FNK vs. GETGX
FNK (First Trust Mid Cap Value AlphaDEX Fund) and GETGX (Victory Sycamore Established Value Fund) are both funds - FNK is a Small Cap Value Equities fund tracking the NASDAQ AlphaDEX Mid Cap Value Index, while GETGX is a Mid Cap Value Equities fund managed by Victory. Over the past 10 years, FNK returned 9.93%/yr vs 10.83%/yr for GETGX. Their correlation of 0.89 suggests significant overlap in exposure. FNK charges 0.70%/yr vs 1.11%/yr for GETGX.
Performance
FNK vs. GETGX - Performance Comparison
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Returns By Period
In the year-to-date period, FNK achieves a 9.10% return, which is significantly lower than GETGX's 11.79% return. Over the past 10 years, FNK has underperformed GETGX with an annualized return of 9.93%, while GETGX has yielded a comparatively higher 10.83% annualized return.
FNK
- 1D
- 0.42%
- 1M
- 1.97%
- YTD
- 9.10%
- 6M
- 8.06%
- 1Y
- 20.05%
- 3Y*
- 13.38%
- 5Y*
- 8.07%
- 10Y*
- 9.93%
GETGX
- 1D
- 0.25%
- 1M
- 1.73%
- YTD
- 11.79%
- 6M
- 10.49%
- 1Y
- 15.97%
- 3Y*
- 11.05%
- 5Y*
- 7.52%
- 10Y*
- 10.83%
FNK vs. GETGX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
FNK First Trust Mid Cap Value AlphaDEX Fund | 9.10% | 5.65% | 6.65% | 21.03% | -7.24% | 33.60% | 1.23% | 20.56% | -14.72% | 11.81% |
GETGX Victory Sycamore Established Value Fund | 11.79% | 2.11% | 9.53% | 9.86% | -3.05% | 31.20% | 7.56% | 28.10% | -10.50% | 15.45% |
Correlation
The correlation between FNK and GETGX is 0.90, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.90 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.91 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.93 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.91 |
Correlation (All Time) Calculated using the full available price history since Apr 20, 2011 | 0.89 |
The correlation between FNK and GETGX has been stable across timeframes, ranging from 0.89 to 0.93 - a consistent structural relationship.
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Return for Risk
FNK vs. GETGX — Risk / Return Rank
FNK
GETGX
FNK vs. GETGX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for First Trust Mid Cap Value AlphaDEX Fund (FNK) 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.
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.
| FNK | GETGX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.04 | ||
| Sortino ratioReturn per unit of downside risk | -0.03 | ||
| Omega ratioGain probability vs. loss probability | 1.24 | 1.24 | 0.00 |
| Calmar ratioReturn relative to maximum drawdown | 2.21 | 2.27 | -0.07 |
| Martin ratioReturn relative to average drawdown | 6.37 | 7.03 | -0.66 |
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Drawdowns
FNK vs. GETGX - Drawdown Comparison
The maximum FNK drawdown since its inception was -50.70%, roughly equal to the maximum GETGX drawdown of -49.09%. Use the drawdown chart below to compare losses from any high point for FNK and GETGX.
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Drawdown Indicators
| FNK | GETGX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -50.70% | -49.09% | -1.61% |
Max Drawdown (1Y)Largest decline over 1 year | -9.13% | -7.50% | -1.63% |
Max Drawdown (3Y)Largest decline over 3 years | -25.16% | -20.42% | -4.74% |
Max Drawdown (5Y)Largest decline over 5 years | -25.16% | -20.42% | -4.74% |
Max Drawdown (10Y)Largest decline over 10 years | -50.70% | -41.06% | -9.64% |
Current DrawdownCurrent decline from peak | -1.61% | -1.19% | -0.42% |
Average DrawdownAverage peak-to-trough decline | -6.82% | -5.50% | -1.32% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.16% | 2.42% | +0.74% |
Volatility
FNK vs. GETGX - Volatility Comparison
First Trust Mid Cap Value AlphaDEX Fund (FNK) and Victory Sycamore Established Value Fund (GETGX) have volatilities of 3.37% and 3.35%, 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.
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Volatility by Period
| FNK | GETGX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.37% | 3.35% | +0.02% |
Volatility (6M)Calculated over the trailing 6-month period | 9.68% | 8.90% | +0.78% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.27% | 12.52% | +2.75% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 21.00% | 17.01% | +3.99% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 23.83% | 19.25% | +4.58% |
FNK vs. GETGX - Expense Ratio Comparison
FNK has a 0.70% expense ratio, which is lower than GETGX's 1.11% expense ratio.
Dividends
FNK vs. GETGX - Dividend Comparison
FNK's dividend yield for the trailing twelve months is around 1.54%, less than GETGX's 4.25% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FNK First Trust Mid Cap Value AlphaDEX Fund | 1.54% | 1.53% | 1.63% | 1.76% | 1.66% | 1.27% | 1.61% | 1.82% | 1.76% | 1.40% | 1.38% | 1.45% |
GETGX Victory Sycamore Established Value Fund | 4.25% | 4.39% | 11.30% | 5.79% | 7.89% | 8.04% | 5.12% | 5.70% | 10.23% | 2.89% | 1.20% | 11.26% |
Frequently Asked Questions
FNK and GETGX have a correlation of 0.90, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
FNK has higher volatility (3.37%) compared to GETGX (3.35%). In terms of maximum drawdown, FNK dropped -50.70% vs GETGX's -49.09%.
GETGX currently has the higher Sharpe Ratio (1.36 vs 1.32), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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