GOGFX vs. VRTVX
Compare and contrast key facts about Victory Sycamore Small Company Opportunity Fund (GOGFX) and Vanguard Russell 2000 Value Index Fund Institutional Shares (VRTVX).
GOGFX is managed by Victory. It was launched on Aug 16, 1983. VRTVX is managed by Vanguard. It was launched on Jul 13, 2012.
Performance
GOGFX vs. VRTVX - Performance Comparison
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GOGFX vs. VRTVX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
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% |
VRTVX Vanguard Russell 2000 Value Index Fund Institutional Shares | 2.26% | 12.21% | 8.07% | 14.71% | -14.52% | 28.06% | 4.81% | 22.40% | -12.83% | 7.91% |
Returns By Period
In the year-to-date period, GOGFX achieves a 1.13% return, which is significantly lower than VRTVX's 2.26% return. Over the past 10 years, GOGFX has underperformed VRTVX with an annualized return of 8.80%, while VRTVX has yielded a comparatively higher 9.30% 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%
VRTVX
- 1D
- -0.89%
- 1M
- -6.11%
- YTD
- 2.26%
- 6M
- 5.59%
- 1Y
- 24.85%
- 3Y*
- 12.69%
- 5Y*
- 5.14%
- 10Y*
- 9.30%
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GOGFX vs. VRTVX - Expense Ratio Comparison
GOGFX has a 1.42% expense ratio, which is higher than VRTVX's 0.08% expense ratio.
Return for Risk
GOGFX vs. VRTVX — Risk / Return Rank
GOGFX
VRTVX
GOGFX vs. VRTVX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Victory Sycamore Small Company Opportunity Fund (GOGFX) and Vanguard Russell 2000 Value Index Fund Institutional Shares (VRTVX). 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.
| GOGFX | VRTVX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.50 | 1.13 | -0.62 |
Sortino ratioReturn per unit of downside risk | 0.87 | 1.66 | -0.80 |
Omega ratioGain probability vs. loss probability | 1.12 | 1.22 | -0.10 |
Calmar ratioReturn relative to maximum drawdown | 0.61 | 1.60 | -1.00 |
Martin ratioReturn relative to average drawdown | 2.07 | 6.39 | -4.32 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| GOGFX | VRTVX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.50 | 1.13 | -0.62 |
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 | 0.39 | 0.00 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.48 | 0.44 | +0.05 |
Correlation
The correlation between GOGFX and VRTVX is 0.96, 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. VRTVX - Dividend Comparison
GOGFX's dividend yield for the trailing twelve months is around 5.92%, more than VRTVX's 1.84% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
VRTVX Vanguard Russell 2000 Value Index Fund Institutional Shares | 1.84% | 1.49% | 1.84% | 2.08% | 2.15% | 1.56% | 1.54% | 1.87% | 2.17% | 1.74% | 1.52% | 2.16% |
Drawdowns
GOGFX vs. VRTVX - Drawdown Comparison
The maximum GOGFX drawdown since its inception was -55.84%, which is greater than VRTVX's maximum drawdown of -45.98%. Use the drawdown chart below to compare losses from any high point for GOGFX and VRTVX.
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Drawdown Indicators
| GOGFX | VRTVX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -55.84% | -45.98% | -9.86% |
Max Drawdown (1Y)Largest decline over 1 year | -14.39% | -13.82% | -0.57% |
Max Drawdown (5Y)Largest decline over 5 years | -26.25% | -26.85% | +0.60% |
Max Drawdown (10Y)Largest decline over 10 years | -39.72% | -45.98% | +6.26% |
Current DrawdownCurrent decline from peak | -9.70% | -7.79% | -1.91% |
Average DrawdownAverage peak-to-trough decline | -7.73% | -7.85% | +0.12% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.21% | 3.46% | +0.75% |
Volatility
GOGFX vs. VRTVX - Volatility Comparison
Victory Sycamore Small Company Opportunity Fund (GOGFX) and Vanguard Russell 2000 Value Index Fund Institutional Shares (VRTVX) have volatilities of 5.61% and 5.74%, 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.
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Volatility by Period
| GOGFX | VRTVX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.61% | 5.74% | -0.13% |
Volatility (6M)Calculated over the trailing 6-month period | 12.02% | 12.88% | -0.86% |
Volatility (1Y)Calculated over the trailing 1-year period | 21.79% | 21.95% | -0.16% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 21.58% | 21.76% | -0.18% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 22.36% | 23.68% | -1.32% |