NEFZX vs. SGGDX
NEFZX (Loomis Sayles Strategic Income Fund) and SGGDX (First Eagle Gold Fund) are both mutual funds - NEFZX is a Multisector Bonds fund managed by Natixis, while SGGDX is a Gold fund managed by First Eagle. Over the past 10 years, NEFZX returned 3.15%/yr vs 12.78%/yr for SGGDX. At a 0.30 correlation, their price movements are largely independent. NEFZX charges 0.95%/yr vs 1.19%/yr for SGGDX.
Performance
NEFZX vs. SGGDX - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, NEFZX achieves a -0.38% return, which is significantly higher than SGGDX's -2.03% return. Over the past 10 years, NEFZX has underperformed SGGDX with an annualized return of 3.15%, while SGGDX has yielded a comparatively higher 12.78% 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%
SGGDX
- 1D
- -2.15%
- 1M
- -4.16%
- YTD
- -2.03%
- 6M
- -5.46%
- 1Y
- 51.32%
- 3Y*
- 35.40%
- 5Y*
- 20.35%
- 10Y*
- 12.78%
NEFZX vs. SGGDX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
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% |
SGGDX First Eagle Gold Fund | -2.03% | 128.39% | 10.32% | 7.01% | -1.56% | -7.78% | 29.63% | 38.51% | -15.90% | 8.12% |
Correlation
The correlation between NEFZX and SGGDX is 0.38, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.38 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.30 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.34 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.31 |
Correlation (All Time) Calculated using the full available price history since Apr 28, 1995 | 0.30 |
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
NEFZX vs. SGGDX — Risk / Return Rank
NEFZX
SGGDX
NEFZX vs. SGGDX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Loomis Sayles Strategic Income Fund (NEFZX) and First Eagle Gold Fund (SGGDX). 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 | SGGDX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.02 | ||
| Sortino ratioReturn per unit of downside risk | +0.13 | ||
| Omega ratioGain probability vs. loss probability | 1.23 | 1.23 | 0.00 |
| Calmar ratioReturn relative to maximum drawdown | 1.34 | 1.54 | -0.20 |
| Martin ratioReturn relative to average drawdown | 4.18 | 4.25 | -0.08 |
Loading charts...
Drawdowns
NEFZX vs. SGGDX - Drawdown Comparison
The maximum NEFZX drawdown since its inception was -32.07%, smaller than the maximum SGGDX drawdown of -70.69%. Use the drawdown chart below to compare losses from any high point for NEFZX and SGGDX.
Loading charts...
Drawdown Indicators
| NEFZX | SGGDX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -32.07% | -70.69% | +38.62% |
Max Drawdown (1Y)Largest decline over 1 year | -4.17% | -32.40% | +28.23% |
Max Drawdown (3Y)Largest decline over 3 years | -5.88% | -32.40% | +26.52% |
Max Drawdown (5Y)Largest decline over 5 years | -17.19% | -34.02% | +16.83% |
Max Drawdown (10Y)Largest decline over 10 years | -17.21% | -42.16% | +24.95% |
Current DrawdownCurrent decline from peak | -2.10% | -26.21% | +24.11% |
Average DrawdownAverage peak-to-trough decline | -3.36% | -29.42% | +26.06% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.23% | 11.72% | -10.49% |
Volatility
NEFZX vs. SGGDX - Volatility Comparison
The current volatility for Loomis Sayles Strategic Income Fund (NEFZX) is 1.59%, while First Eagle Gold Fund (SGGDX) has a volatility of 13.55%. This indicates that NEFZX experiences smaller price fluctuations and is considered to be less risky than SGGDX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| NEFZX | SGGDX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.59% | 13.55% | -11.96% |
Volatility (6M)Calculated over the trailing 6-month period | 3.59% | 34.11% | -30.52% |
Volatility (1Y)Calculated over the trailing 1-year period | 4.53% | 39.76% | -35.23% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 5.60% | 29.11% | -23.51% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 5.28% | 27.38% | -22.10% |
NEFZX vs. SGGDX - Expense Ratio Comparison
NEFZX has a 0.95% expense ratio, which is lower than SGGDX's 1.19% expense ratio.
Dividends
NEFZX vs. SGGDX - Dividend Comparison
NEFZX's dividend yield for the trailing twelve months is around 3.97%, more than SGGDX's 1.10% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
SGGDX First Eagle Gold Fund | 1.10% | 1.08% | 5.26% | 0.87% | 0.00% | 0.96% | 1.25% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
NEFZX and SGGDX have a correlation of 0.38, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
SGGDX has higher volatility (13.55%) compared to NEFZX (1.59%). In terms of maximum drawdown, NEFZX dropped -32.07% vs SGGDX's -70.69%.
SGGDX currently has the higher Sharpe Ratio (1.25 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.
Find the right allocation for NEFZX and SGGDX
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer