VEVRX vs. XEMD
Compare and contrast key facts about Victory Sycamore Established Value Fund Class R6 (VEVRX) and BondBloxx JP Morgan USD Emerging Markets 1-10 Year Bond ETF (XEMD).
VEVRX is an actively managed fund by Victory. It was launched on Aug 16, 1983. XEMD is a passively managed fund by BondBloxx that tracks the performance of the JP Morgan EMBI Global Diversified Liquid 1-10 Y Maturity Index - Benchmark TR Gross. It was launched on Jun 28, 2022.
Performance
VEVRX vs. XEMD - Performance Comparison
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VEVRX vs. XEMD - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | |
|---|---|---|---|---|---|
VEVRX Victory Sycamore Established Value Fund Class R6 | 2.91% | 2.66% | 10.18% | 10.46% | 9.28% |
XEMD BondBloxx JP Morgan USD Emerging Markets 1-10 Year Bond ETF | -0.51% | 13.98% | 8.77% | 10.26% | 1.82% |
Returns By Period
In the year-to-date period, VEVRX achieves a 2.91% return, which is significantly higher than XEMD's -0.51% return.
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%
XEMD
- 1D
- 0.83%
- 1M
- -2.61%
- YTD
- -0.51%
- 6M
- 3.45%
- 1Y
- 10.87%
- 3Y*
- 10.10%
- 5Y*
- —
- 10Y*
- —
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VEVRX vs. XEMD - Expense Ratio Comparison
VEVRX has a 0.54% expense ratio, which is higher than XEMD's 0.29% expense ratio.
Return for Risk
VEVRX vs. XEMD — Risk / Return Rank
VEVRX
XEMD
VEVRX vs. XEMD - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Victory Sycamore Established Value Fund Class R6 (VEVRX) and BondBloxx JP Morgan USD Emerging Markets 1-10 Year Bond ETF (XEMD). 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 | XEMD | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.51 | 1.88 | -1.37 |
Sortino ratioReturn per unit of downside risk | 0.86 | 2.64 | -1.78 |
Omega ratioGain probability vs. loss probability | 1.12 | 1.40 | -0.29 |
Calmar ratioReturn relative to maximum drawdown | 0.57 | 3.10 | -2.53 |
Martin ratioReturn relative to average drawdown | 2.36 | 13.23 | -10.87 |
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 | XEMD | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.51 | 1.88 | -1.37 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.43 | — | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.56 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.48 | 1.31 | -0.83 |
Correlation
The correlation between VEVRX and XEMD is 0.49, 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. XEMD - Dividend Comparison
VEVRX's dividend yield for the trailing twelve months is around 5.07%, less than XEMD's 6.10% 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% |
XEMD BondBloxx JP Morgan USD Emerging Markets 1-10 Year Bond ETF | 6.10% | 6.15% | 6.30% | 6.19% | 3.08% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
VEVRX vs. XEMD - Drawdown Comparison
The maximum VEVRX drawdown since its inception was -41.00%, which is greater than XEMD's maximum drawdown of -10.01%. Use the drawdown chart below to compare losses from any high point for VEVRX and XEMD.
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Drawdown Indicators
| VEVRX | XEMD | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -41.00% | -10.01% | -30.99% |
Max Drawdown (1Y)Largest decline over 1 year | -13.10% | -3.52% | -9.58% |
Max Drawdown (5Y)Largest decline over 5 years | -20.25% | — | — |
Max Drawdown (10Y)Largest decline over 10 years | -41.00% | — | — |
Current DrawdownCurrent decline from peak | -6.94% | -2.72% | -4.22% |
Average DrawdownAverage peak-to-trough decline | -5.12% | -1.29% | -3.83% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.14% | 0.82% | +2.32% |
Volatility
VEVRX vs. XEMD - Volatility Comparison
Victory Sycamore Established Value Fund Class R6 (VEVRX) has a higher volatility of 3.89% compared to BondBloxx JP Morgan USD Emerging Markets 1-10 Year Bond ETF (XEMD) at 2.43%. This indicates that VEVRX's price experiences larger fluctuations and is considered to be riskier than XEMD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| VEVRX | XEMD | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.89% | 2.43% | +1.46% |
Volatility (6M)Calculated over the trailing 6-month period | 8.94% | 3.40% | +5.54% |
Volatility (1Y)Calculated over the trailing 1-year period | 17.28% | 5.81% | +11.47% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.07% | 6.94% | +10.13% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 19.20% | 6.94% | +12.26% |