NEFZX vs. ESGYX
NEFZX (Loomis Sayles Strategic Income Fund) and ESGYX (Mirova Global Sustainable Equity Fund) are both mutual funds - NEFZX is a Multisector Bonds fund managed by Natixis, while ESGYX is a Global Equities fund managed by Natixis. Over the past 5 years, NEFZX returned 1.98%/yr vs 5.18%/yr for ESGYX. A 0.58 correlation means they provide meaningful diversification when combined. Both charge a 0.95% expense ratio.
Performance
NEFZX vs. ESGYX - Performance Comparison
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Returns By Period
In the year-to-date period, NEFZX achieves a -0.29% return, which is significantly higher than ESGYX's -1.09% return.
NEFZX
- 1D
- 0.33%
- 1M
- 0.25%
- YTD
- -0.29%
- 6M
- -0.14%
- 1Y
- 3.73%
- 3Y*
- 7.23%
- 5Y*
- 1.98%
- 10Y*
- 3.25%
ESGYX
- 1D
- 0.80%
- 1M
- -0.69%
- YTD
- -1.09%
- 6M
- -1.88%
- 1Y
- 6.31%
- 3Y*
- 11.00%
- 5Y*
- 5.18%
- 10Y*
- —
NEFZX vs. ESGYX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
NEFZX Loomis Sayles Strategic Income Fund | -0.29% | 8.92% | 7.05% | 8.02% | -12.82% | 3.85% | 1.15% | 10.84% | -3.00% | 7.22% |
ESGYX Mirova Global Sustainable Equity Fund | -1.09% | 15.23% | 13.38% | 18.63% | -22.36% | 18.06% | 32.43% | 33.00% | -6.37% | 29.83% |
Correlation
The correlation between NEFZX and ESGYX is 0.69, 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 | 0.69 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.55 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.57 |
Correlation (All Time) Calculated using the full available price history since Jan 3, 2017 | 0.58 |
The correlation between NEFZX and ESGYX shifts across timeframes, from 0.55 (3 years) to 0.69 (1 year), reflecting how their relationship changes across market environments.
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Return for Risk
NEFZX vs. ESGYX — Risk / Return Rank
NEFZX
ESGYX
NEFZX vs. ESGYX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Loomis Sayles Strategic Income Fund (NEFZX) and Mirova Global Sustainable Equity Fund (ESGYX). 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.
| NEFZX | ESGYX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.46 | ||
| Sortino ratioReturn per unit of downside risk | +0.57 | ||
| Omega ratioGain probability vs. loss probability | 1.19 | 1.10 | +0.09 |
| Calmar ratioReturn relative to maximum drawdown | 1.07 | 0.63 | +0.44 |
| Martin ratioReturn relative to average drawdown | 3.27 | 2.09 | +1.18 |
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Drawdowns
NEFZX vs. ESGYX - Drawdown Comparison
The maximum NEFZX drawdown since its inception was -32.07%, smaller than the maximum ESGYX drawdown of -34.88%. Use the drawdown chart below to compare losses from any high point for NEFZX and ESGYX.
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Drawdown Indicators
| NEFZX | ESGYX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -32.07% | -34.88% | +2.81% |
Max Drawdown (1Y)Largest decline over 1 year | -4.17% | -11.49% | +7.32% |
Max Drawdown (3Y)Largest decline over 3 years | -5.88% | -16.67% | +10.79% |
Max Drawdown (5Y)Largest decline over 5 years | -17.19% | -34.88% | +17.69% |
Max Drawdown (10Y)Largest decline over 10 years | -17.21% | — | — |
Current DrawdownCurrent decline from peak | -2.02% | -3.36% | +1.34% |
Average DrawdownAverage peak-to-trough decline | -3.36% | -6.42% | +3.06% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.25% | 3.20% | -1.95% |
Volatility
NEFZX vs. ESGYX - Volatility Comparison
The current volatility for Loomis Sayles Strategic Income Fund (NEFZX) is 1.45%, while Mirova Global Sustainable Equity Fund (ESGYX) has a volatility of 5.14%. This indicates that NEFZX experiences smaller price fluctuations and is considered to be less risky than ESGYX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| NEFZX | ESGYX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.45% | 5.14% | -3.69% |
Volatility (6M)Calculated over the trailing 6-month period | 3.59% | 10.60% | -7.01% |
Volatility (1Y)Calculated over the trailing 1-year period | 4.50% | 13.70% | -9.20% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 5.60% | 17.73% | -12.13% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 5.24% | 17.67% | -12.43% |
NEFZX vs. ESGYX - Expense Ratio Comparison
Both NEFZX and ESGYX have an expense ratio of 0.95%.
Dividends
NEFZX vs. ESGYX - Dividend Comparison
NEFZX's dividend yield for the trailing twelve months is around 3.97%, less than ESGYX's 4.20% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
ESGYX Mirova Global Sustainable Equity Fund | 4.20% | 4.44% | 1.99% | 0.61% | 5.28% | 12.16% | 0.54% | 1.84% | 4.39% | 1.15% | 0.00% | 0.00% |
NEFZX Loomis Sayles Strategic Income Fund | 3.97% | 3.83% | 5.60% | 5.37% | 6.34% | 2.64% | 4.20% | 3.51% | 4.28% | 4.06% | 4.76% | 10.22% |
Frequently Asked Questions
NEFZX and ESGYX have a correlation of 0.69, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
ESGYX has higher volatility (5.14%) compared to NEFZX (1.45%). In terms of maximum drawdown, NEFZX dropped -32.07% vs ESGYX's -34.88%.
NEFZX currently has the higher Sharpe Ratio (0.99 vs 0.53), 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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