MGOYX vs. EEOFX
Compare and contrast key facts about Victory Munder Mid-Cap Core Growth Fund (MGOYX) and Essex Environmental Opportunities Fund (EEOFX).
MGOYX is managed by Victory. It was launched on Jun 24, 1998. EEOFX is managed by Pear Tree Funds. It was launched on Sep 1, 2017.
Performance
MGOYX vs. EEOFX - Performance Comparison
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MGOYX vs. EEOFX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
MGOYX Victory Munder Mid-Cap Core Growth Fund | 5.08% | 12.03% | 10.93% | 14.82% | -21.31% | 25.97% | 20.61% | 26.22% | -14.19% | 8.75% |
EEOFX Essex Environmental Opportunities Fund | 0.37% | 23.55% | 1.32% | -1.53% | -27.88% | 10.83% | 62.80% | 25.43% | -15.79% | 3.20% |
Returns By Period
In the year-to-date period, MGOYX achieves a 5.08% return, which is significantly higher than EEOFX's 0.37% return.
MGOYX
- 1D
- 2.77%
- 1M
- -4.83%
- YTD
- 5.08%
- 6M
- 5.19%
- 1Y
- 20.97%
- 3Y*
- 13.18%
- 5Y*
- 6.35%
- 10Y*
- 9.80%
EEOFX
- 1D
- 3.58%
- 1M
- -6.79%
- YTD
- 0.37%
- 6M
- -0.31%
- 1Y
- 33.61%
- 3Y*
- 5.36%
- 5Y*
- -1.61%
- 10Y*
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MGOYX vs. EEOFX - Expense Ratio Comparison
MGOYX has a 0.98% expense ratio, which is lower than EEOFX's 2.11% expense ratio.
Return for Risk
MGOYX vs. EEOFX — Risk / Return Rank
MGOYX
EEOFX
MGOYX vs. EEOFX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Victory Munder Mid-Cap Core Growth Fund (MGOYX) and Essex Environmental Opportunities Fund (EEOFX). 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.
| MGOYX | EEOFX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.21 | 1.52 | -0.31 |
Sortino ratioReturn per unit of downside risk | 1.77 | 2.12 | -0.35 |
Omega ratioGain probability vs. loss probability | 1.25 | 1.27 | -0.02 |
Calmar ratioReturn relative to maximum drawdown | 1.88 | 2.09 | -0.21 |
Martin ratioReturn relative to average drawdown | 8.67 | 6.79 | +1.88 |
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
| MGOYX | EEOFX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.21 | 1.52 | -0.31 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.25 | -0.07 | +0.32 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.42 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.44 | 0.28 | +0.17 |
Correlation
The correlation between MGOYX and EEOFX is 0.80, 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
MGOYX vs. EEOFX - Dividend Comparison
MGOYX's dividend yield for the trailing twelve months is around 14.63%, more than EEOFX's 0.06% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
MGOYX Victory Munder Mid-Cap Core Growth Fund | 14.63% | 15.37% | 15.72% | 4.54% | 12.23% | 25.13% | 18.63% | 60.72% | 49.01% | 19.34% | 12.76% | 10.52% |
EEOFX Essex Environmental Opportunities Fund | 0.06% | 0.06% | 0.00% | 0.00% | 0.01% | 6.63% | 1.62% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
MGOYX vs. EEOFX - Drawdown Comparison
The maximum MGOYX drawdown since its inception was -57.23%, which is greater than EEOFX's maximum drawdown of -50.17%. Use the drawdown chart below to compare losses from any high point for MGOYX and EEOFX.
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Drawdown Indicators
| MGOYX | EEOFX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -57.23% | -50.17% | -7.06% |
Max Drawdown (1Y)Largest decline over 1 year | -11.77% | -13.49% | +1.72% |
Max Drawdown (5Y)Largest decline over 5 years | -40.49% | -50.17% | +9.68% |
Max Drawdown (10Y)Largest decline over 10 years | -40.49% | — | — |
Current DrawdownCurrent decline from peak | -5.26% | -22.58% | +17.32% |
Average DrawdownAverage peak-to-trough decline | -11.02% | -19.83% | +8.81% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.55% | 4.28% | -1.73% |
Volatility
MGOYX vs. EEOFX - Volatility Comparison
The current volatility for Victory Munder Mid-Cap Core Growth Fund (MGOYX) is 6.20%, while Essex Environmental Opportunities Fund (EEOFX) has a volatility of 7.95%. This indicates that MGOYX experiences smaller price fluctuations and is considered to be less risky than EEOFX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| MGOYX | EEOFX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.20% | 7.95% | -1.75% |
Volatility (6M)Calculated over the trailing 6-month period | 10.79% | 16.62% | -5.83% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.07% | 23.25% | -5.18% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 25.08% | 24.89% | +0.19% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 23.23% | 24.72% | -1.49% |