NRFYX vs. ESGYX
Compare and contrast key facts about Natixis Funds Trust IV AEW Global Focused Real Estate Fund (NRFYX) and Mirova Global Sustainable Equity Fund (ESGYX).
NRFYX is managed by Natixis. It was launched on Aug 30, 2000. ESGYX is managed by Natixis. It was launched on Mar 30, 2016.
Performance
NRFYX vs. ESGYX - Performance Comparison
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NRFYX vs. ESGYX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
NRFYX Natixis Funds Trust IV AEW Global Focused Real Estate Fund | 1.60% | 7.51% | 1.47% | 13.42% | -25.75% | 28.33% | -5.50% | 24.32% | -4.52% | 3.50% |
ESGYX Mirova Global Sustainable Equity Fund | -6.74% | 15.23% | 13.38% | 18.63% | -22.36% | 18.06% | 32.43% | 33.00% | -6.37% | 29.83% |
Returns By Period
In the year-to-date period, NRFYX achieves a 1.60% return, which is significantly higher than ESGYX's -6.74% return.
NRFYX
- 1D
- 1.79%
- 1M
- -8.16%
- YTD
- 1.60%
- 6M
- 0.49%
- 1Y
- 8.13%
- 3Y*
- 7.25%
- 5Y*
- 2.23%
- 10Y*
- 3.45%
ESGYX
- 1D
- 2.79%
- 1M
- -5.80%
- YTD
- -6.74%
- 6M
- -4.95%
- 1Y
- 8.21%
- 3Y*
- 10.62%
- 5Y*
- 5.16%
- 10Y*
- —
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NRFYX vs. ESGYX - Expense Ratio Comparison
NRFYX has a 0.90% expense ratio, which is lower than ESGYX's 0.95% expense ratio.
Return for Risk
NRFYX vs. ESGYX — Risk / Return Rank
NRFYX
ESGYX
NRFYX vs. ESGYX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Natixis Funds Trust IV AEW Global Focused Real Estate Fund (NRFYX) 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.
| NRFYX | ESGYX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.63 | 0.56 | +0.07 |
Sortino ratioReturn per unit of downside risk | 0.99 | 0.99 | 0.00 |
Omega ratioGain probability vs. loss probability | 1.13 | 1.12 | +0.01 |
Calmar ratioReturn relative to maximum drawdown | 0.52 | 0.23 | +0.30 |
Martin ratioReturn relative to average drawdown | 2.18 | 0.87 | +1.31 |
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
| NRFYX | ESGYX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.63 | 0.56 | +0.07 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.13 | 0.30 | -0.17 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.19 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.32 | 0.69 | -0.37 |
Correlation
The correlation between NRFYX and ESGYX is 0.60, 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.
Dividends
NRFYX vs. ESGYX - Dividend Comparison
NRFYX's dividend yield for the trailing twelve months is around 3.20%, less than ESGYX's 4.76% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
NRFYX Natixis Funds Trust IV AEW Global Focused Real Estate Fund | 3.20% | 2.24% | 4.51% | 2.66% | 3.05% | 5.98% | 3.81% | 17.61% | 10.05% | 10.64% | 11.02% | 9.66% |
ESGYX Mirova Global Sustainable Equity Fund | 4.76% | 4.44% | 1.99% | 0.61% | 5.28% | 12.16% | 0.54% | 1.84% | 4.39% | 1.15% | 0.00% | 0.00% |
Drawdowns
NRFYX vs. ESGYX - Drawdown Comparison
The maximum NRFYX drawdown since its inception was -73.64%, which is greater than ESGYX's maximum drawdown of -34.88%. Use the drawdown chart below to compare losses from any high point for NRFYX and ESGYX.
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Drawdown Indicators
| NRFYX | ESGYX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -73.64% | -34.88% | -38.76% |
Max Drawdown (1Y)Largest decline over 1 year | -11.01% | -11.49% | +0.48% |
Max Drawdown (5Y)Largest decline over 5 years | -33.95% | -34.88% | +0.93% |
Max Drawdown (10Y)Largest decline over 10 years | -40.31% | — | — |
Current DrawdownCurrent decline from peak | -8.16% | -8.89% | +0.73% |
Average DrawdownAverage peak-to-trough decline | -12.54% | -6.49% | -6.05% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.46% | 4.33% | -0.87% |
Volatility
NRFYX vs. ESGYX - Volatility Comparison
Natixis Funds Trust IV AEW Global Focused Real Estate Fund (NRFYX) and Mirova Global Sustainable Equity Fund (ESGYX) have volatilities of 4.93% and 4.91%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| NRFYX | ESGYX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.93% | 4.91% | +0.02% |
Volatility (6M)Calculated over the trailing 6-month period | 9.15% | 9.98% | -0.83% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.63% | 18.35% | -1.72% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.29% | 17.67% | -0.38% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.38% | 17.75% | +0.63% |