NEFSX vs. SPGP
Compare and contrast key facts about Natixis Funds Trust I U.S. Equity Opportunities Fund (NEFSX) and Invesco S&P 500 GARP ETF (SPGP).
NEFSX is managed by Natixis Funds. It was launched on Jul 7, 1994. SPGP is a passively managed fund by Invesco that tracks the performance of the S&P 500 GARP Index. It was launched on Jun 16, 2011.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: NEFSX or SPGP.
Correlation
The correlation between NEFSX and SPGP is 0.84, 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. SPGP - Performance Comparison
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Key characteristics
NEFSX:
0.61
SPGP:
-0.11
NEFSX:
0.93
SPGP:
0.03
NEFSX:
1.14
SPGP:
1.00
NEFSX:
0.61
SPGP:
-0.08
NEFSX:
2.12
SPGP:
-0.28
NEFSX:
5.64%
SPGP:
6.74%
NEFSX:
19.24%
SPGP:
21.89%
NEFSX:
-61.82%
SPGP:
-42.08%
NEFSX:
-9.84%
SPGP:
-11.15%
Returns By Period
In the year-to-date period, NEFSX achieves a -3.86% return, which is significantly higher than SPGP's -5.04% return. Both investments have delivered pretty close results over the past 10 years, with NEFSX having a 12.97% annualized return and SPGP not far behind at 12.47%.
NEFSX
-3.86%
8.25%
-4.78%
11.46%
17.00%
12.97%
SPGP
-5.04%
7.66%
-9.61%
-2.30%
15.96%
12.47%
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NEFSX vs. SPGP - Expense Ratio Comparison
NEFSX has a 1.14% expense ratio, which is higher than SPGP's 0.36% expense ratio.
Risk-Adjusted Performance
NEFSX vs. SPGP — Risk-Adjusted Performance Rank
NEFSX
SPGP
NEFSX vs. SPGP - 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 Invesco S&P 500 GARP ETF (SPGP). 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.
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Dividends
NEFSX vs. SPGP - Dividend Comparison
NEFSX's dividend yield for the trailing twelve months is around 0.11%, less than SPGP's 1.54% yield.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
NEFSX Natixis Funds Trust I U.S. Equity Opportunities Fund | 0.11% | 0.12% | 0.09% | 0.11% | 0.00% | 0.00% | 0.48% | 0.16% | 0.15% | 0.39% | 0.00% | 0.00% |
SPGP Invesco S&P 500 GARP ETF | 1.54% | 1.38% | 1.24% | 1.22% | 0.69% | 1.10% | 0.86% | 0.95% | 0.68% | 0.89% | 1.12% | 1.52% |
Drawdowns
NEFSX vs. SPGP - Drawdown Comparison
The maximum NEFSX drawdown since its inception was -61.82%, which is greater than SPGP's maximum drawdown of -42.08%. Use the drawdown chart below to compare losses from any high point for NEFSX and SPGP. For additional features, visit the drawdowns tool.
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Volatility
NEFSX vs. SPGP - Volatility Comparison
The current volatility for Natixis Funds Trust I U.S. Equity Opportunities Fund (NEFSX) is 7.11%, while Invesco S&P 500 GARP ETF (SPGP) has a volatility of 7.62%. This indicates that NEFSX experiences smaller price fluctuations and is considered to be less risky than SPGP based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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