VFQY vs. VNMC

Last updated Jun 24, 2026

VFQY (Vanguard U.S. Quality Factor ETF) and VNMC (Natixis Vaughan Nelson Mid Cap ETF) are both Mid Cap Blend Equities funds. Both are actively managed. A 0.73 correlation means they provide meaningful diversification when combined. VFQY charges 0.13%/yr vs 0.85%/yr for VNMC.

Performance

VFQY vs. VNMC - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Vanguard U.S. Quality Factor ETF (VFQY) and Natixis Vaughan Nelson Mid Cap ETF (VNMC). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

VFQY

• 1D: -0.88%
• 1M: 1.91%
• YTD: 8.55%
• 6M: 6.89%
• 1Y: 19.65%
• 3Y*: 16.09%
• 5Y*: 8.39%
• 10Y*: —

VNMC

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

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

VFQY vs. VNMC - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020
VFQY Vanguard U.S. Quality Factor ETF	8.55%	10.24%	12.93%	22.48%	-15.74%	27.96%	18.92%
VNMC Natixis Vaughan Nelson Mid Cap ETF	0.00%	0.00%	10.34%	16.92%	-10.74%	21.59%	19.73%

Correlation

The correlation between VFQY and VNMC is 0.73, 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	0.46
Correlation (5Y) Calculated over the trailing 5-year period	0.71
Correlation (All Time) Calculated using the full available price history since Sep 17, 2020	0.73

The correlation between VFQY and VNMC shifts across timeframes, from 0.46 (3 years) to 0.73 (all time), reflecting how their relationship changes across market environments.

VFQY vs. VNMC - Sectors Allocation Comparison

Sectors	VFQY	VNMC
Technology	25.8%	15.6%
Financial Services	18.9%	16.9%
Industrials	16.8%	24.0%
Consumer Cyclical	13.3%	10.8%
Consumer Defensive	9.2%	1.7%
Healthcare	8.9%	7.6%
Communication Services	2.8%	2.0%
Basic Materials	2.2%	10.2%
Energy	2.2%	5.9%
Real Estate	-	4.6%
Utilities	-	0.7%

Return for Risk

VFQY vs. VNMC — Risk / Return Rank

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

VFQY

VFQY Risk / Return Rank: 44
VFQY Sharpe Ratio Rank: 43
VFQY Sortino Ratio Rank: 44
VFQY Omega Ratio Rank: 40
VFQY Calmar Ratio Rank: 45
VFQY Martin Ratio Rank: 49

VNMC

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

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.

VFQY vs. VNMC - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard U.S. Quality Factor ETF (VFQY) 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.

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.

	VFQY	VNMC	Difference
Sharpe ratio: Return per unit of total volatility	1.46	—	—
Sortino ratio: Return per unit of downside risk	2.12	—	—
Omega ratio: Gain probability vs. loss probability	1.25	—	—
Calmar ratio: Return relative to maximum drawdown	2.16	—	—
Martin ratio: Return relative to average drawdown	8.04	—	—

Drawdowns

Drawdown Indicators

	VFQY	VNMC	Difference
Max Drawdown Largest peak-to-trough decline	-37.41%	—	—
Max Drawdown (1Y) Largest decline over 1 year	-9.12%	—	—
Max Drawdown (3Y) Largest decline over 3 years	-20.67%	—	—
Max Drawdown (5Y) Largest decline over 5 years	-25.93%	—	—
Current Drawdown Current decline from peak	-1.29%	—	—
Average Drawdown Average peak-to-trough decline	-6.65%	—	—
Ulcer Index Depth and duration of drawdowns from previous peaks	2.45%	—	—

Volatility

Volatility by Period

	VFQY	VNMC	Difference
Volatility (1M) Calculated over the trailing 1-month period	3.79%	—	—
Volatility (6M) Calculated over the trailing 6-month period	9.84%	—	—
Volatility (1Y) Calculated over the trailing 1-year period	13.61%	—	—
Volatility (5Y) Calculated over the trailing 5-year period, annualized	18.36%	—	—
Volatility (10Y) Calculated over the trailing 10-year period, annualized	20.84%	—	—

VFQY vs. VNMC - Expense Ratio Comparison

VFQY has a 0.13% expense ratio, which is lower than VNMC's 0.85% expense ratio.

Dividends

VFQY vs. VNMC - Dividend Comparison

VFQY's dividend yield for the trailing twelve months is around 0.82%, while VNMC has not paid dividends to shareholders.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018
VFQY Vanguard U.S. Quality Factor ETF	0.82%	1.17%	1.34%	1.38%	1.43%	0.98%	1.22%	1.34%	1.31%
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%

Frequently Asked Questions

Can I hold both VFQY and VNMC in my portfolio?

VFQY and VNMC have a correlation of 0.73, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which ETF is better, VFQY or VNMC?

On fees, VFQY is cheaper at 0.13% per year. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF is cheaper, VFQY or VNMC?

VFQY is cheaper with a 0.13% expense ratio, compared with 0.85% for VNMC.

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

VFQY has the higher dividend yield at 0.82%, compared with 0.00% for VNMC.

What is the main difference between VFQY and VNMC?

They also come from different issuers: Vanguard and Groupe BPCE. Their fees differ too: 0.13% for VFQY and 0.85% for VNMC.