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VETAX vs. VEVIX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

VETAX vs. VEVIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Victory Sycamore Established Value Fund Class A (VETAX) and Victory Sycamore Established Value Fund Class I (VEVIX). The values are adjusted to include any dividend payments, if applicable.

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VETAX vs. VEVIX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
VETAX
Victory Sycamore Established Value Fund Class A
2.79%2.15%9.80%10.06%-2.85%31.49%7.79%28.38%-10.33%15.67%
VEVIX
Victory Sycamore Established Value Fund Class I
2.88%2.64%10.12%10.42%-2.54%31.92%8.11%28.80%-10.05%16.02%

Returns By Period

The year-to-date returns for both investments are quite close, with VETAX having a 2.79% return and VEVIX slightly higher at 2.88%. Both investments have delivered pretty close results over the past 10 years, with VETAX having a 10.32% annualized return and VEVIX not far ahead at 10.66%.


VETAX

1D
-0.35%
1M
-6.84%
YTD
2.79%
6M
2.30%
1Y
7.67%
3Y*
7.67%
5Y*
6.87%
10Y*
10.32%

VEVIX

1D
-0.35%
1M
-6.81%
YTD
2.88%
6M
2.48%
1Y
8.04%
3Y*
8.06%
5Y*
7.24%
10Y*
10.66%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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VETAX vs. VEVIX - Expense Ratio Comparison

VETAX has a 0.89% expense ratio, which is higher than VEVIX's 0.58% expense ratio.


Return for Risk

VETAX vs. VEVIX — Risk / Return Rank

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

VETAX
VETAX Risk / Return Rank: 1818
Overall Rank
VETAX Sharpe Ratio Rank: 1818
Sharpe Ratio Rank
VETAX Sortino Ratio Rank: 1919
Sortino Ratio Rank
VETAX Omega Ratio Rank: 1717
Omega Ratio Rank
VETAX Calmar Ratio Rank: 1818
Calmar Ratio Rank
VETAX Martin Ratio Rank: 2121
Martin Ratio Rank

VEVIX
VEVIX Risk / Return Rank: 1919
Overall Rank
VEVIX Sharpe Ratio Rank: 1818
Sharpe Ratio Rank
VEVIX Sortino Ratio Rank: 1919
Sortino Ratio Rank
VEVIX Omega Ratio Rank: 1818
Omega Ratio Rank
VEVIX Calmar Ratio Rank: 1818
Calmar Ratio Rank
VEVIX Martin Ratio Rank: 2121
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.

VETAX vs. VEVIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Victory Sycamore Established Value Fund Class A (VETAX) and Victory Sycamore Established Value Fund Class I (VEVIX). 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.


VETAXVEVIXDifference

Sharpe ratio

Return per unit of total volatility

0.49

0.51

-0.02

Sortino ratio

Return per unit of downside risk

0.83

0.86

-0.03

Omega ratio

Gain probability vs. loss probability

1.11

1.12

0.00

Calmar ratio

Return relative to maximum drawdown

0.53

0.56

-0.03

Martin ratio

Return relative to average drawdown

2.22

2.34

-0.12

VETAX vs. VEVIX - Sharpe Ratio Comparison

The current VETAX Sharpe Ratio is 0.49, which is comparable to the VEVIX Sharpe Ratio of 0.51. The chart below compares the historical Sharpe Ratios of VETAX and VEVIX, 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


VETAXVEVIXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.49

0.51

-0.02

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.40

0.43

-0.02

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.54

0.56

-0.02

Sharpe Ratio (All Time)

Calculated using the full available price history

0.50

0.61

-0.11

Correlation

The correlation between VETAX and VEVIX is 1.00, 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

VETAX vs. VEVIX - Dividend Comparison

VETAX's dividend yield for the trailing twelve months is around 4.73%, less than VEVIX's 5.03% yield.


TTM20252024202320222021202020192018201720162015
VETAX
Victory Sycamore Established Value Fund Class A
4.73%4.31%11.24%5.86%7.95%8.10%5.20%5.81%10.32%3.03%1.32%11.27%
VEVIX
Victory Sycamore Established Value Fund Class I
5.03%4.77%11.58%6.16%8.27%8.39%5.47%6.11%10.68%3.30%1.48%11.57%

Drawdowns

VETAX vs. VEVIX - Drawdown Comparison

The maximum VETAX drawdown since its inception was -48.94%, which is greater than VEVIX's maximum drawdown of -41.01%. Use the drawdown chart below to compare losses from any high point for VETAX and VEVIX.


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Drawdown Indicators


VETAXVEVIXDifference

Max Drawdown

Largest peak-to-trough decline

-48.94%

-41.01%

-7.93%

Max Drawdown (1Y)

Largest decline over 1 year

-13.10%

-13.11%

+0.01%

Max Drawdown (5Y)

Largest decline over 5 years

-20.47%

-20.28%

-0.19%

Max Drawdown (10Y)

Largest decline over 10 years

-41.04%

-41.01%

-0.03%

Current Drawdown

Current decline from peak

-6.97%

-6.94%

-0.03%

Average Drawdown

Average peak-to-trough decline

-6.37%

-4.28%

-2.09%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.16%

3.14%

+0.02%

Volatility

VETAX vs. VEVIX - Volatility Comparison

Victory Sycamore Established Value Fund Class A (VETAX) and Victory Sycamore Established Value Fund Class I (VEVIX) have volatilities of 3.87% and 3.86%, 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


VETAXVEVIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.87%

3.86%

+0.01%

Volatility (6M)

Calculated over the trailing 6-month period

8.94%

8.93%

+0.01%

Volatility (1Y)

Calculated over the trailing 1-year period

17.28%

17.29%

-0.01%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.06%

17.06%

0.00%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

19.23%

19.23%

0.00%