RSINX vs. TSMDX
RSINX (Victory RS Investors Fund) and TSMDX (Trillium ESG Small/Mid Cap Fund) are both Mid Cap Blend Equities funds. Over the past 10 years, RSINX returned 10.87%/yr vs 8.38%/yr for TSMDX. Their correlation of 0.81 means they have usually moved in the same direction. RSINX charges 1.33%/yr vs 1.36%/yr for TSMDX.
Performance
RSINX vs. TSMDX - Performance Comparison
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Returns By Period
In the year-to-date period, RSINX achieves a 14.37% return, which is significantly higher than TSMDX's 8.45% return. Over the past 10 years, RSINX has outperformed TSMDX with an annualized return of 10.87%, while TSMDX has yielded a comparatively lower 8.38% annualized return.
RSINX
- 1D
- 2.11%
- 1M
- 4.78%
- 6M
- 10.55%
- YTD
- 14.37%
- 1Y
- 23.67%
- 3Y*
- 15.63%
- 5Y*
- 11.69%
- 10Y*
- 10.87%
- ALL TIME*
- 8.67%
TSMDX
- 1D
- 0.17%
- 1M
- -1.12%
- 6M
- 5.60%
- YTD
- 8.45%
- 1Y
- 14.54%
- 3Y*
- 7.44%
- 5Y*
- 3.52%
- 10Y*
- 8.38%
- ALL TIME*
- 8.05%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $0.00 | $0.00 | $0.00 | |
| $0.00 | $0.00 | $0.00 |
RSINX vs. TSMDX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
RSINX Victory RS Investors Fund | 14.37% | 6.39% | 20.81% | 13.18% | -2.02% | 25.73% | -1.68% | 28.02% | -9.55% | 16.36% |
TSMDX Trillium ESG Small/Mid Cap Fund | 8.45% | 7.85% | 7.73% | 9.42% | -17.85% | 23.18% | 15.93% | 25.84% | -13.14% | 18.99% |
Correlation
The correlation between RSINX and TSMDX is 0.54, 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. | 0.54 |
Correlation (3Y) Balances recent behavior with more history. | 0.67 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.76 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.80 |
Correlation (All Time) Calculated using the full available price history since Sep 3, 2015 | 0.81 |
Over the past year, the correlation between RSINX and TSMDX has dropped to 0.54 - 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. TSMDX — Risk / Return Rank
RSINX
TSMDX
RSINX vs. TSMDX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Victory RS Investors Fund (RSINX) and Trillium ESG Small/Mid Cap Fund (TSMDX). 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.
| RSINX | TSMDX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.66 | ||
| Sortino ratioReturn per unit of downside risk | +0.87 | ||
| Omega ratioGain probability vs. loss probability | 1.30 | 1.19 | +0.12 |
| Calmar ratioReturn relative to maximum drawdown | 2.42 | 1.41 | +1.01 |
| Martin ratioReturn relative to average drawdown | 8.76 | 5.21 | +3.55 |
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Drawdowns
RSINX vs. TSMDX - Drawdown Comparison
The maximum RSINX drawdown since its inception was -66.11%, which is greater than TSMDX's maximum drawdown of -40.15%. Use the drawdown chart below to compare losses from any high point for RSINX and TSMDX.
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Drawdown Indicators
| RSINX | TSMDX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -66.11% | -40.15% | -25.96% |
Max Drawdown (1Y)Largest decline over 1 year | -8.64% | -11.65% | +3.01% |
Max Drawdown (3Y)Largest decline over 3 years | -20.23% | -23.21% | +2.98% |
Max Drawdown (5Y)Largest decline over 5 years | -23.08% | -27.54% | +4.46% |
Max Drawdown (10Y)Largest decline over 10 years | -40.86% | -40.15% | -0.71% |
Current DrawdownCurrent decline from peak | 0.00% | -2.32% | +2.32% |
Average DrawdownAverage peak-to-trough decline | -10.49% | -7.55% | -2.94% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.39% | 2.94% | -0.55% |
Volatility
RSINX vs. TSMDX - Volatility Comparison
Victory RS Investors Fund (RSINX) and Trillium ESG Small/Mid Cap Fund (TSMDX) have volatilities of 3.43% and 3.50%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| RSINX | TSMDX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.43% | 3.50% | -0.07% |
Volatility (6M)Calculated over the trailing 6-month period | 8.15% | 10.82% | -2.67% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.03% | 15.16% | -3.13% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 18.99% | 19.47% | -0.48% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 19.06% | 20.57% | -1.51% |
RSINX vs. TSMDX - Expense Ratio Comparison
RSINX has a 1.33% expense ratio, which is lower than TSMDX's 1.36% expense ratio.
Dividends
RSINX vs. TSMDX - Dividend Comparison
RSINX's dividend yield for the trailing twelve months is around 3.90%, while TSMDX has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 |
|---|---|---|---|---|---|---|---|---|---|---|---|
RSINX Victory RS Investors Fund | 3.90% | 4.46% | 10.21% | 0.77% | 4.03% | 15.89% | 0.30% | 4.32% | 17.89% | 14.37% | 0.00% |
TSMDX Trillium ESG Small/Mid Cap Fund | 0.00% | 0.00% | 6.29% | 2.47% | 2.80% | 2.24% | 0.12% | 4.62% | 5.09% | 1.72% | 1.57% |
Frequently Asked Questions
RSINX and TSMDX have a correlation of 0.54, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
TSMDX has higher volatility (3.50%) compared to RSINX (3.43%). In terms of maximum drawdown, RSINX dropped -66.11% vs TSMDX's -40.15%.
RSINX currently has the higher Sharpe Ratio (1.74 vs 1.08), 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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