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Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in Natixis Vaughan Nelson Mid Cap ETF, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.
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Returns By Period
Natixis Vaughan Nelson Mid Cap ETF
- 1D
- —
- 1M
- —
- YTD
- —
- 6M
- —
- 1Y
- —
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
Benchmark (S&P 500 Index)
- 1D
- 2.91%
- 1M
- -5.09%
- YTD
- -4.63%
- 6M
- -2.39%
- 1Y
- 16.33%
- 3Y*
- 16.69%
- 5Y*
- 10.18%
- 10Y*
- 12.16%
Monthly Returns
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024 | -0.47% | 8.16% | 3.83% | -5.78% | 1.41% | -0.82% | 4.17% | 10.34% | |||||
| 2023 | 5.47% | -1.66% | -2.31% | 1.27% | -3.23% | 6.26% | 0.95% | -1.17% | -4.25% | -3.27% | 10.41% | 8.60% | 16.92% |
| 2022 | -4.91% | 1.86% | -0.56% | -5.88% | 3.16% | -8.82% | 7.14% | -2.54% | -8.87% | 7.21% | 7.53% | -4.56% | -10.74% |
| 2021 | -1.60% | 6.39% | 5.64% | 5.39% | 1.29% | -0.40% | -0.45% | 1.78% | -3.62% | 4.15% | -3.65% | 5.53% | 21.59% |
| 2020 | -2.74% | 0.30% | 16.19% | 5.03% | 19.05% |
Benchmark Metrics
Natixis Vaughan Nelson Mid Cap ETF has an annualized alpha of 2.76%, beta of 0.88, and R² of 0.72 versus S&P 500 Index. Calculated based on daily prices since September 18, 2020.
- This ETF participates in less of S&P 500 Index's moves in both directions, but captures a larger share of gains (86.05%) than losses (80.85%) — typical of diversified or defensive assets.
- This ETF generated an annualized alpha of 2.76% versus S&P 500 Index — delivering returns beyond what market exposure alone would predict.
- With beta of 0.88 and R² of 0.72, this ETF moves broadly in line with S&P 500 Index — much of its variation is explained by market exposure rather than independent behavior.
- Alpha
- 2.76%
- Beta
- 0.88
- R²
- 0.72
- Upside Capture
- 86.05%
- Downside Capture
- 80.85%
Expense Ratio
VNMC has an expense ratio of 0.85%, placing it in the medium range.
Return for Risk
Return / Risk — by metrics
The table below present risk-adjusted performance metrics for Natixis Vaughan Nelson Mid Cap ETF (VNMC) and compare them to a chosen benchmark (S&P 500 Index).
Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.
Dividends
Dividend History
Natixis Vaughan Nelson Mid Cap ETF provided a 0.00% dividend yield over the last twelve months, with an annual payout of $0.00 per share.
| Period | TTM | 2023 | 2022 | 2021 | 2020 |
|---|---|---|---|---|---|
| Dividend | $0.00 | $0.35 | $1.22 | $3.34 | $0.06 |
Dividend yield | 0.00% | 1.08% | 4.30% | 10.12% | 0.20% |
Monthly Dividends
The table displays the monthly dividend distributions for Natixis Vaughan Nelson Mid Cap ETF. The dividends shown in the table have been adjusted to account for any splits that may have occurred.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024 | $0.00 | $0.00 | $0.00 | $0.01 | $0.00 | $0.00 | $0.17 | $0.18 | |||||
| 2023 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.35 | $0.35 |
| 2022 | $0.00 | $0.00 | $0.00 | $0.93 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.29 | $1.22 |
| 2021 | $0.00 | $0.00 | $0.00 | $0.12 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $3.21 | $3.34 |
| 2020 | $0.06 | $0.06 |
Drawdowns
Drawdowns Chart
The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.
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Worst Drawdowns
The table below displays the maximum drawdowns of the Natixis Vaughan Nelson Mid Cap ETF. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.
The maximum drawdown for the Natixis Vaughan Nelson Mid Cap ETF was 19.93%, occurring on Oct 14, 2022. Recovery took 292 trading sessions.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -19.93% | Nov 17, 2021 | 229 | Oct 14, 2022 | 292 | Dec 13, 2023 | 521 |
| -7.09% | Apr 1, 2024 | 15 | Apr 19, 2024 | 59 | Jul 16, 2024 | 74 |
| -6.9% | May 10, 2021 | 49 | Jul 19, 2021 | 29 | Aug 27, 2021 | 78 |
| -6.88% | Jan 13, 2021 | 10 | Jan 27, 2021 | 13 | Feb 16, 2021 | 23 |
| -6.75% | Oct 26, 2020 | 3 | Oct 28, 2020 | 6 | Nov 5, 2020 | 9 |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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