NEFSX vs. VNVYX
NEFSX (Natixis Funds Trust I U.S. Equity Opportunities Fund) and VNVYX (Natixis Funds Trust II Vaughan Nelson Mid Cap Fund) are both mutual funds - NEFSX is a Large Cap Growth Equities fund managed by Natixis, while VNVYX is a Mid Cap Blend Equities fund managed by Natixis. Over the past 10 years, NEFSX returned 14.94%/yr vs 11.51%/yr for VNVYX. Their correlation of 0.89 suggests significant overlap in exposure. NEFSX charges 1.14%/yr vs 0.90%/yr for VNVYX.
Performance
NEFSX vs. VNVYX - Performance Comparison
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Returns By Period
In the year-to-date period, NEFSX achieves a -0.44% return, which is significantly lower than VNVYX's 20.65% return. Over the past 10 years, NEFSX has outperformed VNVYX with an annualized return of 14.94%, while VNVYX has yielded a comparatively lower 11.51% annualized return.
NEFSX
- 1D
- -1.23%
- 1M
- 0.97%
- YTD
- -0.44%
- 6M
- 0.41%
- 1Y
- 12.96%
- 3Y*
- 18.81%
- 5Y*
- 10.50%
- 10Y*
- 14.94%
VNVYX
- 1D
- 0.32%
- 1M
- 4.22%
- YTD
- 20.65%
- 6M
- 18.78%
- 1Y
- 37.33%
- 3Y*
- 22.91%
- 5Y*
- 11.67%
- 10Y*
- 11.51%
NEFSX vs. VNVYX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
NEFSX Natixis Funds Trust I U.S. Equity Opportunities Fund | -0.44% | 17.23% | 25.79% | 37.13% | -21.15% | 23.21% | 22.12% | 31.08% | -6.67% | 26.28% |
VNVYX Natixis Funds Trust II Vaughan Nelson Mid Cap Fund | 20.65% | 12.17% | 19.45% | 16.53% | -10.59% | 21.82% | 10.92% | 30.53% | -15.98% | 13.21% |
Correlation
The correlation between NEFSX and VNVYX is 0.60, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.60 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.77 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.82 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.83 |
Correlation (All Time) Calculated using the full available price history since Nov 3, 2008 | 0.89 |
Over the past year, the correlation between NEFSX and VNVYX has dropped to 0.60 - well below their long-term average of 0.89, suggesting their price drivers have been diverging.
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Return for Risk
NEFSX vs. VNVYX — Risk / Return Rank
NEFSX
VNVYX
NEFSX vs. VNVYX - 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 Natixis Funds Trust II Vaughan Nelson Mid Cap Fund (VNVYX). 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.
| NEFSX | VNVYX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.12 | ||
| Sortino ratioReturn per unit of downside risk | -1.63 | ||
| Omega ratioGain probability vs. loss probability | 1.21 | 1.40 | -0.18 |
| Calmar ratioReturn relative to maximum drawdown | 1.40 | 3.79 | -2.38 |
| Martin ratioReturn relative to average drawdown | 4.41 | 14.45 | -10.04 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| NEFSX | VNVYX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.20 | 2.32 | -1.12 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.56 | 0.64 | -0.08 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.78 | 0.57 | +0.21 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.59 | 0.59 | 0.00 |
Drawdowns
NEFSX vs. VNVYX - Drawdown Comparison
The maximum NEFSX drawdown since its inception was -55.83%, which is greater than VNVYX's maximum drawdown of -42.81%. Use the drawdown chart below to compare losses from any high point for NEFSX and VNVYX.
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Drawdown Indicators
| NEFSX | VNVYX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -55.83% | -42.81% | -13.02% |
Max Drawdown (1Y)Largest decline over 1 year | -11.20% | -12.19% | +0.99% |
Max Drawdown (3Y)Largest decline over 3 years | -19.58% | -22.60% | +3.02% |
Max Drawdown (5Y)Largest decline over 5 years | -30.08% | -22.60% | -7.48% |
Max Drawdown (10Y)Largest decline over 10 years | -32.27% | -42.81% | +10.54% |
Current DrawdownCurrent decline from peak | -2.35% | 0.00% | -2.35% |
Average DrawdownAverage peak-to-trough decline | -11.75% | -6.24% | -5.51% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.86% | 3.62% | +0.24% |
Volatility
NEFSX vs. VNVYX - Volatility Comparison
The current volatility for Natixis Funds Trust I U.S. Equity Opportunities Fund (NEFSX) is 3.14%, while Natixis Funds Trust II Vaughan Nelson Mid Cap Fund (VNVYX) has a volatility of 6.67%. This indicates that NEFSX experiences smaller price fluctuations and is considered to be less risky than VNVYX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| NEFSX | VNVYX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.14% | 6.67% | -3.53% |
Volatility (6M)Calculated over the trailing 6-month period | 10.26% | 15.89% | -5.63% |
Volatility (1Y)Calculated over the trailing 1-year period | 13.07% | 19.90% | -6.83% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 19.60% | 19.15% | +0.45% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 19.71% | 20.68% | -0.97% |
NEFSX vs. VNVYX - Expense Ratio Comparison
NEFSX has a 1.14% expense ratio, which is higher than VNVYX's 0.90% expense ratio.
Dividends
NEFSX vs. VNVYX - Dividend Comparison
NEFSX's dividend yield for the trailing twelve months is around 9.35%, less than VNVYX's 37.10% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
NEFSX Natixis Funds Trust I U.S. Equity Opportunities Fund | 9.35% | 5.92% | 6.38% | 8.13% | 18.10% | 11.12% | 13.07% | 10.85% | 11.18% | 3.55% | 1.88% | 5.09% |
VNVYX Natixis Funds Trust II Vaughan Nelson Mid Cap Fund | 37.10% | 45.02% | 11.91% | 0.53% | 3.46% | 16.14% | 12.25% | 1.07% | 9.78% | 2.71% | 3.33% | 2.58% |
Frequently Asked Questions
NEFSX and VNVYX have a correlation of 0.60, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
VNVYX has higher volatility (6.67%) compared to NEFSX (3.14%). In terms of maximum drawdown, NEFSX dropped -55.83% vs VNVYX's -42.81%.
VNVYX currently has the higher Sharpe Ratio (2.32 vs 1.20), 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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