GETGX vs. VIIIX
Compare and contrast key facts about Victory Sycamore Established Value Fund (GETGX) and Vanguard Institutional Index Fund Institutional Plus Shares (VIIIX).
GETGX is managed by Victory. It was launched on Aug 16, 1983. VIIIX is managed by Vanguard. It was launched on Jul 7, 1997.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: GETGX or VIIIX.
Key characteristics
| GETGX | VIIIX | |
|---|---|---|
| YTD Return | 15.35% | 26.29% |
| 1Y Return | 22.75% | 36.24% |
| 3Y Return (Ann) | 1.09% | 7.84% |
| 5Y Return (Ann) | 6.35% | 13.77% |
| 10Y Return (Ann) | 4.37% | 12.26% |
| Sharpe Ratio | 1.77 | 2.92 |
| Sortino Ratio | 2.51 | 3.91 |
| Omega Ratio | 1.31 | 1.54 |
| Calmar Ratio | 1.34 | 3.43 |
| Martin Ratio | 9.19 | 19.14 |
| Ulcer Index | 2.45% | 1.90% |
| Daily Std Dev | 12.77% | 12.45% |
| Max Drawdown | -59.81% | -55.18% |
| Current Drawdown | 0.00% | 0.00% |
Correlation
The correlation between GETGX and VIIIX 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. VIIIX - Performance Comparison
In the year-to-date period, GETGX achieves a 15.35% return, which is significantly lower than VIIIX's 26.29% return. Over the past 10 years, GETGX has underperformed VIIIX with an annualized return of 4.37%, while VIIIX has yielded a comparatively higher 12.26% 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. VIIIX - Expense Ratio Comparison
GETGX has a 1.11% expense ratio, which is higher than VIIIX's 0.02% expense ratio.
Risk-Adjusted Performance
GETGX vs. VIIIX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Victory Sycamore Established Value Fund (GETGX) and Vanguard Institutional Index Fund Institutional Plus Shares (VIIIX). 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. VIIIX - Dividend Comparison
GETGX's dividend yield for the trailing twelve months is around 0.86%, less than VIIIX's 1.26% 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% |
VIIIX Vanguard Institutional Index Fund Institutional Plus Shares | 1.26% | 1.49% | 1.75% | 1.30% | 1.60% | 1.93% | 2.14% | 1.84% | 2.09% | 2.47% | 1.90% | 1.87% |
Drawdowns
GETGX vs. VIIIX - Drawdown Comparison
The maximum GETGX drawdown since its inception was -59.81%, which is greater than VIIIX's maximum drawdown of -55.18%. Use the drawdown chart below to compare losses from any high point for GETGX and VIIIX. For additional features, visit the drawdowns tool.
Volatility
GETGX vs. VIIIX - Volatility Comparison
Victory Sycamore Established Value Fund (GETGX) and Vanguard Institutional Index Fund Institutional Plus Shares (VIIIX) have volatilities of 3.74% and 3.92%, 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.