VEVRX vs. VMVAX
Compare and contrast key facts about Victory Sycamore Established Value Fund Class R6 (VEVRX) and Vanguard Mid-Cap Value Index Fund Admiral Shares (VMVAX).
VEVRX is an actively managed fund by Victory. It was launched on Aug 16, 1983. VMVAX is managed by Vanguard. It was launched on Sep 27, 2011.
Performance
VEVRX vs. VMVAX - Performance Comparison
Loading graphics...
VEVRX vs. VMVAX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
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% |
VMVAX Vanguard Mid-Cap Value Index Fund Admiral Shares | 4.50% | 12.06% | 13.63% | 10.12% | -7.89% | 28.77% | 2.45% | 28.03% | -12.44% | 17.04% |
Returns By Period
The year-to-date returns for both stocks are quite close, with VEVRX having a 4.72% return and VMVAX slightly lower at 4.50%. Over the past 10 years, VEVRX has outperformed VMVAX with an annualized return of 10.91%, while VMVAX has yielded a comparatively lower 10.19% 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%
VMVAX
- 1D
- 1.57%
- 1M
- -4.65%
- YTD
- 4.50%
- 6M
- 6.96%
- 1Y
- 17.12%
- 3Y*
- 13.73%
- 5Y*
- 8.62%
- 10Y*
- 10.19%
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
VEVRX vs. VMVAX - Expense Ratio Comparison
VEVRX has a 0.54% expense ratio, which is higher than VMVAX's 0.07% expense ratio.
Return for Risk
VEVRX vs. VMVAX — Risk / Return Rank
VEVRX
VMVAX
VEVRX vs. VMVAX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Victory Sycamore Established Value Fund Class R6 (VEVRX) and Vanguard Mid-Cap Value Index Fund Admiral Shares (VMVAX). 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 | VMVAX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.58 | 1.06 | -0.48 |
Sortino ratioReturn per unit of downside risk | 0.95 | 1.54 | -0.59 |
Omega ratioGain probability vs. loss probability | 1.13 | 1.22 | -0.09 |
Calmar ratioReturn relative to maximum drawdown | 0.82 | 1.47 | -0.65 |
Martin ratioReturn relative to average drawdown | 3.40 | 6.86 | -3.46 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading graphics...
Sharpe Ratios by Period
| VEVRX | VMVAX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.58 | 1.06 | -0.48 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.44 | 0.54 | -0.10 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.57 | 0.54 | +0.03 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.49 | 0.68 | -0.18 |
Correlation
The correlation between VEVRX and VMVAX is 0.96, 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. VMVAX - Dividend Comparison
VEVRX's dividend yield for the trailing twelve months is around 4.98%, more than VMVAX's 1.99% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
VMVAX Vanguard Mid-Cap Value Index Fund Admiral Shares | 1.99% | 2.10% | 2.11% | 2.26% | 2.27% | 1.78% | 2.36% | 2.08% | 2.75% | 1.86% | 1.91% | 2.04% |
Drawdowns
VEVRX vs. VMVAX - Drawdown Comparison
The maximum VEVRX drawdown since its inception was -41.00%, roughly equal to the maximum VMVAX drawdown of -43.07%. Use the drawdown chart below to compare losses from any high point for VEVRX and VMVAX.
Loading graphics...
Drawdown Indicators
| VEVRX | VMVAX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -41.00% | -43.07% | +2.07% |
Max Drawdown (1Y)Largest decline over 1 year | -13.10% | -12.42% | -0.68% |
Max Drawdown (5Y)Largest decline over 5 years | -20.25% | -19.75% | -0.50% |
Max Drawdown (10Y)Largest decline over 10 years | -41.00% | -43.07% | +2.07% |
Current DrawdownCurrent decline from peak | -5.31% | -4.72% | -0.59% |
Average DrawdownAverage peak-to-trough decline | -5.12% | -4.41% | -0.71% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.16% | 2.67% | +0.49% |
Volatility
VEVRX vs. VMVAX - Volatility Comparison
Victory Sycamore Established Value Fund Class R6 (VEVRX) and Vanguard Mid-Cap Value Index Fund Admiral Shares (VMVAX) have volatilities of 4.39% and 4.24%, 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.
Loading graphics...
Volatility by Period
| VEVRX | VMVAX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.39% | 4.24% | +0.15% |
Volatility (6M)Calculated over the trailing 6-month period | 9.10% | 8.75% | +0.35% |
Volatility (1Y)Calculated over the trailing 1-year period | 17.33% | 16.36% | +0.97% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.08% | 16.09% | +0.99% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 19.20% | 18.80% | +0.40% |