GETGX vs. FNK
GETGX (Victory Sycamore Established Value Fund) and FNK (First Trust Mid Cap Value AlphaDEX Fund) are both funds - GETGX is a Mid Cap Value Equities fund managed by Victory, while FNK is a Small Cap Value Equities fund tracking the NASDAQ AlphaDEX Mid Cap Value Index. Over the past 10 years, GETGX returned 10.83%/yr vs 9.93%/yr for FNK. Their correlation of 0.89 suggests significant overlap in exposure. GETGX charges 1.11%/yr vs 0.70%/yr for FNK.
Performance
GETGX vs. FNK - Performance Comparison
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Returns By Period
In the year-to-date period, GETGX achieves a 11.79% return, which is significantly higher than FNK's 9.10% return. Over the past 10 years, GETGX has outperformed FNK with an annualized return of 10.83%, while FNK has yielded a comparatively lower 9.93% annualized return.
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
- 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 vs. FNK - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
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% |
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% |
Correlation
The correlation between GETGX and FNK 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 GETGX and FNK has been stable across timeframes, ranging from 0.89 to 0.93 - a consistent structural relationship.
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Return for Risk
GETGX vs. FNK — Risk / Return Rank
GETGX
FNK
GETGX vs. FNK - Risk-Adjusted Trends 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.
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.
| GETGX | FNK | 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 | 2.27 | 2.21 | +0.07 |
| Martin ratioReturn relative to average drawdown | 7.03 | 6.37 | +0.66 |
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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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Drawdown Indicators
| GETGX | FNK | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -49.09% | -50.70% | +1.61% |
Max Drawdown (1Y)Largest decline over 1 year | -7.50% | -9.13% | +1.63% |
Max Drawdown (3Y)Largest decline over 3 years | -20.42% | -25.16% | +4.74% |
Max Drawdown (5Y)Largest decline over 5 years | -20.42% | -25.16% | +4.74% |
Max Drawdown (10Y)Largest decline over 10 years | -41.06% | -50.70% | +9.64% |
Current DrawdownCurrent decline from peak | -1.19% | -1.61% | +0.42% |
Average DrawdownAverage peak-to-trough decline | -5.50% | -6.82% | +1.32% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.42% | 3.16% | -0.74% |
Volatility
GETGX vs. FNK - Volatility Comparison
Victory Sycamore Established Value Fund (GETGX) and First Trust Mid Cap Value AlphaDEX Fund (FNK) have volatilities of 3.35% and 3.37%, 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
| GETGX | FNK | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.35% | 3.37% | -0.02% |
Volatility (6M)Calculated over the trailing 6-month period | 8.90% | 9.68% | -0.78% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.52% | 15.27% | -2.75% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.01% | 21.00% | -3.99% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 19.25% | 23.83% | -4.58% |
GETGX vs. FNK - Expense Ratio Comparison
GETGX has a 1.11% expense ratio, which is higher than FNK's 0.70% expense ratio.
Dividends
GETGX vs. FNK - Dividend Comparison
GETGX's dividend yield for the trailing twelve months is around 4.25%, more than FNK's 1.54% 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
GETGX and FNK 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, GETGX dropped -49.09% vs FNK's -50.70%.
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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