NOIAX vs. ESGYX
Compare and contrast key facts about Natixis Funds Trust I Oakmark International Fund (NOIAX) and Mirova Global Sustainable Equity Fund (ESGYX).
NOIAX is managed by Natixis. It was launched on Dec 14, 2010. ESGYX is managed by Natixis. It was launched on Mar 30, 2016.
Performance
NOIAX vs. ESGYX - Performance Comparison
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NOIAX vs. ESGYX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
NOIAX Natixis Funds Trust I Oakmark International Fund | -9.16% | 32.80% | -5.28% | 18.93% | -15.88% | 8.73% | 4.06% | 24.35% | -24.20% | 28.20% |
ESGYX Mirova Global Sustainable Equity Fund | -9.28% | 15.23% | 13.38% | 18.63% | -22.36% | 18.06% | 32.43% | 33.00% | -6.37% | 29.83% |
Returns By Period
The year-to-date returns for both stocks are quite close, with NOIAX having a -9.16% return and ESGYX slightly lower at -9.28%.
NOIAX
- 1D
- 0.32%
- 1M
- -13.60%
- YTD
- -9.16%
- 6M
- -5.15%
- 1Y
- 11.44%
- 3Y*
- 5.89%
- 5Y*
- 2.68%
- 10Y*
- 5.95%
ESGYX
- 1D
- 0.15%
- 1M
- -9.36%
- YTD
- -9.28%
- 6M
- -6.61%
- 1Y
- 5.48%
- 3Y*
- 9.61%
- 5Y*
- 4.90%
- 10Y*
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NOIAX vs. ESGYX - Expense Ratio Comparison
NOIAX has a 1.15% expense ratio, which is higher than ESGYX's 0.95% expense ratio.
Return for Risk
NOIAX vs. ESGYX — Risk / Return Rank
NOIAX
ESGYX
NOIAX vs. ESGYX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Natixis Funds Trust I Oakmark International Fund (NOIAX) 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.
| NOIAX | ESGYX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.52 | 0.31 | +0.21 |
Sortino ratioReturn per unit of downside risk | 0.89 | 0.61 | +0.28 |
Omega ratioGain probability vs. loss probability | 1.12 | 1.08 | +0.04 |
Calmar ratioReturn relative to maximum drawdown | 0.99 | 0.12 | +0.87 |
Martin ratioReturn relative to average drawdown | 3.95 | 0.44 | +3.50 |
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
| NOIAX | ESGYX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.52 | 0.31 | +0.21 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.14 | 0.29 | -0.15 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.27 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.25 | 0.67 | -0.42 |
Correlation
The correlation between NOIAX and ESGYX is 0.75, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Dividends
NOIAX vs. ESGYX - Dividend Comparison
NOIAX's dividend yield for the trailing twelve months is around 3.42%, less than ESGYX's 4.89% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
NOIAX Natixis Funds Trust I Oakmark International Fund | 3.42% | 3.11% | 2.96% | 1.72% | 1.77% | 1.55% | 0.24% | 2.99% | 4.56% | 1.04% | 2.07% | 2.77% |
ESGYX Mirova Global Sustainable Equity Fund | 4.89% | 4.44% | 1.99% | 0.61% | 5.28% | 12.16% | 0.54% | 1.84% | 4.39% | 1.15% | 0.00% | 0.00% |
Drawdowns
NOIAX vs. ESGYX - Drawdown Comparison
The maximum NOIAX drawdown since its inception was -53.97%, which is greater than ESGYX's maximum drawdown of -34.88%. Use the drawdown chart below to compare losses from any high point for NOIAX and ESGYX.
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Drawdown Indicators
| NOIAX | ESGYX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -53.97% | -34.88% | -19.09% |
Max Drawdown (1Y)Largest decline over 1 year | -14.34% | -11.49% | -2.85% |
Max Drawdown (5Y)Largest decline over 5 years | -38.21% | -34.88% | -3.33% |
Max Drawdown (10Y)Largest decline over 10 years | -53.97% | — | — |
Current DrawdownCurrent decline from peak | -14.07% | -11.36% | -2.71% |
Average DrawdownAverage peak-to-trough decline | -11.64% | -6.49% | -5.15% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.11% | 4.29% | -0.18% |
Volatility
NOIAX vs. ESGYX - Volatility Comparison
Natixis Funds Trust I Oakmark International Fund (NOIAX) has a higher volatility of 5.87% compared to Mirova Global Sustainable Equity Fund (ESGYX) at 3.82%. This indicates that NOIAX's price experiences larger fluctuations and is considered to be riskier 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
| NOIAX | ESGYX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.87% | 3.82% | +2.05% |
Volatility (6M)Calculated over the trailing 6-month period | 11.14% | 9.61% | +1.53% |
Volatility (1Y)Calculated over the trailing 1-year period | 20.24% | 18.15% | +2.09% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 20.27% | 17.62% | +2.65% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 22.42% | 17.73% | +4.69% |