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VNMC vs. FMDE
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between VNMC and FMDE is 0.60, 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.


-0.50.00.51.00.6

Performance

VNMC vs. FMDE - Performance Comparison

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

0.00%5.00%10.00%15.00%SeptemberOctoberNovemberDecember2025February0
11.37%
VNMC
FMDE

Key characteristics

Returns By Period


VNMC

YTD

N/A

1M

N/A

6M

N/A

1Y

N/A

5Y*

N/A

10Y*

N/A

FMDE

YTD

3.65%

1M

-1.65%

6M

11.37%

1Y

21.97%

5Y*

N/A

10Y*

N/A

*Annualized

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VNMC vs. FMDE - Expense Ratio Comparison

VNMC has a 0.85% expense ratio, which is higher than FMDE's 0.23% expense ratio.


VNMC
Natixis Vaughan Nelson Mid Cap ETF
Expense ratio chart for VNMC: current value at 0.85% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.85%
Expense ratio chart for FMDE: current value at 0.23% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.23%

Risk-Adjusted Performance

VNMC vs. FMDE — Risk-Adjusted Performance Rank

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

VNMC
The Risk-Adjusted Performance Rank of VNMC is 6767
Overall Rank
The Sharpe Ratio Rank of VNMC is 6868
Sharpe Ratio Rank
The Sortino Ratio Rank of VNMC is 7171
Sortino Ratio Rank
The Omega Ratio Rank of VNMC is 6666
Omega Ratio Rank
The Calmar Ratio Rank of VNMC is 7070
Calmar Ratio Rank
The Martin Ratio Rank of VNMC is 6161
Martin Ratio Rank

FMDE
The Risk-Adjusted Performance Rank of FMDE is 6868
Overall Rank
The Sharpe Ratio Rank of FMDE is 6666
Sharpe Ratio Rank
The Sortino Ratio Rank of FMDE is 6666
Sortino Ratio Rank
The Omega Ratio Rank of FMDE is 6464
Omega Ratio Rank
The Calmar Ratio Rank of FMDE is 8181
Calmar Ratio Rank
The Martin Ratio Rank of FMDE is 6363
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

VNMC vs. FMDE - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Natixis Vaughan Nelson Mid Cap ETF (VNMC) and Fidelity Enhanced Mid Cap ETF (FMDE). 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.


Sharpe ratio
The chart of Sharpe ratio for VNMC, currently valued at 0.59, compared to the broader market0.002.004.000.591.59
The chart of Sortino ratio for VNMC, currently valued at 0.92, compared to the broader market-2.000.002.004.006.008.0010.0012.000.922.24
The chart of Omega ratio for VNMC, currently valued at 1.16, compared to the broader market0.501.001.502.002.503.001.161.28
The chart of Calmar ratio for VNMC, currently valued at 0.75, compared to the broader market0.005.0010.0015.000.752.97
The chart of Martin ratio for VNMC, currently valued at 1.82, compared to the broader market0.0020.0040.0060.0080.00100.001.827.22
VNMC
FMDE


Rolling 12-month Sharpe Ratio0.501.001.502.002.503.00Nov 24DecemberDec 08Dec 15Dec 22Dec 29Jan 05Jan 12Jan 19Jan 26Feb 02Feb 09Feb 16
0.59
1.59
VNMC
FMDE

Dividends

VNMC vs. FMDE - Dividend Comparison

VNMC has not paid dividends to shareholders, while FMDE's dividend yield for the trailing twelve months is around 1.07%.


TTM20242023202220212020
VNMC
Natixis Vaughan Nelson Mid Cap ETF
0.49%0.49%1.08%4.30%10.12%0.20%
FMDE
Fidelity Enhanced Mid Cap ETF
1.07%1.11%0.10%0.00%0.00%0.00%

Drawdowns

VNMC vs. FMDE - Drawdown Comparison


-8.00%-6.00%-4.00%-2.00%0.00%SeptemberOctoberNovemberDecember2025February
-1.99%
-3.21%
VNMC
FMDE

Volatility

VNMC vs. FMDE - Volatility Comparison

The current volatility for Natixis Vaughan Nelson Mid Cap ETF (VNMC) is 0.00%, while Fidelity Enhanced Mid Cap ETF (FMDE) has a volatility of 2.90%. This indicates that VNMC experiences smaller price fluctuations and is considered to be less risky than FMDE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.00%1.00%2.00%3.00%4.00%5.00%6.00%SeptemberOctoberNovemberDecember2025February0
2.90%
VNMC
FMDE
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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