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RSINX vs. PFSLX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

RSINX vs. PFSLX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Victory RS Investors Fund (RSINX) and Paradigm Select Fund (PFSLX). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, RSINX achieves a 6.97% return, which is significantly lower than PFSLX's 43.63% return. Over the past 10 years, RSINX has underperformed PFSLX with an annualized return of 10.49%, while PFSLX has yielded a comparatively higher 17.10% annualized return.


RSINX

1D
1.44%
1M
-0.79%
YTD
6.97%
6M
7.57%
1Y
15.96%
3Y*
14.64%
5Y*
9.47%
10Y*
10.49%

PFSLX

1D
1.46%
1M
6.43%
YTD
43.63%
6M
40.99%
1Y
81.76%
3Y*
29.91%
5Y*
14.77%
10Y*
17.10%
*Multi-year figures are annualized to reflect compound growth (CAGR)

RSINX vs. PFSLX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
RSINX
Victory RS Investors Fund
6.97%6.39%20.81%13.18%-2.02%25.73%-1.68%28.02%-9.55%16.36%
PFSLX
Paradigm Select Fund
43.63%13.27%16.73%26.94%-26.44%31.16%26.05%38.32%-9.93%16.13%

Correlation

The correlation between RSINX and PFSLX is 0.61, 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

0.61

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

0.65

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

0.72

Correlation (10Y)
Calculated over the trailing 10-year period

0.75

Correlation (All Time)
Calculated using the full available price history since Jan 4, 2006

0.81

Over the past year, the correlation between RSINX and PFSLX has dropped to 0.61 - well below their long-term average of 0.81, suggesting their price drivers have been diverging.

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Return for Risk

RSINX vs. PFSLX — Risk / Return Rank

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

RSINX
RSINX Risk / Return Rank: 2525
Overall Rank
RSINX Sharpe Ratio Rank: 2323
Sharpe Ratio Rank
RSINX Sortino Ratio Rank: 2323
Sortino Ratio Rank
RSINX Omega Ratio Rank: 2222
Omega Ratio Rank
RSINX Calmar Ratio Rank: 2727
Calmar Ratio Rank
RSINX Martin Ratio Rank: 2929
Martin Ratio Rank

PFSLX
PFSLX Risk / Return Rank: 9292
Overall Rank
PFSLX Sharpe Ratio Rank: 9595
Sharpe Ratio Rank
PFSLX Sortino Ratio Rank: 8787
Sortino Ratio Rank
PFSLX Omega Ratio Rank: 8080
Omega Ratio Rank
PFSLX Calmar Ratio Rank: 9898
Calmar Ratio Rank
PFSLX Martin Ratio Rank: 9898
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.

RSINX vs. PFSLX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Victory RS Investors Fund (RSINX) and Paradigm Select Fund (PFSLX). 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.


RSINXPFSLXDifference
Sharpe ratioReturn per unit of total volatility

-1.99

Sortino ratioReturn per unit of downside risk

-2.18

Omega ratioGain probability vs. loss probability

1.23

1.52

-0.28

Calmar ratioReturn relative to maximum drawdown

1.83

7.51

-5.68

Martin ratioReturn relative to average drawdown

6.51

29.49

-22.98

RSINX vs. PFSLX - Sharpe Ratio Comparison

The current RSINX Sharpe Ratio is 1.32, which is lower than the PFSLX Sharpe Ratio of 3.31. The chart below compares the historical Sharpe Ratios of RSINX and PFSLX, 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


RSINXPFSLXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.32

3.31

-1.99

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.50

0.10

+0.40

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.55

0.16

+0.39

Sharpe Ratio (All Time)

Calculated using the full available price history

0.40

0.17

+0.23

Drawdowns

RSINX vs. PFSLX - Drawdown Comparison

The maximum RSINX drawdown since its inception was -66.11%, smaller than the maximum PFSLX drawdown of -91.83%. Use the drawdown chart below to compare losses from any high point for RSINX and PFSLX.


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Drawdown Indicators


RSINXPFSLXDifference

Max Drawdown

Largest peak-to-trough decline

-66.11%

-91.83%

+25.72%

Max Drawdown (1Y)

Largest decline over 1 year

-8.64%

-10.91%

+2.27%

Max Drawdown (3Y)

Largest decline over 3 years

-20.23%

-91.83%

+71.60%

Max Drawdown (5Y)

Largest decline over 5 years

-23.08%

-91.83%

+68.75%

Max Drawdown (10Y)

Largest decline over 10 years

-40.86%

-91.83%

+50.97%

Current Drawdown

Current decline from peak

-0.90%

-82.62%

+81.72%

Average Drawdown

Average peak-to-trough decline

-10.56%

-13.75%

+3.19%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.43%

2.77%

-0.34%

Volatility

RSINX vs. PFSLX - Volatility Comparison

The current volatility for Victory RS Investors Fund (RSINX) is 3.02%, while Paradigm Select Fund (PFSLX) has a volatility of 8.48%. This indicates that RSINX experiences smaller price fluctuations and is considered to be less risky than PFSLX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


RSINXPFSLXDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.02%

8.48%

-5.46%

Volatility (6M)

Calculated over the trailing 6-month period

8.40%

19.33%

-10.93%

Volatility (1Y)

Calculated over the trailing 1-year period

12.00%

24.75%

-12.75%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

19.13%

145.95%

-126.82%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

19.09%

104.38%

-85.29%

RSINX vs. PFSLX - Expense Ratio Comparison

RSINX has a 1.33% expense ratio, which is higher than PFSLX's 1.16% expense ratio.


Dividends

RSINX vs. PFSLX - Dividend Comparison

RSINX's dividend yield for the trailing twelve months is around 4.17%, more than PFSLX's 0.10% yield.


PositionTTM20252024202320222021202020192018201720162015
PFSLX
Paradigm Select Fund
0.10%0.14%0.02%0.31%0.01%0.17%0.11%0.58%2.93%3.89%0.74%9.40%
RSINX
Victory RS Investors Fund
4.17%4.46%10.21%0.77%4.03%15.89%0.30%4.32%17.89%14.37%0.00%0.00%

Frequently Asked Questions


RSINX and PFSLX have a correlation of 0.61, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

PFSLX has higher volatility (8.48%) compared to RSINX (3.02%). In terms of maximum drawdown, RSINX dropped -66.11% vs PFSLX's -91.83%.

PFSLX currently has the higher Sharpe Ratio (3.31 vs 1.32), 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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