NEFSX vs. SWPPX
NEFSX (Natixis Funds Trust I U.S. Equity Opportunities Fund) and SWPPX (Schwab S&P 500 Index Fund) are both mutual funds - NEFSX is a Large Cap Growth Equities fund managed by Natixis, while SWPPX is a Large Cap Blend Equities fund tracking the S&P 500 Index. Over the past 10 years, NEFSX returned 14.54%/yr vs 14.98%/yr for SWPPX. Their correlation of 0.92 means they have usually moved in the same direction. NEFSX charges 1.14%/yr vs 0.02%/yr for SWPPX.
Performance
NEFSX vs. SWPPX - Performance Comparison
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Returns By Period
In the year-to-date period, NEFSX achieves a 0.61% return, which is significantly lower than SWPPX's 9.35% return. Both investments have delivered pretty close results over the past 10 years, with NEFSX having a 14.54% annualized return and SWPPX not far ahead at 14.98%.
NEFSX
- 1D
- 0.02%
- 1M
- 0.35%
- 6M
- 1.03%
- YTD
- 0.61%
- 1Y
- 7.46%
- 3Y*
- 15.79%
- 5Y*
- 10.55%
- 10Y*
- 14.54%
- ALL TIME*
- 11.63%
SWPPX
- 1D
- 1.70%
- 1M
- -0.52%
- 6M
- 7.81%
- YTD
- 9.35%
- 1Y
- 20.64%
- 3Y*
- 19.02%
- 5Y*
- 12.67%
- 10Y*
- 14.98%
- ALL TIME*
- 9.75%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $0.00 | $0.00 | $0.00 | |
| $0.00 | $0.00 | $0.00 |
NEFSX vs. SWPPX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
NEFSX Natixis Funds Trust I U.S. Equity Opportunities Fund | 0.61% | 17.23% | 25.79% | 37.13% | -21.15% | 23.21% | 22.12% | 31.08% | -6.67% | 26.28% |
SWPPX Schwab S&P 500 Index Fund | 9.35% | 17.87% | 24.96% | 26.26% | -18.14% | 28.67% | 18.38% | 31.46% | -4.47% | 21.81% |
Correlation
The correlation between NEFSX and SWPPX is 0.65, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.65 |
Correlation (3Y) Balances recent behavior with more history. | 0.74 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.84 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.89 |
Correlation (All Time) Calculated using the full available price history since May 20, 1997 | 0.92 |
Over the past year, the correlation between NEFSX and SWPPX has dropped to 0.65 - well below their long-term average of 0.92, suggesting their price drivers have been diverging.
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Return for Risk
NEFSX vs. SWPPX — Risk / Return Rank
NEFSX
SWPPX
NEFSX vs. SWPPX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Natixis Funds Trust I U.S. Equity Opportunities Fund (NEFSX) and Schwab S&P 500 Index Fund (SWPPX). 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| NEFSX | SWPPX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.83 | ||
| Sortino ratioReturn per unit of downside risk | -1.07 | ||
| Omega ratioGain probability vs. loss probability | 1.11 | 1.26 | -0.15 |
| Calmar ratioReturn relative to maximum drawdown | 0.73 | 2.07 | -1.33 |
| Martin ratioReturn relative to average drawdown | 2.21 | 8.85 | -6.64 |
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Drawdowns
NEFSX vs. SWPPX - Drawdown Comparison
The maximum NEFSX drawdown since its inception was -55.83%, roughly equal to the maximum SWPPX drawdown of -55.06%. Use the drawdown chart below to compare losses from any high point for NEFSX and SWPPX.
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Drawdown Indicators
| NEFSX | SWPPX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -55.83% | -55.06% | -0.77% |
Max Drawdown (1Y)Largest decline over 1 year | -11.20% | -8.89% | -2.31% |
Max Drawdown (3Y)Largest decline over 3 years | -19.58% | -18.74% | -0.84% |
Max Drawdown (5Y)Largest decline over 5 years | -30.08% | -24.51% | -5.57% |
Max Drawdown (10Y)Largest decline over 10 years | -32.27% | -33.80% | +1.53% |
Current DrawdownCurrent decline from peak | -1.33% | -2.09% | +0.76% |
Average DrawdownAverage peak-to-trough decline | -11.70% | -9.90% | -1.80% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.46% | 2.07% | +1.39% |
Volatility
NEFSX vs. SWPPX - Volatility Comparison
Natixis Funds Trust I U.S. Equity Opportunities Fund (NEFSX) has a higher volatility of 4.14% compared to Schwab S&P 500 Index Fund (SWPPX) at 3.49%. This indicates that NEFSX's price experiences larger fluctuations and is considered to be riskier than SWPPX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| NEFSX | SWPPX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.14% | 3.49% | +0.65% |
Volatility (6M)Calculated over the trailing 6-month period | 10.40% | 10.13% | +0.27% |
Volatility (1Y)Calculated over the trailing 1-year period | 13.68% | 12.89% | +0.79% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 19.64% | 17.05% | +2.59% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 19.66% | 18.23% | +1.43% |
NEFSX vs. SWPPX - Expense Ratio Comparison
NEFSX has a 1.14% expense ratio, which is higher than SWPPX's 0.02% expense ratio.
Dividends
NEFSX vs. SWPPX - Dividend Comparison
NEFSX's dividend yield for the trailing twelve months is around 9.25%, more than SWPPX's 1.01% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
NEFSX Natixis Funds Trust I U.S. Equity Opportunities Fund | 9.25% | 5.92% | 6.38% | 8.13% | 18.10% | 11.12% | 13.07% | 10.85% | 11.18% | 3.55% | 1.88% | 5.09% |
SWPPX Schwab S&P 500 Index Fund | 1.01% | 1.11% | 1.23% | 1.43% | 1.67% | 1.27% | 1.81% | 1.95% | 2.67% | 1.79% | 2.55% | 3.17% |
Frequently Asked Questions
NEFSX and SWPPX have a correlation of 0.65, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
NEFSX has higher volatility (4.14%) compared to SWPPX (3.49%). In terms of maximum drawdown, NEFSX dropped -55.83% vs SWPPX's -55.06%.
SWPPX currently has the higher Sharpe Ratio (1.42 vs 0.60), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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