VEVRX vs. VOE
Compare and contrast key facts about Victory Sycamore Established Value Fund Class R6 (VEVRX) and Vanguard Mid-Cap Value ETF (VOE).
VEVRX is an actively managed fund by Victory. It was launched on Aug 16, 1983. VOE is a passively managed fund by Vanguard that tracks the performance of the CRSP US Mid Cap Value Index. It was launched on Aug 17, 2006.
Performance
VEVRX vs. VOE - Performance Comparison
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VEVRX vs. VOE - 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% |
VOE Vanguard Mid-Cap Value ETF | 4.67% | 12.08% | 14.00% | 9.85% | -7.97% | 28.78% | 2.65% | 27.85% | -12.48% | 17.07% |
Returns By Period
The year-to-date returns for both stocks are quite close, with VEVRX having a 4.72% return and VOE slightly lower at 4.67%. Over the past 10 years, VEVRX has outperformed VOE with an annualized return of 10.91%, while VOE has yielded a comparatively lower 10.23% 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%
VOE
- 1D
- 0.20%
- 1M
- -4.46%
- YTD
- 4.67%
- 6M
- 7.17%
- 1Y
- 17.39%
- 3Y*
- 13.81%
- 5Y*
- 8.66%
- 10Y*
- 10.23%
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VEVRX vs. VOE - Expense Ratio Comparison
VEVRX has a 0.54% expense ratio, which is higher than VOE's 0.07% expense ratio.
Return for Risk
VEVRX vs. VOE — Risk / Return Rank
VEVRX
VOE
VEVRX vs. VOE - 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 ETF (VOE). 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 | VOE | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.58 | 1.06 | -0.48 |
Sortino ratioReturn per unit of downside risk | 0.95 | 1.55 | -0.59 |
Omega ratioGain probability vs. loss probability | 1.13 | 1.22 | -0.09 |
Calmar ratioReturn relative to maximum drawdown | 0.82 | 1.41 | -0.59 |
Martin ratioReturn relative to average drawdown | 3.40 | 6.51 | -3.11 |
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 | VOE | 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 | 0.43 | +0.06 |
Correlation
The correlation between VEVRX and VOE 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. VOE - Dividend Comparison
VEVRX's dividend yield for the trailing twelve months is around 4.98%, more than VOE'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% |
VOE Vanguard Mid-Cap Value ETF | 1.99% | 2.10% | 2.11% | 2.27% | 2.27% | 1.78% | 2.36% | 2.05% | 2.75% | 1.86% | 1.92% | 2.05% |
Drawdowns
VEVRX vs. VOE - Drawdown Comparison
The maximum VEVRX drawdown since its inception was -41.00%, smaller than the maximum VOE drawdown of -61.50%. Use the drawdown chart below to compare losses from any high point for VEVRX and VOE.
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Drawdown Indicators
| VEVRX | VOE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -41.00% | -61.50% | +20.50% |
Max Drawdown (1Y)Largest decline over 1 year | -13.10% | -12.42% | -0.68% |
Max Drawdown (5Y)Largest decline over 5 years | -20.25% | -19.70% | -0.55% |
Max Drawdown (10Y)Largest decline over 10 years | -41.00% | -43.18% | +2.18% |
Current DrawdownCurrent decline from peak | -5.31% | -4.54% | -0.77% |
Average DrawdownAverage peak-to-trough decline | -5.12% | -8.41% | +3.29% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.16% | 2.68% | +0.48% |
Volatility
VEVRX vs. VOE - Volatility Comparison
Victory Sycamore Established Value Fund Class R6 (VEVRX) has a higher volatility of 4.39% compared to Vanguard Mid-Cap Value ETF (VOE) at 4.01%. This indicates that VEVRX's price experiences larger fluctuations and is considered to be riskier than VOE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| VEVRX | VOE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.39% | 4.01% | +0.38% |
Volatility (6M)Calculated over the trailing 6-month period | 9.10% | 8.77% | +0.33% |
Volatility (1Y)Calculated over the trailing 1-year period | 17.33% | 16.46% | +0.87% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.08% | 16.11% | +0.97% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 19.20% | 18.84% | +0.36% |