NEFZX vs. LSGRX
Compare and contrast key facts about Loomis Sayles Strategic Income Fund (NEFZX) and Loomis Sayles Growth Fund (LSGRX).
NEFZX is managed by Natixis. It was launched on Apr 30, 1995. LSGRX is managed by Natixis. It was launched on May 16, 1991.
Performance
NEFZX vs. LSGRX - Performance Comparison
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NEFZX vs. LSGRX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
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%
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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
NEFZX
LSGRX
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.
| NEFZX | LSGRX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.12 | 0.26 | +0.87 |
Sortino ratioReturn per unit of downside risk | 1.50 | 0.58 | +0.92 |
Omega ratioGain probability vs. loss probability | 1.23 | 1.08 | +0.15 |
Calmar ratioReturn relative to maximum drawdown | 1.30 | -0.28 | +1.59 |
Martin ratioReturn relative to average drawdown | 6.02 | -0.85 | +6.88 |
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
| NEFZX | LSGRX | Difference | |
|---|---|---|---|
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.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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
| NEFZX | LSGRX | Difference | |
|---|---|---|---|
Max DrawdownLargest 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 DrawdownCurrent decline from peak | -3.93% | -17.66% | +13.73% |
Average DrawdownAverage peak-to-trough decline | -3.37% | -18.01% | +14.64% |
Ulcer IndexDepth 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
| NEFZX | LSGRX | Difference | |
|---|---|---|---|
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% |