RSPFX vs. XLF
Compare and contrast key facts about Victory RS Partners Fund (RSPFX) and Financial Select Sector SPDR Fund (XLF).
RSPFX is managed by Victory Capital. It was launched on Jul 12, 1995. XLF is a passively managed fund by State Street that tracks the performance of the Financial Select Sector Index. It was launched on Dec 16, 1998.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: RSPFX or XLF.
Key characteristics
| RSPFX | XLF | |
|---|---|---|
| YTD Return | 22.11% | 34.20% |
| 1Y Return | 29.98% | 49.54% |
| 3Y Return (Ann) | -0.87% | 9.57% |
| 5Y Return (Ann) | 4.76% | 13.26% |
| 10Y Return (Ann) | -1.92% | 11.99% |
| Sharpe Ratio | 1.80 | 3.69 |
| Sortino Ratio | 2.64 | 5.14 |
| Omega Ratio | 1.32 | 1.67 |
| Calmar Ratio | 0.71 | 3.33 |
| Martin Ratio | 9.34 | 26.56 |
| Ulcer Index | 3.37% | 1.93% |
| Daily Std Dev | 17.47% | 13.88% |
| Max Drawdown | -68.06% | -82.69% |
| Current Drawdown | -27.59% | 0.00% |
Correlation
The correlation between RSPFX and XLF is 0.71, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Performance
RSPFX vs. XLF - Performance Comparison
In the year-to-date period, RSPFX achieves a 22.11% return, which is significantly lower than XLF's 34.20% return. Over the past 10 years, RSPFX has underperformed XLF with an annualized return of -1.92%, while XLF has yielded a comparatively higher 11.99% annualized 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. XLF - Expense Ratio Comparison
RSPFX has a 1.45% expense ratio, which is higher than XLF's 0.13% expense ratio.
Risk-Adjusted Performance
RSPFX vs. XLF - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Victory RS Partners Fund (RSPFX) and Financial Select Sector SPDR Fund (XLF). 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. XLF - Dividend Comparison
RSPFX's dividend yield for the trailing twelve months is around 0.69%, less than XLF's 1.33% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
RSPFX Victory RS Partners Fund | 0.69% | 0.84% | 0.51% | 0.00% | 0.00% | 0.85% | 0.38% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
XLF Financial Select Sector SPDR Fund | 1.33% | 1.71% | 2.04% | 1.63% | 2.03% | 1.86% | 2.09% | 1.48% | 1.63% | 1.95% | 1.61% | 1.47% |
Drawdowns
RSPFX vs. XLF - Drawdown Comparison
The maximum RSPFX drawdown since its inception was -68.06%, smaller than the maximum XLF drawdown of -82.69%. Use the drawdown chart below to compare losses from any high point for RSPFX and XLF. For additional features, visit the drawdowns tool.
Volatility
RSPFX vs. XLF - Volatility Comparison
Victory RS Partners Fund (RSPFX) and Financial Select Sector SPDR Fund (XLF) have volatilities of 6.92% and 7.06%, 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.