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GOGFX vs. USBNX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

GOGFX vs. USBNX - Performance Comparison

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

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GOGFX vs. USBNX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
GOGFX
Victory Sycamore Small Company Opportunity Fund
1.13%1.16%4.87%11.10%-7.11%24.78%4.21%26.31%-8.99%11.27%
USBNX
Pear Tree Polaris Small Cap Fund
1.48%8.02%8.64%12.83%-5.09%15.35%-4.77%23.53%-11.05%6.42%

Returns By Period

In the year-to-date period, GOGFX achieves a 1.13% return, which is significantly lower than USBNX's 1.48% return. Over the past 10 years, GOGFX has outperformed USBNX with an annualized return of 8.80%, while USBNX has yielded a comparatively lower 7.19% annualized return.


GOGFX

1D
-0.67%
1M
-7.44%
YTD
1.13%
6M
1.76%
1Y
10.78%
3Y*
5.17%
5Y*
3.62%
10Y*
8.80%

USBNX

1D
-0.11%
1M
-4.33%
YTD
1.48%
6M
3.96%
1Y
12.79%
3Y*
10.45%
5Y*
4.46%
10Y*
7.19%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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GOGFX vs. USBNX - Expense Ratio Comparison

GOGFX has a 1.42% expense ratio, which is lower than USBNX's 1.50% expense ratio.


Return for Risk

GOGFX vs. USBNX — Risk / Return Rank

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

GOGFX
GOGFX Risk / Return Rank: 2020
Overall Rank
GOGFX Sharpe Ratio Rank: 1919
Sharpe Ratio Rank
GOGFX Sortino Ratio Rank: 2121
Sortino Ratio Rank
GOGFX Omega Ratio Rank: 1919
Omega Ratio Rank
GOGFX Calmar Ratio Rank: 2020
Calmar Ratio Rank
GOGFX Martin Ratio Rank: 2020
Martin Ratio Rank

USBNX
USBNX Risk / Return Rank: 3030
Overall Rank
USBNX Sharpe Ratio Rank: 2828
Sharpe Ratio Rank
USBNX Sortino Ratio Rank: 3131
Sortino Ratio Rank
USBNX Omega Ratio Rank: 2727
Omega Ratio Rank
USBNX Calmar Ratio Rank: 3333
Calmar Ratio Rank
USBNX Martin Ratio Rank: 2828
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

GOGFX vs. USBNX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Victory Sycamore Small Company Opportunity Fund (GOGFX) and Pear Tree Polaris Small Cap Fund (USBNX). 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.


GOGFXUSBNXDifference

Sharpe ratio

Return per unit of total volatility

0.50

0.69

-0.19

Sortino ratio

Return per unit of downside risk

0.87

1.12

-0.25

Omega ratio

Gain probability vs. loss probability

1.12

1.15

-0.03

Calmar ratio

Return relative to maximum drawdown

0.61

0.92

-0.32

Martin ratio

Return relative to average drawdown

2.07

3.12

-1.05

GOGFX vs. USBNX - Sharpe Ratio Comparison

The current GOGFX Sharpe Ratio is 0.50, which is comparable to the USBNX Sharpe Ratio of 0.69. The chart below compares the historical Sharpe Ratios of GOGFX and USBNX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


GOGFXUSBNXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.50

0.69

-0.19

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.17

0.24

-0.07

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.39

0.33

+0.06

Sharpe Ratio (All Time)

Calculated using the full available price history

0.48

0.38

+0.10

Correlation

The correlation between GOGFX and USBNX 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

GOGFX vs. USBNX - Dividend Comparison

GOGFX's dividend yield for the trailing twelve months is around 5.92%, less than USBNX's 13.61% yield.


TTM20252024202320222021202020192018201720162015
GOGFX
Victory Sycamore Small Company Opportunity Fund
5.92%5.99%9.29%6.87%6.10%13.49%0.60%5.30%14.65%5.37%4.66%9.99%
USBNX
Pear Tree Polaris Small Cap Fund
13.61%13.81%3.27%0.86%10.05%0.75%0.68%7.91%8.39%6.21%1.17%7.39%

Drawdowns

GOGFX vs. USBNX - Drawdown Comparison

The maximum GOGFX drawdown since its inception was -55.84%, smaller than the maximum USBNX drawdown of -64.40%. Use the drawdown chart below to compare losses from any high point for GOGFX and USBNX.


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Drawdown Indicators


GOGFXUSBNXDifference

Max Drawdown

Largest peak-to-trough decline

-55.84%

-64.40%

+8.56%

Max Drawdown (1Y)

Largest decline over 1 year

-14.39%

-12.27%

-2.12%

Max Drawdown (5Y)

Largest decline over 5 years

-26.25%

-26.01%

-0.24%

Max Drawdown (10Y)

Largest decline over 10 years

-39.72%

-46.96%

+7.24%

Current Drawdown

Current decline from peak

-9.70%

-7.74%

-1.96%

Average Drawdown

Average peak-to-trough decline

-7.73%

-13.70%

+5.97%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.21%

3.64%

+0.57%

Volatility

GOGFX vs. USBNX - Volatility Comparison

Victory Sycamore Small Company Opportunity Fund (GOGFX) has a higher volatility of 5.61% compared to Pear Tree Polaris Small Cap Fund (USBNX) at 3.82%. This indicates that GOGFX's price experiences larger fluctuations and is considered to be riskier than USBNX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


GOGFXUSBNXDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.61%

3.82%

+1.79%

Volatility (6M)

Calculated over the trailing 6-month period

12.02%

10.27%

+1.75%

Volatility (1Y)

Calculated over the trailing 1-year period

21.79%

19.15%

+2.64%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

21.58%

18.89%

+2.69%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

22.36%

21.68%

+0.68%