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 Funds. 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.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: NEFSX or VTV.
Key characteristics
| NEFSX | VTV | |
|---|---|---|
| YTD Return | 27.77% | 21.21% |
| 1Y Return | 28.57% | 30.33% |
| 3Y Return (Ann) | -0.70% | 9.77% |
| 5Y Return (Ann) | 4.68% | 11.68% |
| 10Y Return (Ann) | 2.68% | 10.67% |
| Sharpe Ratio | 2.12 | 3.18 |
| Sortino Ratio | 2.68 | 4.47 |
| Omega Ratio | 1.40 | 1.59 |
| Calmar Ratio | 1.24 | 6.42 |
| Martin Ratio | 9.36 | 20.69 |
| Ulcer Index | 3.37% | 1.58% |
| Daily Std Dev | 14.91% | 10.27% |
| Max Drawdown | -61.82% | -59.27% |
| Current Drawdown | -2.54% | -0.65% |
Correlation
The correlation between NEFSX and VTV is 0.87, 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. VTV - Performance Comparison
In the year-to-date period, NEFSX achieves a 27.77% return, which is significantly higher than VTV's 21.21% return. Over the past 10 years, NEFSX has underperformed VTV with an annualized return of 2.68%, while VTV has yielded a comparatively higher 10.67% 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. VTV - Expense Ratio Comparison
NEFSX has a 1.14% expense ratio, which is higher than VTV's 0.04% expense ratio.
Risk-Adjusted Performance
NEFSX vs. VTV - 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 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.
Dividends
NEFSX vs. VTV - Dividend Comparison
NEFSX's dividend yield for the trailing twelve months is around 0.09%, less than VTV's 2.23% 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% |
VTV Vanguard Value ETF | 2.23% | 2.46% | 2.52% | 2.15% | 2.56% | 2.50% | 2.73% | 2.29% | 2.44% | 2.60% | 2.22% | 2.21% |
Drawdowns
NEFSX vs. VTV - Drawdown Comparison
The maximum NEFSX drawdown since its inception was -61.82%, roughly equal to the maximum VTV drawdown of -59.27%. Use the drawdown chart below to compare losses from any high point for NEFSX and VTV. For additional features, visit the drawdowns tool.
Volatility
NEFSX vs. VTV - Volatility Comparison
Natixis Funds Trust I U.S. Equity Opportunities Fund (NEFSX) has a higher volatility of 4.79% 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.