VNSYX vs. ESGYX
Compare and contrast key facts about Natixis Vaughan Nelson Select Fund (VNSYX) and Mirova Global Sustainable Equity Fund (ESGYX).
VNSYX is managed by Natixis. It was launched on Jun 29, 2012. ESGYX is managed by Natixis. It was launched on Mar 30, 2016.
Performance
VNSYX vs. ESGYX - Performance Comparison
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VNSYX vs. ESGYX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
VNSYX Natixis Vaughan Nelson Select Fund | -5.26% | 13.11% | 10.69% | 22.23% | -16.65% | 39.78% | 18.57% | 27.85% | -4.74% | 23.02% |
ESGYX Mirova Global Sustainable Equity Fund | -6.74% | 15.23% | 13.38% | 18.63% | -22.36% | 18.06% | 32.43% | 33.00% | -6.37% | 29.83% |
Returns By Period
In the year-to-date period, VNSYX achieves a -5.26% return, which is significantly higher than ESGYX's -6.74% return.
VNSYX
- 1D
- 3.40%
- 1M
- -5.80%
- YTD
- -5.26%
- 6M
- -5.37%
- 1Y
- 13.22%
- 3Y*
- 9.89%
- 5Y*
- 8.85%
- 10Y*
- 12.45%
ESGYX
- 1D
- 2.79%
- 1M
- -5.80%
- YTD
- -6.74%
- 6M
- -4.95%
- 1Y
- 8.21%
- 3Y*
- 10.62%
- 5Y*
- 5.16%
- 10Y*
- —
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VNSYX vs. ESGYX - Expense Ratio Comparison
VNSYX has a 0.85% expense ratio, which is lower than ESGYX's 0.95% expense ratio.
Return for Risk
VNSYX vs. ESGYX — Risk / Return Rank
VNSYX
ESGYX
VNSYX vs. ESGYX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Natixis Vaughan Nelson Select Fund (VNSYX) and Mirova Global Sustainable Equity Fund (ESGYX). 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.
| VNSYX | ESGYX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.80 | 0.56 | +0.24 |
Sortino ratioReturn per unit of downside risk | 1.30 | 0.99 | +0.31 |
Omega ratioGain probability vs. loss probability | 1.18 | 1.12 | +0.05 |
Calmar ratioReturn relative to maximum drawdown | 0.02 | 0.23 | -0.21 |
Martin ratioReturn relative to average drawdown | 0.06 | 0.87 | -0.81 |
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
| VNSYX | ESGYX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.80 | 0.56 | +0.24 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.52 | 0.30 | +0.22 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.70 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.79 | 0.69 | +0.10 |
Correlation
The correlation between VNSYX and ESGYX is 0.87, 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
VNSYX vs. ESGYX - Dividend Comparison
VNSYX's dividend yield for the trailing twelve months is around 9.85%, more than ESGYX's 4.76% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
VNSYX Natixis Vaughan Nelson Select Fund | 9.85% | 9.33% | 0.00% | 0.14% | 1.18% | 36.73% | 7.14% | 8.46% | 10.64% | 8.55% | 1.89% | 2.26% |
ESGYX Mirova Global Sustainable Equity Fund | 4.76% | 4.44% | 1.99% | 0.61% | 5.28% | 12.16% | 0.54% | 1.84% | 4.39% | 1.15% | 0.00% | 0.00% |
Drawdowns
VNSYX vs. ESGYX - Drawdown Comparison
The maximum VNSYX drawdown since its inception was -33.15%, roughly equal to the maximum ESGYX drawdown of -34.88%. Use the drawdown chart below to compare losses from any high point for VNSYX and ESGYX.
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Drawdown Indicators
| VNSYX | ESGYX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -33.15% | -34.88% | +1.73% |
Max Drawdown (1Y)Largest decline over 1 year | -11.85% | -11.49% | -0.36% |
Max Drawdown (5Y)Largest decline over 5 years | -23.91% | -34.88% | +10.97% |
Max Drawdown (10Y)Largest decline over 10 years | -33.15% | — | — |
Current DrawdownCurrent decline from peak | -8.86% | -8.89% | +0.03% |
Average DrawdownAverage peak-to-trough decline | -4.19% | -6.49% | +2.30% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 6.80% | 4.33% | +2.47% |
Volatility
VNSYX vs. ESGYX - Volatility Comparison
Natixis Vaughan Nelson Select Fund (VNSYX) has a higher volatility of 5.62% compared to Mirova Global Sustainable Equity Fund (ESGYX) at 4.91%. This indicates that VNSYX's price experiences larger fluctuations and is considered to be riskier than ESGYX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| VNSYX | ESGYX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.62% | 4.91% | +0.71% |
Volatility (6M)Calculated over the trailing 6-month period | 11.01% | 9.98% | +1.03% |
Volatility (1Y)Calculated over the trailing 1-year period | 21.14% | 18.35% | +2.79% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.74% | 17.67% | +0.07% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.06% | 17.75% | +0.31% |