NEFSX vs. VUG
Compare and contrast key facts about Natixis Funds Trust I U.S. Equity Opportunities Fund (NEFSX) and Vanguard Growth ETF (VUG).
NEFSX is managed by Natixis. It was launched on Jul 7, 1994. VUG is a passively managed fund by Vanguard that tracks the performance of the CRSP US Large Cap Growth Index. It was launched on Nov 13, 2000.
Performance
NEFSX vs. VUG - Performance Comparison
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NEFSX vs. VUG - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
NEFSX Natixis Funds Trust I U.S. Equity Opportunities Fund | -9.40% | 17.23% | 25.79% | 37.13% | -21.15% | 23.21% | 22.12% | 31.08% | -6.67% | 26.28% |
VUG Vanguard Growth ETF | -10.37% | 19.40% | 32.69% | 46.83% | -33.16% | 27.35% | 40.25% | 37.03% | -3.32% | 27.72% |
Returns By Period
In the year-to-date period, NEFSX achieves a -9.40% return, which is significantly higher than VUG's -10.37% return. Over the past 10 years, NEFSX has underperformed VUG with an annualized return of 14.19%, while VUG has yielded a comparatively higher 16.03% annualized return.
NEFSX
- 1D
- 0.19%
- 1M
- -7.24%
- YTD
- -9.40%
- 6M
- -7.38%
- 1Y
- 9.45%
- 3Y*
- 17.64%
- 5Y*
- 10.37%
- 10Y*
- 14.19%
VUG
- 1D
- 4.00%
- 1M
- -5.12%
- YTD
- -10.37%
- 6M
- -8.73%
- 1Y
- 18.30%
- 3Y*
- 21.15%
- 5Y*
- 11.43%
- 10Y*
- 16.03%
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NEFSX vs. VUG - Expense Ratio Comparison
NEFSX has a 1.14% expense ratio, which is higher than VUG's 0.03% expense ratio.
Return for Risk
NEFSX vs. VUG — Risk / Return Rank
NEFSX
VUG
NEFSX vs. VUG - 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 Growth ETF (VUG). 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 | VUG | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.46 | 0.81 | -0.35 |
Sortino ratioReturn per unit of downside risk | 0.83 | 1.31 | -0.49 |
Omega ratioGain probability vs. loss probability | 1.11 | 1.18 | -0.07 |
Calmar ratioReturn relative to maximum drawdown | 0.13 | 1.11 | -0.99 |
Martin ratioReturn relative to average drawdown | 0.44 | 3.96 | -3.51 |
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 | VUG | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.46 | 0.81 | -0.35 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.55 | 0.52 | +0.04 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.74 | 0.75 | -0.02 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.58 | 0.57 | +0.01 |
Correlation
The correlation between NEFSX and VUG is 0.89, 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. VUG - Dividend Comparison
NEFSX's dividend yield for the trailing twelve months is around 6.54%, more than VUG's 0.46% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
NEFSX Natixis Funds Trust I U.S. Equity Opportunities Fund | 6.54% | 5.92% | 6.38% | 8.13% | 18.10% | 11.12% | 13.07% | 10.85% | 11.18% | 3.55% | 1.88% | 5.09% |
VUG Vanguard Growth ETF | 0.46% | 0.41% | 0.47% | 0.58% | 0.70% | 0.48% | 0.66% | 0.95% | 1.32% | 1.14% | 1.39% | 1.30% |
Drawdowns
NEFSX vs. VUG - Drawdown Comparison
The maximum NEFSX drawdown since its inception was -55.83%, which is greater than VUG's maximum drawdown of -50.68%. Use the drawdown chart below to compare losses from any high point for NEFSX and VUG.
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Drawdown Indicators
| NEFSX | VUG | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -55.83% | -50.68% | -5.15% |
Max Drawdown (1Y)Largest decline over 1 year | -12.85% | -16.53% | +3.68% |
Max Drawdown (5Y)Largest decline over 5 years | -30.08% | -35.61% | +5.53% |
Max Drawdown (10Y)Largest decline over 10 years | -32.27% | -35.61% | +3.34% |
Current DrawdownCurrent decline from peak | -11.04% | -13.20% | +2.16% |
Average DrawdownAverage peak-to-trough decline | -11.79% | -7.13% | -4.66% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 5.56% | 4.66% | +0.90% |
Volatility
NEFSX vs. VUG - Volatility Comparison
The current volatility for Natixis Funds Trust I U.S. Equity Opportunities Fund (NEFSX) is 4.10%, while Vanguard Growth ETF (VUG) has a volatility of 7.00%. This indicates that NEFSX experiences smaller price fluctuations and is considered to be less risky than VUG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| NEFSX | VUG | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.10% | 7.00% | -2.90% |
Volatility (6M)Calculated over the trailing 6-month period | 9.87% | 12.65% | -2.78% |
Volatility (1Y)Calculated over the trailing 1-year period | 21.14% | 22.68% | -1.54% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 19.60% | 22.23% | -2.63% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 19.70% | 21.38% | -1.68% |