VEVRX vs. SPMD
Compare and contrast key facts about Victory Sycamore Established Value Fund Class R6 (VEVRX) and SPDR Portfolio S&P 400 Mid Cap ETF (SPMD).
VEVRX is an actively managed fund by Victory. It was launched on Aug 16, 1983. SPMD is a passively managed fund by State Street that tracks the performance of the S&P MidCap 400 Index. It was launched on Nov 8, 2005.
Performance
VEVRX vs. SPMD - Performance Comparison
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VEVRX vs. SPMD - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
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% |
SPMD SPDR Portfolio S&P 400 Mid Cap ETF | 2.59% | 7.44% | 13.91% | 16.48% | -13.13% | 24.76% | 13.46% | 25.19% | -10.34% | 15.12% |
Returns By Period
In the year-to-date period, VEVRX achieves a 2.91% return, which is significantly higher than SPMD's 2.59% return. Both investments have delivered pretty close results over the past 10 years, with VEVRX having a 10.71% annualized return and SPMD not far ahead at 10.73%.
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%
SPMD
- 1D
- 2.99%
- 1M
- -5.29%
- YTD
- 2.59%
- 6M
- 4.27%
- 1Y
- 17.37%
- 3Y*
- 12.11%
- 5Y*
- 6.60%
- 10Y*
- 10.73%
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VEVRX vs. SPMD - Expense Ratio Comparison
VEVRX has a 0.54% expense ratio, which is higher than SPMD's 0.05% expense ratio.
Return for Risk
VEVRX vs. SPMD — Risk / Return Rank
VEVRX
SPMD
VEVRX vs. SPMD - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Victory Sycamore Established Value Fund Class R6 (VEVRX) and SPDR Portfolio S&P 400 Mid Cap ETF (SPMD). 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.
| VEVRX | SPMD | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.51 | 0.83 | -0.31 |
Sortino ratioReturn per unit of downside risk | 0.86 | 1.30 | -0.44 |
Omega ratioGain probability vs. loss probability | 1.12 | 1.18 | -0.06 |
Calmar ratioReturn relative to maximum drawdown | 0.57 | 1.25 | -0.69 |
Martin ratioReturn relative to average drawdown | 2.36 | 5.41 | -3.05 |
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
| VEVRX | SPMD | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.51 | 0.83 | -0.31 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.43 | 0.34 | +0.09 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.56 | 0.51 | +0.05 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.48 | 0.43 | +0.06 |
Correlation
The correlation between VEVRX and SPMD is 0.89, 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
VEVRX vs. SPMD - Dividend Comparison
VEVRX's dividend yield for the trailing twelve months is around 5.07%, more than SPMD's 1.37% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
SPMD SPDR Portfolio S&P 400 Mid Cap ETF | 1.37% | 1.39% | 1.42% | 1.47% | 1.64% | 1.24% | 1.30% | 1.57% | 1.85% | 1.97% | 2.13% | 5.33% |
Drawdowns
VEVRX vs. SPMD - Drawdown Comparison
The maximum VEVRX drawdown since its inception was -41.00%, smaller than the maximum SPMD drawdown of -57.62%. Use the drawdown chart below to compare losses from any high point for VEVRX and SPMD.
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Drawdown Indicators
| VEVRX | SPMD | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -41.00% | -57.62% | +16.62% |
Max Drawdown (1Y)Largest decline over 1 year | -13.10% | -14.12% | +1.02% |
Max Drawdown (5Y)Largest decline over 5 years | -20.25% | -24.08% | +3.83% |
Max Drawdown (10Y)Largest decline over 10 years | -41.00% | -41.86% | +0.86% |
Current DrawdownCurrent decline from peak | -6.94% | -6.13% | -0.81% |
Average DrawdownAverage peak-to-trough decline | -5.12% | -8.18% | +3.06% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.14% | 3.27% | -0.13% |
Volatility
VEVRX vs. SPMD - Volatility Comparison
The current volatility for Victory Sycamore Established Value Fund Class R6 (VEVRX) is 3.89%, while SPDR Portfolio S&P 400 Mid Cap ETF (SPMD) has a volatility of 6.56%. This indicates that VEVRX experiences smaller price fluctuations and is considered to be less risky than SPMD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| VEVRX | SPMD | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.89% | 6.56% | -2.67% |
Volatility (6M)Calculated over the trailing 6-month period | 8.94% | 11.95% | -3.01% |
Volatility (1Y)Calculated over the trailing 1-year period | 17.28% | 21.11% | -3.83% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.07% | 19.71% | -2.64% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 19.20% | 21.18% | -1.98% |