VEVRX vs. VTSAX

Last updated Jun 16, 2026

VEVRX (Victory Sycamore Established Value Fund Class R6) and VTSAX (Vanguard Total Stock Market Index Fund Admiral Shares) are both mutual funds - VEVRX is a Mid Cap Value Equities fund actively managed by Victory, while VTSAX is a Large Cap Blend Equities fund managed by Vanguard. Over the past 10 years, VEVRX returned 11.44%/yr vs 15.01%/yr for VTSAX. Their correlation of 0.85 suggests significant overlap in exposure. VEVRX charges 0.54%/yr vs 0.04%/yr for VTSAX.

Performance

VEVRX vs. VTSAX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Victory Sycamore Established Value Fund Class R6 (VEVRX) and Vanguard Total Stock Market Index Fund Admiral Shares (VTSAX). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, VEVRX achieves a 13.42% return, which is significantly higher than VTSAX's 9.65% return. Over the past 10 years, VEVRX has underperformed VTSAX with an annualized return of 11.44%, while VTSAX has yielded a comparatively higher 15.01% annualized return.

VEVRX

• 1D: 0.93%
• 1M: 4.55%
• YTD: 13.42%
• 6M: 11.92%
• 1Y: 19.33%
• 3Y*: 11.54%
• 5Y*: 7.70%
• 10Y*: 11.44%

VTSAX

• 1D: 0.50%
• 1M: 1.05%
• YTD: 9.65%
• 6M: 9.97%
• 1Y: 26.30%
• 3Y*: 20.61%
• 5Y*: 12.20%
• 10Y*: 15.01%

*Multi-year figures are annualized to reflect compound growth (CAGR)

VEVRX vs. VTSAX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
VEVRX Victory Sycamore Established Value Fund Class R6	13.42%	2.66%	10.18%	10.46%	-2.51%	31.96%	8.15%	28.84%	-10.04%	16.09%
VTSAX Vanguard Total Stock Market Index Fund Admiral Shares	9.65%	17.12%	23.23%	26.51%	-19.52%	25.72%	20.98%	30.79%	-5.18%	21.16%

Correlation

The correlation between VEVRX and VTSAX is 0.63, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.63
Correlation (3Y) Calculated over the trailing 3-year period	0.73
Correlation (5Y) Calculated over the trailing 5-year period	0.80
Correlation (10Y) Calculated over the trailing 10-year period	0.82
Correlation (All Time) Calculated using the full available price history since Mar 10, 2014	0.85

Over the past year, the correlation between VEVRX and VTSAX has dropped to 0.63 - well below their long-term average of 0.85, suggesting their price drivers have been diverging.

Return for Risk

VEVRX vs. VTSAX — Risk / Return Rank

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

VEVRX

VEVRX Risk / Return Rank: 38
VEVRX Sharpe Ratio Rank: 33
VEVRX Sortino Ratio Rank: 37
VEVRX Omega Ratio Rank: 30
VEVRX Calmar Ratio Rank: 50
VEVRX Martin Ratio Rank: 39

VTSAX

VTSAX Risk / Return Rank: 65
VTSAX Sharpe Ratio Rank: 62
VTSAX Sortino Ratio Rank: 57
VTSAX Omega Ratio Rank: 58
VTSAX Calmar Ratio Rank: 68
VTSAX Martin Ratio Rank: 79

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. VTSAX - 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 Total Stock Market Index Fund Admiral Shares (VTSAX). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.

	VEVRX	VTSAX	Difference
Sharpe ratio: Return per unit of total volatility	1.44	1.96	-0.52
Sortino ratio: Return per unit of downside risk	2.20	2.67	-0.47
Omega ratio: Gain probability vs. loss probability	1.25	1.35	-0.10
Calmar ratio: Return relative to maximum drawdown	2.40	2.79	-0.39
Martin ratio: Return relative to average drawdown	7.52	12.56	-5.04

VEVRX vs. VTSAX - Sharpe Ratio Comparison

The current VEVRX Sharpe Ratio is 1.44, which is comparable to the VTSAX Sharpe Ratio of 1.96. The chart below compares the historical Sharpe Ratios of VEVRX and VTSAX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Drawdowns

VEVRX vs. VTSAX - Drawdown Comparison

The maximum VEVRX drawdown since its inception was -41.00%, smaller than the maximum VTSAX drawdown of -55.33%. Use the drawdown chart below to compare losses from any high point for VEVRX and VTSAX.

Drawdown Indicators

	VEVRX	VTSAX	Difference
Max Drawdown Largest peak-to-trough decline	-41.00%	-55.33%	+14.33%
Max Drawdown (1Y) Largest decline over 1 year	-7.49%	-8.92%	+1.43%
Max Drawdown (3Y) Largest decline over 3 years	-20.25%	-19.36%	-0.89%
Max Drawdown (5Y) Largest decline over 5 years	-20.25%	-25.36%	+5.11%
Max Drawdown (10Y) Largest decline over 10 years	-41.00%	-34.97%	-6.03%
Current Drawdown Current decline from peak	0.00%	-2.07%	+2.07%
Average Drawdown Average peak-to-trough decline	-5.06%	-9.00%	+3.94%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.39%	1.98%	+0.41%

Volatility

VEVRX vs. VTSAX - Volatility Comparison

The current volatility for Victory Sycamore Established Value Fund Class R6 (VEVRX) is 3.56%, while Vanguard Total Stock Market Index Fund Admiral Shares (VTSAX) has a volatility of 4.59%. This indicates that VEVRX experiences smaller price fluctuations and is considered to be less risky than VTSAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	VEVRX	VTSAX	Difference
Volatility (1M) Calculated over the trailing 1-month period	3.56%	4.59%	-1.03%
Volatility (6M) Calculated over the trailing 6-month period	8.87%	9.92%	-1.05%
Volatility (1Y) Calculated over the trailing 1-year period	12.51%	12.71%	-0.20%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	17.07%	17.43%	-0.36%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	19.21%	18.44%	+0.77%

VEVRX vs. VTSAX - Expense Ratio Comparison

VEVRX has a 0.54% expense ratio, which is higher than VTSAX's 0.04% expense ratio.

Dividends

VEVRX vs. VTSAX - Dividend Comparison

VEVRX's dividend yield for the trailing twelve months is around 4.60%, more than VTSAX's 1.02% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
VEVRX Victory Sycamore Established Value Fund Class R6	4.60%	4.81%	11.61%	6.20%	8.30%	8.42%	5.50%	6.12%	10.72%	3.36%	1.53%	11.57%
VTSAX Vanguard Total Stock Market Index Fund Admiral Shares	1.02%	1.11%	1.26%	1.42%	1.65%	1.20%	1.41%	1.76%	2.03%	1.71%	1.92%	1.98%

Frequently Asked Questions

Can I hold both VEVRX and VTSAX in my portfolio?

VEVRX and VTSAX have a correlation of 0.63, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, VEVRX or VTSAX?

VTSAX has higher volatility (4.59%) compared to VEVRX (3.56%). In terms of maximum drawdown, VEVRX dropped -41.00% vs VTSAX's -55.33%.

Which has better risk-adjusted returns?

VTSAX currently has the higher Sharpe Ratio (1.96 vs 1.44), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.