VNSE vs. VOTE

Last updated Jun 4, 2026

VNSE (Natixis Vaughan Nelson Select ETF) and VOTE (Engine No. 1 Transform 500 ETF) are both Large Cap Blend Equities funds - VNSE tracks the Actively Managed while VOTE tracks the Morningstar US Large Cap Index. Both are passively managed. Over the past 3 years, VNSE returned 13.73%/yr vs 22.81%/yr for VOTE. Their correlation of 0.93 suggests significant overlap in exposure. VNSE charges 0.80%/yr vs 0.05%/yr for VOTE.

Performance

VNSE vs. VOTE - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Natixis Vaughan Nelson Select ETF (VNSE) and Engine No. 1 Transform 500 ETF (VOTE). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, VNSE achieves a 8.88% return, which is significantly lower than VOTE's 11.03% return.

VNSE

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

VOTE

• 1D: -0.70%
• 1M: 5.23%
• YTD: 11.03%
• 6M: 11.00%
• 1Y: 28.11%
• 3Y*: 22.81%
• 5Y*: —
• 10Y*: —

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

VNSE vs. VOTE - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021
VNSE Natixis Vaughan Nelson Select ETF	8.88%	13.72%	10.19%	22.52%	-16.74%	18.88%
VOTE Engine No. 1 Transform 500 ETF	11.03%	17.95%	25.23%	27.60%	-19.74%	12.08%

Correlation

The correlation between VNSE and VOTE is 0.92, 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	0.92
Correlation (3Y) Calculated over the trailing 3-year period	0.92
Correlation (All Time) Calculated using the full available price history since Jun 24, 2021	0.93

The correlation between VNSE and VOTE has been stable across timeframes, ranging from 0.92 to 0.93 - a consistent structural relationship.

VNSE vs. VOTE - Sectors Allocation Comparison

Sectors	VNSE	VOTE
Technology	30.0%	35.5%
Industrials	17.7%	8.5%
Financial Services	13.1%	11.7%
Communication Services	9.7%	11.3%
Healthcare	7.8%	8.6%
Consumer Cyclical	7.8%	10.2%
Basic Materials	5.8%	1.8%
Energy	5.4%	3.6%
Utilities	2.6%	2.3%
Consumer Defensive	-	4.8%
Real Estate	-	1.8%

Return for Risk

VNSE vs. VOTE — Risk / Return Rank

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

VNSE

VNSE Risk / Return Rank: 49
VNSE Sharpe Ratio Rank: 51
VNSE Sortino Ratio Rank: 51
VNSE Omega Ratio Rank: 50
VNSE Calmar Ratio Rank: 41
VNSE Martin Ratio Rank: 49

VOTE

VOTE Risk / Return Rank: 69
VOTE Sharpe Ratio Rank: 70
VOTE Sortino Ratio Rank: 69
VOTE Omega Ratio Rank: 69
VOTE Calmar Ratio Rank: 62
VOTE Martin Ratio Rank: 74

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. VOTE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Natixis Vaughan Nelson Select ETF (VNSE) and Engine No. 1 Transform 500 ETF (VOTE). 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	VOTE	Difference
Sharpe ratio: Return per unit of total volatility	1.72	2.34	-0.62
Sortino ratio: Return per unit of downside risk	2.45	3.19	-0.74
Omega ratio: Gain probability vs. loss probability	1.31	1.42	-0.11
Calmar ratio: Return relative to maximum drawdown	1.99	3.10	-1.11
Martin ratio: Return relative to average drawdown	8.05	14.23	-6.18
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

VNSE vs. VOTE - Sharpe Ratio Comparison

The current VNSE Sharpe Ratio is 1.72, which is comparable to the VOTE Sharpe Ratio of 2.34. The chart below compares the historical Sharpe Ratios of VNSE and VOTE, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	VNSE	VOTE	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.72	2.34	-0.62
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.63	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.85	0.80	+0.05

Drawdowns

VNSE vs. VOTE - Drawdown Comparison

The maximum VNSE drawdown since its inception was -24.21%, smaller than the maximum VOTE drawdown of -25.71%. Use the drawdown chart below to compare losses from any high point for VNSE and VOTE.

Drawdown Indicators

	VNSE	VOTE	Difference
Max Drawdown Largest peak-to-trough decline	-24.21%	-25.71%	+1.50%
Max Drawdown (1Y) Largest decline over 1 year	-11.89%	-9.10%	-2.79%
Max Drawdown (3Y) Largest decline over 3 years	-20.91%	-19.08%	-1.83%
Max Drawdown (5Y) Largest decline over 5 years	-24.21%	—	—
Current Drawdown Current decline from peak	-0.29%	-0.70%	+0.41%
Average Drawdown Average peak-to-trough decline	-5.52%	-6.14%	+0.62%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.94%	1.98%	+0.96%

Volatility

VNSE vs. VOTE - Volatility Comparison

Natixis Vaughan Nelson Select ETF (VNSE) has a higher volatility of 3.34% compared to Engine No. 1 Transform 500 ETF (VOTE) at 2.96%. This indicates that VNSE's price experiences larger fluctuations and is considered to be riskier than VOTE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	VNSE	VOTE	Difference
Volatility (1M) Calculated over the trailing 1-month period	3.34%	2.96%	+0.38%
Volatility (6M) Calculated over the trailing 6-month period	10.72%	9.20%	+1.52%
Volatility (1Y) Calculated over the trailing 1-year period	13.76%	12.08%	+1.68%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	17.20%	17.15%	+0.05%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	17.14%	17.15%	-0.01%

VNSE vs. VOTE - Expense Ratio Comparison

VNSE has a 0.80% expense ratio, which is higher than VOTE's 0.05% expense ratio.

Dividends

VNSE vs. VOTE - Dividend Comparison

VNSE's dividend yield for the trailing twelve months is around 0.20%, less than VOTE's 0.90% yield.

Position	TTM	2025	2024	2023	2022	2021	2020
VNSE Natixis Vaughan Nelson Select ETF	0.20%	0.21%	0.00%	0.21%	7.01%	19.65%	0.06%
VOTE Engine No. 1 Transform 500 ETF	0.90%	1.03%	1.18%	1.33%	1.54%	0.54%	0.00%

Frequently Asked Questions

Can I hold both VNSE and VOTE in my portfolio?

With a correlation of 0.92, VNSE and VOTE 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 is riskier, VNSE or VOTE?

VNSE has higher volatility (3.34%) compared to VOTE (2.96%). In terms of maximum drawdown, VNSE dropped -24.21% vs VOTE's -25.71%.

Which ETF is better, VNSE or VOTE?

On 3-year performance, VOTE leads with 22.81% vs 13.73% for VNSE. On fees, VOTE is cheaper at 0.05% per year. On volatility, VOTE has been the lower-risk option at 2.96%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, VNSE or VOTE?

Over the 3-year period, VOTE has performed better with a 22.81% return vs 13.73%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, VNSE or VOTE?

VOTE is cheaper with a 0.05% expense ratio, compared with 0.80% for VNSE.

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

VOTE has the higher dividend yield at 0.90%, compared with 0.20% for VNSE.

What is the main difference between VNSE and VOTE?

VNSE tracks Actively Managed, while VOTE tracks Morningstar US Large Cap Index. They also come from different issuers: Natixis and Engine No. 1 LLC. Their fees differ too: 0.80% for VNSE and 0.05% for VOTE.

Which has better risk-adjusted returns?

VOTE currently has the higher Sharpe Ratio (2.34 vs 1.72), 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.