GETGX vs. FSMAX
Compare and contrast key facts about Victory Sycamore Established Value Fund (GETGX) and Fidelity Extended Market Index Fund (FSMAX).
GETGX is managed by Victory. It was launched on Aug 16, 1983. FSMAX is managed by Fidelity.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: GETGX or FSMAX.
Key characteristics
| GETGX | FSMAX | |
|---|---|---|
| YTD Return | 15.35% | 20.78% |
| 1Y Return | 22.75% | 42.42% |
| 3Y Return (Ann) | 1.09% | 0.77% |
| 5Y Return (Ann) | 6.35% | 11.67% |
| 10Y Return (Ann) | 4.37% | 10.17% |
| Sharpe Ratio | 1.77 | 2.27 |
| Sortino Ratio | 2.51 | 3.14 |
| Omega Ratio | 1.31 | 1.39 |
| Calmar Ratio | 1.34 | 1.43 |
| Martin Ratio | 9.19 | 13.15 |
| Ulcer Index | 2.45% | 3.16% |
| Daily Std Dev | 12.77% | 18.32% |
| Max Drawdown | -59.81% | -41.67% |
| Current Drawdown | 0.00% | 0.00% |
Correlation
The correlation between GETGX and FSMAX is 0.88, 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.
Performance
GETGX vs. FSMAX - Performance Comparison
In the year-to-date period, GETGX achieves a 15.35% return, which is significantly lower than FSMAX's 20.78% return. Over the past 10 years, GETGX has underperformed FSMAX with an annualized return of 4.37%, while FSMAX has yielded a comparatively higher 10.17% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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GETGX vs. FSMAX - Expense Ratio Comparison
GETGX has a 1.11% expense ratio, which is higher than FSMAX's 0.04% expense ratio.
Risk-Adjusted Performance
GETGX vs. FSMAX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Victory Sycamore Established Value Fund (GETGX) and Fidelity Extended Market Index Fund (FSMAX). 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.
Dividends
GETGX vs. FSMAX - Dividend Comparison
GETGX's dividend yield for the trailing twelve months is around 0.86%, less than FSMAX's 0.88% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
GETGX Victory Sycamore Established Value Fund | 0.86% | 0.96% | 1.18% | 1.26% | 0.98% | 0.90% | 0.88% | 0.42% | 0.36% | 0.76% | 0.91% | 0.34% |
FSMAX Fidelity Extended Market Index Fund | 0.88% | 1.17% | 1.38% | 0.99% | 0.93% | 1.41% | 1.69% | 1.30% | 1.38% | 2.99% | 5.43% | 4.09% |
Drawdowns
GETGX vs. FSMAX - Drawdown Comparison
The maximum GETGX drawdown since its inception was -59.81%, which is greater than FSMAX's maximum drawdown of -41.67%. Use the drawdown chart below to compare losses from any high point for GETGX and FSMAX. For additional features, visit the drawdowns tool.
Volatility
GETGX vs. FSMAX - Volatility Comparison
The current volatility for Victory Sycamore Established Value Fund (GETGX) is 3.74%, while Fidelity Extended Market Index Fund (FSMAX) has a volatility of 5.83%. This indicates that GETGX experiences smaller price fluctuations and is considered to be less risky than FSMAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.