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MISIX vs. GENIX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

MISIX vs. GENIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Victory Trivalent International Small-Cap Fund Class I (MISIX) and Gotham Enhanced Return Fund (GENIX). The values are adjusted to include any dividend payments, if applicable.

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MISIX vs. GENIX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
MISIX
Victory Trivalent International Small-Cap Fund Class I
-0.70%42.00%4.70%15.49%-23.13%12.41%15.42%27.88%-20.20%37.14%
GENIX
Gotham Enhanced Return Fund
-2.93%21.16%27.31%25.26%-12.02%39.66%-8.21%21.54%-5.97%18.21%

Returns By Period

In the year-to-date period, MISIX achieves a -0.70% return, which is significantly higher than GENIX's -2.93% return. Over the past 10 years, MISIX has underperformed GENIX with an annualized return of 9.25%, while GENIX has yielded a comparatively higher 12.02% annualized return.


MISIX

1D
-0.60%
1M
-13.84%
YTD
-0.70%
6M
4.64%
1Y
33.88%
3Y*
16.76%
5Y*
7.07%
10Y*
9.25%

GENIX

1D
-0.49%
1M
-6.38%
YTD
-2.93%
6M
0.80%
1Y
20.93%
3Y*
21.55%
5Y*
15.72%
10Y*
12.02%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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MISIX vs. GENIX - Expense Ratio Comparison

MISIX has a 0.97% expense ratio, which is lower than GENIX's 1.50% expense ratio.


Return for Risk

MISIX vs. GENIX — Risk / Return Rank

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

MISIX
MISIX Risk / Return Rank: 8989
Overall Rank
MISIX Sharpe Ratio Rank: 9292
Sharpe Ratio Rank
MISIX Sortino Ratio Rank: 9090
Sortino Ratio Rank
MISIX Omega Ratio Rank: 8989
Omega Ratio Rank
MISIX Calmar Ratio Rank: 8787
Calmar Ratio Rank
MISIX Martin Ratio Rank: 8989
Martin Ratio Rank

GENIX
GENIX Risk / Return Rank: 7070
Overall Rank
GENIX Sharpe Ratio Rank: 6767
Sharpe Ratio Rank
GENIX Sortino Ratio Rank: 7070
Sortino Ratio Rank
GENIX Omega Ratio Rank: 7171
Omega Ratio Rank
GENIX Calmar Ratio Rank: 6363
Calmar Ratio Rank
GENIX Martin Ratio Rank: 7979
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.

MISIX vs. GENIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Victory Trivalent International Small-Cap Fund Class I (MISIX) and Gotham Enhanced Return Fund (GENIX). 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.


MISIXGENIXDifference

Sharpe ratio

Return per unit of total volatility

1.97

1.17

+0.80

Sortino ratio

Return per unit of downside risk

2.54

1.72

+0.82

Omega ratio

Gain probability vs. loss probability

1.39

1.27

+0.12

Calmar ratio

Return relative to maximum drawdown

2.24

1.44

+0.79

Martin ratio

Return relative to average drawdown

9.80

7.68

+2.12

MISIX vs. GENIX - Sharpe Ratio Comparison

The current MISIX Sharpe Ratio is 1.97, which is higher than the GENIX Sharpe Ratio of 1.17. The chart below compares the historical Sharpe Ratios of MISIX and GENIX, 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


MISIXGENIXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.97

1.17

+0.80

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.40

0.92

-0.52

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.52

0.65

-0.13

Sharpe Ratio (All Time)

Calculated using the full available price history

0.31

0.59

-0.27

Correlation

The correlation between MISIX and GENIX is 0.69, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Dividends

MISIX vs. GENIX - Dividend Comparison

MISIX's dividend yield for the trailing twelve months is around 6.09%, more than GENIX's 2.13% yield.


TTM20252024202320222021202020192018201720162015
MISIX
Victory Trivalent International Small-Cap Fund Class I
6.09%6.05%2.27%1.90%1.12%8.61%0.41%1.99%3.59%1.85%1.56%1.21%
GENIX
Gotham Enhanced Return Fund
2.13%2.07%19.28%9.82%8.02%19.31%0.14%32.49%9.60%0.97%0.00%1.85%

Drawdowns

MISIX vs. GENIX - Drawdown Comparison

The maximum MISIX drawdown since its inception was -67.61%, which is greater than GENIX's maximum drawdown of -39.35%. Use the drawdown chart below to compare losses from any high point for MISIX and GENIX.


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Drawdown Indicators


MISIXGENIXDifference

Max Drawdown

Largest peak-to-trough decline

-67.61%

-39.35%

-28.26%

Max Drawdown (1Y)

Largest decline over 1 year

-13.84%

-12.80%

-1.04%

Max Drawdown (5Y)

Largest decline over 5 years

-37.69%

-20.74%

-16.95%

Max Drawdown (10Y)

Largest decline over 10 years

-41.82%

-39.35%

-2.47%

Current Drawdown

Current decline from peak

-13.84%

-6.44%

-7.40%

Average Drawdown

Average peak-to-trough decline

-16.99%

-5.72%

-11.27%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.16%

2.40%

+0.76%

Volatility

MISIX vs. GENIX - Volatility Comparison

Victory Trivalent International Small-Cap Fund Class I (MISIX) has a higher volatility of 6.80% compared to Gotham Enhanced Return Fund (GENIX) at 3.65%. This indicates that MISIX's price experiences larger fluctuations and is considered to be riskier than GENIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


MISIXGENIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.80%

3.65%

+3.15%

Volatility (6M)

Calculated over the trailing 6-month period

11.32%

9.16%

+2.16%

Volatility (1Y)

Calculated over the trailing 1-year period

16.62%

18.67%

-2.05%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.68%

17.20%

+0.48%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.78%

18.50%

-0.72%