Share Price Chart
Loading graphics...
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in Natixis Vaughan Nelson Select ETF, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.
Loading graphics...
Returns By Period
Natixis Vaughan Nelson Select ETF (VNSE) has returned -4.57% so far this year and 14.09% over the past 12 months.
Natixis Vaughan Nelson Select ETF
- 1D
- 0.92%
- 1M
- -5.05%
- YTD
- -4.57%
- 6M
- -4.70%
- 1Y
- 14.09%
- 3Y*
- 10.34%
- 5Y*
- 9.12%
- 10Y*
- —
Benchmark (S&P 500 Index)
- 1D
- 0.72%
- 1M
- -4.45%
- YTD
- -3.95%
- 6M
- -2.02%
- 1Y
- 16.73%
- 3Y*
- 16.96%
- 5Y*
- 10.34%
- 10Y*
- 12.24%
Monthly Returns
Based on dividend-adjusted daily data since Sep 17, 2020, VNSE's average daily return is +0.05%, while the average monthly return is +1.05%. At this rate, your investment would double in approximately 5.5 years.
Historically, 62% of months were positive and 38% were negative. The best month was Nov 2020 with a return of +10.5%, 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 53% 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% | 0.92% | -4.57% | ||||||||
| 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 -0.10%, 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 102.87% 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
- -0.10%
- Beta
- 0.97
- R²
- 0.90
- Upside Capture
- 102.87%
- 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 38 for risk / return — below 38% of ETFs on our site. The returns aren't fully compensating for the risk involved. This isn't necessarily a dealbreaker, but factor it into your decision — especially if you're risk-averse.
Return / Risk — by metrics
The table below present risk-adjusted performance metrics for Natixis Vaughan Nelson Select ETF (VNSE) and compare them to a chosen benchmark (S&P 500 Index).
| VNSE | Benchmark | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.75 | 0.92 | -0.16 |
Sortino ratioReturn per unit of downside risk | 1.21 | 1.41 | -0.21 |
Omega ratioGain probability vs. loss probability | 1.17 | 1.21 | -0.05 |
Calmar ratioReturn relative to maximum drawdown | 1.22 | 1.41 | -0.20 |
Martin ratioReturn relative to average drawdown | 4.46 | 6.61 | -2.15 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Explore VNSE risk-adjusted metrics in detail
Dive deeper into individual metrics with historical trends, benchmark comparisons, and performance across different time periods.
Dividends
Dividend History
Natixis Vaughan Nelson Select ETF provided a 0.22% 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 | 0.22% | 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 | ||||||||
| 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 graphics...
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 8.15%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -24.21% | Nov 22, 2021 | 226 | Oct 14, 2022 | 295 | Dec 18, 2023 | 521 |
| -20.91% | Jan 24, 2025 | 52 | Apr 8, 2025 | 68 | Jul 17, 2025 | 120 |
| -11.89% | Jan 29, 2026 | 42 | Mar 30, 2026 | — | — | — |
| -9.59% | Jul 17, 2024 | 14 | Aug 5, 2024 | 39 | Sep 30, 2024 | 53 |
| -8.32% | Apr 1, 2024 | 23 | May 1, 2024 | 51 | Jul 16, 2024 | 74 |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
Loading graphics...