- ISIN
- US63875W2089
- Issuer
- Natixis
- Inception Date
- Sep 16, 2020
- Region
- North America (U.S.)
- Category
- Large Cap Blend Equities
- Leveraged
- 1x (No leverage)
- Index Tracked
- Actively Managed
- Domicile
- United States
- Distribution Policy
- Distributing
- Asset Class
- Equity
- Asset Class Size
- Large-Cap
- Asset Class Style
- Blend
- Assets Under Management
- $14M
Share Price Chart
Loading charts...
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Performance
VNSE Performance Chart
Natixis Vaughan Nelson Select ETF (VNSE) is up 9.1% since the beginning of the year. VNSE is currently trading at $42 per share. Investors who bought $1,000 worth of VNSE shares 5 years ago would now be looking at an investment worth $1,684.
Loading charts...
Returns By Period
Natixis Vaughan Nelson Select ETF (VNSE) has returned 9.06% so far this year and 24.53% over the past 12 months.
Natixis Vaughan Nelson Select ETF
- 1D
- 0.31%
- 1M
- 2.67%
- YTD
- 9.06%
- 6M
- 8.93%
- 1Y
- 24.53%
- 3Y*
- 13.79%
- 5Y*
- 10.98%
- 10Y*
- —
Benchmark (S&P 500 Index)
- 1D
- 0.13%
- 1M
- 5.25%
- YTD
- 11.16%
- 6M
- 11.43%
- 1Y
- 28.20%
- 3Y*
- 21.12%
- 5Y*
- 12.66%
- 10Y*
- 13.75%
VNSE Monthly Returns History
Based on dividend-adjusted daily data since Sep 17, 2020, VNSE's average daily return is +0.06%, while the average monthly return is +1.22%. At this rate, an investment would double in approximately 4.8 years.
Historically, 63% of months were positive and 37% were negative. The best month was Apr 2026 with a return of +12.0%, while the worst month was Apr 2022 at -9.2%. The longest winning streak lasted 7 consecutive months, and the longest losing streak was 3 months.
On a daily basis, VNSE closed higher 54% of trading days. The best single day was Apr 9, 2025 with a return of +9.2%, while the worst single day was Apr 4, 2025 at -4.8%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 2.36% | -1.68% | -6.03% | 12.04% | 2.59% | 0.34% | 9.06% | ||||||
| 2025 | 3.84% | -4.13% | -4.77% | -1.42% | 6.31% | 6.47% | 3.17% | 1.23% | 2.74% | 1.35% | -0.26% | -0.90% | 13.72% |
| 2024 | 1.46% | 7.56% | 1.02% | -7.65% | 2.66% | 2.29% | 0.22% | 1.49% | 1.57% | -1.72% | 5.44% | -3.73% | 10.19% |
| 2023 | 6.10% | -2.39% | 5.29% | 2.18% | 0.89% | 3.42% | 2.01% | -0.85% | -6.09% | -3.54% | 10.08% | 4.50% | 22.52% |
| 2022 | -7.91% | -1.46% | 7.48% | -9.22% | -0.98% | -6.77% | 7.97% | -3.90% | -7.84% | 5.04% | 7.04% | -5.24% | -16.74% |
| 2021 | -1.94% | 5.96% | 4.90% | 3.92% | 1.85% | 3.22% | 4.29% | 3.89% | -4.25% | 8.73% | 1.92% | 2.19% | 39.90% |
Benchmark Metrics
Natixis Vaughan Nelson Select ETF has an annualized alpha of -0.25%, beta of 0.97, and R2 of 0.90 versus S&P 500 Index. Calculated based on daily prices since September 18, 2020.
- This ETF participated in 105.87% of S&P 500 Index downside but only 101.73% of its upside - more exposed to losses than it benefited from rallies.
- With beta of 0.97 and R2 of 0.90, 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
- -0.25%
- Beta
- 0.97
- R²
- 0.90
- Upside Capture
- 101.73%
- Downside Capture
- 105.87%
Expense Ratio
VNSE has an expense ratio of 0.80%, placing it in the medium range.
Return for Risk
Risk / Return Rank
VNSE ranks 49 for risk / return — on par with similar ETFs. You're getting a typical balance of risk and reward. Not a standout, but not a red flag either — a reasonable choice if other factors align with your goals.
Return / Risk — by metrics
The table below present risk-adjusted performance metrics for Natixis Vaughan Nelson Select ETF (VNSE) and compare them to S&P 500 Index.
| VNSE | Benchmark | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.79 | 2.39 | -0.60 |
Sortino ratioReturn per unit of downside risk | 2.54 | 3.25 | -0.72 |
Omega ratioGain probability vs. loss probability | 1.32 | 1.43 | -0.11 |
Calmar ratioReturn relative to maximum drawdown | 2.07 | 3.11 | -1.04 |
Martin ratioReturn relative to average drawdown | 8.37 | 14.38 | -6.01 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Dividends
Dividend History
Natixis Vaughan Nelson Select ETF provided a 0.20% dividend yield over the last twelve months, with an annual payout of $0.08 per share.
| Period | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 |
|---|---|---|---|---|---|---|---|
| Dividend | $0.08 | $0.08 | $0.00 | $0.06 | $1.76 | $6.30 | $0.02 |
Dividend yield | 0.20% | 0.21% | 0.00% | 0.21% | 7.01% | 19.65% | 0.06% |
Monthly Dividends
The table displays the monthly dividend distributions for Natixis Vaughan Nelson Select 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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | ||||||
| 2025 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.08 | $0.08 |
| 2024 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 |
| 2023 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.06 | $0.06 |
| 2022 | $0.00 | $0.00 | $0.00 | $1.68 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.08 | $1.76 |
| 2021 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $6.30 | $6.30 |
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.
Loading charts...
Worst Drawdowns
The table below displays the maximum drawdowns of the Natixis Vaughan Nelson Select 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 Select ETF was 24.21%, occurring on Oct 14, 2022. Recovery took 295 trading sessions.
The current Natixis Vaughan Nelson Select ETF drawdown is 0.13%.
Related event | Drawdown | Fall | Recovery | Underwater |
|---|---|---|---|---|
Bear market2022 | -24.21%Oct 2022 | 10mo 26d | 1y 2mo | 2y 26dNov 2021 - Dec 2023 |
2025 selloff2025 | -20.91%Apr 2025 | 2mo 14d | 3mo 10d | 5mo 24dJan 2025 - Jul 2025 |
2026 correction2026 | -11.89%Mar 2026 | 2mo | 25d | 2mo 25dJan 2026 - Apr 2026 |
2024 pullback2024 | -9.59%Aug 2024 | 19d | 1mo 26d | 2mo 15dJul 2024 - Sep 2024 |
2024 pullback2024 | -8.32%May 2024 | 1mo | 2mo 16d | 3mo 16dApr 2024 - Jul 2024 |
Drawdown Indicators
| VNSE | Benchmark | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -24.21% | -56.78% | +32.57% |
Max Drawdown (1Y)Largest decline over 1 year | -11.89% | -9.10% | -2.79% |
Max Drawdown (3Y)Largest decline over 3 years | -20.91% | -18.90% | -2.01% |
Max Drawdown (5Y)Largest decline over 5 years | -24.21% | -25.43% | +1.22% |
Max Drawdown (10Y)Largest decline over 10 years | — | -33.92% | — |
Current DrawdownCurrent decline from peak | -0.13% | 0.00% | -0.13% |
Average DrawdownAverage peak-to-trough decline | -5.53% | -10.72% | +5.19% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.94% | 1.97% | +0.97% |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
Loading charts...
Build a portfolio with VNSE
Add Natixis Vaughan Nelson Select ETF to a portfolio and analyze allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Analyzer with VNSE