VEVIX vs. VMVIX
Compare and contrast key facts about Victory Sycamore Established Value Fund Class I (VEVIX) and Vanguard Mid-Cap Value Index Fund (VMVIX).
VEVIX is an actively managed fund by Victory Capital. It was launched on Mar 1, 2010. VMVIX is managed by Vanguard. It was launched on Aug 17, 2006.
Performance
VEVIX vs. VMVIX - Performance Comparison
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VEVIX vs. VMVIX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
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% |
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 stocks are quite close, with VEVIX having a 2.88% return and VMVIX slightly lower at 2.87%. Over the past 10 years, VEVIX has outperformed VMVIX with an annualized return of 10.66%, while VMVIX has yielded a comparatively lower 9.82% annualized return.
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%
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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VEVIX vs. VMVIX - Expense Ratio Comparison
VEVIX has a 0.58% expense ratio, which is higher than VMVIX's 0.19% expense ratio.
Return for Risk
VEVIX vs. VMVIX — Risk / Return Rank
VEVIX
VMVIX
VEVIX vs. VMVIX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Victory Sycamore Established Value Fund Class I (VEVIX) 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.
| VEVIX | VMVIX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.51 | 1.01 | -0.50 |
Sortino ratioReturn per unit of downside risk | 0.86 | 1.48 | -0.62 |
Omega ratioGain probability vs. loss probability | 1.12 | 1.21 | -0.09 |
Calmar ratioReturn relative to maximum drawdown | 0.56 | 1.20 | -0.64 |
Martin ratioReturn relative to average drawdown | 2.34 | 5.63 | -3.29 |
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
| VEVIX | VMVIX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.51 | 1.01 | -0.50 |
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 | 0.52 | +0.03 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.61 | 0.41 | +0.20 |
Correlation
The correlation between VEVIX and VMVIX is 0.97, 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. VMVIX - Dividend Comparison
VEVIX's dividend yield for the trailing twelve months is around 5.03%, more than VMVIX's 1.90% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
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
VEVIX vs. VMVIX - Drawdown Comparison
The maximum VEVIX drawdown since its inception was -41.01%, smaller than the maximum VMVIX drawdown of -61.61%. Use the drawdown chart below to compare losses from any high point for VEVIX and VMVIX.
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Drawdown Indicators
| VEVIX | VMVIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -41.01% | -61.61% | +20.60% |
Max Drawdown (1Y)Largest decline over 1 year | -13.11% | -12.43% | -0.68% |
Max Drawdown (5Y)Largest decline over 5 years | -20.28% | -19.81% | -0.47% |
Max Drawdown (10Y)Largest decline over 10 years | -41.01% | -43.08% | +2.07% |
Current DrawdownCurrent decline from peak | -6.94% | -6.20% | -0.74% |
Average DrawdownAverage peak-to-trough decline | -4.28% | -8.52% | +4.24% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.14% | 2.65% | +0.49% |
Volatility
VEVIX vs. VMVIX - Volatility Comparison
Victory Sycamore Established Value Fund Class I (VEVIX) and Vanguard Mid-Cap Value Index Fund (VMVIX) have volatilities of 3.86% 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
| VEVIX | VMVIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.86% | 3.82% | +0.04% |
Volatility (6M)Calculated over the trailing 6-month period | 8.93% | 8.62% | +0.31% |
Volatility (1Y)Calculated over the trailing 1-year period | 17.29% | 16.33% | +0.96% |
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% |