Victory Trivalent International Fund-Core Equity (MICYX) Sharpe Ratio: 1.95

MICYX's Sharpe Ratio of 1.95 indicates that for each unit of volatility, it generates 1.95 units of excess return above the risk-free rate. The ratio is calculated using historical daily returns over the past 12 months (as of Jun 26, 2026).

Sharpe uses total volatility (standard deviation) which includes both upside and downside price movements, making it useful for comparing risk-adjusted returns across different assets. For how to read this number and when it can mislead, see Sharpe Ratio Explained.

MICYX Sharpe Ratio Rank

Above Average

MICYX ranks above 68.0% of all investments in our database based on Sharpe Ratio over the past 12 months, indicating above-average returns relative to volatility. Securities are ranked from 0 (worst) to 100 (best).

What moves the rank

Strong returns with low total volatility → Higher rank
High volatility (both upside and downside) → Lower rank
Consistent returns → Higher rank than volatile returns of same magnitude
Sharp drawdowns increase volatility → Lower rank

What you can do with this information

Above-average risk-adjusted returns with room for improvement
Compare against category peers to gauge relative positioning
Monitor for movement toward top tier or decline toward median
Consider pairing with top-tier holdings to improve portfolio efficiency

MICYX Sharpe Ratio Market Positioning

The chart shows MICYX's Sharpe Ratio relative to all mutual funds on our platform, with color zones indicating percentile rankings. Higher ratios indicate better risk-adjusted returns.

Red zone (bottom 25%): 1.16 or lower
Yellow zone (middle 50%): 1.16 to 2.07
Green zone (top 25%): 2.07 or higher
Top 1%: 4.00+
Median: 1.68 — half of all investments score higher

How it compares to other similar mutual funds

The table compares Victory Trivalent International Fund-Core Equity's Sharpe Ratio with other mutual funds in the Foreign Large Cap Equities category across multiple time periods, showing how MICYX's risk-adjusted performance compares to similar funds.

Data shows 1-, 5-, and 10-year periods, plus each fund's all-time average, as of Jun 26, 2026.

Symbol	Name	1Y Sharpe Ratio
SWRLX	Touchstone International Equity Fund	3.08
TIVFX	American Beacon Tocqueville International Value Fund	2.86
THOIX	Thornburg Global Opportunities Fund	2.80
GTMIX	GMO Tax-Managed International Equities Fund	2.72
SAHMX	SA International Value Fund	2.70
DCINX	Dunham International Stock Fund	2.64
EISIX	Carillon ClariVest International Stock Fund	2.52
SIDNX	Hartford Schroders International Multi-Cap Value Fund	2.50
DFWVX	DFA World ex U.S. Value Portfolio Fund	2.46
SFNNX	Schwab Fundamental International Equity Index Fund	2.43
MICYX	Victory Trivalent International Fund-Core Equity	1.95

Benchmark Against

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S&P 500 Index

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Historical Sharpe Ratio

The chart shows MICYX's rolling Sharpe ratio over time compared to your chosen benchmark. Rising trends indicate improving returns relative to total volatility, while declining trends may signal deteriorating risk-adjusted performance or increased volatility. Use multiple timeframes to distinguish short-term fluctuations from long-term patterns.

Identify market cycles by observing when MICYX consistently outperforms (line above benchmark), underperforms (below benchmark), or aligns with the benchmark.

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How does MICYX fit in your portfolio?

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