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RSGRX vs. ONERX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

RSGRX vs. ONERX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Victory RS Growth Fund (RSGRX) and One Rock Fund (ONERX). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, RSGRX achieves a 8.35% return, which is significantly lower than ONERX's 63.96% return.


RSGRX

1D
-1.39%
1M
5.36%
YTD
8.35%
6M
7.42%
1Y
25.61%
3Y*
25.22%
5Y*
13.66%
10Y*
15.91%

ONERX

1D
-1.71%
1M
16.42%
YTD
63.96%
6M
60.96%
1Y
125.75%
3Y*
56.19%
5Y*
33.79%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

RSGRX vs. ONERX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020
RSGRX
Victory RS Growth Fund
8.35%18.04%34.38%44.65%-33.32%19.64%58.60%
ONERX
One Rock Fund
63.96%49.37%21.76%72.41%-42.06%45.70%104.46%

Correlation

The correlation between RSGRX and ONERX is 0.75, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.75

Correlation (3Y)
Calculated over the trailing 3-year period

0.81

Correlation (5Y)
Calculated over the trailing 5-year period

0.85

Correlation (All Time)
Calculated using the full available price history since Mar 16, 2020

0.85

The correlation between RSGRX and ONERX has been stable across timeframes, ranging from 0.75 to 0.85 - a consistent structural relationship.

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Return for Risk

RSGRX vs. ONERX — Risk / Return Rank

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

RSGRX
RSGRX Risk / Return Rank: 2727
Overall Rank
RSGRX Sharpe Ratio Rank: 3333
Sharpe Ratio Rank
RSGRX Sortino Ratio Rank: 3030
Sortino Ratio Rank
RSGRX Omega Ratio Rank: 3030
Omega Ratio Rank
RSGRX Calmar Ratio Rank: 2020
Calmar Ratio Rank
RSGRX Martin Ratio Rank: 2323
Martin Ratio Rank

ONERX
ONERX Risk / Return Rank: 8585
Overall Rank
ONERX Sharpe Ratio Rank: 9595
Sharpe Ratio Rank
ONERX Sortino Ratio Rank: 6767
Sortino Ratio Rank
ONERX Omega Ratio Rank: 7272
Omega Ratio Rank
ONERX Calmar Ratio Rank: 9797
Calmar Ratio Rank
ONERX Martin Ratio Rank: 9797
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.

RSGRX vs. ONERX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Victory RS Growth Fund (RSGRX) and One Rock Fund (ONERX). 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.


RSGRXONERXDifference
Sharpe ratioReturn per unit of total volatility

-1.70

Sortino ratioReturn per unit of downside risk

-1.16

Omega ratioGain probability vs. loss probability

1.29

1.48

-0.19

Calmar ratioReturn relative to maximum drawdown

1.60

7.17

-5.57

Martin ratioReturn relative to average drawdown

5.62

25.36

-19.75

RSGRX vs. ONERX - Sharpe Ratio Comparison

The current RSGRX Sharpe Ratio is 1.64, which is lower than the ONERX Sharpe Ratio of 3.34. The chart below compares the historical Sharpe Ratios of RSGRX and ONERX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


RSGRXONERXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.64

3.34

-1.70

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.59

0.87

-0.28

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.71

Sharpe Ratio (All Time)

Calculated using the full available price history

0.52

1.10

-0.58

Drawdowns

RSGRX vs. ONERX - Drawdown Comparison

The maximum RSGRX drawdown since its inception was -60.95%, which is greater than ONERX's maximum drawdown of -47.44%. Use the drawdown chart below to compare losses from any high point for RSGRX and ONERX.


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Drawdown Indicators


RSGRXONERXDifference

Max Drawdown

Largest peak-to-trough decline

-60.95%

-47.44%

-13.51%

Max Drawdown (1Y)

Largest decline over 1 year

-16.50%

-17.63%

+1.13%

Max Drawdown (3Y)

Largest decline over 3 years

-24.35%

-47.44%

+23.09%

Max Drawdown (5Y)

Largest decline over 5 years

-40.29%

-47.44%

+7.15%

Max Drawdown (10Y)

Largest decline over 10 years

-40.29%

Current Drawdown

Current decline from peak

-1.83%

-1.71%

-0.12%

Average Drawdown

Average peak-to-trough decline

-14.36%

-13.79%

-0.57%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.70%

4.98%

-0.28%

Volatility

RSGRX vs. ONERX - Volatility Comparison

The current volatility for Victory RS Growth Fund (RSGRX) is 3.94%, while One Rock Fund (ONERX) has a volatility of 12.25%. This indicates that RSGRX experiences smaller price fluctuations and is considered to be less risky than ONERX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


RSGRXONERXDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.94%

12.25%

-8.31%

Volatility (6M)

Calculated over the trailing 6-month period

12.28%

29.80%

-17.52%

Volatility (1Y)

Calculated over the trailing 1-year period

16.17%

37.94%

-21.77%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

23.24%

39.12%

-15.88%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

22.44%

38.20%

-15.76%

RSGRX vs. ONERX - Expense Ratio Comparison

RSGRX has a 1.10% expense ratio, which is lower than ONERX's 1.75% expense ratio.


Dividends

RSGRX vs. ONERX - Dividend Comparison

RSGRX's dividend yield for the trailing twelve months is around 4.84%, less than ONERX's 14.71% yield.


PositionTTM20252024202320222021202020192018201720162015
ONERX
One Rock Fund
14.71%24.12%0.00%0.00%10.57%28.88%18.66%0.00%0.00%0.00%0.00%0.00%
RSGRX
Victory RS Growth Fund
4.84%5.25%7.52%0.15%2.33%9.08%9.19%10.65%16.93%5.16%8.44%7.02%

Frequently Asked Questions


RSGRX and ONERX have a correlation of 0.75, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

ONERX has higher volatility (12.25%) compared to RSGRX (3.94%). In terms of maximum drawdown, RSGRX dropped -60.95% vs ONERX's -47.44%.

ONERX currently has the higher Sharpe Ratio (3.34 vs 1.64), 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.

Portfolio Optimizer

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