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VNSE vs. FTAG
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

VNSE vs. FTAG - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Natixis Vaughan Nelson Select ETF (VNSE) and First Trust Indxx Global Agriculture ETF (FTAG). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, VNSE achieves a 8.88% return, which is significantly lower than FTAG's 10.75% return.


VNSE

1D
-0.16%
1M
2.88%
YTD
8.88%
6M
8.63%
1Y
23.60%
3Y*
13.73%
5Y*
10.71%
10Y*

FTAG

1D
0.23%
1M
-2.29%
YTD
10.75%
6M
12.16%
1Y
14.00%
3Y*
5.07%
5Y*
0.66%
10Y*
5.24%
*Multi-year figures are annualized to reflect compound growth (CAGR)

VNSE vs. FTAG - Yearly Performance Comparison


2026 (YTD)202520242023202220212020
VNSE
Natixis Vaughan Nelson Select ETF
8.88%13.72%10.19%22.52%-16.74%39.90%11.22%
FTAG
First Trust Indxx Global Agriculture ETF
10.75%14.82%-6.72%-7.28%-4.52%17.31%19.17%

Correlation

The correlation between VNSE and FTAG is 0.38, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.38

Correlation (3Y)
Calculated over the trailing 3-year period

0.44

Correlation (5Y)
Calculated over the trailing 5-year period

0.53

Correlation (All Time)
Calculated using the full available price history since Sep 18, 2020

0.52

The correlation between VNSE and FTAG shifts across timeframes, from 0.38 (1 year) to 0.53 (5 years), reflecting how their relationship changes across market environments.

VNSE vs. FTAG - Sectors Allocation Comparison


Sectors
VNSE
FTAG

Technology

30.0%

-

Industrials

17.7%
24.1%

Financial Services

13.1%

-

Communication Services

9.7%

-

Healthcare

7.8%
7.8%

Consumer Cyclical

7.8%
4.2%

Basic Materials

5.8%
55.5%

Energy

5.4%

-

Utilities

2.6%

-

Consumer Defensive

-

8.4%

Real Estate

-

-

Technology

VNSE
30.0%
FTAG

-

Industrials

VNSE
17.7%
FTAG
24.1%

Financial Services

VNSE
13.1%
FTAG

-

Communication Services

VNSE
9.7%
FTAG

-

Healthcare

VNSE
7.8%
FTAG
7.8%

Consumer Cyclical

VNSE
7.8%
FTAG
4.2%

Basic Materials

VNSE
5.8%
FTAG
55.5%

Energy

VNSE
5.4%
FTAG

-

Utilities

VNSE
2.6%
FTAG

-

Consumer Defensive

VNSE

-

FTAG
8.4%

Real Estate

VNSE

-

FTAG

-

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Return for Risk

VNSE vs. FTAG — Risk / Return Rank

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

VNSE
VNSE Risk / Return Rank: 4949
Overall Rank
VNSE Sharpe Ratio Rank: 5151
Sharpe Ratio Rank
VNSE Sortino Ratio Rank: 5151
Sortino Ratio Rank
VNSE Omega Ratio Rank: 5050
Omega Ratio Rank
VNSE Calmar Ratio Rank: 4141
Calmar Ratio Rank
VNSE Martin Ratio Rank: 4949
Martin Ratio Rank

FTAG
FTAG Risk / Return Rank: 2828
Overall Rank
FTAG Sharpe Ratio Rank: 2828
Sharpe Ratio Rank
FTAG Sortino Ratio Rank: 2727
Sortino Ratio Rank
FTAG Omega Ratio Rank: 2626
Omega Ratio Rank
FTAG Calmar Ratio Rank: 3131
Calmar Ratio Rank
FTAG Martin Ratio Rank: 2727
Martin Ratio Rank
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.

VNSE vs. FTAG - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Natixis Vaughan Nelson Select ETF (VNSE) and First Trust Indxx Global Agriculture ETF (FTAG). 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.


VNSEFTAGDifference

Sharpe ratio

Return per unit of total volatility

1.72

1.01

+0.71

Sortino ratio

Return per unit of downside risk

2.45

1.52

+0.93

Omega ratio

Gain probability vs. loss probability

1.31

1.18

+0.13

Calmar ratio

Return relative to maximum drawdown

1.99

1.52

+0.47

Martin ratio

Return relative to average drawdown

8.05

3.75

+4.30

VNSE vs. FTAG - Sharpe Ratio Comparison

The current VNSE Sharpe Ratio is 1.72, which is higher than the FTAG Sharpe Ratio of 1.01. The chart below compares the historical Sharpe Ratios of VNSE and FTAG, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


VNSEFTAGDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.72

1.01

+0.71

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.63

0.04

+0.59

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.27

Sharpe Ratio (All Time)

Calculated using the full available price history

0.85

-0.33

+1.18

Drawdowns

VNSE vs. FTAG - Drawdown Comparison

The maximum VNSE drawdown since its inception was -24.21%, smaller than the maximum FTAG drawdown of -90.89%. Use the drawdown chart below to compare losses from any high point for VNSE and FTAG.


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Drawdown Indicators


VNSEFTAGDifference

Max Drawdown

Largest peak-to-trough decline

-24.21%

-90.89%

+66.68%

Max Drawdown (1Y)

Largest decline over 1 year

-11.89%

-9.25%

-2.64%

Max Drawdown (3Y)

Largest decline over 3 years

-20.91%

-21.87%

+0.96%

Max Drawdown (5Y)

Largest decline over 5 years

-24.21%

-32.77%

+8.56%

Max Drawdown (10Y)

Largest decline over 10 years

-50.79%

Current Drawdown

Current decline from peak

-0.29%

-78.58%

+78.29%

Average Drawdown

Average peak-to-trough decline

-5.52%

-71.24%

+65.72%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.94%

3.74%

-0.80%

Volatility

VNSE vs. FTAG - Volatility Comparison

Natixis Vaughan Nelson Select ETF (VNSE) and First Trust Indxx Global Agriculture ETF (FTAG) have volatilities of 3.34% and 3.47%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


VNSEFTAGDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.34%

3.47%

-0.13%

Volatility (6M)

Calculated over the trailing 6-month period

10.72%

10.53%

+0.19%

Volatility (1Y)

Calculated over the trailing 1-year period

13.76%

13.93%

-0.17%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.20%

17.38%

-0.18%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.14%

19.66%

-2.52%

VNSE vs. FTAG - Expense Ratio Comparison

VNSE has a 0.80% expense ratio, which is higher than FTAG's 0.70% expense ratio.


Dividends

VNSE vs. FTAG - Dividend Comparison

VNSE's dividend yield for the trailing twelve months is around 0.20%, less than FTAG's 1.37% yield.


PositionTTM20252024202320222021202020192018201720162015
FTAG
First Trust Indxx Global Agriculture ETF
1.37%1.39%2.89%3.68%1.77%1.58%1.72%2.33%2.16%1.26%0.61%1.35%
VNSE
Natixis Vaughan Nelson Select ETF
0.20%0.21%0.00%0.21%7.01%19.65%0.06%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


VNSE and FTAG have a correlation of 0.38, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

FTAG has higher volatility (3.47%) compared to VNSE (3.34%). In terms of maximum drawdown, VNSE dropped -24.21% vs FTAG's -90.89%.

On 5-year performance, VNSE leads with 10.71% vs 0.66% for FTAG. On fees, FTAG is cheaper at 0.70% per year. On volatility, VNSE has been the lower-risk option at 3.34%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 5-year period, VNSE has performed better with a 10.71% return vs 0.66%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

FTAG is cheaper with a 0.70% expense ratio, compared with 0.80% for VNSE.

FTAG has the higher dividend yield at 1.37%, compared with 0.20% for VNSE.

VNSE tracks Actively Managed, while FTAG tracks Indxx Global Agriculture Index. They also come from different issuers: Natixis and First Trust. Their fees differ too: 0.80% for VNSE and 0.70% for FTAG.

VNSE currently has the higher Sharpe Ratio (1.72 vs 1.01), 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.

Portfolio Optimizer

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