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VNVYX vs. FSMDX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

VNVYX vs. FSMDX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Natixis Funds Trust II Vaughan Nelson Mid Cap Fund (VNVYX) and Fidelity Mid Cap Index Fund (FSMDX). The values are adjusted to include any dividend payments, if applicable.

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VNVYX vs. FSMDX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
VNVYX
Natixis Funds Trust II Vaughan Nelson Mid Cap Fund
2.58%12.17%19.45%16.53%-10.59%21.82%10.92%30.53%-15.98%13.21%
FSMDX
Fidelity Mid Cap Index Fund
1.30%10.58%15.55%17.20%-17.27%22.56%17.13%30.53%-9.38%18.04%

Returns By Period

In the year-to-date period, VNVYX achieves a 2.58% return, which is significantly higher than FSMDX's 1.30% return. Over the past 10 years, VNVYX has underperformed FSMDX with an annualized return of 9.93%, while FSMDX has yielded a comparatively higher 10.81% annualized return.


VNVYX

1D
4.06%
1M
-7.45%
YTD
2.58%
6M
4.68%
1Y
20.53%
3Y*
16.48%
5Y*
9.21%
10Y*
9.93%

FSMDX

1D
2.63%
1M
-5.55%
YTD
1.30%
6M
1.49%
1Y
15.54%
3Y*
13.39%
5Y*
6.99%
10Y*
10.81%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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VNVYX vs. FSMDX - Expense Ratio Comparison

VNVYX has a 0.90% expense ratio, which is higher than FSMDX's 0.03% expense ratio.


Return for Risk

VNVYX vs. FSMDX — Risk / Return Rank

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

VNVYX
VNVYX Risk / Return Rank: 3535
Overall Rank
VNVYX Sharpe Ratio Rank: 5252
Sharpe Ratio Rank
VNVYX Sortino Ratio Rank: 5757
Sortino Ratio Rank
VNVYX Omega Ratio Rank: 4646
Omega Ratio Rank
VNVYX Calmar Ratio Rank: 1010
Calmar Ratio Rank
VNVYX Martin Ratio Rank: 1010
Martin Ratio Rank

FSMDX
FSMDX Risk / Return Rank: 4545
Overall Rank
FSMDX Sharpe Ratio Rank: 3838
Sharpe Ratio Rank
FSMDX Sortino Ratio Rank: 4040
Sortino Ratio Rank
FSMDX Omega Ratio Rank: 3838
Omega Ratio Rank
FSMDX Calmar Ratio Rank: 4949
Calmar Ratio Rank
FSMDX Martin Ratio Rank: 5959
Martin Ratio Rank
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.

VNVYX vs. FSMDX - 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 Fidelity Mid Cap Index Fund (FSMDX). 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.


VNVYXFSMDXDifference

Sharpe ratio

Return per unit of total volatility

1.07

0.84

+0.23

Sortino ratio

Return per unit of downside risk

1.63

1.30

+0.33

Omega ratio

Gain probability vs. loss probability

1.21

1.18

+0.03

Calmar ratio

Return relative to maximum drawdown

0.35

1.23

-0.88

Martin ratio

Return relative to average drawdown

1.07

5.73

-4.66

VNVYX vs. FSMDX - Sharpe Ratio Comparison

The current VNVYX Sharpe Ratio is 1.07, which is comparable to the FSMDX Sharpe Ratio of 0.84. The chart below compares the historical Sharpe Ratios of VNVYX and FSMDX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


VNVYXFSMDXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.07

0.84

+0.23

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.51

0.38

+0.12

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.50

0.56

-0.07

Sharpe Ratio (All Time)

Calculated using the full available price history

0.55

0.66

-0.11

Correlation

The correlation between VNVYX and FSMDX is 0.91, 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

VNVYX vs. FSMDX - Dividend Comparison

VNVYX's dividend yield for the trailing twelve months is around 43.89%, more than FSMDX's 1.09% yield.


TTM20252024202320222021202020192018201720162015
VNVYX
Natixis Funds Trust II Vaughan Nelson Mid Cap Fund
43.89%45.02%11.91%0.53%3.46%16.14%12.25%1.07%9.78%2.71%3.33%2.58%
FSMDX
Fidelity Mid Cap Index Fund
1.09%1.10%2.46%1.39%2.07%3.35%2.34%2.86%2.21%2.17%2.23%2.84%

Drawdowns

VNVYX vs. FSMDX - Drawdown Comparison

The maximum VNVYX drawdown since its inception was -42.81%, which is greater than FSMDX's maximum drawdown of -40.35%. Use the drawdown chart below to compare losses from any high point for VNVYX and FSMDX.


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Drawdown Indicators


VNVYXFSMDXDifference

Max Drawdown

Largest peak-to-trough decline

-42.81%

-40.35%

-2.46%

Max Drawdown (1Y)

Largest decline over 1 year

-12.83%

-13.42%

+0.59%

Max Drawdown (5Y)

Largest decline over 5 years

-22.60%

-26.07%

+3.47%

Max Drawdown (10Y)

Largest decline over 10 years

-42.81%

-40.35%

-2.46%

Current Drawdown

Current decline from peak

-8.63%

-5.74%

-2.89%

Average Drawdown

Average peak-to-trough decline

-6.28%

-5.00%

-1.28%

Ulcer Index

Depth and duration of drawdowns from previous peaks

7.10%

2.89%

+4.21%

Volatility

VNVYX vs. FSMDX - Volatility Comparison

Natixis Funds Trust II Vaughan Nelson Mid Cap Fund (VNVYX) has a higher volatility of 7.45% compared to Fidelity Mid Cap Index Fund (FSMDX) at 5.58%. This indicates that VNVYX's price experiences larger fluctuations and is considered to be riskier than FSMDX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


VNVYXFSMDXDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.45%

5.58%

+1.87%

Volatility (6M)

Calculated over the trailing 6-month period

14.64%

10.50%

+4.14%

Volatility (1Y)

Calculated over the trailing 1-year period

24.50%

19.10%

+5.40%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

18.90%

18.27%

+0.63%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

20.53%

19.30%

+1.23%