VICEX vs. GWOAX
Compare and contrast key facts about USA Mutuals Vice Fund (VICEX) and GMO Global Developed Equity Allocation Fund (GWOAX).
VICEX is managed by USA Mutuals. It was launched on Aug 29, 2002. GWOAX is managed by GMO. It was launched on Jun 15, 2005.
Performance
VICEX vs. GWOAX - Performance Comparison
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VICEX vs. GWOAX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
VICEX USA Mutuals Vice Fund | -1.25% | 20.25% | 4.40% | -2.18% | 3.41% | -1.36% | -0.89% | 26.26% | -21.27% | 25.71% |
GWOAX GMO Global Developed Equity Allocation Fund | 0.36% | 28.37% | 6.14% | 22.49% | -14.10% | 18.53% | 10.53% | 26.56% | -12.95% | 25.63% |
Returns By Period
In the year-to-date period, VICEX achieves a -1.25% return, which is significantly lower than GWOAX's 0.36% return. Over the past 10 years, VICEX has underperformed GWOAX with an annualized return of 4.79%, while GWOAX has yielded a comparatively higher 10.74% annualized return.
VICEX
- 1D
- -0.42%
- 1M
- -10.00%
- YTD
- -1.25%
- 6M
- -4.10%
- 1Y
- 11.07%
- 3Y*
- 5.47%
- 5Y*
- 2.51%
- 10Y*
- 4.79%
GWOAX
- 1D
- -0.13%
- 1M
- -8.51%
- YTD
- 0.36%
- 6M
- 7.28%
- 1Y
- 25.54%
- 3Y*
- 16.14%
- 5Y*
- 9.19%
- 10Y*
- 10.74%
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VICEX vs. GWOAX - Expense Ratio Comparison
VICEX has a 1.59% expense ratio, which is higher than GWOAX's 0.01% expense ratio.
Return for Risk
VICEX vs. GWOAX — Risk / Return Rank
VICEX
GWOAX
VICEX vs. GWOAX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for USA Mutuals Vice Fund (VICEX) and GMO Global Developed Equity Allocation Fund (GWOAX). 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.
| VICEX | GWOAX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.80 | 1.62 | -0.82 |
Sortino ratioReturn per unit of downside risk | 1.13 | 2.24 | -1.11 |
Omega ratioGain probability vs. loss probability | 1.16 | 1.33 | -0.18 |
Calmar ratioReturn relative to maximum drawdown | 0.89 | 2.07 | -1.18 |
Martin ratioReturn relative to average drawdown | 3.11 | 9.35 | -6.24 |
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
| VICEX | GWOAX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.80 | 1.62 | -0.82 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.19 | 0.61 | -0.42 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.31 | 0.65 | -0.34 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.50 | 0.43 | +0.07 |
Correlation
The correlation between VICEX and GWOAX is 0.77, 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
VICEX vs. GWOAX - Dividend Comparison
VICEX's dividend yield for the trailing twelve months is around 13.47%, more than GWOAX's 4.45% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
VICEX USA Mutuals Vice Fund | 13.47% | 13.30% | 5.70% | 10.54% | 8.24% | 16.06% | 3.99% | 4.76% | 1.02% | 3.15% | 20.81% | 1.21% |
GWOAX GMO Global Developed Equity Allocation Fund | 4.45% | 4.46% | 0.60% | 6.10% | 7.27% | 12.75% | 3.85% | 4.33% | 3.02% | 3.05% | 6.43% | 12.47% |
Drawdowns
VICEX vs. GWOAX - Drawdown Comparison
The maximum VICEX drawdown since its inception was -54.58%, which is greater than GWOAX's maximum drawdown of -49.84%. Use the drawdown chart below to compare losses from any high point for VICEX and GWOAX.
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Drawdown Indicators
| VICEX | GWOAX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -54.58% | -49.84% | -4.74% |
Max Drawdown (1Y)Largest decline over 1 year | -10.79% | -11.43% | +0.64% |
Max Drawdown (5Y)Largest decline over 5 years | -24.12% | -26.21% | +2.09% |
Max Drawdown (10Y)Largest decline over 10 years | -40.91% | -35.28% | -5.63% |
Current DrawdownCurrent decline from peak | -10.79% | -8.78% | -2.01% |
Average DrawdownAverage peak-to-trough decline | -10.49% | -9.06% | -1.43% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.07% | 2.53% | +0.54% |
Volatility
VICEX vs. GWOAX - Volatility Comparison
The current volatility for USA Mutuals Vice Fund (VICEX) is 4.33%, while GMO Global Developed Equity Allocation Fund (GWOAX) has a volatility of 5.02%. This indicates that VICEX experiences smaller price fluctuations and is considered to be less risky than GWOAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| VICEX | GWOAX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.33% | 5.02% | -0.69% |
Volatility (6M)Calculated over the trailing 6-month period | 9.27% | 9.33% | -0.06% |
Volatility (1Y)Calculated over the trailing 1-year period | 13.10% | 15.73% | -2.63% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 13.25% | 15.16% | -1.91% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.47% | 16.46% | -0.99% |