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 | 9.38% | 11.77% |
| 1Y Return | 28.73% | 28.28% |
| 3Y Return (Ann) | 8.58% | 10.41% |
| 5Y Return (Ann) | 14.74% | 15.01% |
| 10Y Return (Ann) | 13.69% | 13.21% |
| Sharpe Ratio | 2.30 | 2.57 |
| Daily Std Dev | 13.40% | 11.48% |
| Max Drawdown | -61.82% | -54.50% |
| Current Drawdown | -1.36% | -0.08% |
Correlation
The correlation between NEFSX and SPLG is 0.83, 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
In the year-to-date period, NEFSX achieves a 9.38% return, which is significantly lower than SPLG's 11.77% return. Both investments have delivered pretty close results over the past 10 years, with NEFSX having a 13.69% annualized return and SPLG not far behind at 13.21%. 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 7.30%, more than SPLG's 1.32% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
NEFSX Natixis Funds Trust I U.S. Equity Opportunities Fund | 7.30% | 8.13% | 18.10% | 11.12% | 13.07% | 10.85% | 11.18% | 3.55% | 1.88% | 5.09% | 36.44% | 7.81% |
SPLG SPDR Portfolio S&P 500 ETF | 1.32% | 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) and SPDR Portfolio S&P 500 ETF (SPLG) have volatilities of 3.46% and 3.38%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.