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AVALX vs. MMEYX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

AVALX vs. MMEYX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Aegis Value Fund (AVALX) and Victory Integrity Discovery Fund (MMEYX). The values are adjusted to include any dividend payments, if applicable.

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AVALX vs. MMEYX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
AVALX
Aegis Value Fund
13.53%67.06%8.29%13.11%10.50%37.67%18.89%25.67%-16.95%17.37%
MMEYX
Victory Integrity Discovery Fund
6.96%14.25%11.36%14.83%-12.01%37.20%-1.34%21.60%-16.10%11.07%

Returns By Period

In the year-to-date period, AVALX achieves a 13.53% return, which is significantly higher than MMEYX's 6.96% return. Over the past 10 years, AVALX has outperformed MMEYX with an annualized return of 21.54%, while MMEYX has yielded a comparatively lower 10.78% annualized return.


AVALX

1D
-0.54%
1M
-4.89%
YTD
13.53%
6M
24.20%
1Y
69.86%
3Y*
28.86%
5Y*
25.16%
10Y*
21.54%

MMEYX

1D
-0.80%
1M
-4.29%
YTD
6.96%
6M
10.49%
1Y
32.77%
3Y*
17.18%
5Y*
8.44%
10Y*
10.78%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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AVALX vs. MMEYX - Expense Ratio Comparison

AVALX has a 1.50% expense ratio, which is higher than MMEYX's 1.38% expense ratio.


Return for Risk

AVALX vs. MMEYX — Risk / Return Rank

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

AVALX
AVALX Risk / Return Rank: 9898
Overall Rank
AVALX Sharpe Ratio Rank: 9999
Sharpe Ratio Rank
AVALX Sortino Ratio Rank: 9797
Sortino Ratio Rank
AVALX Omega Ratio Rank: 9696
Omega Ratio Rank
AVALX Calmar Ratio Rank: 9898
Calmar Ratio Rank
AVALX Martin Ratio Rank: 9999
Martin Ratio Rank

MMEYX
MMEYX Risk / Return Rank: 7878
Overall Rank
MMEYX Sharpe Ratio Rank: 7777
Sharpe Ratio Rank
MMEYX Sortino Ratio Rank: 7979
Sortino Ratio Rank
MMEYX Omega Ratio Rank: 7070
Omega Ratio Rank
MMEYX Calmar Ratio Rank: 8484
Calmar Ratio Rank
MMEYX Martin Ratio Rank: 8181
Martin Ratio Rank
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.

AVALX vs. MMEYX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Aegis Value Fund (AVALX) and Victory Integrity Discovery Fund (MMEYX). 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.


AVALXMMEYXDifference

Sharpe ratio

Return per unit of total volatility

3.30

1.39

+1.91

Sortino ratio

Return per unit of downside risk

3.95

2.00

+1.94

Omega ratio

Gain probability vs. loss probability

1.59

1.27

+0.33

Calmar ratio

Return relative to maximum drawdown

5.11

2.11

+3.00

Martin ratio

Return relative to average drawdown

24.92

8.08

+16.84

AVALX vs. MMEYX - Sharpe Ratio Comparison

The current AVALX Sharpe Ratio is 3.30, which is higher than the MMEYX Sharpe Ratio of 1.39. The chart below compares the historical Sharpe Ratios of AVALX and MMEYX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


AVALXMMEYXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

3.30

1.39

+1.91

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

1.12

0.38

+0.74

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.97

0.43

+0.54

Sharpe Ratio (All Time)

Calculated using the full available price history

0.53

0.47

+0.05

Correlation

The correlation between AVALX and MMEYX is 0.66, 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

AVALX vs. MMEYX - Dividend Comparison

AVALX's dividend yield for the trailing twelve months is around 2.06%, less than MMEYX's 9.05% yield.


TTM20252024202320222021202020192018201720162015
AVALX
Aegis Value Fund
2.06%2.34%7.07%2.23%0.16%0.00%6.62%2.36%6.18%0.00%1.45%0.04%
MMEYX
Victory Integrity Discovery Fund
9.05%9.68%8.36%1.33%8.53%4.34%0.00%2.17%14.87%10.31%3.73%7.64%

Drawdowns

AVALX vs. MMEYX - Drawdown Comparison

The maximum AVALX drawdown since its inception was -73.72%, which is greater than MMEYX's maximum drawdown of -69.05%. Use the drawdown chart below to compare losses from any high point for AVALX and MMEYX.


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Drawdown Indicators


AVALXMMEYXDifference

Max Drawdown

Largest peak-to-trough decline

-73.72%

-69.05%

-4.67%

Max Drawdown (1Y)

Largest decline over 1 year

-13.02%

-13.92%

+0.90%

Max Drawdown (5Y)

Largest decline over 5 years

-32.00%

-26.82%

-5.18%

Max Drawdown (10Y)

Largest decline over 10 years

-48.34%

-54.35%

+6.01%

Current Drawdown

Current decline from peak

-6.09%

-5.84%

-0.25%

Average Drawdown

Average peak-to-trough decline

-11.01%

-15.65%

+4.64%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.67%

3.63%

-0.96%

Volatility

AVALX vs. MMEYX - Volatility Comparison

The current volatility for Aegis Value Fund (AVALX) is 5.32%, while Victory Integrity Discovery Fund (MMEYX) has a volatility of 6.30%. This indicates that AVALX experiences smaller price fluctuations and is considered to be less risky than MMEYX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


AVALXMMEYXDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.32%

6.30%

-0.98%

Volatility (6M)

Calculated over the trailing 6-month period

14.20%

14.03%

+0.17%

Volatility (1Y)

Calculated over the trailing 1-year period

21.15%

23.40%

-2.25%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

22.62%

22.48%

+0.14%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

22.32%

25.36%

-3.04%