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VEVRX vs. RERGX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

VEVRX vs. RERGX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Victory Sycamore Established Value Fund Class R6 (VEVRX) and American Funds EuroPacific Growth Fund Class R-6 (RERGX). The values are adjusted to include any dividend payments, if applicable.

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VEVRX vs. RERGX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
VEVRX
Victory Sycamore Established Value Fund Class R6
2.91%2.66%10.18%10.46%-2.51%31.96%8.15%28.84%-10.04%16.09%
RERGX
American Funds EuroPacific Growth Fund Class R-6
-5.45%29.34%3.00%16.11%-22.77%2.84%25.27%27.40%-17.33%31.19%

Returns By Period

In the year-to-date period, VEVRX achieves a 2.91% return, which is significantly higher than RERGX's -5.45% return. Over the past 10 years, VEVRX has outperformed RERGX with an annualized return of 10.71%, while RERGX has yielded a comparatively lower 7.68% annualized return.


VEVRX

1D
-0.32%
1M
-6.79%
YTD
2.91%
6M
2.50%
1Y
8.08%
3Y*
8.11%
5Y*
7.28%
10Y*
10.71%

RERGX

1D
-0.16%
1M
-12.20%
YTD
-5.45%
6M
-0.97%
1Y
19.17%
3Y*
10.00%
5Y*
3.13%
10Y*
7.68%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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VEVRX vs. RERGX - Expense Ratio Comparison

VEVRX has a 0.54% expense ratio, which is higher than RERGX's 0.46% expense ratio.


Return for Risk

VEVRX vs. RERGX — Risk / Return Rank

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

VEVRX
VEVRX Risk / Return Rank: 2020
Overall Rank
VEVRX Sharpe Ratio Rank: 2020
Sharpe Ratio Rank
VEVRX Sortino Ratio Rank: 2121
Sortino Ratio Rank
VEVRX Omega Ratio Rank: 2020
Omega Ratio Rank
VEVRX Calmar Ratio Rank: 1919
Calmar Ratio Rank
VEVRX Martin Ratio Rank: 2222
Martin Ratio Rank

RERGX
RERGX Risk / Return Rank: 5757
Overall Rank
RERGX Sharpe Ratio Rank: 6363
Sharpe Ratio Rank
RERGX Sortino Ratio Rank: 6060
Sortino Ratio Rank
RERGX Omega Ratio Rank: 5656
Omega Ratio Rank
RERGX Calmar Ratio Rank: 5454
Calmar Ratio Rank
RERGX Martin Ratio Rank: 5050
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.

VEVRX vs. RERGX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Victory Sycamore Established Value Fund Class R6 (VEVRX) and American Funds EuroPacific Growth Fund Class R-6 (RERGX). 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.


VEVRXRERGXDifference

Sharpe ratio

Return per unit of total volatility

0.51

1.10

-0.59

Sortino ratio

Return per unit of downside risk

0.86

1.52

-0.66

Omega ratio

Gain probability vs. loss probability

1.12

1.22

-0.10

Calmar ratio

Return relative to maximum drawdown

0.57

1.27

-0.70

Martin ratio

Return relative to average drawdown

2.36

4.87

-2.51

VEVRX vs. RERGX - Sharpe Ratio Comparison

The current VEVRX Sharpe Ratio is 0.51, which is lower than the RERGX Sharpe Ratio of 1.10. The chart below compares the historical Sharpe Ratios of VEVRX and RERGX, 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


VEVRXRERGXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.51

1.10

-0.59

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.43

0.19

+0.24

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.56

0.46

+0.10

Sharpe Ratio (All Time)

Calculated using the full available price history

0.48

0.37

+0.12

Correlation

The correlation between VEVRX and RERGX is 0.68, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Dividends

VEVRX vs. RERGX - Dividend Comparison

VEVRX's dividend yield for the trailing twelve months is around 5.07%, less than RERGX's 14.76% yield.


TTM20252024202320222021202020192018201720162015
VEVRX
Victory Sycamore Established Value Fund Class R6
5.07%4.81%11.61%6.20%8.30%8.42%5.50%6.12%10.72%3.36%1.53%11.57%
RERGX
American Funds EuroPacific Growth Fund Class R-6
14.76%13.95%4.96%3.95%2.02%10.19%0.41%3.14%3.17%4.99%1.64%3.43%

Drawdowns

VEVRX vs. RERGX - Drawdown Comparison

The maximum VEVRX drawdown since its inception was -41.00%, which is greater than RERGX's maximum drawdown of -37.30%. Use the drawdown chart below to compare losses from any high point for VEVRX and RERGX.


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Drawdown Indicators


VEVRXRERGXDifference

Max Drawdown

Largest peak-to-trough decline

-41.00%

-37.30%

-3.70%

Max Drawdown (1Y)

Largest decline over 1 year

-13.10%

-12.52%

-0.58%

Max Drawdown (5Y)

Largest decline over 5 years

-20.25%

-37.30%

+17.05%

Max Drawdown (10Y)

Largest decline over 10 years

-41.00%

-37.30%

-3.70%

Current Drawdown

Current decline from peak

-6.94%

-12.52%

+5.58%

Average Drawdown

Average peak-to-trough decline

-5.12%

-9.28%

+4.16%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.14%

3.25%

-0.11%

Volatility

VEVRX vs. RERGX - Volatility Comparison

The current volatility for Victory Sycamore Established Value Fund Class R6 (VEVRX) is 3.89%, while American Funds EuroPacific Growth Fund Class R-6 (RERGX) has a volatility of 6.59%. This indicates that VEVRX experiences smaller price fluctuations and is considered to be less risky than RERGX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


VEVRXRERGXDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.89%

6.59%

-2.70%

Volatility (6M)

Calculated over the trailing 6-month period

8.94%

11.23%

-2.29%

Volatility (1Y)

Calculated over the trailing 1-year period

17.28%

16.21%

+1.07%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.07%

16.43%

+0.64%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

19.20%

16.78%

+2.42%