- Issuer
- Groupe BPCE
- Inception Date
- Sep 17, 2020
- Region
- North America (U.S.)
- Category
- Mid Cap Blend Equities
- Leveraged
- 1x (No leverage)
- Index Tracked
- No Index (Active)
- Distribution Policy
- Accumulating
- Asset Class
- Equity
- Asset Class Size
- Mid-Cap
- Asset Class Style
- Blend
Share Price Chart
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Performance
VNMC Performance Chart
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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
- -0.37%
- 1M
- -0.01%
- YTD
- 9.16%
- 6M
- 8.64%
- 1Y
- 25.22%
- 3Y*
- 19.78%
- 5Y*
- 11.99%
- 10Y*
- 13.88%
VNMC Monthly Returns History
| 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% |
Benchmark Metrics
Natixis Vaughan Nelson Mid Cap ETF has an annualized alpha of 3.12%, beta of 0.88, and R2 of 0.72 versus S&P 500 Index. Calculated based on daily prices since September 17, 2020.
- This ETF participates in less of S&P 500 Index's moves in both directions, but captures a larger share of gains (88.90%) than losses (82.64%) - typical of diversified or defensive assets.
- This ETF generated an annualized alpha of 3.12% 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
- 3.12%
- Beta
- 0.88
- R²
- 0.72
- Upside Capture
- 88.90%
- Downside Capture
- 82.64%
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 S&P 500 Index.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| VNMC | Benchmark | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | — | — | |
| Sortino ratioReturn per unit of downside risk | — | — | |
| Omega ratioGain probability vs. loss probability | — | 1.37 | — |
| Calmar ratioReturn relative to maximum drawdown | — | 2.78 | — |
| Martin ratioReturn relative to average drawdown | — | 12.44 | — |
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.
Related event | Drawdown | Fall | Recovery | Underwater |
|---|---|---|---|---|
Bear market2022 | -19.93%Oct 2022 | 11mo 1d | 1y 2mo | 2y 26dNov 2021 - Dec 2023 |
2024 pullback2024 | -7.09%Apr 2024 | 18d | 2mo 28d | 3mo 16dApr 2024 - Jul 2024 |
2021 pullback2021 | -6.90%Jul 2021 | 2mo 10d | 1mo 9d | 3mo 19dMay 2021 - Aug 2021 |
2021 pullback2021 | -6.88%Jan 2021 | 14d | 20d | 1mo 4dJan 2021 - Feb 2021 |
2020 pullback2020 | -6.75%Oct 2020 | 2d | 8d | 10dOct 2020 - Nov 2020 |
Drawdown Indicators
| VNMC | Benchmark | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | — | -56.78% | — |
Max Drawdown (1Y)Largest decline over 1 year | — | -9.10% | — |
Max Drawdown (3Y)Largest decline over 3 years | — | -18.90% | — |
Max Drawdown (5Y)Largest decline over 5 years | — | -25.43% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -33.92% | — |
Current DrawdownCurrent decline from peak | — | -1.80% | — |
Average DrawdownAverage peak-to-trough decline | — | -10.71% | — |
Ulcer IndexDepth and duration of drawdowns from previous peaks | — | 2.03% | — |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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