VNSE vs. MGC
Compare and contrast key facts about Natixis Vaughan Nelson Select ETF (VNSE) and Vanguard Mega Cap ETF (MGC).
VNSE and MGC are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. VNSE is a passively managed fund by Natixis that tracks the performance of the Actively Managed. It was launched on Sep 16, 2020. MGC is a passively managed fund by Vanguard that tracks the performance of the CRSP US Mega Cap Index. It was launched on Dec 17, 2007. Both VNSE and MGC are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Performance
VNSE vs. MGC - Performance Comparison
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VNSE vs. MGC - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
VNSE Natixis Vaughan Nelson Select ETF | -4.76% | 13.72% | 10.19% | 22.52% | -16.74% | 39.90% | 11.22% |
MGC Vanguard Mega Cap ETF | -4.80% | 19.31% | 27.16% | 29.77% | -19.95% | 27.58% | 12.29% |
Returns By Period
The year-to-date returns for both stocks are quite close, with VNSE having a -4.76% return and MGC slightly lower at -4.80%.
VNSE
- 1D
- -0.20%
- 1M
- -3.74%
- YTD
- -4.76%
- 6M
- -4.88%
- 1Y
- 13.16%
- 3Y*
- 10.19%
- 5Y*
- 9.08%
- 10Y*
- —
MGC
- 1D
- 0.06%
- 1M
- -3.26%
- YTD
- -4.80%
- 6M
- -2.27%
- 1Y
- 18.35%
- 3Y*
- 19.80%
- 5Y*
- 12.42%
- 10Y*
- 14.83%
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VNSE vs. MGC - Expense Ratio Comparison
VNSE has a 0.80% expense ratio, which is higher than MGC's 0.05% expense ratio.
Return for Risk
VNSE vs. MGC — Risk / Return Rank
VNSE
MGC
VNSE vs. MGC - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Natixis Vaughan Nelson Select ETF (VNSE) and Vanguard Mega Cap ETF (MGC). 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 | MGC | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.70 | 0.98 | -0.28 |
Sortino ratioReturn per unit of downside risk | 1.14 | 1.51 | -0.37 |
Omega ratioGain probability vs. loss probability | 1.16 | 1.23 | -0.07 |
Calmar ratioReturn relative to maximum drawdown | 1.16 | 1.60 | -0.43 |
Martin ratioReturn relative to average drawdown | 4.22 | 6.94 | -2.73 |
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 | MGC | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.70 | 0.98 | -0.28 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.53 | 0.72 | -0.19 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.82 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.71 | 0.56 | +0.16 |
Correlation
The correlation between VNSE and MGC is 0.92, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Dividends
VNSE vs. MGC - Dividend Comparison
VNSE's dividend yield for the trailing twelve months is around 0.22%, less than MGC's 1.01% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
VNSE Natixis Vaughan Nelson Select ETF | 0.22% | 0.21% | 0.00% | 0.21% | 7.01% | 19.65% | 0.06% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
MGC Vanguard Mega Cap ETF | 1.01% | 0.93% | 1.15% | 1.35% | 1.65% | 1.17% | 1.45% | 1.81% | 2.10% | 1.83% | 2.14% | 2.11% |
Drawdowns
VNSE vs. MGC - Drawdown Comparison
The maximum VNSE drawdown since its inception was -24.21%, smaller than the maximum MGC drawdown of -51.93%. Use the drawdown chart below to compare losses from any high point for VNSE and MGC.
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Drawdown Indicators
| VNSE | MGC | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -24.21% | -51.93% | +27.72% |
Max Drawdown (1Y)Largest decline over 1 year | -11.89% | -9.85% | -2.04% |
Max Drawdown (5Y)Largest decline over 5 years | -24.21% | -25.74% | +1.53% |
Max Drawdown (10Y)Largest decline over 10 years | — | -33.07% | — |
Current DrawdownCurrent decline from peak | -8.34% | -6.27% | -2.07% |
Average DrawdownAverage peak-to-trough decline | -5.65% | -7.12% | +1.47% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.28% | 2.75% | +0.53% |
Volatility
VNSE vs. MGC - Volatility Comparison
Natixis Vaughan Nelson Select ETF (VNSE) has a higher volatility of 6.03% compared to Vanguard Mega Cap ETF (MGC) at 5.45%. This indicates that VNSE's price experiences larger fluctuations and is considered to be riskier than MGC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| VNSE | MGC | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.03% | 5.45% | +0.58% |
Volatility (6M)Calculated over the trailing 6-month period | 10.95% | 9.85% | +1.10% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.82% | 18.79% | +0.03% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.22% | 17.25% | -0.03% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.23% | 18.18% | -0.95% |