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.
Key characteristics
| NEFSX | SPGP | |
|---|---|---|
| YTD Return | 27.77% | 13.48% |
| 1Y Return | 28.57% | 20.68% |
| 3Y Return (Ann) | -0.70% | 6.48% |
| 5Y Return (Ann) | 4.68% | 13.85% |
| 10Y Return (Ann) | 2.68% | 14.20% |
| Sharpe Ratio | 2.12 | 1.59 |
| Sortino Ratio | 2.68 | 2.23 |
| Omega Ratio | 1.40 | 1.28 |
| Calmar Ratio | 1.24 | 2.48 |
| Martin Ratio | 9.36 | 7.49 |
| Ulcer Index | 3.37% | 3.17% |
| Daily Std Dev | 14.91% | 14.94% |
| Max Drawdown | -61.82% | -42.08% |
| Current Drawdown | -2.54% | -0.76% |
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
In the year-to-date period, NEFSX achieves a 27.77% return, which is significantly higher than SPGP's 13.48% return. Over the past 10 years, NEFSX has underperformed SPGP with an annualized return of 2.68%, while SPGP has yielded a comparatively higher 14.20% 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. 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 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 0.09%, less than SPGP's 1.31% 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% |
SPGP Invesco S&P 500 GARP ETF | 1.31% | 1.24% | 1.22% | 0.69% | 1.10% | 0.86% | 0.95% | 0.68% | 0.89% | 1.12% | 1.52% | 2.11% |
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 4.79%, while Invesco S&P 500 GARP ETF (SPGP) has a volatility of 5.05%. 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.