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URNQX vs. EFCNX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

URNQX vs. EFCNX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Victory Nasdaq 100 Index Fund R6 Shares (URNQX) and Emerald Insights Fund (EFCNX). The values are adjusted to include any dividend payments, if applicable.

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URNQX vs. EFCNX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
URNQX
Victory Nasdaq 100 Index Fund R6 Shares
-5.90%20.65%25.60%54.68%-32.63%27.00%48.52%38.99%-0.37%19.28%
EFCNX
Emerald Insights Fund
0.00%28.71%25.88%40.82%-31.09%22.95%49.60%36.32%-9.88%13.83%

Returns By Period


URNQX

1D
3.43%
1M
-4.97%
YTD
-5.90%
6M
-4.17%
1Y
22.61%
3Y*
22.27%
5Y*
12.76%
10Y*

EFCNX

1D
0.00%
1M
0.00%
YTD
0.00%
6M
0.00%
1Y
45.34%
3Y*
25.53%
5Y*
11.21%
10Y*
16.72%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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URNQX vs. EFCNX - Expense Ratio Comparison

URNQX has a 0.30% expense ratio, which is lower than EFCNX's 1.40% expense ratio.


Return for Risk

URNQX vs. EFCNX — Risk / Return Rank

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

URNQX
URNQX Risk / Return Rank: 6262
Overall Rank
URNQX Sharpe Ratio Rank: 5252
Sharpe Ratio Rank
URNQX Sortino Ratio Rank: 5959
Sortino Ratio Rank
URNQX Omega Ratio Rank: 5555
Omega Ratio Rank
URNQX Calmar Ratio Rank: 7575
Calmar Ratio Rank
URNQX Martin Ratio Rank: 6969
Martin Ratio Rank

EFCNX
EFCNX Risk / Return Rank: 6868
Overall Rank
EFCNX Sharpe Ratio Rank: 9696
Sharpe Ratio Rank
EFCNX Sortino Ratio Rank: 9696
Sortino Ratio Rank
EFCNX Omega Ratio Rank: 9898
Omega Ratio Rank
EFCNX Calmar Ratio Rank: 2626
Calmar Ratio Rank
EFCNX Martin Ratio Rank: 2626
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.

URNQX vs. EFCNX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Victory Nasdaq 100 Index Fund R6 Shares (URNQX) and Emerald Insights Fund (EFCNX). 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.


URNQXEFCNXDifference

Sharpe ratio

Return per unit of total volatility

1.04

2.43

-1.39

Sortino ratio

Return per unit of downside risk

1.62

3.41

-1.78

Omega ratio

Gain probability vs. loss probability

1.23

1.84

-0.61

Calmar ratio

Return relative to maximum drawdown

1.86

0.87

+0.99

Martin ratio

Return relative to average drawdown

6.89

3.10

+3.79

URNQX vs. EFCNX - Sharpe Ratio Comparison

The current URNQX Sharpe Ratio is 1.04, which is lower than the EFCNX Sharpe Ratio of 2.43. The chart below compares the historical Sharpe Ratios of URNQX and EFCNX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


URNQXEFCNXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.04

2.43

-1.39

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.56

0.50

+0.06

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.74

Sharpe Ratio (All Time)

Calculated using the full available price history

0.79

0.63

+0.16

Correlation

The correlation between URNQX and EFCNX is 0.86, 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.


Dividends

URNQX vs. EFCNX - Dividend Comparison

URNQX's dividend yield for the trailing twelve months is around 3.32%, less than EFCNX's 8.50% yield.


TTM202520242023202220212020201920182017
URNQX
Victory Nasdaq 100 Index Fund R6 Shares
3.32%3.13%2.31%2.72%4.32%4.59%1.64%0.92%0.80%2.07%
EFCNX
Emerald Insights Fund
8.50%8.50%1.27%0.00%5.41%15.80%9.41%0.04%27.51%0.00%

Drawdowns

URNQX vs. EFCNX - Drawdown Comparison

The maximum URNQX drawdown since its inception was -36.87%, roughly equal to the maximum EFCNX drawdown of -38.34%. Use the drawdown chart below to compare losses from any high point for URNQX and EFCNX.


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Drawdown Indicators


URNQXEFCNXDifference

Max Drawdown

Largest peak-to-trough decline

-36.87%

-38.34%

+1.47%

Max Drawdown (1Y)

Largest decline over 1 year

-12.71%

-14.32%

+1.61%

Max Drawdown (5Y)

Largest decline over 5 years

-36.87%

-38.34%

+1.47%

Max Drawdown (10Y)

Largest decline over 10 years

-38.34%

Current Drawdown

Current decline from peak

-9.02%

0.00%

-9.02%

Average Drawdown

Average peak-to-trough decline

-7.14%

-8.74%

+1.60%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.43%

7.45%

-4.02%

Volatility

URNQX vs. EFCNX - Volatility Comparison

Victory Nasdaq 100 Index Fund R6 Shares (URNQX) has a higher volatility of 6.57% compared to Emerald Insights Fund (EFCNX) at 0.00%. This indicates that URNQX's price experiences larger fluctuations and is considered to be riskier than EFCNX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


URNQXEFCNXDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.57%

0.00%

+6.57%

Volatility (6M)

Calculated over the trailing 6-month period

12.89%

5.20%

+7.69%

Volatility (1Y)

Calculated over the trailing 1-year period

22.75%

22.14%

+0.61%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

22.92%

23.15%

-0.23%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

23.39%

22.85%

+0.54%