VETAX vs. VMVIX
Compare and contrast key facts about Victory Sycamore Established Value Fund Class A (VETAX) and Vanguard Mid-Cap Value Index Fund (VMVIX).
VETAX is an actively managed fund by Victory Capital. It was launched on May 5, 2000. VMVIX is managed by Vanguard. It was launched on Aug 17, 2006.
Performance
VETAX vs. VMVIX - Performance Comparison
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VETAX vs. VMVIX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
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% |
VMVIX Vanguard Mid-Cap Value Index Fund | 2.87% | 11.22% | 13.48% | 10.00% | -8.00% | 28.60% | 2.33% | 27.85% | -12.57% | 16.91% |
Returns By Period
The year-to-date returns for both investments are quite close, with VETAX having a 2.79% return and VMVIX slightly higher at 2.87%. Both investments have delivered pretty close results over the past 10 years, with VETAX having a 10.32% annualized return and VMVIX not far behind at 9.82%.
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%
VMVIX
- 1D
- -0.35%
- 1M
- -6.11%
- YTD
- 2.87%
- 6M
- 4.99%
- 1Y
- 15.27%
- 3Y*
- 12.77%
- 5Y*
- 8.26%
- 10Y*
- 9.82%
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VETAX vs. VMVIX - Expense Ratio Comparison
VETAX has a 0.89% expense ratio, which is higher than VMVIX's 0.19% expense ratio.
Return for Risk
VETAX vs. VMVIX — Risk / Return Rank
VETAX
VMVIX
VETAX vs. VMVIX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Victory Sycamore Established Value Fund Class A (VETAX) and Vanguard Mid-Cap Value Index Fund (VMVIX). 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.
| VETAX | VMVIX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.49 | 1.01 | -0.52 |
Sortino ratioReturn per unit of downside risk | 0.83 | 1.48 | -0.65 |
Omega ratioGain probability vs. loss probability | 1.11 | 1.21 | -0.10 |
Calmar ratioReturn relative to maximum drawdown | 0.53 | 1.20 | -0.67 |
Martin ratioReturn relative to average drawdown | 2.22 | 5.63 | -3.41 |
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
| VETAX | VMVIX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.49 | 1.01 | -0.52 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.40 | 0.52 | -0.11 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.54 | 0.52 | +0.01 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.50 | 0.41 | +0.09 |
Correlation
The correlation between VETAX and VMVIX is 0.96, 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. VMVIX - Dividend Comparison
VETAX's dividend yield for the trailing twelve months is around 4.73%, more than VMVIX's 1.90% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
VMVIX Vanguard Mid-Cap Value Index Fund | 1.90% | 1.42% | 1.99% | 2.15% | 2.15% | 1.67% | 2.26% | 1.95% | 2.60% | 1.75% | 1.81% | 1.91% |
Drawdowns
VETAX vs. VMVIX - Drawdown Comparison
The maximum VETAX drawdown since its inception was -48.94%, smaller than the maximum VMVIX drawdown of -61.61%. Use the drawdown chart below to compare losses from any high point for VETAX and VMVIX.
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Drawdown Indicators
| VETAX | VMVIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -48.94% | -61.61% | +12.67% |
Max Drawdown (1Y)Largest decline over 1 year | -13.10% | -12.43% | -0.67% |
Max Drawdown (5Y)Largest decline over 5 years | -20.47% | -19.81% | -0.66% |
Max Drawdown (10Y)Largest decline over 10 years | -41.04% | -43.08% | +2.04% |
Current DrawdownCurrent decline from peak | -6.97% | -6.20% | -0.77% |
Average DrawdownAverage peak-to-trough decline | -6.37% | -8.52% | +2.15% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.16% | 2.65% | +0.51% |
Volatility
VETAX vs. VMVIX - Volatility Comparison
Victory Sycamore Established Value Fund Class A (VETAX) and Vanguard Mid-Cap Value Index Fund (VMVIX) have volatilities of 3.87% and 3.82%, 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
| VETAX | VMVIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.87% | 3.82% | +0.05% |
Volatility (6M)Calculated over the trailing 6-month period | 8.94% | 8.62% | +0.32% |
Volatility (1Y)Calculated over the trailing 1-year period | 17.28% | 16.33% | +0.95% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.06% | 16.08% | +0.98% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 19.23% | 18.80% | +0.43% |