GETGX vs. FRNKX
GETGX (Victory Sycamore Established Value Fund) and FRNKX (Frank Value Fund) are both Mid Cap Value Equities funds. Over the past 10 years, GETGX returned 10.83%/yr vs 7.84%/yr for FRNKX. A 0.76 correlation means they provide meaningful diversification when combined. GETGX charges 1.11%/yr vs 1.37%/yr for FRNKX.
Performance
GETGX vs. FRNKX - 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 FRNKX's 9.96% return. Over the past 10 years, GETGX has outperformed FRNKX with an annualized return of 10.83%, while FRNKX has yielded a comparatively lower 7.84% 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%
FRNKX
- 1D
- -1.40%
- 1M
- 2.21%
- YTD
- 9.96%
- 6M
- 9.54%
- 1Y
- 16.70%
- 3Y*
- 16.84%
- 5Y*
- 11.71%
- 10Y*
- 7.84%
GETGX vs. FRNKX - 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% |
FRNKX Frank Value Fund | 9.96% | 12.05% | 19.31% | 14.88% | 4.23% | 6.46% | 12.84% | 4.15% | -2.24% | -2.81% |
Correlation
The correlation between GETGX and FRNKX is 0.66, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.66 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.72 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.75 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.65 |
Correlation (All Time) Calculated using the full available price history since Jul 22, 2004 | 0.76 |
The correlation between GETGX and FRNKX shifts across timeframes, from 0.65 (10 years) to 0.76 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
GETGX vs. FRNKX — Risk / Return Rank
GETGX
FRNKX
GETGX vs. FRNKX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Victory Sycamore Established Value Fund (GETGX) and Frank Value Fund (FRNKX). 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 | FRNKX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.21 | ||
| Sortino ratioReturn per unit of downside risk | +0.40 | ||
| Omega ratioGain probability vs. loss probability | 1.24 | 1.20 | +0.04 |
| Calmar ratioReturn relative to maximum drawdown | 2.27 | 2.47 | -0.20 |
| Martin ratioReturn relative to average drawdown | 7.03 | 6.33 | +0.70 |
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Drawdowns
GETGX vs. FRNKX - Drawdown Comparison
The maximum GETGX drawdown since its inception was -49.09%, smaller than the maximum FRNKX drawdown of -97.09%. Use the drawdown chart below to compare losses from any high point for GETGX and FRNKX.
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Drawdown Indicators
| GETGX | FRNKX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -49.09% | -97.09% | +48.00% |
Max Drawdown (1Y)Largest decline over 1 year | -7.50% | -6.95% | -0.55% |
Max Drawdown (3Y)Largest decline over 3 years | -20.42% | -97.09% | +76.67% |
Max Drawdown (5Y)Largest decline over 5 years | -20.42% | -97.09% | +76.67% |
Max Drawdown (10Y)Largest decline over 10 years | -41.06% | -97.09% | +56.03% |
Current DrawdownCurrent decline from peak | -1.19% | -95.88% | +94.69% |
Average DrawdownAverage peak-to-trough decline | -5.50% | -12.21% | +6.71% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.42% | 2.71% | -0.29% |
Volatility
GETGX vs. FRNKX - Volatility Comparison
The current volatility for Victory Sycamore Established Value Fund (GETGX) is 3.35%, while Frank Value Fund (FRNKX) has a volatility of 3.77%. This indicates that GETGX experiences smaller price fluctuations and is considered to be less risky than FRNKX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| GETGX | FRNKX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.35% | 3.77% | -0.42% |
Volatility (6M)Calculated over the trailing 6-month period | 8.90% | 10.74% | -1.84% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.52% | 14.93% | -2.41% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.01% | 1,805.77% | -1,788.76% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 19.25% | 1,276.86% | -1,257.61% |
GETGX vs. FRNKX - Expense Ratio Comparison
GETGX has a 1.11% expense ratio, which is lower than FRNKX's 1.37% expense ratio.
Dividends
GETGX vs. FRNKX - Dividend Comparison
GETGX's dividend yield for the trailing twelve months is around 4.25%, less than FRNKX's 10.89% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FRNKX Frank Value Fund | 10.89% | 11.98% | 4.63% | 10.14% | 8.10% | 4.93% | 0.00% | 0.23% | 3.23% | 0.00% | 3.00% | 7.64% |
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 FRNKX have a correlation of 0.66, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
FRNKX has higher volatility (3.77%) compared to GETGX (3.35%). In terms of maximum drawdown, GETGX dropped -49.09% vs FRNKX's -97.09%.
GETGX currently has the higher Sharpe Ratio (1.36 vs 1.15), 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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