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FLMVX vs. GETGX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Key characteristics


FLMVXGETGX
YTD Return7.06%7.51%
1Y Return21.40%18.71%
3Y Return (Ann)4.93%6.37%
5Y Return (Ann)9.39%12.44%
10Y Return (Ann)8.60%10.96%
Sharpe Ratio1.741.56
Daily Std Dev12.87%12.48%
Max Drawdown-54.87%-49.09%
Current Drawdown-1.69%-1.43%

Correlation

-0.50.00.51.00.9

The correlation between FLMVX and GETGX is 0.95, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.

Performance

FLMVX vs. GETGX - Performance Comparison

In the year-to-date period, FLMVX achieves a 7.06% return, which is significantly lower than GETGX's 7.51% return. Over the past 10 years, FLMVX has underperformed GETGX with an annualized return of 8.60%, while GETGX has yielded a comparatively higher 10.96% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


750.00%800.00%850.00%900.00%950.00%1,000.00%1,050.00%1,100.00%December2024FebruaryMarchAprilMay
1,079.04%
915.67%
FLMVX
GETGX

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


JPMorgan Mid Cap Value Fund

Victory Sycamore Established Value Fund

FLMVX vs. GETGX - Expense Ratio Comparison

FLMVX has a 0.75% expense ratio, which is lower than GETGX's 1.11% expense ratio.


GETGX
Victory Sycamore Established Value Fund
Expense ratio chart for GETGX: current value at 1.11% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%1.11%
Expense ratio chart for FLMVX: current value at 0.75% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.75%

Risk-Adjusted Performance

FLMVX vs. GETGX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for JPMorgan Mid Cap Value Fund (FLMVX) and Victory Sycamore Established Value Fund (GETGX). 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.


FLMVX
Sharpe ratio
The chart of Sharpe ratio for FLMVX, currently valued at 1.74, compared to the broader market-1.000.001.002.003.004.001.74
Sortino ratio
The chart of Sortino ratio for FLMVX, currently valued at 2.52, compared to the broader market-2.000.002.004.006.008.0010.0012.002.52
Omega ratio
The chart of Omega ratio for FLMVX, currently valued at 1.30, compared to the broader market0.501.001.502.002.503.003.501.30
Calmar ratio
The chart of Calmar ratio for FLMVX, currently valued at 0.98, compared to the broader market0.002.004.006.008.0010.0012.000.98
Martin ratio
The chart of Martin ratio for FLMVX, currently valued at 5.18, compared to the broader market0.0020.0040.0060.0080.005.18
GETGX
Sharpe ratio
The chart of Sharpe ratio for GETGX, currently valued at 1.56, compared to the broader market-1.000.001.002.003.004.001.56
Sortino ratio
The chart of Sortino ratio for GETGX, currently valued at 2.26, compared to the broader market-2.000.002.004.006.008.0010.0012.002.26
Omega ratio
The chart of Omega ratio for GETGX, currently valued at 1.27, compared to the broader market0.501.001.502.002.503.003.501.27
Calmar ratio
The chart of Calmar ratio for GETGX, currently valued at 1.52, compared to the broader market0.002.004.006.008.0010.0012.001.52
Martin ratio
The chart of Martin ratio for GETGX, currently valued at 4.45, compared to the broader market0.0020.0040.0060.0080.004.45

FLMVX vs. GETGX - Sharpe Ratio Comparison

The current FLMVX Sharpe Ratio is 1.74, which roughly equals the GETGX Sharpe Ratio of 1.56. The chart below compares the 12-month rolling Sharpe Ratio of FLMVX and GETGX.


Rolling 12-month Sharpe Ratio0.000.501.001.502.00December2024FebruaryMarchAprilMay
1.74
1.56
FLMVX
GETGX

Dividends

FLMVX vs. GETGX - Dividend Comparison

FLMVX's dividend yield for the trailing twelve months is around 5.67%, more than GETGX's 5.45% yield.


TTM20232022202120202019201820172016201520142013
FLMVX
JPMorgan Mid Cap Value Fund
5.67%6.07%11.73%14.98%7.73%5.20%8.30%2.71%7.04%6.69%8.60%5.01%
GETGX
Victory Sycamore Established Value Fund
5.45%5.79%7.89%8.04%5.12%5.70%10.23%2.89%1.34%11.52%14.58%7.16%

Drawdowns

FLMVX vs. GETGX - Drawdown Comparison

The maximum FLMVX drawdown since its inception was -54.87%, which is greater than GETGX's maximum drawdown of -49.09%. Use the drawdown chart below to compare losses from any high point for FLMVX and GETGX. For additional features, visit the drawdowns tool.


-15.00%-10.00%-5.00%0.00%December2024FebruaryMarchAprilMay
-1.69%
-1.43%
FLMVX
GETGX

Volatility

FLMVX vs. GETGX - Volatility Comparison

JPMorgan Mid Cap Value Fund (FLMVX) and Victory Sycamore Established Value Fund (GETGX) have volatilities of 2.66% and 2.70%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


2.00%3.00%4.00%5.00%December2024FebruaryMarchAprilMay
2.66%
2.70%
FLMVX
GETGX