to be less risky than SMH based on this measure. The chart below showcases a comparison of their rolling one-month volatility.