VSORX vs. BOSOX

Last updated Jul 11, 2026

VSORX (Victory Sycamore Small Company Opportunity Fund Class R6) and BOSOX (Boston Trust Small Cap Fund) are both Small Cap Blend Equities funds. Over the past 10 years, VSORX returned 10.55%/yr vs 10.64%/yr for BOSOX. Their correlation of 0.95 suggests significant overlap in exposure. VSORX charges 0.85%/yr vs 1.00%/yr for BOSOX.

Performance

VSORX vs. BOSOX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Victory Sycamore Small Company Opportunity Fund Class R6 (VSORX) and Boston Trust Small Cap Fund (BOSOX). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, VSORX achieves a 18.59% return, which is significantly higher than BOSOX's 12.73% return. Both investments have delivered pretty close results over the past 10 years, with VSORX having a 10.55% annualized return and BOSOX not far ahead at 10.64%.

VSORX

• 1D: 1.15%
• 1M: -0.04%
• 6M: 13.15%
• YTD: 18.59%
• 1Y: 23.02%
• 3Y*: 11.23%
• 5Y*: 7.28%
• 10Y*: 10.55%

BOSOX

• 1D: 1.08%
• 1M: 2.02%
• 6M: 7.60%
• YTD: 12.73%
• 1Y: 10.75%
• 3Y*: 9.04%
• 5Y*: 6.05%
• 10Y*: 10.64%

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

VSORX vs. BOSOX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
VSORX Victory Sycamore Small Company Opportunity Fund Class R6	18.59%	1.77%	5.50%	11.71%	-6.51%	25.47%	4.81%	27.04%	-8.41%	11.89%
BOSOX Boston Trust Small Cap Fund	12.73%	-4.04%	12.52%	10.09%	-9.05%	28.10%	8.27%	38.35%	-6.01%	12.24%

Correlation

The correlation between VSORX and BOSOX is 0.93, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.93
Correlation (3Y) Calculated over the trailing 3-year period	0.94
Correlation (5Y) Calculated over the trailing 5-year period	0.94
Correlation (10Y) Calculated over the trailing 10-year period	0.95
Correlation (All Time) Calculated using the full available price history since Jan 4, 2016	0.95

The correlation between VSORX and BOSOX has been stable across timeframes, ranging from 0.93 to 0.95 - a consistent structural relationship.

Return for Risk

VSORX vs. BOSOX — Risk / Return Rank

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

VSORX

VSORX Risk / Return Rank: 41
VSORX Sharpe Ratio Rank: 37
VSORX Sortino Ratio Rank: 42
VSORX Omega Ratio Rank: 36
VSORX Calmar Ratio Rank: 47
VSORX Martin Ratio Rank: 41

BOSOX

BOSOX Risk / Return Rank: 13
BOSOX Sharpe Ratio Rank: 11
BOSOX Sortino Ratio Rank: 13
BOSOX Omega Ratio Rank: 11
BOSOX Calmar Ratio Rank: 14
BOSOX Martin Ratio Rank: 14

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.

VSORX vs. BOSOX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Victory Sycamore Small Company Opportunity Fund Class R6 (VSORX) and Boston Trust Small Cap Fund (BOSOX). 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.

	VSORX	BOSOX	Difference
Sharpe ratio: Return per unit of total volatility	1.35	0.63	+0.72
Sortino ratio: Return per unit of downside risk	2.11	1.06	+1.04
Omega ratio: Gain probability vs. loss probability	1.24	1.12	+0.13
Calmar ratio: Return relative to maximum drawdown	2.11	0.90	+1.21
Martin ratio: Return relative to average drawdown	7.10	2.74	+4.37

VSORX vs. BOSOX - Sharpe Ratio Comparison

The current VSORX Sharpe Ratio is 1.35, which is higher than the BOSOX Sharpe Ratio of 0.63. The chart below compares the historical Sharpe Ratios of VSORX and BOSOX, 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

VSORX vs. BOSOX - Drawdown Comparison

The maximum VSORX drawdown since its inception was -39.66%, smaller than the maximum BOSOX drawdown of -51.32%. Use the drawdown chart below to compare losses from any high point for VSORX and BOSOX.

Drawdown Indicators

	VSORX	BOSOX	Difference
Max Drawdown Largest peak-to-trough decline	-39.66%	-51.32%	+11.66%
Max Drawdown (1Y) Largest decline over 1 year	-11.00%	-10.69%	-0.31%
Max Drawdown (3Y) Largest decline over 3 years	-26.09%	-22.36%	-3.73%
Max Drawdown (5Y) Largest decline over 5 years	-26.09%	-22.36%	-3.73%
Max Drawdown (10Y) Largest decline over 10 years	-39.66%	-36.79%	-2.87%
Current Drawdown Current decline from peak	-1.95%	-1.79%	-0.16%
Average Drawdown Average peak-to-trough decline	-7.23%	-7.25%	+0.02%
Ulcer Index Depth and duration of drawdowns from previous peaks	3.26%	3.50%	-0.24%

Volatility

VSORX vs. BOSOX - Volatility Comparison

Victory Sycamore Small Company Opportunity Fund Class R6 (VSORX) and Boston Trust Small Cap Fund (BOSOX) have volatilities of 4.70% and 4.73%, 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.

Volatility by Period

	VSORX	BOSOX	Difference
Volatility (1M) Calculated over the trailing 1-month period	4.70%	4.73%	-0.03%
Volatility (6M) Calculated over the trailing 6-month period	12.15%	10.46%	+1.69%
Volatility (1Y) Calculated over the trailing 1-year period	17.16%	15.18%	+1.98%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	21.27%	17.85%	+3.42%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	22.18%	19.50%	+2.68%

VSORX vs. BOSOX - Expense Ratio Comparison

VSORX has a 0.85% expense ratio, which is lower than BOSOX's 1.00% expense ratio.

Dividends

VSORX vs. BOSOX - Dividend Comparison

VSORX's dividend yield for the trailing twelve months is around 4.90%, more than BOSOX's 3.91% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
BOSOX Boston Trust Small Cap Fund	3.91%	4.41%	6.52%	0.78%	5.09%	8.93%	2.56%	12.46%	16.19%	9.13%	3.14%	18.92%
VSORX Victory Sycamore Small Company Opportunity Fund Class R6	4.90%	5.82%	8.76%	6.68%	6.03%	12.70%	1.03%	5.38%	14.19%	5.54%	4.38%	0.00%

Frequently Asked Questions

Can I hold both VSORX and BOSOX in my portfolio?

With a correlation of 0.93, VSORX and BOSOX move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

Which is riskier, VSORX or BOSOX?

BOSOX has higher volatility (4.73%) compared to VSORX (4.70%). In terms of maximum drawdown, VSORX dropped -39.66% vs BOSOX's -51.32%.

Which has better risk-adjusted returns?

VSORX currently has the higher Sharpe Ratio (1.35 vs 0.63), 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.