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ISIN
US92343G1076
Inception Date
Dec 27, 2011
Min. Investment
$0
Distribution Policy
Distributing
Asset Class
Equity
Asset Class Size
Small-Cap
Asset Class Style
Value

Share Price Chart


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Performance

VYSVX Performance Chart

Vericimetry U.S. Small Cap Value Fund (VYSVX) is up 19.4% since the beginning of the year. VYSVX is currently trading at $23 per share. Investors who bought $1,000 worth of VYSVX shares 5 years ago would now be looking at an investment worth $1,717.


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S&P 500 Index

Returns By Period

Vericimetry U.S. Small Cap Value Fund (VYSVX) has returned 19.43% so far this year and 37.87% over the past 12 months. Over the last ten years, VYSVX has returned 11.32% per year, falling short of the S&P 500 Index benchmark, which averaged 13.88% annually.


Vericimetry U.S. Small Cap Value Fund

1D
1.35%
1M
3.09%
YTD
19.43%
6M
16.69%
1Y
37.87%
3Y*
18.83%
5Y*
11.42%
10Y*
11.32%

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)

VYSVX Monthly Returns History

Based on dividend-adjusted daily data since Dec 27, 2011, VYSVX's average daily return is +0.05%, while the average monthly return is +1.07%. At this rate, an investment would double in approximately 5.4 years.

Historically, 61% of months were positive and 39% were negative. The best month was Nov 2020 with a return of +17.6%, while the worst month was Mar 2020 at -24.6%. The longest winning streak lasted 8 consecutive months, and the longest losing streak was 4 months.

On a daily basis, VYSVX closed higher 52% of trading days. The best single day was Mar 24, 2020 with a return of +9.5%, while the worst single day was Mar 16, 2020 at -12.1%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20267.06%2.63%-3.17%9.53%-0.40%2.91%19.43%
20252.95%-4.53%-6.05%-3.83%5.97%4.57%1.20%7.67%0.33%-1.56%3.60%0.74%10.53%
2024-2.71%3.29%5.25%-5.59%5.18%-2.26%10.06%-2.41%-0.06%-1.80%10.67%-8.59%9.48%
20237.57%-0.89%-7.29%-2.16%-3.02%9.90%7.22%-3.42%-3.92%-4.53%7.92%11.34%17.66%
2022-4.06%2.82%1.28%-5.57%4.05%-12.41%9.64%-1.80%-9.17%13.24%3.93%-6.46%-7.45%
20216.45%10.97%6.14%2.27%3.91%-2.37%-2.92%2.39%-0.14%4.76%-2.23%3.86%37.36%

Benchmark Metrics

Vericimetry U.S. Small Cap Value Fund has an annualized alpha of -0.92%, beta of 1.06, and R2 of 0.67 versus S&P 500 Index. Calculated based on daily prices since December 27, 2011.

  • This fund participated in 109.73% of S&P 500 Index downside but only 102.77% of its upside - more exposed to losses than it benefited from rallies.
  • With beta of 1.06 and R2 of 0.67, 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
-0.92%
Beta
1.06
0.67
Upside Capture
102.77%
Downside Capture
109.73%

Expense Ratio

VYSVX has an expense ratio of 0.63%, placing it in the medium range.


Return for Risk

Risk / Return Rank

VYSVX ranks 71 for risk / return — better than 71% of mutual funds on our site. You're getting solid returns for the risk taken. A good sign, especially for investors who want growth without excessive volatility.


VYSVX Risk / Return Rank: 7171
Overall Rank
VYSVX Sharpe Ratio Rank: 6565
Sharpe Ratio Rank
VYSVX Sortino Ratio Rank: 6565
Sortino Ratio Rank
VYSVX Omega Ratio Rank: 5555
Omega Ratio Rank
VYSVX Calmar Ratio Rank: 9090
Calmar Ratio Rank
VYSVX Martin Ratio Rank: 8080
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 Vericimetry U.S. Small Cap Value Fund (VYSVX) 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.


VYSVXBenchmarkDifference
Sharpe ratioReturn per unit of total volatility

+0.14

Sortino ratioReturn per unit of downside risk

+0.32

Omega ratioGain probability vs. loss probability

1.37

1.37

+0.01

Calmar ratioReturn relative to maximum drawdown

4.30

2.78

+1.52

Martin ratioReturn relative to average drawdown

13.84

12.44

+1.40

Dividends

Dividend History

Vericimetry U.S. Small Cap Value Fund provided a 12.78% dividend yield over the last twelve months, with an annual payout of $2.97 per share. The fund has been increasing its distributions for 2 consecutive years.


0.00%5.00%10.00%15.00%20.00%$0.00$1.00$2.00$3.00$4.0020152016201720182019202020212022202320242025
Dividends
Dividend Yield
PeriodTTM20252024202320222021202020192018201720162015
Dividend$2.97$2.95$2.01$0.59$1.39$3.91$0.19$0.41$1.83$0.20$0.13$0.15

Dividend yield

12.78%15.07%9.89%2.93%7.78%18.89%1.06%2.34%12.10%0.98%0.67%0.97%

Monthly Dividends

The table displays the monthly dividend distributions for Vericimetry U.S. Small Cap Value Fund. The dividends shown in the table have been adjusted to account for any splits that may have occurred.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2026$0.00$0.00$0.03$0.00$0.00$0.07$0.10
2025$0.00$0.00$0.00$0.00$0.00$0.07$0.00$0.00$0.07$0.00$0.00$2.80$2.95
2024$0.00$0.00$0.01$0.00$0.00$0.08$0.00$0.00$0.06$0.00$0.00$1.86$2.01
2023$0.00$0.00$0.03$0.00$0.00$0.07$0.00$0.00$0.08$0.00$0.00$0.42$0.59
2022$0.00$0.00$0.01$0.00$0.00$0.05$0.00$0.00$0.05$0.00$0.00$1.28$1.39
2021$0.00$0.00$0.04$0.00$0.00$0.04$0.00$0.00$0.04$0.00$0.00$3.79$3.91

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 Vericimetry U.S. Small Cap Value Fund. 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 Vericimetry U.S. Small Cap Value Fund was 49.62%, occurring on Mar 23, 2020. Recovery took 200 trading sessions.

The current Vericimetry U.S. Small Cap Value Fund drawdown is 1.06%.


Related event

Drawdown

Fall

Recovery

Underwater

COVID crash2020
-49.62%Mar 2020
1y 6mo9mo 19d
2y 4moSep 2018 - Jan 2021
2025 selloff2025
-26.65%Apr 2025
4mo 13d7mo 29d
1y 7dNov 2024 - Dec 2025
2016 bear market2016
-21.53%Feb 2016
7mo 22d9mo 4d
1y 4moJun 2015 - Nov 2016
Bear market2022
-20.39%Sep 2022
10mo 21d1y 2mo
2y 1moNov 2021 - Dec 2023
2012 correction2012
-14.46%Jun 2012
2mo 9d3mo 11d
5mo 20dMar 2012 - Sep 2012

Drawdown Indicators


VYSVXBenchmarkDifference

Max Drawdown

Largest peak-to-trough decline

-49.62%

-56.78%

+7.16%

Max Drawdown (1Y)

Largest decline over 1 year

-8.96%

-9.10%

+0.14%

Max Drawdown (3Y)

Largest decline over 3 years

-26.65%

-18.90%

-7.75%

Max Drawdown (5Y)

Largest decline over 5 years

-26.65%

-25.43%

-1.22%

Max Drawdown (10Y)

Largest decline over 10 years

-49.62%

-33.92%

-15.70%

Current Drawdown

Current decline from peak

-1.06%

-1.80%

+0.74%

Average Drawdown

Average peak-to-trough decline

-7.44%

-10.71%

+3.27%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.77%

2.03%

+0.74%

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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Portfolio Analyzer

Build a portfolio with VYSVX

Add Vericimetry U.S. Small Cap Value Fund to a portfolio and analyze allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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