WCPNX vs. NEFRX
Compare and contrast key facts about Weitz Core Plus Income Fund (WCPNX) and Loomis Sayles Core Plus Bond Fund (NEFRX).
WCPNX is managed by Weitz. It was launched on Jul 31, 2014. NEFRX is managed by Natixis Funds. It was launched on Nov 7, 1973.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: WCPNX or NEFRX.
Key characteristics
| WCPNX | NEFRX | |
|---|---|---|
| YTD Return | 3.94% | 1.84% |
| 1Y Return | 9.35% | 9.38% |
| 3Y Return (Ann) | 0.05% | -2.30% |
| 5Y Return (Ann) | 2.14% | 0.57% |
| 10Y Return (Ann) | 2.69% | 1.66% |
| Sharpe Ratio | 1.57 | 1.31 |
| Sortino Ratio | 2.37 | 1.93 |
| Omega Ratio | 1.29 | 1.23 |
| Calmar Ratio | 0.97 | 0.54 |
| Martin Ratio | 6.60 | 4.94 |
| Ulcer Index | 1.29% | 1.70% |
| Daily Std Dev | 5.44% | 6.38% |
| Max Drawdown | -13.87% | -18.76% |
| Current Drawdown | -2.56% | -7.68% |
Correlation
The correlation between WCPNX and NEFRX is 0.85, 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.
Performance
WCPNX vs. NEFRX - Performance Comparison
In the year-to-date period, WCPNX achieves a 3.94% return, which is significantly higher than NEFRX's 1.84% return. Over the past 10 years, WCPNX has outperformed NEFRX with an annualized return of 2.69%, while NEFRX has yielded a comparatively lower 1.66% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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WCPNX vs. NEFRX - Expense Ratio Comparison
WCPNX has a 0.89% expense ratio, which is higher than NEFRX's 0.71% expense ratio.
Risk-Adjusted Performance
WCPNX vs. NEFRX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Weitz Core Plus Income Fund (WCPNX) and Loomis Sayles Core Plus Bond Fund (NEFRX). 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.
Dividends
WCPNX vs. NEFRX - Dividend Comparison
WCPNX's dividend yield for the trailing twelve months is around 5.22%, more than NEFRX's 3.94% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
WCPNX Weitz Core Plus Income Fund | 5.22% | 5.73% | 2.93% | 2.23% | 3.31% | 2.72% | 2.55% | 2.11% | 2.43% | 1.78% | 0.58% | 0.00% |
NEFRX Loomis Sayles Core Plus Bond Fund | 3.94% | 3.59% | 3.09% | 2.14% | 2.04% | 2.52% | 2.88% | 2.68% | 3.18% | 2.59% | 3.26% | 4.06% |
Drawdowns
WCPNX vs. NEFRX - Drawdown Comparison
The maximum WCPNX drawdown since its inception was -13.87%, smaller than the maximum NEFRX drawdown of -18.76%. Use the drawdown chart below to compare losses from any high point for WCPNX and NEFRX. For additional features, visit the drawdowns tool.
Volatility
WCPNX vs. NEFRX - Volatility Comparison
The current volatility for Weitz Core Plus Income Fund (WCPNX) is 1.45%, while Loomis Sayles Core Plus Bond Fund (NEFRX) has a volatility of 1.74%. This indicates that WCPNX experiences smaller price fluctuations and is considered to be less risky than NEFRX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.