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VEVRX vs. RSNRX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

VEVRX vs. RSNRX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Victory Sycamore Established Value Fund Class R6 (VEVRX) and Victory Global Energy Transition Fund (RSNRX). The values are adjusted to include any dividend payments, if applicable.

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VEVRX vs. RSNRX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
VEVRX
Victory Sycamore Established Value Fund Class R6
4.72%2.66%10.18%10.46%-2.51%31.96%8.15%28.84%-10.04%16.09%
RSNRX
Victory Global Energy Transition Fund
16.87%69.60%15.94%-8.64%35.02%83.01%27.35%-24.49%-45.81%1.02%

Returns By Period

In the year-to-date period, VEVRX achieves a 4.72% return, which is significantly lower than RSNRX's 16.87% return. Over the past 10 years, VEVRX has underperformed RSNRX with an annualized return of 10.91%, while RSNRX has yielded a comparatively higher 13.96% annualized return.


VEVRX

1D
1.76%
1M
-5.31%
YTD
4.72%
6M
4.88%
1Y
9.69%
3Y*
8.74%
5Y*
7.39%
10Y*
10.91%

RSNRX

1D
1.28%
1M
0.26%
YTD
16.87%
6M
31.78%
1Y
107.01%
3Y*
27.41%
5Y*
30.06%
10Y*
13.96%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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VEVRX vs. RSNRX - Expense Ratio Comparison

VEVRX has a 0.54% expense ratio, which is lower than RSNRX's 1.48% expense ratio.


Return for Risk

VEVRX vs. RSNRX — Risk / Return Rank

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

VEVRX
VEVRX Risk / Return Rank: 2222
Overall Rank
VEVRX Sharpe Ratio Rank: 1919
Sharpe Ratio Rank
VEVRX Sortino Ratio Rank: 2020
Sortino Ratio Rank
VEVRX Omega Ratio Rank: 1919
Omega Ratio Rank
VEVRX Calmar Ratio Rank: 2424
Calmar Ratio Rank
VEVRX Martin Ratio Rank: 2727
Martin Ratio Rank

RSNRX
RSNRX Risk / Return Rank: 9898
Overall Rank
RSNRX Sharpe Ratio Rank: 9999
Sharpe Ratio Rank
RSNRX Sortino Ratio Rank: 9898
Sortino Ratio Rank
RSNRX Omega Ratio Rank: 9797
Omega Ratio Rank
RSNRX Calmar Ratio Rank: 9999
Calmar Ratio Rank
RSNRX Martin Ratio Rank: 9999
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. RSNRX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Victory Sycamore Established Value Fund Class R6 (VEVRX) and Victory Global Energy Transition Fund (RSNRX). 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.


VEVRXRSNRXDifference

Sharpe ratio

Return per unit of total volatility

0.58

4.08

-3.50

Sortino ratio

Return per unit of downside risk

0.95

4.47

-3.51

Omega ratio

Gain probability vs. loss probability

1.13

1.66

-0.53

Calmar ratio

Return relative to maximum drawdown

0.82

7.33

-6.51

Martin ratio

Return relative to average drawdown

3.40

27.20

-23.80

VEVRX vs. RSNRX - Sharpe Ratio Comparison

The current VEVRX Sharpe Ratio is 0.58, which is lower than the RSNRX Sharpe Ratio of 4.08. The chart below compares the historical Sharpe Ratios of VEVRX and RSNRX, 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


VEVRXRSNRXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.58

4.08

-3.50

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.44

1.19

-0.75

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.57

0.44

+0.13

Sharpe Ratio (All Time)

Calculated using the full available price history

0.49

0.29

+0.20

Correlation

The correlation between VEVRX and RSNRX is 0.60, 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. RSNRX - Dividend Comparison

VEVRX's dividend yield for the trailing twelve months is around 4.98%, more than RSNRX's 3.75% yield.


TTM20252024202320222021202020192018201720162015
VEVRX
Victory Sycamore Established Value Fund Class R6
4.98%4.81%11.61%6.20%8.30%8.42%5.50%6.12%10.72%3.36%1.53%11.57%
RSNRX
Victory Global Energy Transition Fund
3.75%4.38%1.65%2.36%0.78%0.00%0.05%0.00%0.00%0.00%0.00%0.00%

Drawdowns

VEVRX vs. RSNRX - Drawdown Comparison

The maximum VEVRX drawdown since its inception was -41.00%, smaller than the maximum RSNRX drawdown of -89.73%. Use the drawdown chart below to compare losses from any high point for VEVRX and RSNRX.


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Drawdown Indicators


VEVRXRSNRXDifference

Max Drawdown

Largest peak-to-trough decline

-41.00%

-89.73%

+48.73%

Max Drawdown (1Y)

Largest decline over 1 year

-13.10%

-14.36%

+1.26%

Max Drawdown (5Y)

Largest decline over 5 years

-20.25%

-25.44%

+5.19%

Max Drawdown (10Y)

Largest decline over 10 years

-41.00%

-84.27%

+43.27%

Current Drawdown

Current decline from peak

-5.31%

-0.65%

-4.66%

Average Drawdown

Average peak-to-trough decline

-5.12%

-26.07%

+20.95%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.16%

3.87%

-0.71%

Volatility

VEVRX vs. RSNRX - Volatility Comparison

The current volatility for Victory Sycamore Established Value Fund Class R6 (VEVRX) is 4.39%, while Victory Global Energy Transition Fund (RSNRX) has a volatility of 6.66%. This indicates that VEVRX experiences smaller price fluctuations and is considered to be less risky than RSNRX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


VEVRXRSNRXDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.39%

6.66%

-2.27%

Volatility (6M)

Calculated over the trailing 6-month period

9.10%

19.24%

-10.14%

Volatility (1Y)

Calculated over the trailing 1-year period

17.33%

26.79%

-9.46%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.08%

25.47%

-8.39%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

19.20%

31.80%

-12.60%