NEFSX vs. VTV
Compare and contrast key facts about Natixis Funds Trust I U.S. Equity Opportunities Fund (NEFSX) and Vanguard Value ETF (VTV).
NEFSX is managed by Natixis. It was launched on Jul 7, 1994. VTV is a passively managed fund by Vanguard that tracks the performance of the MSCI US Prime Market Value Index. It was launched on Jan 26, 2004.
Performance
NEFSX vs. VTV - Performance Comparison
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NEFSX vs. VTV - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
NEFSX Natixis Funds Trust I U.S. Equity Opportunities Fund | -6.96% | 17.23% | 25.79% | 37.13% | -21.15% | 23.21% | 22.12% | 31.08% | -6.67% | 26.28% |
VTV Vanguard Value ETF | 3.54% | 15.27% | 15.95% | 9.32% | -2.09% | 26.53% | 2.33% | 25.66% | -5.47% | 17.15% |
Returns By Period
In the year-to-date period, NEFSX achieves a -6.96% return, which is significantly lower than VTV's 3.54% return. Over the past 10 years, NEFSX has outperformed VTV with an annualized return of 14.49%, while VTV has yielded a comparatively lower 11.83% annualized return.
NEFSX
- 1D
- 2.69%
- 1M
- -4.17%
- YTD
- -6.96%
- 6M
- -4.90%
- 1Y
- 12.17%
- 3Y*
- 18.68%
- 5Y*
- 10.65%
- 10Y*
- 14.49%
VTV
- 1D
- 0.24%
- 1M
- -4.38%
- YTD
- 3.54%
- 6M
- 6.37%
- 1Y
- 16.56%
- 3Y*
- 15.18%
- 5Y*
- 10.91%
- 10Y*
- 11.83%
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NEFSX vs. VTV - Expense Ratio Comparison
NEFSX has a 1.14% expense ratio, which is higher than VTV's 0.04% expense ratio.
Return for Risk
NEFSX vs. VTV — Risk / Return Rank
NEFSX
VTV
NEFSX vs. VTV - 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 Vanguard Value ETF (VTV). 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 | VTV | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.72 | 1.12 | -0.40 |
Sortino ratioReturn per unit of downside risk | 1.19 | 1.61 | -0.41 |
Omega ratioGain probability vs. loss probability | 1.17 | 1.24 | -0.07 |
Calmar ratioReturn relative to maximum drawdown | 0.18 | 1.44 | -1.26 |
Martin ratioReturn relative to average drawdown | 0.65 | 6.48 | -5.84 |
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 | VTV | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.72 | 1.12 | -0.40 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.57 | 0.79 | -0.22 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.75 | 0.71 | +0.04 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.58 | 0.49 | +0.09 |
Correlation
The correlation between NEFSX and VTV is 0.86, 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.
Dividends
NEFSX vs. VTV - Dividend Comparison
NEFSX's dividend yield for the trailing twelve months is around 6.37%, more than VTV's 2.02% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
NEFSX Natixis Funds Trust I U.S. Equity Opportunities Fund | 6.37% | 5.92% | 6.38% | 8.13% | 18.10% | 11.12% | 13.07% | 10.85% | 11.18% | 3.55% | 1.88% | 5.09% |
VTV Vanguard Value ETF | 2.02% | 2.05% | 2.31% | 2.46% | 2.52% | 2.15% | 2.56% | 2.50% | 2.73% | 2.29% | 2.44% | 2.60% |
Drawdowns
NEFSX vs. VTV - Drawdown Comparison
The maximum NEFSX drawdown since its inception was -55.83%, smaller than the maximum VTV drawdown of -59.27%. Use the drawdown chart below to compare losses from any high point for NEFSX and VTV.
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Drawdown Indicators
| NEFSX | VTV | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -55.83% | -59.27% | +3.44% |
Max Drawdown (1Y)Largest decline over 1 year | -12.85% | -11.32% | -1.53% |
Max Drawdown (5Y)Largest decline over 5 years | -30.08% | -17.04% | -13.04% |
Max Drawdown (10Y)Largest decline over 10 years | -32.27% | -36.78% | +4.51% |
Current DrawdownCurrent decline from peak | -8.65% | -4.58% | -4.07% |
Average DrawdownAverage peak-to-trough decline | -11.79% | -7.92% | -3.87% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 5.58% | 2.51% | +3.07% |
Volatility
NEFSX vs. VTV - Volatility Comparison
Natixis Funds Trust I U.S. Equity Opportunities Fund (NEFSX) has a higher volatility of 4.93% compared to Vanguard Value ETF (VTV) at 3.65%. This indicates that NEFSX's price experiences larger fluctuations and is considered to be riskier than VTV based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| NEFSX | VTV | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.93% | 3.65% | +1.28% |
Volatility (6M)Calculated over the trailing 6-month period | 10.21% | 7.71% | +2.50% |
Volatility (1Y)Calculated over the trailing 1-year period | 21.29% | 14.89% | +6.40% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 19.64% | 13.88% | +5.76% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 19.72% | 16.67% | +3.05% |