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VYSVX vs. MOAT
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between VYSVX and MOAT is 0.78, 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.


-0.50.00.51.00.8

Performance

VYSVX vs. MOAT - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Vericimetry U.S. Small Cap Value Fund (VYSVX) and VanEck Vectors Morningstar Wide Moat ETF (MOAT). The values are adjusted to include any dividend payments, if applicable.

-5.00%0.00%5.00%10.00%SeptemberOctoberNovemberDecember2025February
-2.72%
0.24%
VYSVX
MOAT

Key characteristics

Sharpe Ratio

VYSVX:

0.27

MOAT:

0.81

Sortino Ratio

VYSVX:

0.52

MOAT:

1.17

Omega Ratio

VYSVX:

1.07

MOAT:

1.15

Calmar Ratio

VYSVX:

0.28

MOAT:

1.42

Martin Ratio

VYSVX:

0.80

MOAT:

3.34

Ulcer Index

VYSVX:

7.13%

MOAT:

2.81%

Daily Std Dev

VYSVX:

20.98%

MOAT:

11.52%

Max Drawdown

VYSVX:

-54.88%

MOAT:

-33.31%

Current Drawdown

VYSVX:

-15.45%

MOAT:

-5.41%

Returns By Period

In the year-to-date period, VYSVX achieves a 2.90% return, which is significantly higher than MOAT's -0.64% return. Over the past 10 years, VYSVX has underperformed MOAT with an annualized return of 3.53%, while MOAT has yielded a comparatively higher 13.04% annualized return.


VYSVX

YTD

2.90%

1M

-0.48%

6M

-1.59%

1Y

4.64%

5Y*

5.33%

10Y*

3.53%

MOAT

YTD

-0.64%

1M

-2.10%

6M

0.94%

1Y

8.68%

5Y*

11.66%

10Y*

13.04%

*Annualized

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


VYSVX vs. MOAT - Expense Ratio Comparison

VYSVX has a 0.63% expense ratio, which is higher than MOAT's 0.48% expense ratio.


VYSVX
Vericimetry U.S. Small Cap Value Fund
Expense ratio chart for VYSVX: current value at 0.63% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.63%
Expense ratio chart for MOAT: current value at 0.48% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.48%

Risk-Adjusted Performance

VYSVX vs. MOAT — Risk-Adjusted Performance Rank

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

VYSVX
The Risk-Adjusted Performance Rank of VYSVX is 1313
Overall Rank
The Sharpe Ratio Rank of VYSVX is 1111
Sharpe Ratio Rank
The Sortino Ratio Rank of VYSVX is 1212
Sortino Ratio Rank
The Omega Ratio Rank of VYSVX is 1111
Omega Ratio Rank
The Calmar Ratio Rank of VYSVX is 1919
Calmar Ratio Rank
The Martin Ratio Rank of VYSVX is 1111
Martin Ratio Rank

MOAT
The Risk-Adjusted Performance Rank of MOAT is 3333
Overall Rank
The Sharpe Ratio Rank of MOAT is 2828
Sharpe Ratio Rank
The Sortino Ratio Rank of MOAT is 2626
Sortino Ratio Rank
The Omega Ratio Rank of MOAT is 2626
Omega Ratio Rank
The Calmar Ratio Rank of MOAT is 5050
Calmar Ratio Rank
The Martin Ratio Rank of MOAT is 3434
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

VYSVX vs. MOAT - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Vericimetry U.S. Small Cap Value Fund (VYSVX) and VanEck Vectors Morningstar Wide Moat ETF (MOAT). 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.


Sharpe ratio
The chart of Sharpe ratio for VYSVX, currently valued at 0.27, compared to the broader market-1.000.001.002.003.004.000.270.81
The chart of Sortino ratio for VYSVX, currently valued at 0.52, compared to the broader market0.002.004.006.008.0010.0012.000.521.17
The chart of Omega ratio for VYSVX, currently valued at 1.07, compared to the broader market1.002.003.004.001.071.15
The chart of Calmar ratio for VYSVX, currently valued at 0.28, compared to the broader market0.005.0010.0015.0020.000.281.42
The chart of Martin ratio for VYSVX, currently valued at 0.80, compared to the broader market0.0020.0040.0060.0080.000.803.34
VYSVX
MOAT

The current VYSVX Sharpe Ratio is 0.27, which is lower than the MOAT Sharpe Ratio of 0.81. The chart below compares the historical Sharpe Ratios of VYSVX and MOAT, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.000.501.001.502.002.503.00SeptemberOctoberNovemberDecember2025February
0.27
0.81
VYSVX
MOAT

Dividends

VYSVX vs. MOAT - Dividend Comparison

VYSVX's dividend yield for the trailing twelve months is around 1.19%, less than MOAT's 1.38% yield.


TTM20242023202220212020201920182017201620152014
VYSVX
Vericimetry U.S. Small Cap Value Fund
1.19%1.23%1.39%1.21%1.02%1.06%1.04%1.00%0.59%0.67%0.98%0.66%
MOAT
VanEck Vectors Morningstar Wide Moat ETF
1.38%1.37%0.86%1.25%1.08%1.45%1.31%1.79%1.07%1.17%2.13%1.34%

Drawdowns

VYSVX vs. MOAT - Drawdown Comparison

The maximum VYSVX drawdown since its inception was -54.88%, which is greater than MOAT's maximum drawdown of -33.31%. Use the drawdown chart below to compare losses from any high point for VYSVX and MOAT. For additional features, visit the drawdowns tool.


-20.00%-15.00%-10.00%-5.00%0.00%SeptemberOctoberNovemberDecember2025February
-15.45%
-5.41%
VYSVX
MOAT

Volatility

VYSVX vs. MOAT - Volatility Comparison

Vericimetry U.S. Small Cap Value Fund (VYSVX) has a higher volatility of 4.03% compared to VanEck Vectors Morningstar Wide Moat ETF (MOAT) at 3.07%. This indicates that VYSVX's price experiences larger fluctuations and is considered to be riskier than MOAT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%4.00%6.00%8.00%10.00%SeptemberOctoberNovemberDecember2025February
4.03%
3.07%
VYSVX
MOAT
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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