SIFFX vs. GMODX
Compare and contrast key facts about Victory Pioneer Securitized Income Fund Class A (SIFFX) and GMO Opportunistic Income Fund (GMODX).
SIFFX is an actively managed fund by Victory Capital. It was launched on Jul 7, 2021. GMODX is managed by GMO. It was launched on Oct 2, 2011.
Performance
SIFFX vs. GMODX - Performance Comparison
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SIFFX vs. GMODX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | |
|---|---|---|---|---|---|---|
SIFFX Victory Pioneer Securitized Income Fund Class A | 0.39% | 6.57% | 7.33% | 9.72% | -6.17% | 1.62% |
GMODX GMO Opportunistic Income Fund | 1.15% | 6.47% | 6.11% | 7.07% | -2.09% | 0.61% |
Returns By Period
In the year-to-date period, SIFFX achieves a 0.39% return, which is significantly lower than GMODX's 1.15% return.
SIFFX
- 1D
- 0.00%
- 1M
- -0.74%
- YTD
- 0.39%
- 6M
- 1.64%
- 1Y
- 4.82%
- 3Y*
- 6.64%
- 5Y*
- —
- 10Y*
- —
GMODX
- 1D
- 0.04%
- 1M
- -0.04%
- YTD
- 1.15%
- 6M
- 2.45%
- 1Y
- 5.09%
- 3Y*
- 6.28%
- 5Y*
- 3.95%
- 10Y*
- 4.40%
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SIFFX vs. GMODX - Expense Ratio Comparison
SIFFX has a 0.90% expense ratio, which is higher than GMODX's 0.47% expense ratio.
Return for Risk
SIFFX vs. GMODX — Risk / Return Rank
SIFFX
GMODX
SIFFX vs. GMODX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Victory Pioneer Securitized Income Fund Class A (SIFFX) and GMO Opportunistic Income Fund (GMODX). 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.
| SIFFX | GMODX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.94 | 3.34 | -1.40 |
Sortino ratioReturn per unit of downside risk | 3.43 | 5.68 | -2.25 |
Omega ratioGain probability vs. loss probability | 1.58 | 1.78 | -0.20 |
Calmar ratioReturn relative to maximum drawdown | 3.04 | 5.50 | -2.45 |
Martin ratioReturn relative to average drawdown | 7.54 | 25.41 | -17.87 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| SIFFX | GMODX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.94 | 3.34 | -1.40 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | — | 1.04 | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 1.45 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 1.37 | 1.39 | -0.02 |
Correlation
The correlation between SIFFX and GMODX is 0.67, 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.
Dividends
SIFFX vs. GMODX - Dividend Comparison
SIFFX's dividend yield for the trailing twelve months is around 5.70%, more than GMODX's 5.44% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SIFFX Victory Pioneer Securitized Income Fund Class A | 5.70% | 6.37% | 5.01% | 4.77% | 4.90% | 3.14% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
GMODX GMO Opportunistic Income Fund | 5.44% | 4.99% | 5.28% | 6.17% | 5.44% | 2.10% | 4.15% | 5.69% | 4.35% | 2.66% | 2.55% | 1.71% |
Drawdowns
SIFFX vs. GMODX - Drawdown Comparison
The maximum SIFFX drawdown since its inception was -7.08%, smaller than the maximum GMODX drawdown of -8.79%. Use the drawdown chart below to compare losses from any high point for SIFFX and GMODX.
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Drawdown Indicators
| SIFFX | GMODX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -7.08% | -8.79% | +1.71% |
Max Drawdown (1Y)Largest decline over 1 year | -1.55% | -0.98% | -0.57% |
Max Drawdown (5Y)Largest decline over 5 years | — | -5.79% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -8.79% | — |
Current DrawdownCurrent decline from peak | -0.94% | -0.33% | -0.61% |
Average DrawdownAverage peak-to-trough decline | -1.57% | -0.71% | -0.86% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.63% | 0.21% | +0.42% |
Volatility
SIFFX vs. GMODX - Volatility Comparison
Victory Pioneer Securitized Income Fund Class A (SIFFX) and GMO Opportunistic Income Fund (GMODX) have volatilities of 0.44% and 0.45%, 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
| SIFFX | GMODX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 0.44% | 0.45% | -0.01% |
Volatility (6M)Calculated over the trailing 6-month period | 1.44% | 1.04% | +0.40% |
Volatility (1Y)Calculated over the trailing 1-year period | 2.50% | 1.64% | +0.86% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 2.89% | 3.82% | -0.93% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 2.89% | 3.04% | -0.15% |