TUSA vs. VNMC

Last updated Jun 4, 2026

TUSA (First Trust Total US Market AlphaDEX ETF) and VNMC (Natixis Vaughan Nelson Mid Cap ETF) are both Mid Cap Blend Equities funds. TUSA is passively managed, while VNMC is actively managed. A 0.62 correlation means they provide meaningful diversification when combined. TUSA charges 0.70%/yr vs 0.85%/yr for VNMC.

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.

Returns By Period

TUSA

• 1D: -0.21%
• 1M: -2.16%
• YTD: 6.54%
• 6M: 6.72%
• 1Y: 18.40%
• 3Y*: 16.04%
• 5Y*: 6.32%
• 10Y*: 10.75%

VNMC

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

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

TUSA vs. VNMC - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020
TUSA First Trust Total US Market AlphaDEX ETF	6.54%	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%

Correlation

The correlation between TUSA and VNMC is 0.62, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.

	Correlation
Correlation (3Y) Calculated over the trailing 3-year period	0.42
Correlation (5Y) Calculated over the trailing 5-year period	0.64
Correlation (All Time) Calculated using the full available price history since Sep 18, 2020	0.62

The correlation between TUSA and VNMC shifts across timeframes, from 0.42 (3 years) to 0.64 (5 years), reflecting how their relationship changes across market environments.

TUSA vs. VNMC - Sectors Allocation Comparison

Sectors	TUSA	VNMC
Financial Services	31.9%	16.9%
Industrials	19.8%	24.0%
Consumer Cyclical	16.0%	10.8%
Basic Materials	14.1%	10.2%
Utilities	7.5%	0.7%
Technology	6.1%	15.6%
Consumer Defensive	4.1%	1.7%
Real Estate	2.1%	4.6%
Healthcare	2.0%	7.6%
Communication Services	2.0%	2.0%
Energy	1.9%	5.9%

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: 45
TUSA Sharpe Ratio Rank: 40
TUSA Sortino Ratio Rank: 43
TUSA Omega Ratio Rank: 39
TUSA Calmar Ratio Rank: 57
TUSA Martin Ratio Rank: 46

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	1.44	—	—
Sortino ratio Return per unit of downside risk	2.19	—	—
Omega ratio Gain probability vs. loss probability	1.25	—	—
Calmar ratio Return relative to maximum drawdown	2.81	—	—
Martin ratio Return relative to average drawdown	7.56	—	—
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	1.44	—	—
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.36	—	—
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.54	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.32	—	—

Drawdowns

Drawdown Indicators

	TUSA	VNMC	Difference
Max Drawdown Largest peak-to-trough decline	-56.53%	—	—
Max Drawdown (1Y) Largest decline over 1 year	-6.57%	—	—
Max Drawdown (3Y) Largest decline over 3 years	-18.04%	—	—
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	-4.46%	—	—
Average Drawdown Average peak-to-trough decline	-9.87%	—	—
Ulcer Index Depth and duration of drawdowns from previous peaks	2.44%	—	—

Volatility

Volatility by Period

	TUSA	VNMC	Difference
Volatility (1M) Calculated over the trailing 1-month period	3.48%	—	—
Volatility (6M) Calculated over the trailing 6-month period	8.87%	—	—
Volatility (1Y) Calculated over the trailing 1-year period	12.92%	—	—
Volatility (5Y) Calculated over the trailing 5-year period, annualized	17.65%	—	—
Volatility (10Y) Calculated over the trailing 10-year period, annualized	20.14%	—	—

TUSA vs. VNMC - Expense Ratio Comparison

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

Dividends

TUSA vs. VNMC - Dividend Comparison

TUSA's dividend yield for the trailing twelve months is around 1.66%, while VNMC has not paid dividends to shareholders.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
TUSA First Trust Total US Market AlphaDEX ETF	1.66%	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%

Frequently Asked Questions

Can I hold both TUSA and VNMC in my portfolio?

TUSA and VNMC have a correlation of 0.62, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which ETF is better, TUSA or VNMC?

On fees, TUSA is cheaper at 0.70% per year. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF is cheaper, TUSA or VNMC?

TUSA is cheaper with a 0.70% expense ratio, compared with 0.85% for VNMC.

Which ETF pays a higher dividend yield, TUSA or VNMC?

TUSA has the higher dividend yield at 1.66%, compared with 0.00% for VNMC.

What is the main difference between TUSA and VNMC?

They also come from different issuers: First Trust and Groupe BPCE. Their fees differ too: 0.70% for TUSA and 0.85% for VNMC.