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GOGFX vs. HRSMX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between GOGFX and HRSMX is 0.86, 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.


-0.50.00.51.00.9

Performance

GOGFX vs. HRSMX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Victory Sycamore Small Company Opportunity Fund (GOGFX) and Hood River Small-Cap Growth Fund (HRSMX). The values are adjusted to include any dividend payments, if applicable.

-5.00%0.00%5.00%10.00%15.00%20.00%SeptemberOctoberNovemberDecember2025February
-4.19%
3.60%
GOGFX
HRSMX

Key characteristics

Sharpe Ratio

GOGFX:

-0.15

HRSMX:

0.95

Sortino Ratio

GOGFX:

-0.08

HRSMX:

1.37

Omega Ratio

GOGFX:

0.99

HRSMX:

1.17

Calmar Ratio

GOGFX:

-0.11

HRSMX:

0.71

Martin Ratio

GOGFX:

-0.41

HRSMX:

3.91

Ulcer Index

GOGFX:

6.95%

HRSMX:

5.61%

Daily Std Dev

GOGFX:

19.13%

HRSMX:

22.90%

Max Drawdown

GOGFX:

-59.72%

HRSMX:

-65.94%

Current Drawdown

GOGFX:

-24.03%

HRSMX:

-13.84%

Returns By Period

In the year-to-date period, GOGFX achieves a 0.41% return, which is significantly higher than HRSMX's -1.72% return. Over the past 10 years, GOGFX has underperformed HRSMX with an annualized return of 1.31%, while HRSMX has yielded a comparatively higher 8.51% annualized return.


GOGFX

YTD

0.41%

1M

-3.39%

6M

-4.19%

1Y

-1.48%

5Y*

0.60%

10Y*

1.31%

HRSMX

YTD

-1.72%

1M

-6.40%

6M

3.60%

1Y

25.74%

5Y*

10.26%

10Y*

8.51%

*Annualized

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


GOGFX vs. HRSMX - Expense Ratio Comparison

GOGFX has a 1.42% expense ratio, which is higher than HRSMX's 1.09% expense ratio.


GOGFX
Victory Sycamore Small Company Opportunity Fund
Expense ratio chart for GOGFX: current value at 1.42% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%1.42%
Expense ratio chart for HRSMX: current value at 1.09% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%1.09%

Risk-Adjusted Performance

GOGFX vs. HRSMX — Risk-Adjusted Performance Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

GOGFX
The Risk-Adjusted Performance Rank of GOGFX is 44
Overall Rank
The Sharpe Ratio Rank of GOGFX is 44
Sharpe Ratio Rank
The Sortino Ratio Rank of GOGFX is 44
Sortino Ratio Rank
The Omega Ratio Rank of GOGFX is 44
Omega Ratio Rank
The Calmar Ratio Rank of GOGFX is 44
Calmar Ratio Rank
The Martin Ratio Rank of GOGFX is 44
Martin Ratio Rank

HRSMX
The Risk-Adjusted Performance Rank of HRSMX is 5050
Overall Rank
The Sharpe Ratio Rank of HRSMX is 4848
Sharpe Ratio Rank
The Sortino Ratio Rank of HRSMX is 4949
Sortino Ratio Rank
The Omega Ratio Rank of HRSMX is 4646
Omega Ratio Rank
The Calmar Ratio Rank of HRSMX is 5252
Calmar Ratio Rank
The Martin Ratio Rank of HRSMX is 5555
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

GOGFX vs. HRSMX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Victory Sycamore Small Company Opportunity Fund (GOGFX) and Hood River Small-Cap Growth Fund (HRSMX). 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.


Sharpe ratio
The chart of Sharpe ratio for GOGFX, currently valued at -0.15, compared to the broader market-1.000.001.002.003.004.00-0.150.95
The chart of Sortino ratio for GOGFX, currently valued at -0.08, compared to the broader market0.002.004.006.008.0010.0012.00-0.081.37
The chart of Omega ratio for GOGFX, currently valued at 0.99, compared to the broader market1.002.003.004.000.991.17
The chart of Calmar ratio for GOGFX, currently valued at -0.11, compared to the broader market0.005.0010.0015.0020.00-0.110.71
The chart of Martin ratio for GOGFX, currently valued at -0.41, compared to the broader market0.0020.0040.0060.0080.00-0.413.91
GOGFX
HRSMX

The current GOGFX Sharpe Ratio is -0.15, which is lower than the HRSMX Sharpe Ratio of 0.95. The chart below compares the historical Sharpe Ratios of GOGFX and HRSMX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.001.002.003.00SeptemberOctoberNovemberDecember2025February
-0.15
0.95
GOGFX
HRSMX

Dividends

GOGFX vs. HRSMX - Dividend Comparison

GOGFX's dividend yield for the trailing twelve months is around 0.42%, while HRSMX has not paid dividends to shareholders.


TTM202420232022202120202019201820172016
GOGFX
Victory Sycamore Small Company Opportunity Fund
0.42%0.42%0.29%0.21%0.00%0.24%0.33%0.09%0.28%0.12%
HRSMX
Hood River Small-Cap Growth Fund
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

GOGFX vs. HRSMX - Drawdown Comparison

The maximum GOGFX drawdown since its inception was -59.72%, smaller than the maximum HRSMX drawdown of -65.94%. Use the drawdown chart below to compare losses from any high point for GOGFX and HRSMX. For additional features, visit the drawdowns tool.


-25.00%-20.00%-15.00%-10.00%-5.00%0.00%SeptemberOctoberNovemberDecember2025February
-24.03%
-13.84%
GOGFX
HRSMX

Volatility

GOGFX vs. HRSMX - Volatility Comparison

The current volatility for Victory Sycamore Small Company Opportunity Fund (GOGFX) is 3.70%, while Hood River Small-Cap Growth Fund (HRSMX) has a volatility of 7.03%. This indicates that GOGFX experiences smaller price fluctuations and is considered to be less risky than HRSMX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


4.00%5.00%6.00%7.00%8.00%9.00%10.00%SeptemberOctoberNovemberDecember2025February
3.70%
7.03%
GOGFX
HRSMX
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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