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Inception Date
May 5, 2000
Index Tracked
No Index (Active)
Distribution Policy
Distributing
Asset Class
Equity

Share Price Chart


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Performance

VETAX Performance Chart

Victory Sycamore Established Value Fund Class A (VETAX) is up 11.6% since the beginning of the year. VETAX is currently trading at $50 per share. Investors who bought $1,000 worth of VETAX shares 5 years ago would now be looking at an investment worth $1,480.


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S&P 500 Index

Returns By Period

Victory Sycamore Established Value Fund Class A (VETAX) has returned 11.61% so far this year and 16.92% over the past 12 months. Over the last ten years, VETAX has returned 10.72% per year, falling short of the S&P 500 Index benchmark, which averaged 13.88% annually.


Victory Sycamore Established Value Fund Class A

1D
0.20%
1M
1.50%
YTD
11.61%
6M
10.09%
1Y
16.92%
3Y*
10.21%
5Y*
8.16%
10Y*
10.72%

Benchmark (S&P 500 Index)

1D
-0.37%
1M
-0.01%
YTD
9.16%
6M
8.64%
1Y
25.22%
3Y*
19.78%
5Y*
11.99%
10Y*
13.88%
*Multi-year figures are annualized to reflect compound growth (CAGR)

VETAX Monthly Returns History

Based on dividend-adjusted daily data since May 5, 2000, VETAX's average daily return is +0.04%, while the average monthly return is +0.88%. At this rate, an investment would double in approximately 6.6 years.

Historically, 63% of months were positive and 37% were negative. The best month was Nov 2020 with a return of +14.1%, while the worst month was Mar 2020 at -19.7%. The longest winning streak lasted 9 consecutive months, and the longest losing streak was 5 months.

On a daily basis, VETAX closed higher 53% of trading days. The best single day was Mar 24, 2020 with a return of +10.4%, while the worst single day was Mar 16, 2020 at -12.4%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20265.69%4.39%-5.20%5.57%-0.49%1.56%11.61%
20253.70%-1.97%-4.07%-3.37%3.12%1.96%1.50%2.04%0.02%-3.45%3.31%-0.22%2.15%
2024-0.65%4.23%5.38%-5.09%2.59%-1.62%5.45%2.08%1.40%-2.44%5.93%-6.89%9.80%
20236.58%-2.08%-2.60%-0.33%-4.91%7.75%3.88%-3.04%-4.83%-3.49%8.11%6.01%10.06%
2022-3.04%0.62%2.92%-3.30%1.60%-9.73%8.47%-3.13%-8.03%10.69%5.89%-3.69%-2.85%
2021-0.20%9.88%6.05%5.67%2.15%-2.32%1.63%2.23%-4.41%4.49%-3.31%6.87%31.49%

Benchmark Metrics

Victory Sycamore Established Value Fund Class A has an annualized alpha of 3.78%, beta of 0.90, and R2 of 0.83 versus S&P 500 Index. Calculated based on daily prices since May 05, 2000.

  • This fund captured 100.06% of S&P 500 Index gains but only 86.39% of its losses - a favorable profile for investors.
  • This fund generated an annualized alpha of 3.78% versus S&P 500 Index - delivering returns beyond what market exposure alone would predict.
  • With beta of 0.90 and R2 of 0.83, this fund moves broadly in line with S&P 500 Index - much of its variation is explained by market exposure rather than independent behavior.

Alpha
3.78%
Beta
0.90
0.83
Upside Capture
100.06%
Downside Capture
86.39%

Expense Ratio

VETAX has an expense ratio of 0.89%, placing it in the medium range.


Return for Risk

Risk / Return Rank

VETAX ranks 31 for risk / return — below 31% of mutual funds on our site. The returns aren't fully compensating for the risk involved. This isn't necessarily a dealbreaker, but factor it into your decision — especially if you're risk-averse.


VETAX Risk / Return Rank: 3131
Overall Rank
VETAX Sharpe Ratio Rank: 2626
Sharpe Ratio Rank
VETAX Sortino Ratio Rank: 2929
Sortino Ratio Rank
VETAX Omega Ratio Rank: 2424
Omega Ratio Rank
VETAX Calmar Ratio Rank: 4040
Calmar Ratio Rank
VETAX Martin Ratio Rank: 3434
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.

Return / Risk — by metrics

The table below present risk-adjusted performance metrics for Victory Sycamore Established Value Fund Class A (VETAX) and compare them to S&P 500 Index.

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.


VETAXBenchmarkDifference
Sharpe ratioReturn per unit of total volatility

-0.66

Sortino ratioReturn per unit of downside risk

-0.65

Omega ratioGain probability vs. loss probability

1.24

1.37

-0.12

Calmar ratioReturn relative to maximum drawdown

2.29

2.78

-0.50

Martin ratioReturn relative to average drawdown

7.11

12.44

-5.33

Dividends

Dividend History

Victory Sycamore Established Value Fund Class A provided a 4.32% dividend yield over the last twelve months, with an annual payout of $2.15 per share.


2.00%4.00%6.00%8.00%10.00%12.00%$0.00$1.00$2.00$3.00$4.00$5.0020152016201720182019202020212022202320242025
Dividends
Dividend Yield
PeriodTTM20252024202320222021202020192018201720162015
Dividend$2.15$1.94$5.16$2.71$3.55$4.02$2.13$2.33$3.41$1.23$0.48$3.43

Dividend yield

4.32%4.31%11.24%5.86%7.95%8.10%5.20%5.81%10.32%3.03%1.32%11.27%

Monthly Dividends

The table displays the monthly dividend distributions for Victory Sycamore Established Value Fund Class A. The dividends shown in the table have been adjusted to account for any splits that may have occurred.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2026$0.00$0.00$0.24$0.00$0.00$0.12$0.36
2025$0.00$0.00$0.00$0.00$0.00$0.14$0.00$0.00$0.06$0.00$0.00$1.74$1.94
2024$0.00$0.00$0.10$0.00$0.00$0.14$0.00$0.00$0.08$0.00$0.00$4.84$5.16
2023$0.00$0.00$0.07$0.00$0.00$0.15$0.00$0.00$0.09$0.00$0.00$2.42$2.71
2022$0.00$0.00$0.11$0.00$0.00$0.17$0.00$0.00$0.14$0.00$0.00$3.13$3.55
2021$0.00$0.00$0.11$0.00$0.00$0.19$0.00$0.00$0.09$0.00$0.00$3.63$4.02

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.


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Worst Drawdowns

The table below displays the maximum drawdowns of the Victory Sycamore Established Value Fund Class A. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.

The maximum drawdown for the Victory Sycamore Established Value Fund Class A was 48.94%, occurring on Mar 9, 2009. Recovery took 283 trading sessions.

The current Victory Sycamore Established Value Fund Class A drawdown is 1.43%.


Related event

Drawdown

Fall

Recovery

Underwater

Financial crisis2007–2009
-48.94%Mar 2009
1y 7mo1y 1mo
2y 9moJul 2007 - Apr 2010
COVID crash2020
-41.04%Mar 2020
2mo 2d7mo 22d
9mo 24dJan 2020 - Nov 2020
Dot-com crash2000–2002
-30.64%Oct 2002
1y 4mo1y 1mo
2y 5moMay 2001 - Nov 2003
2011 bear market2011
-24.06%Oct 2011
2mo 27d5mo 14d
8mo 11dJul 2011 - Mar 2012
Rate-hike selloffLate 2018
-20.87%Dec 2018
3mo 1d6mo 9d
9mo 10dSep 2018 - Jul 2019

Drawdown Indicators


VETAXBenchmarkDifference

Max Drawdown

Largest peak-to-trough decline

-48.94%

-56.78%

+7.84%

Max Drawdown (1Y)

Largest decline over 1 year

-7.49%

-9.10%

+1.61%

Max Drawdown (3Y)

Largest decline over 3 years

-20.47%

-18.90%

-1.57%

Max Drawdown (5Y)

Largest decline over 5 years

-20.47%

-25.43%

+4.96%

Max Drawdown (10Y)

Largest decline over 10 years

-41.04%

-33.92%

-7.12%

Current Drawdown

Current decline from peak

-1.43%

-1.80%

+0.37%

Average Drawdown

Average peak-to-trough decline

-6.33%

-10.71%

+4.38%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.41%

2.03%

+0.38%

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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Portfolio Analyzer

Build a portfolio with VETAX

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