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VEVIX vs. SMVTX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

VEVIX vs. SMVTX - Performance Comparison

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

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VEVIX vs. SMVTX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
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%
SMVTX
Virtus Ceredex Mid-Cap Value Equity Fund
6.38%17.58%18.93%10.94%-13.89%29.15%-1.19%33.14%-8.01%11.69%

Returns By Period

In the year-to-date period, VEVIX achieves a 2.88% return, which is significantly lower than SMVTX's 6.38% return. Both investments have delivered pretty close results over the past 10 years, with VEVIX having a 10.66% annualized return and SMVTX not far ahead at 11.07%.


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%

SMVTX

1D
-0.93%
1M
-6.55%
YTD
6.38%
6M
11.35%
1Y
31.66%
3Y*
18.40%
5Y*
10.49%
10Y*
11.07%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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VEVIX vs. SMVTX - Expense Ratio Comparison

VEVIX has a 0.58% expense ratio, which is lower than SMVTX's 0.99% expense ratio.


Return for Risk

VEVIX vs. SMVTX — Risk / Return Rank

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

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

SMVTX
SMVTX Risk / Return Rank: 8484
Overall Rank
SMVTX Sharpe Ratio Rank: 8282
Sharpe Ratio Rank
SMVTX Sortino Ratio Rank: 8282
Sortino Ratio Rank
SMVTX Omega Ratio Rank: 8282
Omega Ratio Rank
SMVTX Calmar Ratio Rank: 8383
Calmar Ratio Rank
SMVTX Martin Ratio Rank: 8989
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.

VEVIX vs. SMVTX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Victory Sycamore Established Value Fund Class I (VEVIX) and Virtus Ceredex Mid-Cap Value Equity Fund (SMVTX). 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.


VEVIXSMVTXDifference

Sharpe ratio

Return per unit of total volatility

0.51

1.55

-1.04

Sortino ratio

Return per unit of downside risk

0.86

2.13

-1.27

Omega ratio

Gain probability vs. loss probability

1.12

1.33

-0.21

Calmar ratio

Return relative to maximum drawdown

0.56

2.05

-1.49

Martin ratio

Return relative to average drawdown

2.34

9.92

-7.58

VEVIX vs. SMVTX - Sharpe Ratio Comparison

The current VEVIX Sharpe Ratio is 0.51, which is lower than the SMVTX Sharpe Ratio of 1.55. The chart below compares the historical Sharpe Ratios of VEVIX and SMVTX, 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


VEVIXSMVTXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.51

1.55

-1.04

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.43

0.52

-0.09

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.56

0.54

+0.02

Sharpe Ratio (All Time)

Calculated using the full available price history

0.61

0.47

+0.14

Correlation

The correlation between VEVIX and SMVTX is 0.93, 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

VEVIX vs. SMVTX - Dividend Comparison

VEVIX's dividend yield for the trailing twelve months is around 5.03%, less than SMVTX's 15.45% yield.


TTM20252024202320222021202020192018201720162015
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%
SMVTX
Virtus Ceredex Mid-Cap Value Equity Fund
15.45%16.44%15.96%1.16%6.75%18.53%2.52%5.82%14.47%20.86%3.61%7.05%

Drawdowns

VEVIX vs. SMVTX - Drawdown Comparison

The maximum VEVIX drawdown since its inception was -41.01%, smaller than the maximum SMVTX drawdown of -54.72%. Use the drawdown chart below to compare losses from any high point for VEVIX and SMVTX.


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Drawdown Indicators


VEVIXSMVTXDifference

Max Drawdown

Largest peak-to-trough decline

-41.01%

-54.72%

+13.71%

Max Drawdown (1Y)

Largest decline over 1 year

-13.11%

-14.46%

+1.35%

Max Drawdown (5Y)

Largest decline over 5 years

-20.28%

-25.44%

+5.16%

Max Drawdown (10Y)

Largest decline over 10 years

-41.01%

-45.45%

+4.44%

Current Drawdown

Current decline from peak

-6.94%

-7.02%

+0.08%

Average Drawdown

Average peak-to-trough decline

-4.28%

-8.28%

+4.00%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.14%

2.99%

+0.15%

Volatility

VEVIX vs. SMVTX - Volatility Comparison

The current volatility for Victory Sycamore Established Value Fund Class I (VEVIX) is 3.86%, while Virtus Ceredex Mid-Cap Value Equity Fund (SMVTX) has a volatility of 5.63%. This indicates that VEVIX experiences smaller price fluctuations and is considered to be less risky than SMVTX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


VEVIXSMVTXDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.86%

5.63%

-1.77%

Volatility (6M)

Calculated over the trailing 6-month period

8.93%

11.73%

-2.80%

Volatility (1Y)

Calculated over the trailing 1-year period

17.29%

20.82%

-3.53%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.06%

20.32%

-3.26%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

19.23%

20.57%

-1.34%