Correlation
The correlation between NOIAX and FTIHX is 0.69, 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.
NOIAX vs. FTIHX
Compare and contrast key facts about Natixis Funds Trust I Oakmark International Fund (NOIAX) and Fidelity Total International Index Fund (FTIHX).
NOIAX is managed by Natixis Funds. It was launched on Dec 14, 2010. FTIHX is a passively managed fund by Fidelity that tracks the performance of the MSCI ACWI (All Country World Index) ex USA Investable Market Index. It was launched on Jun 7, 2016.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: NOIAX or FTIHX.
Performance
NOIAX vs. FTIHX - Performance Comparison
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Key characteristics
NOIAX:
0.67
FTIHX:
0.91
NOIAX:
0.94
FTIHX:
1.19
NOIAX:
1.12
FTIHX:
1.16
NOIAX:
0.63
FTIHX:
0.95
NOIAX:
1.86
FTIHX:
2.91
NOIAX:
5.85%
FTIHX:
4.31%
NOIAX:
19.39%
FTIHX:
15.79%
NOIAX:
-53.97%
FTIHX:
-35.75%
NOIAX:
-0.38%
FTIHX:
-0.39%
Returns By Period
In the year-to-date period, NOIAX achieves a 18.01% return, which is significantly higher than FTIHX's 14.37% return.
NOIAX
18.01%
6.13%
17.69%
12.90%
7.54%
12.11%
3.96%
FTIHX
14.37%
5.21%
12.46%
14.25%
9.35%
10.36%
N/A
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NOIAX vs. FTIHX - Expense Ratio Comparison
NOIAX has a 1.15% expense ratio, which is higher than FTIHX's 0.06% expense ratio.
Risk-Adjusted Performance
NOIAX vs. FTIHX — Risk-Adjusted Performance Rank
NOIAX
FTIHX
NOIAX vs. FTIHX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Natixis Funds Trust I Oakmark International Fund (NOIAX) and Fidelity Total International Index Fund (FTIHX). 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.
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Dividends
NOIAX vs. FTIHX - Dividend Comparison
NOIAX's dividend yield for the trailing twelve months is around 2.41%, less than FTIHX's 2.52% yield.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
NOIAX Natixis Funds Trust I Oakmark International Fund | 2.41% | 2.96% | 1.72% | 1.77% | 1.54% | 0.23% | 2.99% | 4.56% | 1.04% | 2.07% | 2.76% | 3.83% |
FTIHX Fidelity Total International Index Fund | 2.52% | 2.88% | 2.78% | 2.51% | 2.55% | 1.62% | 2.61% | 2.21% | 1.81% | 0.47% | 0.00% | 0.00% |
Drawdowns
NOIAX vs. FTIHX - Drawdown Comparison
The maximum NOIAX drawdown since its inception was -53.97%, which is greater than FTIHX's maximum drawdown of -35.75%. Use the drawdown chart below to compare losses from any high point for NOIAX and FTIHX.
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Volatility
NOIAX vs. FTIHX - Volatility Comparison
Natixis Funds Trust I Oakmark International Fund (NOIAX) has a higher volatility of 3.54% compared to Fidelity Total International Index Fund (FTIHX) at 2.66%. This indicates that NOIAX's price experiences larger fluctuations and is considered to be riskier than FTIHX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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