RSPFX vs. STLG
Compare and contrast key facts about Victory RS Partners Fund (RSPFX) and iShares Factors US Growth Style ETF (STLG).
RSPFX is managed by Victory Capital. It was launched on Jul 12, 1995. STLG is a passively managed fund by iShares that tracks the performance of the Russell US Large Cap Factors Growth Style Index. It was launched on Jan 14, 2020.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: RSPFX or STLG.
Key characteristics
| RSPFX | STLG | |
|---|---|---|
| YTD Return | 20.95% | 37.54% |
| 1Y Return | 28.58% | 48.74% |
| 3Y Return (Ann) | -1.18% | 12.45% |
| Sharpe Ratio | 1.65 | 2.87 |
| Sortino Ratio | 2.44 | 3.66 |
| Omega Ratio | 1.30 | 1.52 |
| Calmar Ratio | 0.65 | 3.85 |
| Martin Ratio | 8.53 | 14.77 |
| Ulcer Index | 3.37% | 3.51% |
| Daily Std Dev | 17.47% | 17.98% |
| Max Drawdown | -68.06% | -31.34% |
| Current Drawdown | -28.28% | 0.00% |
Correlation
The correlation between RSPFX and STLG is 0.58, 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.
Performance
RSPFX vs. STLG - Performance Comparison
In the year-to-date period, RSPFX achieves a 20.95% return, which is significantly lower than STLG's 37.54% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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RSPFX vs. STLG - Expense Ratio Comparison
RSPFX has a 1.45% expense ratio, which is higher than STLG's 0.25% expense ratio.
Risk-Adjusted Performance
RSPFX vs. STLG - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Victory RS Partners Fund (RSPFX) and iShares Factors US Growth Style ETF (STLG). 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.
Dividends
RSPFX vs. STLG - Dividend Comparison
RSPFX's dividend yield for the trailing twelve months is around 0.70%, more than STLG's 0.10% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|
RSPFX Victory RS Partners Fund | 0.70% | 0.84% | 0.51% | 0.00% | 0.00% | 0.85% | 0.38% |
STLG iShares Factors US Growth Style ETF | 0.10% | 0.09% | 0.14% | 0.00% | 0.75% | 0.00% | 0.00% |
Drawdowns
RSPFX vs. STLG - Drawdown Comparison
The maximum RSPFX drawdown since its inception was -68.06%, which is greater than STLG's maximum drawdown of -31.34%. Use the drawdown chart below to compare losses from any high point for RSPFX and STLG. For additional features, visit the drawdowns tool.
Volatility
RSPFX vs. STLG - Volatility Comparison
Victory RS Partners Fund (RSPFX) has a higher volatility of 7.01% compared to iShares Factors US Growth Style ETF (STLG) at 5.90%. This indicates that RSPFX's price experiences larger fluctuations and is considered to be riskier than STLG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.