VNSE vs. EBI
VNSE (Natixis Vaughan Nelson Select ETF) and EBI (Longview Advantage ETF) are both Large Cap Blend Equities funds. VNSE is passively managed, while EBI is actively managed. Over the past year, VNSE returned 24.49% vs 34.11% for EBI. Their correlation of 0.87 suggests significant overlap in exposure. VNSE charges 0.80%/yr vs 0.24%/yr for EBI.
Performance
VNSE vs. EBI - Performance Comparison
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Returns By Period
In the year-to-date period, VNSE achieves a 10.06% return, which is significantly lower than EBI's 14.86% return.
VNSE
- 1D
- 1.08%
- 1M
- 3.98%
- YTD
- 10.06%
- 6M
- 9.75%
- 1Y
- 24.49%
- 3Y*
- 14.27%
- 5Y*
- 10.95%
- 10Y*
- —
EBI
- 1D
- 0.21%
- 1M
- 3.43%
- YTD
- 14.86%
- 6M
- 15.24%
- 1Y
- 34.11%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
VNSE vs. EBI - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
VNSE Natixis Vaughan Nelson Select ETF | 10.06% | 15.69% |
EBI Longview Advantage ETF | 14.86% | 15.82% |
Correlation
The correlation between VNSE and EBI is 0.85, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.85 |
Correlation (All Time) Calculated using the full available price history since Feb 28, 2025 | 0.87 |
The correlation between VNSE and EBI has been stable across timeframes, ranging from 0.85 to 0.87 - a consistent structural relationship.
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Return for Risk
VNSE vs. EBI — Risk / Return Rank
VNSE
EBI
VNSE vs. EBI - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Natixis Vaughan Nelson Select ETF (VNSE) and Longview Advantage ETF (EBI). 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.
| VNSE | EBI | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.04 | ||
| Sortino ratioReturn per unit of downside risk | -1.34 | ||
| Omega ratioGain probability vs. loss probability | 1.32 | 1.50 | -0.18 |
| Calmar ratioReturn relative to maximum drawdown | 2.07 | 4.83 | -2.76 |
| Martin ratioReturn relative to average drawdown | 8.36 | 19.92 | -11.56 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| VNSE | EBI | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.78 | 2.83 | -1.04 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.64 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.86 | 1.42 | -0.56 |
Drawdowns
VNSE vs. EBI - Drawdown Comparison
The maximum VNSE drawdown since its inception was -24.21%, which is greater than EBI's maximum drawdown of -17.05%. Use the drawdown chart below to compare losses from any high point for VNSE and EBI.
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Drawdown Indicators
| VNSE | EBI | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -24.21% | -17.05% | -7.16% |
Max Drawdown (1Y)Largest decline over 1 year | -11.89% | -7.09% | -4.80% |
Max Drawdown (3Y)Largest decline over 3 years | -20.91% | — | — |
Max Drawdown (5Y)Largest decline over 5 years | -24.21% | — | — |
Current DrawdownCurrent decline from peak | 0.00% | -0.24% | +0.24% |
Average DrawdownAverage peak-to-trough decline | -5.52% | -2.06% | -3.46% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.94% | 1.72% | +1.22% |
Volatility
VNSE vs. EBI - Volatility Comparison
Natixis Vaughan Nelson Select ETF (VNSE) has a higher volatility of 3.47% compared to Longview Advantage ETF (EBI) at 2.85%. This indicates that VNSE's price experiences larger fluctuations and is considered to be riskier than EBI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| VNSE | EBI | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.47% | 2.85% | +0.62% |
Volatility (6M)Calculated over the trailing 6-month period | 10.77% | 8.80% | +1.97% |
Volatility (1Y)Calculated over the trailing 1-year period | 13.79% | 12.13% | +1.66% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.20% | 17.93% | -0.73% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.14% | 17.93% | -0.79% |
VNSE vs. EBI - Expense Ratio Comparison
VNSE has a 0.80% expense ratio, which is higher than EBI's 0.24% expense ratio.
Dividends
VNSE vs. EBI - Dividend Comparison
VNSE's dividend yield for the trailing twelve months is around 0.20%, less than EBI's 0.92% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 |
|---|---|---|---|---|---|---|---|
EBI Longview Advantage ETF | 0.92% | 1.05% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
VNSE Natixis Vaughan Nelson Select ETF | 0.20% | 0.21% | 0.00% | 0.21% | 7.01% | 19.65% | 0.06% |
Frequently Asked Questions
VNSE and EBI have a correlation of 0.85, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
VNSE has higher volatility (3.47%) compared to EBI (2.85%). In terms of maximum drawdown, VNSE dropped -24.21% vs EBI's -17.05%.
On 1-year performance, EBI leads with 34.11% vs 24.49% for VNSE. On fees, EBI is cheaper at 0.24% per year. On volatility, EBI has been the lower-risk option at 2.85%. The better choice depends on whether you care most about return, fees, risk, or income.
Over the 1-year period, EBI has performed better with a 34.11% return vs 24.49%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
EBI is cheaper with a 0.24% expense ratio, compared with 0.80% for VNSE.
EBI has the higher dividend yield at 0.92%, compared with 0.20% for VNSE.
They also come from different issuers: Natixis and Longview. Their fees differ too: 0.80% for VNSE and 0.24% for EBI.
EBI currently has the higher Sharpe Ratio (2.83 vs 1.78), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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