Victory Sycamore Established Value Fund Class I (VEVIX) Sortino Ratio: 0.95
VEVIX's Sortino Ratio of 0.95 indicates that for each unit of downside volatility, it generates 0.95 units of excess return. The ratio is calculated using historical daily returns over the past 12 months (as of Apr 2, 2026).
Unlike other measures, Sortino only focuses on downside volatility (losses), making it particularly useful for investors more concerned about protecting against drawdowns than overall price swings.
VEVIX Sortino Ratio Rank
VEVIX ranks above 17.8% of all investments in our database based on Sortino Ratio over the past 12 months, indicating weak returns relative to downside risk taken. Securities are ranked from 0 (worst) to 100 (best).
What moves the rank
- Strong returns with minimal downside volatility → Higher rank
- Severe or frequent drawdowns → Lower rank
- Upside volatility → No impact (Sortino doesn't penalize upside swings)
What you can do with this information
- Weak downside-adjusted returns relative to category peers
- Evaluate whether this holding aligns with your risk-return objectives
- Consider reducing exposure or implementing downside hedges
- Review higher-ranked alternatives in the same category
VEVIX Sortino Ratio Market Positioning
The chart shows VEVIX's Sortino Ratio relative to all mutual funds on our platform, with color zones indicating percentile rankings. Higher ratios indicate better downside-adjusted returns.
- Red zone (bottom 25%): 1.15 or lower
- Yellow zone (middle 50%): 1.15 to 2.08
- Green zone (top 25%): 2.08 or higher
- Top 1%: 7.03+
- Median: 1.60 — half of all investments score higher
How it compares to other similar mutual funds
The table compares Victory Sycamore Established Value Fund Class I's Sortino Ratio with other mutual funds in the Mid Cap Value Equities category across multiple time periods, showing how VEVIX'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 Apr 2, 2026.
| Symbol | Name | 1Y Sortino Ratio | 5Y Sortino Ratio | 10Y Sortino Ratio | All Time Sortino Ratio |
|---|---|---|---|---|---|
| ARFFX | Ariel Focus Fund | 2.49 | |||
| SMVTX | Virtus Ceredex Mid-Cap Value Equity Fund | 2.29 | |||
| FIUSX | Delaware Opportunity Fund | 2.14 | |||
| UMCVX | Invesco V.I. American Value Fund | 2.09 | |||
| VVOIX | Invesco Value Opportunities Fund Class Y | 2.06 | |||
| VVOAX | Invesco Value Opportunities Fund | 2.04 | |||
| HAMVX | Harbor Mid Cap Value Fund | 1.92 | |||
| NAMAX | Columbia Select Mid Cap Value Fund | 1.88 | |||
| TGVOX | TCW Relative Value Mid Cap Fund | 1.78 | |||
| NQVRX | Nuveen Multi Cap Value Fund | 1.70 | |||
| VEVIX | Victory Sycamore Established Value Fund Class I | 0.95 |
Historical Sortino Ratio
The chart shows VEVIX's rolling Sortino ratio over time compared to your chosen benchmark. Rising trends indicate improving returns relative to downside risk, while declining trends may signal deteriorating risk-adjusted performance or increased volatility during market stress. Use multiple timeframes to distinguish short-term fluctuations from long-term patterns.
Identify market cycles by observing when VEVIX consistently outperforms (line above benchmark), underperforms (below benchmark), or aligns with the benchmark.
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Explore VEVIX risk-adjusted metrics in detail
Dive deeper into individual metrics with historical trends, benchmark comparisons, and performance across different time periods.