NEFJX
Natixis Funds Trust I Vaughan Nelson Small Cap Value Fund
1W: -0.9%
1M: -3.9%
3M: -4.9%
YTD: +2.7%
1Y: +2.9%
3Y: +33.0%
5Y: +40.9%
$21.75
+0.25 (+1.16%)
Weekly Expected Move ±1.2%
$21
$21
$22
$22
$22
Portfolio Health Summary
IS Overall Score
53.4
★★★★★
Altman Z-Score
3.06
Safe
Weight Coverage
92%
of portfolio analyzed
Holdings Matched
67
with fundamental data
InsiderStreet Scorecard
★★★★★
53.4
Top Holdings: Score Breakdown
Risk & Quality Signals
Altman Z-Score
3.06
Safe Zone (>2.99)
Piotroski F-Score
6.0 / 9
Moderate
Beneish M-Score
-2.22
Unlikely Manipulator
Credit Score
—
Earnings Quality
71.8 / 100
Portfolio Valuation
P/E
18.52x
P/B
2.33x
P/S
1.61x
EV/EBITDA
11.78x
EV/Revenue
2.16x
P/FCF
18.85x
P/OCF
9.81x
PEG
1.27x
Earnings Yield
5.40%
FCF Yield
5.31%
OCF Yield
10.19%
Median P/E
15.45x
Growth & Shareholder Returns
Year-over-Year Growth
Revenue
+11.9%
Net Income
+23.8%
EPS
+25.6%
FCF
+25.7%
EBITDA
+19.4%
Op. Income
—
Compound Growth Rates
Rev CAGR 3Y
+6.8%
Rev CAGR 5Y
+9.5%
EPS CAGR 3Y
+14.6%
EPS CAGR 5Y
+15.1%
FCF CAGR 3Y
+21.9%
FCF CAGR 5Y
+6.1%
EBITDA CAGR 3Y
+6.2%
EBITDA CAGR 5Y
+11.4%
Payout Ratio
26.64%
Buyback Yield
28.36%
Dividend Yield
1.75%
Total Shareholder Return
30.79%
Earnings Stability
Monte Carlo Price Simulation
Geometric Brownian Motion with 1,000 antithetic paths over 1 year, seeded from 1800 days of historical volatility. Percentile bands show the range of statistically plausible outcomes — this is a statistical model, not a forecast.
Current Price
$21.50
Median 1Y
$22.97
5th Pctile
$15.31
95th Pctile
$34.50
Ann. Volatility
24.2%
25th–75th percentile
5th–95th percentile
Median path
Historical
All Ratios & Metrics
Valuation (12)
| Metric | Value |
|---|---|
| Portfolio P/E | 18.52 |
| Portfolio P/B | 2.33 |
| Portfolio P/S | 1.61 |
| EV/EBITDA | 11.78 |
| EV/Revenue | 2.16 |
| P/FCF | 18.85 |
| P/OCF | 9.81 |
| PEG | 1.27 |
| Earnings Yield | 5.40% |
| FCF Yield | 5.31% |
| OCF Yield | 10.19% |
| Median P/E | 15.45 |
Profitability & Returns (9)
| Metric | Value |
|---|---|
| Gross Margin | 32.84% |
| Operating Margin | 13.22% |
| Net Margin | 8.05% |
| FCF Margin | 5.60% |
| ROE | 11.99% |
| ROA | 3.11% |
| ROIC | 9.62% |
| ROCE | — |
| Asset Turnover | — |
Leverage & Solvency (6)
| Metric | Value |
|---|---|
| Debt/Equity | 0.88 |
| Debt/Assets | 0.23 |
| Net Debt/EBITDA | 2.20 |
| Interest Coverage | 2.81 |
| Current Ratio | 0.67 |
| Quick Ratio | 0.52 |
Efficiency (4)
| Metric | Value |
|---|---|
| Asset Turnover | — |
| Inventory Turnover | — |
| Receivables Turnover | — |
| Payables Turnover | — |
Growth — YoY (6)
| Metric | Value |
|---|---|
| Revenue Growth | 11.93% |
| Net Income Growth | 23.79% |
| EPS Growth | 25.60% |
| FCF Growth | 25.71% |
| EBITDA Growth | 19.45% |
| Op. Income Growth | — |
Growth — CAGR (16)
| Metric | Value |
|---|---|
| Revenue CAGR 3Y | 6.77% |
| Revenue CAGR 5Y | 9.51% |
| Revenue CAGR 10Y | — |
| EPS CAGR 3Y | 14.58% |
| EPS CAGR 5Y | 15.08% |
| EPS CAGR 10Y | — |
| FCF CAGR 3Y | 21.93% |
| FCF CAGR 5Y | 6.13% |
| FCF CAGR 10Y | — |
| EBITDA CAGR 3Y | 6.16% |
| EBITDA CAGR 5Y | 11.36% |
| EBITDA CAGR 10Y | — |
| Net Income CAGR 3Y | 7.30% |
| Net Income CAGR 5Y | 11.65% |
| Op. Income CAGR 3Y | — |
| Op. Income CAGR 5Y | — |
Quality Scores (13)
| Metric | Value |
|---|---|
| IS Overall | 53.4 |
| IS Profitability | 48.5 |
| IS Balance Sheet | 53.8 |
| IS Earnings Quality | 71.8 |
| IS Growth | 53.4 |
| IS Value | 60.1 |
| IS Momentum | 76.3 |
| IS Safety | 67.6 |
| IS Quality | 67.6 |
| Altman Z-Score | 3.06 |
| Piotroski F-Score | 5.97 |
| Beneish M-Score | -2.22 |
| Credit Score | — |
Dividends & Payout (4)
| Metric | Value |
|---|---|
| Dividend Yield | 1.75% |
| Payout Ratio | 26.64% |
| Buyback Yield | 28.36% |
| Total Shareholder Return | 30.79% |
Growth Stability (4)
| Metric | Value |
|---|---|
| Revenue Stability | 0.739 |
| Earnings Stability | 0.397 |
| Earnings Persistence | 0.794 |
| Margin Stability | 0.869 |
Medians (3)
| Metric | Value |
|---|---|
| Median P/E | 15.45 |
| Median P/B | 1.56 |
| Median Dividend Yield | — |
Coverage Meta (3)
| Metric | Value |
|---|---|
| Weight Coverage % | 91.81% |
| Holdings Matched | 67 |
| Total Holdings | 68 |