VNSE vs. GXLC

Last updated Jun 26, 2026

VNSE (Natixis Vaughan Nelson Select ETF) and GXLC (Global X U.S. 500 ETF) are both Large Cap Blend Equities funds - VNSE tracks the Actively Managed while GXLC tracks the Solactive GBS United States 500 Index. Both are passively managed. Their correlation of 0.93 suggests significant overlap in exposure. VNSE charges 0.80%/yr vs 0.02%/yr for GXLC.

Performance

VNSE vs. GXLC - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Natixis Vaughan Nelson Select ETF (VNSE) and Global X U.S. 500 ETF (GXLC). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, VNSE achieves a 6.48% return, which is significantly lower than GXLC's 7.92% return.

VNSE

• 1D: -0.17%
• 1M: -1.76%
• YTD: 6.48%
• 6M: 5.59%
• 1Y: 16.81%
• 3Y*: 12.84%
• 5Y*: 9.89%
• 10Y*: —

GXLC

• 1D: -0.03%
• 1M: -2.12%
• YTD: 7.92%
• 6M: 6.66%
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

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

VNSE vs. GXLC - Yearly Performance Comparison

	2026 (YTD)	2025
VNSE Natixis Vaughan Nelson Select ETF	6.48%	0.23%
GXLC Global X U.S. 500 ETF	7.92%	3.22%

Correlation

The correlation between VNSE and GXLC is 0.93, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.

	Correlation
Correlation (All Time) Calculated using the full available price history since Sep 24, 2025	0.93

Return for Risk

VNSE vs. GXLC — Risk / Return Rank

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

VNSE

VNSE Risk / Return Rank: 34
VNSE Sharpe Ratio Rank: 35
VNSE Sortino Ratio Rank: 34
VNSE Omega Ratio Rank: 34
VNSE Calmar Ratio Rank: 30
VNSE Martin Ratio Rank: 39

GXLC

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.

VNSE vs. GXLC - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Natixis Vaughan Nelson Select ETF (VNSE) and Global X U.S. 500 ETF (GXLC). 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.

	VNSE	GXLC	Difference
Sharpe ratio: Return per unit of total volatility	1.18	—	—
Sortino ratio: Return per unit of downside risk	1.71	—	—
Omega ratio: Gain probability vs. loss probability	1.21	—	—
Calmar ratio: Return relative to maximum drawdown	1.42	—	—
Martin ratio: Return relative to average drawdown	5.62	—	—

Drawdowns

VNSE vs. GXLC - Drawdown Comparison

The maximum VNSE drawdown since its inception was -24.21%, which is greater than GXLC's maximum drawdown of -9.08%. Use the drawdown chart below to compare losses from any high point for VNSE and GXLC.

Drawdown Indicators

	VNSE	GXLC	Difference
Max Drawdown Largest peak-to-trough decline	-24.21%	-9.08%	-15.13%
Max Drawdown (1Y) Largest decline over 1 year	-11.89%	—	—
Max Drawdown (3Y) Largest decline over 3 years	-20.91%	—	—
Max Drawdown (5Y) Largest decline over 5 years	-24.21%	—	—
Current Drawdown Current decline from peak	-3.25%	-3.40%	+0.15%
Average Drawdown Average peak-to-trough decline	-5.49%	-1.56%	-3.93%
Ulcer Index Depth and duration of drawdowns from previous peaks	3.00%	—	—

Volatility

Volatility by Period

	VNSE	GXLC	Difference
Volatility (1M) Calculated over the trailing 1-month period	5.04%	—	—
Volatility (6M) Calculated over the trailing 6-month period	11.35%	—	—
Volatility (1Y) Calculated over the trailing 1-year period	14.28%	13.78%	+0.50%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	17.30%	13.78%	+3.52%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	17.17%	13.78%	+3.39%

VNSE vs. GXLC - Expense Ratio Comparison

VNSE has a 0.80% expense ratio, which is higher than GXLC's 0.02% expense ratio.

Dividends

VNSE vs. GXLC - Dividend Comparison

VNSE's dividend yield for the trailing twelve months is around 0.20%, less than GXLC's 0.65% yield.

Position	TTM	2025	2024	2023	2022	2021	2020
GXLC Global X U.S. 500 ETF	0.65%	0.30%	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

Can I hold both VNSE and GXLC in my portfolio?

With a correlation of 0.93, VNSE and GXLC move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

Which ETF is better, VNSE or GXLC?

On fees, GXLC is cheaper at 0.02% per year. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF is cheaper, VNSE or GXLC?

GXLC is cheaper with a 0.02% expense ratio, compared with 0.80% for VNSE.

Which ETF pays a higher dividend yield, VNSE or GXLC?

GXLC has the higher dividend yield at 0.65%, compared with 0.20% for VNSE.

What is the main difference between VNSE and GXLC?

VNSE tracks Actively Managed, while GXLC tracks Solactive GBS United States 500 Index. They also come from different issuers: Natixis and Global X. Their fees differ too: 0.80% for VNSE and 0.02% for GXLC.