VNSYX vs. GAFYX
Compare and contrast key facts about Natixis Vaughan Nelson Select Fund (VNSYX) and AlphaSimplex Global Alternatives Fund (GAFYX).
VNSYX is managed by Natixis. It was launched on Jun 29, 2012. GAFYX is managed by Natixis. It was launched on Sep 29, 2008.
Performance
VNSYX vs. GAFYX - Performance Comparison
Loading graphics...
VNSYX vs. GAFYX - 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% | 23.83% |
GAFYX AlphaSimplex Global Alternatives Fund | 1.74% | 6.68% | 9.66% | 3.77% | -0.49% | 1.29% | -2.12% | 10.49% | -6.21% | 11.12% |
Returns By Period
In the year-to-date period, VNSYX achieves a -5.26% return, which is significantly lower than GAFYX's 1.74% return. Over the past 10 years, VNSYX has outperformed GAFYX with an annualized return of 12.45%, while GAFYX has yielded a comparatively lower 3.91% annualized 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%
GAFYX
- 1D
- 1.56%
- 1M
- -3.39%
- YTD
- 1.74%
- 6M
- 2.63%
- 1Y
- 8.33%
- 3Y*
- 6.80%
- 5Y*
- 4.67%
- 10Y*
- 3.91%
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
VNSYX vs. GAFYX - Expense Ratio Comparison
VNSYX has a 0.85% expense ratio, which is lower than GAFYX's 1.24% expense ratio.
Return for Risk
VNSYX vs. GAFYX — Risk / Return Rank
VNSYX
GAFYX
VNSYX vs. GAFYX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Natixis Vaughan Nelson Select Fund (VNSYX) and AlphaSimplex Global Alternatives Fund (GAFYX). 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 | GAFYX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.80 | 1.03 | -0.23 |
Sortino ratioReturn per unit of downside risk | 1.30 | 1.39 | -0.09 |
Omega ratioGain probability vs. loss probability | 1.18 | 1.21 | -0.03 |
Calmar ratioReturn relative to maximum drawdown | 0.02 | 1.28 | -1.26 |
Martin ratioReturn relative to average drawdown | 0.06 | 5.42 | -5.37 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading graphics...
Sharpe Ratios by Period
| VNSYX | GAFYX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.80 | 1.03 | -0.23 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.52 | 0.66 | -0.14 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.70 | 0.59 | +0.12 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.79 | 0.48 | +0.30 |
Correlation
The correlation between VNSYX and GAFYX is 0.69, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Dividends
VNSYX vs. GAFYX - Dividend Comparison
VNSYX's dividend yield for the trailing twelve months is around 9.85%, while GAFYX has not paid dividends to shareholders.
| 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% |
GAFYX AlphaSimplex Global Alternatives Fund | 0.00% | 0.00% | 0.00% | 5.24% | 9.57% | 0.00% | 2.57% | 1.16% | 1.37% | 0.74% | 0.00% | 3.53% |
Drawdowns
VNSYX vs. GAFYX - Drawdown Comparison
The maximum VNSYX drawdown since its inception was -33.15%, which is greater than GAFYX's maximum drawdown of -19.49%. Use the drawdown chart below to compare losses from any high point for VNSYX and GAFYX.
Loading graphics...
Drawdown Indicators
| VNSYX | GAFYX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -33.15% | -19.49% | -13.66% |
Max Drawdown (1Y)Largest decline over 1 year | -11.85% | -6.74% | -5.11% |
Max Drawdown (5Y)Largest decline over 5 years | -23.91% | -9.74% | -14.17% |
Max Drawdown (10Y)Largest decline over 10 years | -33.15% | -13.26% | -19.89% |
Current DrawdownCurrent decline from peak | -8.86% | -3.70% | -5.16% |
Average DrawdownAverage peak-to-trough decline | -4.19% | -4.67% | +0.48% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 6.80% | 1.59% | +5.21% |
Volatility
VNSYX vs. GAFYX - Volatility Comparison
Natixis Vaughan Nelson Select Fund (VNSYX) has a higher volatility of 5.62% compared to AlphaSimplex Global Alternatives Fund (GAFYX) at 3.45%. This indicates that VNSYX's price experiences larger fluctuations and is considered to be riskier than GAFYX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading graphics...
Volatility by Period
| VNSYX | GAFYX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.62% | 3.45% | +2.17% |
Volatility (6M)Calculated over the trailing 6-month period | 11.01% | 6.08% | +4.93% |
Volatility (1Y)Calculated over the trailing 1-year period | 21.14% | 8.46% | +12.68% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.74% | 7.09% | +10.65% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.06% | 6.68% | +11.38% |