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NOIAX vs. LSIIX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

NOIAX vs. LSIIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Natixis Funds Trust I Oakmark International Fund (NOIAX) and Loomis Sayles Investment Grade Bond Fund Class Y (LSIIX). The values are adjusted to include any dividend payments, if applicable.

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NOIAX vs. LSIIX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
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%29.57%
LSIIX
Loomis Sayles Investment Grade Bond Fund Class Y
-1.33%5.58%2.91%7.50%-11.31%0.18%11.60%9.04%-0.31%6.65%

Returns By Period

In the year-to-date period, NOIAX achieves a -9.16% return, which is significantly lower than LSIIX's -1.33% return. Over the past 10 years, NOIAX has outperformed LSIIX with an annualized return of 5.95%, while LSIIX has yielded a comparatively lower 3.12% annualized return.


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%

LSIIX

1D
0.10%
1M
-2.89%
YTD
-1.33%
6M
-0.93%
1Y
1.92%
3Y*
3.71%
5Y*
0.80%
10Y*
3.12%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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NOIAX vs. LSIIX - Expense Ratio Comparison

NOIAX has a 1.15% expense ratio, which is higher than LSIIX's 0.54% expense ratio.


Return for Risk

NOIAX vs. LSIIX — Risk / Return Rank

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

NOIAX
NOIAX Risk / Return Rank: 2727
Overall Rank
NOIAX Sharpe Ratio Rank: 2020
Sharpe Ratio Rank
NOIAX Sortino Ratio Rank: 2121
Sortino Ratio Rank
NOIAX Omega Ratio Rank: 1919
Omega Ratio Rank
NOIAX Calmar Ratio Rank: 3737
Calmar Ratio Rank
NOIAX Martin Ratio Rank: 3737
Martin Ratio Rank

LSIIX
LSIIX Risk / Return Rank: 3232
Overall Rank
LSIIX Sharpe Ratio Rank: 2323
Sharpe Ratio Rank
LSIIX Sortino Ratio Rank: 1919
Sortino Ratio Rank
LSIIX Omega Ratio Rank: 1818
Omega Ratio Rank
LSIIX Calmar Ratio Rank: 5656
Calmar Ratio Rank
LSIIX Martin Ratio Rank: 4343
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.

NOIAX vs. LSIIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Natixis Funds Trust I Oakmark International Fund (NOIAX) and Loomis Sayles Investment Grade Bond Fund Class Y (LSIIX). 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.


NOIAXLSIIXDifference

Sharpe ratio

Return per unit of total volatility

0.52

0.57

-0.05

Sortino ratio

Return per unit of downside risk

0.89

0.80

+0.09

Omega ratio

Gain probability vs. loss probability

1.12

1.11

+0.01

Calmar ratio

Return relative to maximum drawdown

0.99

1.33

-0.34

Martin ratio

Return relative to average drawdown

3.95

4.39

-0.44

NOIAX vs. LSIIX - Sharpe Ratio Comparison

The current NOIAX Sharpe Ratio is 0.52, which is comparable to the LSIIX Sharpe Ratio of 0.57. The chart below compares the historical Sharpe Ratios of NOIAX and LSIIX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


NOIAXLSIIXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.52

0.57

-0.05

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.14

0.16

-0.02

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.27

0.71

-0.43

Sharpe Ratio (All Time)

Calculated using the full available price history

0.25

1.14

-0.89

Correlation

The correlation between NOIAX and LSIIX is 0.24, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


Dividends

NOIAX vs. LSIIX - Dividend Comparison

NOIAX's dividend yield for the trailing twelve months is around 3.42%, more than LSIIX's 2.97% yield.


TTM20252024202320222021202020192018201720162015
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%
LSIIX
Loomis Sayles Investment Grade Bond Fund Class Y
2.97%3.68%4.86%4.25%3.32%4.10%8.20%3.56%2.18%4.10%6.71%3.91%

Drawdowns

NOIAX vs. LSIIX - Drawdown Comparison

The maximum NOIAX drawdown since its inception was -53.97%, which is greater than LSIIX's maximum drawdown of -20.77%. Use the drawdown chart below to compare losses from any high point for NOIAX and LSIIX.


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Drawdown Indicators


NOIAXLSIIXDifference

Max Drawdown

Largest peak-to-trough decline

-53.97%

-20.77%

-33.20%

Max Drawdown (1Y)

Largest decline over 1 year

-14.34%

-3.23%

-11.11%

Max Drawdown (5Y)

Largest decline over 5 years

-38.21%

-15.62%

-22.59%

Max Drawdown (10Y)

Largest decline over 10 years

-53.97%

-15.62%

-38.35%

Current Drawdown

Current decline from peak

-14.07%

-2.89%

-11.18%

Average Drawdown

Average peak-to-trough decline

-11.64%

-2.42%

-9.22%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.11%

0.98%

+3.13%

Volatility

NOIAX vs. LSIIX - Volatility Comparison

Natixis Funds Trust I Oakmark International Fund (NOIAX) has a higher volatility of 5.87% compared to Loomis Sayles Investment Grade Bond Fund Class Y (LSIIX) at 1.36%. This indicates that NOIAX's price experiences larger fluctuations and is considered to be riskier than LSIIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


NOIAXLSIIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.87%

1.36%

+4.51%

Volatility (6M)

Calculated over the trailing 6-month period

11.14%

2.75%

+8.39%

Volatility (1Y)

Calculated over the trailing 1-year period

20.24%

4.75%

+15.49%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

20.27%

5.23%

+15.04%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

22.42%

4.51%

+17.91%