NEFSX vs. SPLG
Compare and contrast key facts about Natixis Funds Trust I U.S. Equity Opportunities Fund (NEFSX) and SPDR Portfolio S&P 500 ETF (SPLG).
NEFSX is managed by Natixis Funds. It was launched on Jul 7, 1994. SPLG is a passively managed fund by State Street that tracks the performance of the S&P 500 Index. It was launched on Nov 15, 2005.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: NEFSX or SPLG.
Key characteristics
| NEFSX | SPLG | |
|---|---|---|
| YTD Return | 27.77% | 26.94% |
| 1Y Return | 28.57% | 34.99% |
| 3Y Return (Ann) | -0.70% | 10.23% |
| 5Y Return (Ann) | 4.68% | 15.82% |
| 10Y Return (Ann) | 2.68% | 13.45% |
| Sharpe Ratio | 2.12 | 3.10 |
| Sortino Ratio | 2.68 | 4.12 |
| Omega Ratio | 1.40 | 1.58 |
| Calmar Ratio | 1.24 | 4.46 |
| Martin Ratio | 9.36 | 20.26 |
| Ulcer Index | 3.37% | 1.86% |
| Daily Std Dev | 14.91% | 12.15% |
| Max Drawdown | -61.82% | -54.50% |
| Current Drawdown | -2.54% | -0.24% |
Correlation
The correlation between NEFSX and SPLG 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. SPLG - Performance Comparison
The year-to-date returns for both stocks are quite close, with NEFSX having a 27.77% return and SPLG slightly lower at 26.94%. Over the past 10 years, NEFSX has underperformed SPLG with an annualized return of 2.68%, while SPLG has yielded a comparatively higher 13.45% 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. SPLG - Expense Ratio Comparison
NEFSX has a 1.14% expense ratio, which is higher than SPLG's 0.03% expense ratio.
Risk-Adjusted Performance
NEFSX vs. SPLG - 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 SPDR Portfolio S&P 500 ETF (SPLG). 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. SPLG - Dividend Comparison
NEFSX's dividend yield for the trailing twelve months is around 0.09%, less than SPLG's 1.23% 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% |
SPLG SPDR Portfolio S&P 500 ETF | 1.23% | 1.44% | 1.69% | 1.25% | 1.54% | 1.79% | 2.23% | 1.75% | 1.97% | 1.98% | 1.79% | 1.71% |
Drawdowns
NEFSX vs. SPLG - Drawdown Comparison
The maximum NEFSX drawdown since its inception was -61.82%, which is greater than SPLG's maximum drawdown of -54.50%. Use the drawdown chart below to compare losses from any high point for NEFSX and SPLG. For additional features, visit the drawdowns tool.
Volatility
NEFSX vs. SPLG - Volatility Comparison
Natixis Funds Trust I U.S. Equity Opportunities Fund (NEFSX) has a higher volatility of 4.79% compared to SPDR Portfolio S&P 500 ETF (SPLG) at 3.77%. This indicates that NEFSX's price experiences larger fluctuations and is considered to be riskier than SPLG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.