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NEFZX vs. ODMAX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

NEFZX vs. ODMAX - Performance Comparison

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

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Returns By Period

In the year-to-date period, NEFZX achieves a -0.38% return, which is significantly lower than ODMAX's 20.10% return. Over the past 10 years, NEFZX has underperformed ODMAX with an annualized return of 3.15%, while ODMAX has yielded a comparatively higher 7.76% annualized return.


NEFZX

1D
0.08%
1M
0.57%
YTD
-0.38%
6M
-0.14%
1Y
4.66%
3Y*
7.08%
5Y*
2.03%
10Y*
3.15%

ODMAX

1D
1.59%
1M
4.42%
YTD
20.10%
6M
21.73%
1Y
42.86%
3Y*
13.85%
5Y*
2.17%
10Y*
7.76%
*Multi-year figures are annualized to reflect compound growth (CAGR)

NEFZX vs. ODMAX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
NEFZX
Loomis Sayles Strategic Income Fund
-0.38%8.92%7.05%8.02%-12.82%3.85%1.15%10.84%-3.00%7.22%
ODMAX
Invesco Developing Markets Fund
20.10%28.34%-1.39%11.17%-25.16%-7.54%17.22%24.02%-12.14%34.77%

Correlation

The correlation between NEFZX and ODMAX is 0.45, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.45

Correlation (3Y)
Calculated over the trailing 3-year period

0.32

Correlation (5Y)
Calculated over the trailing 5-year period

0.39

Correlation (10Y)
Calculated over the trailing 10-year period

0.47

Correlation (All Time)
Calculated using the full available price history since Nov 18, 1996

0.48

The correlation between NEFZX and ODMAX shifts across timeframes, from 0.32 (3 years) to 0.48 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

NEFZX vs. ODMAX — Risk / Return Rank

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

NEFZX
NEFZX Risk / Return Rank: 2020
Overall Rank
NEFZX Sharpe Ratio Rank: 2222
Sharpe Ratio Rank
NEFZX Sortino Ratio Rank: 2020
Sortino Ratio Rank
NEFZX Omega Ratio Rank: 2323
Omega Ratio Rank
NEFZX Calmar Ratio Rank: 1616
Calmar Ratio Rank
NEFZX Martin Ratio Rank: 1717
Martin Ratio Rank

ODMAX
ODMAX Risk / Return Rank: 7474
Overall Rank
ODMAX Sharpe Ratio Rank: 7676
Sharpe Ratio Rank
ODMAX Sortino Ratio Rank: 6464
Sortino Ratio Rank
ODMAX Omega Ratio Rank: 7474
Omega Ratio Rank
ODMAX Calmar Ratio Rank: 8181
Calmar Ratio Rank
ODMAX Martin Ratio Rank: 7373
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. ODMAX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Loomis Sayles Strategic Income Fund (NEFZX) and Invesco Developing Markets Fund (ODMAX). 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.


NEFZXODMAXDifference
Sharpe ratioReturn per unit of total volatility

-1.10

Sortino ratioReturn per unit of downside risk

-1.27

Omega ratioGain probability vs. loss probability

1.23

1.44

-0.20

Calmar ratioReturn relative to maximum drawdown

1.34

3.52

-2.18

Martin ratioReturn relative to average drawdown

4.18

13.08

-8.91

NEFZX vs. ODMAX - Sharpe Ratio Comparison

The current NEFZX Sharpe Ratio is 1.24, which is lower than the ODMAX Sharpe Ratio of 2.34. The chart below compares the historical Sharpe Ratios of NEFZX and ODMAX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

NEFZX vs. ODMAX - Drawdown Comparison

The maximum NEFZX drawdown since its inception was -32.07%, smaller than the maximum ODMAX drawdown of -61.63%. Use the drawdown chart below to compare losses from any high point for NEFZX and ODMAX.


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Drawdown Indicators


NEFZXODMAXDifference

Max Drawdown

Largest peak-to-trough decline

-32.07%

-61.63%

+29.56%

Max Drawdown (1Y)

Largest decline over 1 year

-4.17%

-12.08%

+7.91%

Max Drawdown (3Y)

Largest decline over 3 years

-5.88%

-18.26%

+12.38%

Max Drawdown (5Y)

Largest decline over 5 years

-17.19%

-44.52%

+27.33%

Max Drawdown (10Y)

Largest decline over 10 years

-17.21%

-46.23%

+29.02%

Current Drawdown

Current decline from peak

-2.10%

-2.98%

+0.88%

Average Drawdown

Average peak-to-trough decline

-3.36%

-14.57%

+11.21%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.23%

3.24%

-2.01%

Volatility

NEFZX vs. ODMAX - Volatility Comparison

The current volatility for Loomis Sayles Strategic Income Fund (NEFZX) is 1.59%, while Invesco Developing Markets Fund (ODMAX) has a volatility of 9.02%. This indicates that NEFZX experiences smaller price fluctuations and is considered to be less risky than ODMAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


NEFZXODMAXDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.59%

9.02%

-7.43%

Volatility (6M)

Calculated over the trailing 6-month period

3.59%

15.70%

-12.11%

Volatility (1Y)

Calculated over the trailing 1-year period

4.53%

18.19%

-13.66%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

5.60%

18.10%

-12.50%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

5.28%

18.01%

-12.73%

NEFZX vs. ODMAX - Expense Ratio Comparison

NEFZX has a 0.95% expense ratio, which is lower than ODMAX's 1.24% expense ratio.


Dividends

NEFZX vs. ODMAX - Dividend Comparison

NEFZX's dividend yield for the trailing twelve months is around 3.97%, less than ODMAX's 34.60% yield.


PositionTTM20252024202320222021202020192018201720162015
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%
ODMAX
Invesco Developing Markets Fund
34.60%41.55%0.01%0.53%0.57%5.01%0.00%2.12%0.28%0.30%0.23%0.43%

Frequently Asked Questions


NEFZX and ODMAX have a correlation of 0.45, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

ODMAX has higher volatility (9.02%) compared to NEFZX (1.59%). In terms of maximum drawdown, NEFZX dropped -32.07% vs ODMAX's -61.63%.

ODMAX currently has the higher Sharpe Ratio (2.34 vs 1.24), 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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