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NSFJX vs. WTDGX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between NSFJX and WTDGX is 0.89, 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.


-0.50.00.51.00.9

Performance

NSFJX vs. WTDGX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Natixis Sustainable Future 2045 Fund (NSFJX) and Allspring Dynamic Target 2045 Fund (WTDGX). The values are adjusted to include any dividend payments, if applicable.

-2.00%0.00%2.00%4.00%6.00%SeptemberOctoberNovemberDecember2025February
3.35%
0
NSFJX
WTDGX

Key characteristics

Returns By Period


NSFJX

YTD

4.92%

1M

3.15%

6M

2.72%

1Y

10.98%

5Y*

4.53%

10Y*

N/A

WTDGX

YTD

N/A

1M

N/A

6M

N/A

1Y

N/A

5Y*

N/A

10Y*

N/A

*Annualized

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NSFJX vs. WTDGX - Expense Ratio Comparison

NSFJX has a 0.37% expense ratio, which is lower than WTDGX's 0.60% expense ratio.


WTDGX
Allspring Dynamic Target 2045 Fund
Expense ratio chart for WTDGX: current value at 0.60% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.60%
Expense ratio chart for NSFJX: current value at 0.37% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.37%

Risk-Adjusted Performance

NSFJX vs. WTDGX — Risk-Adjusted Performance Rank

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

NSFJX
The Risk-Adjusted Performance Rank of NSFJX is 4747
Overall Rank
The Sharpe Ratio Rank of NSFJX is 4343
Sharpe Ratio Rank
The Sortino Ratio Rank of NSFJX is 4141
Sortino Ratio Rank
The Omega Ratio Rank of NSFJX is 4444
Omega Ratio Rank
The Calmar Ratio Rank of NSFJX is 5555
Calmar Ratio Rank
The Martin Ratio Rank of NSFJX is 5050
Martin Ratio Rank

WTDGX
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

NSFJX vs. WTDGX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Natixis Sustainable Future 2045 Fund (NSFJX) and Allspring Dynamic Target 2045 Fund (WTDGX). 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.


Sharpe ratio
The chart of Sharpe ratio for NSFJX, currently valued at 0.89, compared to the broader market-1.000.001.002.003.004.000.89
The chart of Sortino ratio for NSFJX, currently valued at 1.22, compared to the broader market0.002.004.006.008.0010.0012.001.22
The chart of Omega ratio for NSFJX, currently valued at 1.17, compared to the broader market1.002.003.004.001.17
The chart of Calmar ratio for NSFJX, currently valued at 0.78, compared to the broader market0.005.0010.0015.0020.000.78
The chart of Martin ratio for NSFJX, currently valued at 3.51, compared to the broader market0.0020.0040.0060.0080.003.51
NSFJX
WTDGX


Rolling 12-month Sharpe Ratio-1.000.001.002.003.00SeptemberOctoberNovemberDecember2025February
0.89
-1.00
NSFJX
WTDGX

Dividends

NSFJX vs. WTDGX - Dividend Comparison

NSFJX's dividend yield for the trailing twelve months is around 1.47%, while WTDGX has not paid dividends to shareholders.


TTM2024202320222021202020192018201720162015
NSFJX
Natixis Sustainable Future 2045 Fund
1.47%1.55%1.35%1.37%1.00%1.44%1.30%1.70%0.98%0.00%0.00%
WTDGX
Allspring Dynamic Target 2045 Fund
0.00%143.52%2.06%2.24%12.61%1.42%1.64%25.13%4.71%3.27%0.62%

Drawdowns

NSFJX vs. WTDGX - Drawdown Comparison


-35.00%-30.00%-25.00%-20.00%-15.00%-10.00%-5.00%0.00%SeptemberOctoberNovemberDecember2025February
-3.05%
-30.29%
NSFJX
WTDGX

Volatility

NSFJX vs. WTDGX - Volatility Comparison

Natixis Sustainable Future 2045 Fund (NSFJX) has a higher volatility of 2.60% compared to Allspring Dynamic Target 2045 Fund (WTDGX) at 0.00%. This indicates that NSFJX's price experiences larger fluctuations and is considered to be riskier than WTDGX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.00%1.00%2.00%3.00%4.00%5.00%6.00%SeptemberOctoberNovemberDecember2025February
2.60%
0
NSFJX
WTDGX
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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