TUSA vs. VNMC

Last updated Apr 2, 2026

Compare and contrast key facts about First Trust Total US Market AlphaDEX ETF (TUSA) and Natixis Vaughan Nelson Mid Cap ETF (VNMC).

TUSA and VNMC are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. TUSA is a passively managed fund by First Trust that tracks the performance of the NASDAQ AlphaDEX Total US Market Index. It was launched on Dec 5, 2006. VNMC is an actively managed fund by Groupe BPCE. It was launched on Sep 17, 2020.

Performance

TUSA vs. VNMC - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in First Trust Total US Market AlphaDEX ETF (TUSA) and Natixis Vaughan Nelson Mid Cap ETF (VNMC). The values are adjusted to include any dividend payments, if applicable.

TUSA vs. VNMC - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020
TUSA First Trust Total US Market AlphaDEX ETF	7.05%	13.64%	11.12%	11.75%	-13.54%	24.79%	19.92%
VNMC Natixis Vaughan Nelson Mid Cap ETF	0.00%	0.00%	10.34%	16.92%	-10.74%	21.59%	19.05%

Returns By Period

TUSA

• 1D: -0.28%
• 1M: -4.01%
• YTD: 7.05%
• 6M: 9.20%
• 1Y: 19.97%
• 3Y*: 14.76%
• 5Y*: 7.51%
• 10Y*: 11.03%

VNMC

• 1D: —
• 1M: —
• YTD: —
• 6M: —
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

TUSA vs. VNMC - Expense Ratio Comparison

TUSA has a 0.70% expense ratio, which is lower than VNMC's 0.85% expense ratio.

VNMC

Natixis Vaughan Nelson Mid Cap ETF

TUSA

First Trust Total US Market AlphaDEX ETF

Return for Risk

TUSA vs. VNMC — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

TUSA

TUSA Risk / Return Rank: 59
TUSA Sharpe Ratio Rank: 59
TUSA Sortino Ratio Rank: 63
TUSA Omega Ratio Rank: 59
TUSA Calmar Ratio Rank: 54
TUSA Martin Ratio Rank: 62

The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

TUSA vs. VNMC - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for First Trust Total US Market AlphaDEX ETF (TUSA) and Natixis Vaughan Nelson Mid Cap ETF (VNMC). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.

	TUSA	VNMC	Difference
Sharpe ratio Return per unit of total volatility	1.12	—	—
Sortino ratio Return per unit of downside risk	1.69	—	—
Omega ratio Gain probability vs. loss probability	1.23	—	—
Calmar ratio Return relative to maximum drawdown	1.56	—	—
Martin ratio Return relative to average drawdown	6.97	—	—
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

Sharpe Ratios by Period

	TUSA	VNMC	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.12	—	—
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.43	—	—
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.55	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.32	—	—

Correlation

The correlation between TUSA and VNMC is 0.63, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.

Dividends

TUSA vs. VNMC - Dividend Comparison

TUSA's dividend yield for the trailing twelve months is around 1.65%, while VNMC has not paid dividends to shareholders.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
TUSA First Trust Total US Market AlphaDEX ETF	1.65%	1.59%	2.05%	2.15%	2.31%	0.72%	0.99%	1.13%	1.14%	0.79%	1.24%	0.95%
VNMC Natixis Vaughan Nelson Mid Cap ETF	0.00%	0.00%	0.49%	1.08%	4.30%	10.12%	0.20%	0.00%	0.00%	0.00%	0.00%	0.00%

Drawdowns

Drawdown Indicators

	TUSA	VNMC	Difference
Max Drawdown Largest peak-to-trough decline	-56.53%	—	—
Max Drawdown (1Y) Largest decline over 1 year	-12.98%	—	—
Max Drawdown (5Y) Largest decline over 5 years	-23.35%	—	—
Max Drawdown (10Y) Largest decline over 10 years	-42.47%	—	—
Current Drawdown Current decline from peak	-4.01%	—	—
Average Drawdown Average peak-to-trough decline	-9.92%	—	—
Ulcer Index Depth and duration of drawdowns from previous peaks	2.91%	—	—

Volatility

Volatility by Period

	TUSA	VNMC	Difference
Volatility (1M) Calculated over the trailing 1-month period	2.78%	—	—
Volatility (6M) Calculated over the trailing 6-month period	9.68%	—	—
Volatility (1Y) Calculated over the trailing 1-year period	17.98%	—	—
Volatility (5Y) Calculated over the trailing 5-year period, annualized	17.64%	—	—
Volatility (10Y) Calculated over the trailing 10-year period, annualized	20.14%	—	—