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NEFZX vs. LSGRX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

NEFZX vs. LSGRX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Loomis Sayles Strategic Income Fund (NEFZX) and Loomis Sayles Growth Fund (LSGRX). The values are adjusted to include any dividend payments, if applicable.

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NEFZX vs. LSGRX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
NEFZX
Loomis Sayles Strategic Income Fund
-2.24%8.92%7.05%8.02%-12.82%3.85%1.15%10.84%-3.00%7.22%
LSGRX
Loomis Sayles Growth Fund
-14.81%14.01%35.21%51.30%-27.86%18.68%31.76%31.73%-2.56%32.63%

Returns By Period

In the year-to-date period, NEFZX achieves a -2.24% return, which is significantly higher than LSGRX's -14.81% return. Over the past 10 years, NEFZX has underperformed LSGRX with an annualized return of 3.31%, while LSGRX has yielded a comparatively higher 14.98% annualized return.


NEFZX

1D
0.25%
1M
-3.93%
YTD
-2.24%
6M
-1.23%
1Y
4.38%
3Y*
6.22%
5Y*
2.25%
10Y*
3.31%

LSGRX

1D
0.21%
1M
-9.29%
YTD
-14.81%
6M
-14.59%
1Y
8.00%
3Y*
17.83%
5Y*
10.57%
10Y*
14.98%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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NEFZX vs. LSGRX - Expense Ratio Comparison

NEFZX has a 0.95% expense ratio, which is higher than LSGRX's 0.64% expense ratio.


Return for Risk

NEFZX vs. LSGRX — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

NEFZX
NEFZX Risk / Return Rank: 5959
Overall Rank
NEFZX Sharpe Ratio Rank: 6363
Sharpe Ratio Rank
NEFZX Sortino Ratio Rank: 5656
Sortino Ratio Rank
NEFZX Omega Ratio Rank: 6060
Omega Ratio Rank
NEFZX Calmar Ratio Rank: 5555
Calmar Ratio Rank
NEFZX Martin Ratio Rank: 6363
Martin Ratio Rank

LSGRX
LSGRX Risk / Return Rank: 99
Overall Rank
LSGRX Sharpe Ratio Rank: 1111
Sharpe Ratio Rank
LSGRX Sortino Ratio Rank: 1313
Sortino Ratio Rank
LSGRX Omega Ratio Rank: 1313
Omega Ratio Rank
LSGRX Calmar Ratio Rank: 33
Calmar Ratio Rank
LSGRX Martin Ratio Rank: 33
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

NEFZX vs. LSGRX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Loomis Sayles Strategic Income Fund (NEFZX) and Loomis Sayles Growth Fund (LSGRX). 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.


NEFZXLSGRXDifference

Sharpe ratio

Return per unit of total volatility

1.12

0.26

+0.87

Sortino ratio

Return per unit of downside risk

1.50

0.58

+0.92

Omega ratio

Gain probability vs. loss probability

1.23

1.08

+0.15

Calmar ratio

Return relative to maximum drawdown

1.30

-0.28

+1.59

Martin ratio

Return relative to average drawdown

6.02

-0.85

+6.88

NEFZX vs. LSGRX - Sharpe Ratio Comparison

The current NEFZX Sharpe Ratio is 1.12, which is higher than the LSGRX Sharpe Ratio of 0.26. The chart below compares the historical Sharpe Ratios of NEFZX and LSGRX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


NEFZXLSGRXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.12

0.26

+0.87

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.43

0.49

-0.06

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.64

0.74

-0.09

Sharpe Ratio (All Time)

Calculated using the full available price history

1.11

0.42

+0.69

Correlation

The correlation between NEFZX and LSGRX is 0.40, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Dividends

NEFZX vs. LSGRX - Dividend Comparison

NEFZX's dividend yield for the trailing twelve months is around 3.78%, more than LSGRX's 2.60% yield.


TTM20252024202320222021202020192018201720162015
NEFZX
Loomis Sayles Strategic Income Fund
3.78%3.83%5.60%5.37%6.34%2.64%4.20%3.51%4.28%4.06%4.76%10.22%
LSGRX
Loomis Sayles Growth Fund
2.60%2.22%5.62%6.02%16.47%4.73%4.41%2.70%5.82%2.41%1.48%0.54%

Drawdowns

NEFZX vs. LSGRX - Drawdown Comparison

The maximum NEFZX drawdown since its inception was -32.07%, smaller than the maximum LSGRX drawdown of -63.63%. Use the drawdown chart below to compare losses from any high point for NEFZX and LSGRX.


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Drawdown Indicators


NEFZXLSGRXDifference

Max Drawdown

Largest peak-to-trough decline

-32.07%

-63.63%

+31.56%

Max Drawdown (1Y)

Largest decline over 1 year

-4.17%

-17.83%

+13.66%

Max Drawdown (5Y)

Largest decline over 5 years

-17.19%

-34.69%

+17.50%

Max Drawdown (10Y)

Largest decline over 10 years

-17.21%

-34.69%

+17.48%

Current Drawdown

Current decline from peak

-3.93%

-17.66%

+13.73%

Average Drawdown

Average peak-to-trough decline

-3.37%

-18.01%

+14.64%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.90%

7.78%

-6.88%

Volatility

NEFZX vs. LSGRX - Volatility Comparison

The current volatility for Loomis Sayles Strategic Income Fund (NEFZX) is 1.88%, while Loomis Sayles Growth Fund (LSGRX) has a volatility of 5.18%. This indicates that NEFZX experiences smaller price fluctuations and is considered to be less risky than LSGRX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


NEFZXLSGRXDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.88%

5.18%

-3.30%

Volatility (6M)

Calculated over the trailing 6-month period

2.88%

12.39%

-9.51%

Volatility (1Y)

Calculated over the trailing 1-year period

5.07%

25.07%

-20.00%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

5.50%

22.55%

-17.05%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

5.26%

20.84%

-15.58%