Correlation
The correlation between GETGX and FNK is 0.75, 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.
GETGX vs. FNK
Compare and contrast key facts about Victory Sycamore Established Value Fund (GETGX) and First Trust Mid Cap Value AlphaDEX Fund (FNK).
GETGX is managed by Victory. It was launched on Aug 16, 1983. FNK is a passively managed fund by First Trust that tracks the performance of the NASDAQ AlphaDEX Mid Cap Value Index. It was launched on Apr 19, 2011.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: GETGX or FNK.
Performance
GETGX vs. FNK - Performance Comparison
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Key characteristics
GETGX:
0.01
FNK:
-0.20
GETGX:
0.33
FNK:
0.06
GETGX:
1.05
FNK:
1.01
GETGX:
0.10
FNK:
-0.07
GETGX:
0.26
FNK:
-0.20
GETGX:
9.88%
FNK:
8.84%
GETGX:
22.85%
FNK:
23.51%
GETGX:
-49.09%
FNK:
-50.70%
GETGX:
-15.31%
FNK:
-14.05%
Returns By Period
In the year-to-date period, GETGX achieves a -2.84% return, which is significantly higher than FNK's -6.88% return. Over the past 10 years, GETGX has outperformed FNK with an annualized return of 9.39%, while FNK has yielded a comparatively lower 6.32% annualized return.
GETGX
-2.84%
1.14%
-9.29%
0.24%
4.88%
12.51%
9.39%
FNK
-6.88%
2.18%
-13.44%
-4.58%
4.69%
13.27%
6.32%
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GETGX vs. FNK - Expense Ratio Comparison
GETGX has a 1.11% expense ratio, which is higher than FNK's 0.70% expense ratio.
Risk-Adjusted Performance
GETGX vs. FNK — Risk-Adjusted Performance Rank
GETGX
FNK
GETGX vs. FNK - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Victory Sycamore Established Value Fund (GETGX) and First Trust Mid Cap Value AlphaDEX Fund (FNK). 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.
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Dividends
GETGX vs. FNK - Dividend Comparison
GETGX's dividend yield for the trailing twelve months is around 11.60%, more than FNK's 1.88% yield.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
GETGX Victory Sycamore Established Value Fund | 11.60% | 11.30% | 5.79% | 7.89% | 8.04% | 5.12% | 5.70% | 10.23% | 2.89% | 1.34% | 11.52% | 14.58% |
FNK First Trust Mid Cap Value AlphaDEX Fund | 1.88% | 1.63% | 1.76% | 1.66% | 1.27% | 1.61% | 1.82% | 1.76% | 1.40% | 1.38% | 1.44% | 1.07% |
Drawdowns
GETGX vs. FNK - Drawdown Comparison
The maximum GETGX drawdown since its inception was -49.09%, roughly equal to the maximum FNK drawdown of -50.70%. Use the drawdown chart below to compare losses from any high point for GETGX and FNK.
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Volatility
GETGX vs. FNK - Volatility Comparison
The current volatility for Victory Sycamore Established Value Fund (GETGX) is 4.91%, while First Trust Mid Cap Value AlphaDEX Fund (FNK) has a volatility of 6.81%. This indicates that GETGX experiences smaller price fluctuations and is considered to be less risky than FNK based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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