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 0.82, 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
Key characteristics
NEFSX:
1.29
SPGP:
0.75
NEFSX:
1.73
SPGP:
1.12
NEFSX:
1.25
SPGP:
1.14
NEFSX:
0.92
SPGP:
1.16
NEFSX:
5.37
SPGP:
3.12
NEFSX:
3.53%
SPGP:
3.54%
NEFSX:
14.65%
SPGP:
14.66%
NEFSX:
-61.82%
SPGP:
-42.08%
NEFSX:
-4.71%
SPGP:
-3.09%
Returns By Period
In the year-to-date period, NEFSX achieves a 5.94% return, which is significantly higher than SPGP's 3.57% return. Over the past 10 years, NEFSX has underperformed SPGP with an annualized return of 5.09%, while SPGP has yielded a comparatively higher 13.66% annualized return.
NEFSX
5.94%
1.87%
10.46%
19.95%
4.13%
5.09%
SPGP
3.57%
-2.00%
7.00%
11.07%
12.64%
13.66%
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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.
Dividends
NEFSX vs. SPGP - Dividend Comparison
NEFSX's dividend yield for the trailing twelve months is around 0.11%, less than SPGP's 1.33% 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 | 1.33% | 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.
Volatility
NEFSX vs. SPGP - Volatility Comparison
The current volatility for Natixis Funds Trust I U.S. Equity Opportunities Fund (NEFSX) is 2.68%, while Invesco S&P 500 GARP ETF (SPGP) has a volatility of 3.46%. 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.