VNVYX vs. DDDIX
VNVYX (Natixis Funds Trust II Vaughan Nelson Mid Cap Fund) and DDDIX (13D Activist Fund) are both Mid Cap Blend Equities funds. Over the past 10 years, VNVYX returned 10.74%/yr vs 10.18%/yr for DDDIX. Their correlation of 0.83 means they have usually moved in the same direction. VNVYX charges 0.90%/yr vs 1.51%/yr for DDDIX.
Performance
VNVYX vs. DDDIX - Performance Comparison
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Returns By Period
In the year-to-date period, VNVYX achieves a 13.92% return, which is significantly lower than DDDIX's 28.42% return. Over the past 10 years, VNVYX has outperformed DDDIX with an annualized return of 10.74%, while DDDIX has yielded a comparatively lower 10.18% annualized return.
VNVYX
- 1D
- 1.89%
- 1M
- -4.38%
- 6M
- 5.53%
- YTD
- 13.92%
- 1Y
- 19.86%
- 3Y*
- 18.66%
- 5Y*
- 10.62%
- 10Y*
- 10.74%
- ALL TIME*
- 11.92%
DDDIX
- 1D
- 0.56%
- 1M
- -3.71%
- 6M
- 25.23%
- YTD
- 28.42%
- 1Y
- 39.46%
- 3Y*
- 11.72%
- 5Y*
- 4.41%
- 10Y*
- 10.18%
- ALL TIME*
- 11.70%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
DDDIX 13D Activist Fund | $0.00 | $0.00 | $0.00 |
| $0.00 | $0.00 | $0.00 |
VNVYX vs. DDDIX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
VNVYX Natixis Funds Trust II Vaughan Nelson Mid Cap Fund | 13.92% | 12.17% | 19.45% | 16.53% | -10.59% | 21.82% | 10.92% | 30.53% | -15.98% | 13.21% |
DDDIX 13D Activist Fund | 28.42% | 3.05% | 1.67% | 10.86% | -17.53% | 19.62% | 18.92% | 31.79% | -13.43% | 23.76% |
Correlation
The correlation between VNVYX and DDDIX is 0.52, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.52 |
Correlation (3Y) Balances recent behavior with more history. | 0.61 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.72 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.79 |
Correlation (All Time) Calculated using the full available price history since Jan 3, 2012 | 0.83 |
Over the past year, the correlation between VNVYX and DDDIX has dropped to 0.52 - well below their long-term average of 0.83, suggesting their price drivers have been diverging.
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Return for Risk
VNVYX vs. DDDIX — Risk / Return Rank
VNVYX
DDDIX
VNVYX vs. DDDIX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Natixis Funds Trust II Vaughan Nelson Mid Cap Fund (VNVYX) and 13D Activist Fund (DDDIX). 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.
| VNVYX | DDDIX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.72 | ||
| Sortino ratioReturn per unit of downside risk | -0.87 | ||
| Omega ratioGain probability vs. loss probability | 1.19 | 1.30 | -0.11 |
| Calmar ratioReturn relative to maximum drawdown | 1.86 | 3.31 | -1.45 |
| Martin ratioReturn relative to average drawdown | 5.88 | 10.56 | -4.68 |
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Drawdowns
VNVYX vs. DDDIX - Drawdown Comparison
The maximum VNVYX drawdown since its inception was -42.81%, roughly equal to the maximum DDDIX drawdown of -43.82%. Use the drawdown chart below to compare losses from any high point for VNVYX and DDDIX.
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Drawdown Indicators
| VNVYX | DDDIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -42.81% | -43.82% | +1.01% |
Max Drawdown (1Y)Largest decline over 1 year | -12.19% | -10.82% | -1.37% |
Max Drawdown (3Y)Largest decline over 3 years | -22.60% | -28.76% | +6.16% |
Max Drawdown (5Y)Largest decline over 5 years | -22.60% | -28.76% | +6.16% |
Max Drawdown (10Y)Largest decline over 10 years | -42.81% | -43.82% | +1.01% |
Current DrawdownCurrent decline from peak | -9.06% | -4.57% | -4.49% |
Average DrawdownAverage peak-to-trough decline | -6.22% | -7.10% | +0.88% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.59% | 3.38% | +0.21% |
Volatility
VNVYX vs. DDDIX - Volatility Comparison
Natixis Funds Trust II Vaughan Nelson Mid Cap Fund (VNVYX) has a higher volatility of 6.25% compared to 13D Activist Fund (DDDIX) at 4.80%. This indicates that VNVYX's price experiences larger fluctuations and is considered to be riskier than DDDIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| VNVYX | DDDIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.25% | 4.80% | +1.45% |
Volatility (6M)Calculated over the trailing 6-month period | 16.64% | 14.46% | +2.18% |
Volatility (1Y)Calculated over the trailing 1-year period | 21.79% | 20.36% | +1.43% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 19.45% | 20.27% | -0.82% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 20.77% | 20.95% | -0.18% |
VNVYX vs. DDDIX - Expense Ratio Comparison
VNVYX has a 0.90% expense ratio, which is lower than DDDIX's 1.51% expense ratio.
Dividends
VNVYX vs. DDDIX - Dividend Comparison
VNVYX's dividend yield for the trailing twelve months is around 39.29%, more than DDDIX's 3.60% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DDDIX 13D Activist Fund | 3.60% | 4.62% | 5.16% | 3.89% | 9.39% | 9.30% | 6.98% | 6.88% | 5.33% | 1.69% | 0.00% | 0.00% |
VNVYX Natixis Funds Trust II Vaughan Nelson Mid Cap Fund | 39.29% | 45.02% | 11.91% | 0.53% | 3.46% | 16.14% | 12.25% | 1.07% | 9.78% | 2.71% | 3.33% | 2.58% |
Frequently Asked Questions
VNVYX and DDDIX have a correlation of 0.52, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
VNVYX has higher volatility (6.25%) compared to DDDIX (4.80%). In terms of maximum drawdown, VNVYX dropped -42.81% vs DDDIX's -43.82%.
DDDIX currently has the higher Sharpe Ratio (1.76 vs 1.04), 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.
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