GOGFX vs. VTI
GOGFX (Victory Sycamore Small Company Opportunity Fund) and VTI (Vanguard Total Stock Market ETF) are both funds - GOGFX is a Small Cap Value Equities fund managed by Victory, while VTI is a Large Cap Blend Equities fund tracking the CRSP US Total Market Index. Over the past 10 years, GOGFX returned 9.84%/yr vs 14.87%/yr for VTI. Their correlation of 0.85 means they have usually moved in the same direction. GOGFX charges 1.42%/yr vs 0.03%/yr for VTI.
Performance
GOGFX vs. VTI - Performance Comparison
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Returns By Period
In the year-to-date period, GOGFX achieves a 20.50% return, which is significantly higher than VTI's 14.27% return. Over the past 10 years, GOGFX has underperformed VTI with an annualized return of 9.84%, while VTI has yielded a comparatively higher 14.87% annualized return.
GOGFX
- 1D
- 1.20%
- 1M
- 0.73%
- 6M
- 11.47%
- YTD
- 20.50%
- 1Y
- 28.43%
- 3Y*
- 9.87%
- 5Y*
- 7.39%
- 10Y*
- 9.84%
- ALL TIME*
- 9.68%
VTI
- 1D
- 1.87%
- 1M
- 3.27%
- 6M
- 12.73%
- YTD
- 14.27%
- 1Y
- 24.07%
- 3Y*
- 21.13%
- 5Y*
- 12.31%
- 10Y*
- 14.87%
- ALL TIME*
- 9.72%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $0.00 | $0.00 | $0.00 | |
| $1.13B | $1.17B | $1.24B |
GOGFX vs. VTI - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
GOGFX Victory Sycamore Small Company Opportunity Fund | 20.50% | 1.16% | 4.87% | 11.10% | -7.11% | 24.78% | 4.21% | 26.31% | -8.99% | 11.27% |
VTI Vanguard Total Stock Market ETF | 14.27% | 17.10% | 23.81% | 26.05% | -19.52% | 25.68% | 21.08% | 30.67% | -5.23% | 21.21% |
Correlation
The correlation between GOGFX and VTI is 0.66, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.66 |
Correlation (3Y) Balances recent behavior with more history. | 0.72 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.78 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.78 |
Correlation (All Time) Calculated using the full available price history since May 31, 2001 | 0.85 |
The correlation between GOGFX and VTI shifts across timeframes, from 0.66 (1 year) to 0.85 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
GOGFX vs. VTI — Risk / Return Rank
GOGFX
VTI
GOGFX vs. VTI - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Victory Sycamore Small Company Opportunity Fund (GOGFX) and Vanguard Total Stock Market ETF (VTI). 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| GOGFX | VTI | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.06 | ||
| Sortino ratioReturn per unit of downside risk | +0.18 | ||
| Omega ratioGain probability vs. loss probability | 1.32 | 1.33 | -0.01 |
| Calmar ratioReturn relative to maximum drawdown | 2.73 | 2.71 | +0.02 |
| Martin ratioReturn relative to average drawdown | 9.38 | 11.68 | -2.30 |
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Drawdowns
GOGFX vs. VTI - Drawdown Comparison
The maximum GOGFX drawdown since its inception was -55.84%, roughly equal to the maximum VTI drawdown of -55.45%. Use the drawdown chart below to compare losses from any high point for GOGFX and VTI.
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Drawdown Indicators
| GOGFX | VTI | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -55.84% | -55.45% | -0.39% |
Max Drawdown (1Y)Largest decline over 1 year | -11.05% | -8.92% | -2.13% |
Max Drawdown (3Y)Largest decline over 3 years | -26.25% | -19.30% | -6.95% |
Max Drawdown (5Y)Largest decline over 5 years | -26.25% | -25.36% | -0.89% |
Max Drawdown (10Y)Largest decline over 10 years | -39.72% | -35.00% | -4.72% |
Current DrawdownCurrent decline from peak | -0.08% | 0.00% | -0.08% |
Average DrawdownAverage peak-to-trough decline | -7.67% | -7.98% | +0.31% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.21% | 2.07% | +1.14% |
Volatility
GOGFX vs. VTI - Volatility Comparison
The current volatility for Victory Sycamore Small Company Opportunity Fund (GOGFX) is 3.90%, while Vanguard Total Stock Market ETF (VTI) has a volatility of 4.13%. This indicates that GOGFX experiences smaller price fluctuations and is considered to be less risky than VTI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| GOGFX | VTI | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.90% | 4.13% | -0.23% |
Volatility (6M)Calculated over the trailing 6-month period | 11.66% | 10.47% | +1.19% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.92% | 13.18% | +3.74% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 21.45% | 17.54% | +3.91% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 22.34% | 18.32% | +4.02% |
GOGFX vs. VTI - Expense Ratio Comparison
GOGFX has a 1.42% expense ratio, which is higher than VTI's 0.03% expense ratio.
Dividends
GOGFX vs. VTI - Dividend Comparison
GOGFX's dividend yield for the trailing twelve months is around 4.97%, more than VTI's 1.02% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
GOGFX Victory Sycamore Small Company Opportunity Fund | 4.97% | 5.99% | 9.29% | 6.87% | 6.10% | 13.49% | 0.60% | 5.30% | 14.65% | 5.37% | 4.66% | 9.99% |
VTI Vanguard Total Stock Market ETF | 1.02% | 1.12% | 1.27% | 1.44% | 1.66% | 1.21% | 1.42% | 1.78% | 2.04% | 1.71% | 1.92% | 1.98% |
Frequently Asked Questions
GOGFX and VTI have a correlation of 0.66, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
VTI has higher volatility (4.13%) compared to GOGFX (3.90%). In terms of maximum drawdown, GOGFX dropped -55.84% vs VTI's -55.45%.
VTI currently has the higher Sharpe Ratio (1.85 vs 1.79), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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