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.
Performance
GETGX vs. FNK - Performance Comparison
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GETGX vs. FNK - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
GETGX Victory Sycamore Established Value Fund | 2.76% | 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 | 3.02% | 5.65% | 6.65% | 21.03% | -7.24% | 33.60% | 1.23% | 20.56% | -14.72% | 11.81% |
Returns By Period
In the year-to-date period, GETGX achieves a 2.76% return, which is significantly lower than FNK's 3.02% return. Over the past 10 years, GETGX has outperformed FNK with an annualized return of 10.11%, while FNK has yielded a comparatively lower 9.15% annualized return.
GETGX
- 1D
- -0.33%
- 1M
- -6.84%
- YTD
- 2.76%
- 6M
- 2.22%
- 1Y
- 7.48%
- 3Y*
- 7.51%
- 5Y*
- 6.68%
- 10Y*
- 10.11%
FNK
- 1D
- 1.61%
- 1M
- -4.17%
- YTD
- 3.02%
- 6M
- 4.27%
- 1Y
- 15.07%
- 3Y*
- 11.24%
- 5Y*
- 7.47%
- 10Y*
- 9.15%
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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.
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.
| GETGX | FNK | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.48 | 0.69 | -0.21 |
Sortino ratioReturn per unit of downside risk | 0.81 | 1.13 | -0.32 |
Omega ratioGain probability vs. loss probability | 1.11 | 1.16 | -0.05 |
Calmar ratioReturn relative to maximum drawdown | 0.52 | 0.99 | -0.47 |
Martin ratioReturn relative to average drawdown | 2.15 | 3.75 | -1.60 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| GETGX | FNK | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.48 | 0.69 | -0.21 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.39 | 0.36 | +0.04 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.53 | 0.38 | +0.14 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.61 | 0.39 | +0.22 |
Correlation
The correlation between GETGX and FNK is 0.89, 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.
Dividends
GETGX vs. FNK - Dividend Comparison
GETGX's dividend yield for the trailing twelve months is around 4.67%, more than FNK's 1.63% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
GETGX Victory Sycamore Established Value Fund | 4.67% | 4.39% | 11.30% | 5.79% | 7.89% | 8.04% | 5.12% | 5.70% | 10.23% | 2.89% | 1.20% | 11.26% |
FNK First Trust Mid Cap Value AlphaDEX Fund | 1.63% | 1.53% | 1.63% | 1.76% | 1.66% | 1.27% | 1.61% | 1.82% | 1.76% | 1.40% | 1.38% | 1.45% |
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 | -13.10% | -15.86% | +2.76% |
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 | -6.98% | -6.00% | -0.98% |
Average DrawdownAverage peak-to-trough decline | -5.53% | -6.89% | +1.36% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.16% | 4.20% | -1.04% |
Volatility
GETGX vs. FNK - Volatility Comparison
The current volatility for Victory Sycamore Established Value Fund (GETGX) is 3.87%, while First Trust Mid Cap Value AlphaDEX Fund (FNK) has a volatility of 4.49%. 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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Volatility by Period
| GETGX | FNK | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.87% | 4.49% | -0.62% |
Volatility (6M)Calculated over the trailing 6-month period | 8.94% | 10.87% | -1.93% |
Volatility (1Y)Calculated over the trailing 1-year period | 17.28% | 22.08% | -4.80% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.08% | 21.11% | -4.03% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 19.23% | 23.89% | -4.66% |