VNVYX vs. LLSCX

Last updated Jun 4, 2026

VNVYX (Natixis Funds Trust II Vaughan Nelson Mid Cap Fund) and LLSCX (Longleaf Partners Small-Cap Fund) are both Mid Cap Blend Equities funds. Over the past 10 years, VNVYX returned 11.48%/yr vs 5.72%/yr for LLSCX. A 0.79 correlation means they provide meaningful diversification when combined. VNVYX charges 0.90%/yr vs 0.95%/yr for LLSCX.

Performance

VNVYX vs. LLSCX - 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 Longleaf Partners Small-Cap Fund (LLSCX). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, VNVYX achieves a 20.27% return, which is significantly higher than LLSCX's -6.08% return. Over the past 10 years, VNVYX has outperformed LLSCX with an annualized return of 11.48%, while LLSCX has yielded a comparatively lower 5.72% annualized return.

VNVYX

• 1D: 3.12%
• 1M: 5.48%
• YTD: 20.27%
• 6M: 18.76%
• 1Y: 36.78%
• 3Y*: 22.78%
• 5Y*: 11.60%
• 10Y*: 11.48%

LLSCX

• 1D: -0.58%
• 1M: -3.05%
• YTD: -6.08%
• 6M: -5.80%
• 1Y: -1.64%
• 3Y*: 8.14%
• 5Y*: 0.52%
• 10Y*: 5.72%

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

VNVYX vs. LLSCX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
VNVYX Natixis Funds Trust II Vaughan Nelson Mid Cap Fund	20.27%	12.17%	19.45%	16.53%	-10.59%	21.82%	10.92%	30.53%	-15.98%	13.21%
LLSCX Longleaf Partners Small-Cap Fund	-6.08%	7.56%	9.69%	20.17%	-19.25%	11.18%	4.17%	27.74%	-6.52%	9.07%

Correlation

The correlation between VNVYX and LLSCX is 0.40, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.40
Correlation (3Y) Calculated over the trailing 3-year period	0.57
Correlation (5Y) Calculated over the trailing 5-year period	0.70
Correlation (10Y) Calculated over the trailing 10-year period	0.73
Correlation (All Time) Calculated using the full available price history since Nov 3, 2008	0.79

Over the past year, the correlation between VNVYX and LLSCX has dropped to 0.40 - well below their long-term average of 0.79, suggesting their price drivers have been diverging.

Return for Risk

VNVYX vs. LLSCX — Risk / Return Rank

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

VNVYX

VNVYX Risk / Return Rank: 71
VNVYX Sharpe Ratio Rank: 67
VNVYX Sortino Ratio Rank: 69
VNVYX Omega Ratio Rank: 54
VNVYX Calmar Ratio Rank: 83
VNVYX Martin Ratio Rank: 80

LLSCX

LLSCX Risk / Return Rank: 2
LLSCX Sharpe Ratio Rank: 2
LLSCX Sortino Ratio Rank: 2
LLSCX Omega Ratio Rank: 2
LLSCX Calmar Ratio Rank: 2
LLSCX Martin Ratio Rank: 2

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. LLSCX - 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 Longleaf Partners Small-Cap Fund (LLSCX). 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.

	VNVYX	LLSCX	Difference
Sharpe ratio Return per unit of total volatility	2.39	-0.09	+2.48
Sortino ratio Return per unit of downside risk	3.45	-0.04	+3.49
Omega ratio Gain probability vs. loss probability	1.41	1.00	+0.41
Calmar ratio Return relative to maximum drawdown	3.90	-0.10	+4.01
Martin ratio Return relative to average drawdown	14.90	-0.26	+15.16
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

VNVYX vs. LLSCX - Sharpe Ratio Comparison

The current VNVYX Sharpe Ratio is 2.39, which is higher than the LLSCX Sharpe Ratio of -0.09. The chart below compares the historical Sharpe Ratios of VNVYX and LLSCX, 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

	VNVYX	LLSCX	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	2.39	-0.09	+2.48
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.63	0.03	+0.60
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.57	0.23	+0.33
Sharpe Ratio (All Time) Calculated using the full available price history	0.59	0.51	+0.08

Drawdowns

VNVYX vs. LLSCX - Drawdown Comparison

The maximum VNVYX drawdown since its inception was -42.81%, smaller than the maximum LLSCX drawdown of -63.97%. Use the drawdown chart below to compare losses from any high point for VNVYX and LLSCX.

Drawdown Indicators

	VNVYX	LLSCX	Difference
Max Drawdown Largest peak-to-trough decline	-42.81%	-63.97%	+21.16%
Max Drawdown (1Y) Largest decline over 1 year	-12.19%	-11.30%	-0.89%
Max Drawdown (3Y) Largest decline over 3 years	-22.60%	-15.40%	-7.20%
Max Drawdown (5Y) Largest decline over 5 years	-22.60%	-28.37%	+5.77%
Max Drawdown (10Y) Largest decline over 10 years	-42.81%	-42.23%	-0.58%
Current Drawdown Current decline from peak	0.00%	-10.22%	+10.22%
Average Drawdown Average peak-to-trough decline	-6.24%	-8.90%	+2.66%
Ulcer Index Depth and duration of drawdowns from previous peaks	3.62%	4.44%	-0.82%

Volatility

VNVYX vs. LLSCX - Volatility Comparison

Natixis Funds Trust II Vaughan Nelson Mid Cap Fund (VNVYX) has a higher volatility of 6.81% compared to Longleaf Partners Small-Cap Fund (LLSCX) at 3.31%. This indicates that VNVYX's price experiences larger fluctuations and is considered to be riskier than LLSCX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	VNVYX	LLSCX	Difference
Volatility (1M) Calculated over the trailing 1-month period	6.81%	3.31%	+3.50%
Volatility (6M) Calculated over the trailing 6-month period	15.93%	8.52%	+7.41%
Volatility (1Y) Calculated over the trailing 1-year period	19.92%	12.75%	+7.17%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	19.15%	16.97%	+2.18%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	20.68%	24.58%	-3.90%

VNVYX vs. LLSCX - Expense Ratio Comparison

VNVYX has a 0.90% expense ratio, which is lower than LLSCX's 0.95% expense ratio.

Dividends

VNVYX vs. LLSCX - Dividend Comparison

VNVYX's dividend yield for the trailing twelve months is around 37.22%, more than LLSCX's 1.25% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
LLSCX Longleaf Partners Small-Cap Fund	1.25%	1.17%	0.11%	0.94%	1.20%	0.82%	5.85%	14.89%	18.13%	8.43%	18.01%	5.91%
VNVYX Natixis Funds Trust II Vaughan Nelson Mid Cap Fund	37.22%	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

Can I hold both VNVYX and LLSCX in my portfolio?

VNVYX and LLSCX have a correlation of 0.40, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, VNVYX or LLSCX?

VNVYX has higher volatility (6.81%) compared to LLSCX (3.31%). In terms of maximum drawdown, VNVYX dropped -42.81% vs LLSCX's -63.97%.

Which has better risk-adjusted returns?

VNVYX currently has the higher Sharpe Ratio (2.39 vs -0.09), 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.