VYSVX vs. NVDA

Last updated Jun 3, 2026

VYSVX (Vericimetry U.S. Small Cap Value Fund) is Small Cap Value Equities fund managed by Vericimetry Funds, while NVDA (NVIDIA Corporation) is a stock. Over the past 10 years, VYSVX returned 11.00%/yr vs 68.84%/yr for NVDA. At a 0.43 correlation, their price movements are largely independent.

Performance

VYSVX vs. NVDA - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Vericimetry U.S. Small Cap Value Fund (VYSVX) and NVIDIA Corporation (NVDA). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, VYSVX achieves a 16.16% return, which is significantly higher than NVDA's 15.15% return. Over the past 10 years, VYSVX has underperformed NVDA with an annualized return of 11.00%, while NVDA has yielded a comparatively higher 68.84% annualized return.

VYSVX

• 1D: 0.09%
• 1M: -0.35%
• YTD: 16.16%
• 6M: 17.33%
• 1Y: 36.71%
• 3Y*: 18.78%
• 5Y*: 9.30%
• 10Y*: 11.00%

NVDA

• 1D: -3.62%
• 1M: 8.20%
• YTD: 15.15%
• 6M: 19.59%
• 1Y: 52.10%
• 3Y*: 76.15%
• 5Y*: 65.05%
• 10Y*: 68.84%

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

VYSVX vs. NVDA - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
VYSVX Vericimetry U.S. Small Cap Value Fund	16.16%	10.53%	9.48%	17.66%	-7.45%	37.36%	2.86%	20.20%	-16.77%	8.98%
NVDA NVIDIA Corporation	15.15%	38.92%	171.25%	239.02%	-50.26%	125.48%	122.30%	76.94%	-30.82%	81.99%

Correlation

The correlation between VYSVX and NVDA is 0.21, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.21
Correlation (3Y) Calculated over the trailing 3-year period	0.29
Correlation (5Y) Calculated over the trailing 5-year period	0.41
Correlation (10Y) Calculated over the trailing 10-year period	0.41
Correlation (All Time) Calculated using the full available price history since Dec 28, 2011	0.43

Over the past year, the correlation between VYSVX and NVDA has dropped to 0.21 - well below their long-term average of 0.43, suggesting their price drivers have been diverging.

Return for Risk

VYSVX vs. NVDA — Risk / Return Rank

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

VYSVX

VYSVX Risk / Return Rank: 59
VYSVX Sharpe Ratio Rank: 52
VYSVX Sortino Ratio Rank: 51
VYSVX Omega Ratio Rank: 46
VYSVX Calmar Ratio Rank: 83
VYSVX Martin Ratio Rank: 64

NVDA

NVDA Risk / Return Rank: 78
NVDA Sharpe Ratio Rank: 81
NVDA Sortino Ratio Rank: 77
NVDA Omega Ratio Rank: 73
NVDA Calmar Ratio Rank: 79
NVDA 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.

VYSVX vs. NVDA - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Vericimetry U.S. Small Cap Value Fund (VYSVX) and NVIDIA Corporation (NVDA). 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.

	VYSVX	NVDA	Difference
Sharpe ratio Return per unit of total volatility	2.11	1.53	+0.57
Sortino ratio Return per unit of downside risk	3.01	2.15	+0.86
Omega ratio Gain probability vs. loss probability	1.37	1.26	+0.11
Calmar ratio Return relative to maximum drawdown	3.86	2.59	+1.27
Martin ratio Return relative to average drawdown	12.50	6.36	+6.14
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

VYSVX vs. NVDA - Sharpe Ratio Comparison

The current VYSVX Sharpe Ratio is 2.11, which is higher than the NVDA Sharpe Ratio of 1.53. The chart below compares the historical Sharpe Ratios of VYSVX and NVDA, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	VYSVX	NVDA	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	2.11	1.53	+0.57
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.44	1.27	-0.83
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.47	1.39	-0.92
Sharpe Ratio (All Time) Calculated using the full available price history	0.53	0.63	-0.09

Drawdowns

VYSVX vs. NVDA - Drawdown Comparison

The maximum VYSVX drawdown since its inception was -49.62%, smaller than the maximum NVDA drawdown of -89.72%. Use the drawdown chart below to compare losses from any high point for VYSVX and NVDA.

Drawdown Indicators

	VYSVX	NVDA	Difference
Max Drawdown Largest peak-to-trough decline	-49.62%	-89.72%	+40.10%
Max Drawdown (1Y) Largest decline over 1 year	-8.96%	-20.21%	+11.25%
Max Drawdown (3Y) Largest decline over 3 years	-26.65%	-36.88%	+10.23%
Max Drawdown (5Y) Largest decline over 5 years	-26.65%	-66.34%	+39.69%
Max Drawdown (10Y) Largest decline over 10 years	-49.62%	-66.34%	+16.72%
Current Drawdown Current decline from peak	-1.26%	-8.90%	+7.64%
Average Drawdown Average peak-to-trough decline	-7.46%	-36.21%	+28.75%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.77%	8.21%	-5.44%

Volatility

VYSVX vs. NVDA - Volatility Comparison

The current volatility for Vericimetry U.S. Small Cap Value Fund (VYSVX) is 4.49%, while NVIDIA Corporation (NVDA) has a volatility of 12.53%. This indicates that VYSVX experiences smaller price fluctuations and is considered to be less risky than NVDA based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	VYSVX	NVDA	Difference
Volatility (1M) Calculated over the trailing 1-month period	4.49%	12.53%	-8.04%
Volatility (6M) Calculated over the trailing 6-month period	11.62%	25.54%	-13.92%
Volatility (1Y) Calculated over the trailing 1-year period	17.55%	34.22%	-16.67%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	21.38%	51.69%	-30.31%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	23.69%	49.80%	-26.11%

Dividends

VYSVX vs. NVDA - Dividend Comparison

VYSVX's dividend yield for the trailing twelve months is around 13.12%, more than NVDA's 0.02% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
NVDA NVIDIA Corporation	0.02%	0.02%	0.03%	0.03%	0.11%	0.05%	0.12%	0.27%	0.46%	0.29%	0.45%	1.20%
VYSVX Vericimetry U.S. Small Cap Value Fund	13.12%	15.07%	9.89%	2.93%	7.78%	18.89%	1.06%	2.34%	12.10%	0.98%	0.67%	0.97%

Frequently Asked Questions

Can I hold both VYSVX and NVDA in my portfolio?

VYSVX and NVDA have a correlation of 0.21, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, VYSVX or NVDA?

NVDA has higher volatility (12.53%) compared to VYSVX (4.49%). In terms of maximum drawdown, VYSVX dropped -49.62% vs NVDA's -89.72%.

Which has better risk-adjusted returns?

VYSVX currently has the higher Sharpe Ratio (2.11 vs 1.53), 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.