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:
-0.08
SPGP:
-0.34
NEFSX:
0.02
SPGP:
-0.35
NEFSX:
1.00
SPGP:
0.95
NEFSX:
-0.07
SPGP:
-0.32
NEFSX:
-0.26
SPGP:
-1.26
NEFSX:
6.36%
SPGP:
5.86%
NEFSX:
19.53%
SPGP:
21.52%
NEFSX:
-61.82%
SPGP:
-42.08%
NEFSX:
-20.85%
SPGP:
-16.99%
Returns By Period
In the year-to-date period, NEFSX achieves a -12.00% return, which is significantly lower than SPGP's -11.29% return. Over the past 10 years, NEFSX has underperformed SPGP with an annualized return of 3.18%, while SPGP has yielded a comparatively higher 11.95% annualized return.
NEFSX
-12.00%
-10.88%
-13.39%
-1.30%
3.99%
3.18%
SPGP
-11.29%
-8.15%
-12.96%
-6.03%
14.85%
11.95%
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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 0.12%, less than SPGP's 1.65% yield.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
NEFSX Natixis Funds Trust I U.S. Equity Opportunities Fund | 0.12% | 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 | 1.65% | 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 12.25%, while Invesco S&P 500 GARP ETF (SPGP) has a volatility of 15.48%. 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.