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BOSVX vs. MMEYX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

BOSVX vs. MMEYX - Performance Comparison

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

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BOSVX vs. MMEYX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
BOSVX
Bridgeway Omni Small-Cap Value Fund
6.76%9.78%4.21%18.18%-4.27%48.03%0.83%13.90%-17.15%5.91%
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

The year-to-date returns for both investments are quite close, with BOSVX having a 6.76% return and MMEYX slightly higher at 6.96%. Both investments have delivered pretty close results over the past 10 years, with BOSVX having a 10.63% annualized return and MMEYX not far ahead at 10.78%.


BOSVX

1D
-0.56%
1M
-3.96%
YTD
6.76%
6M
12.20%
1Y
30.56%
3Y*
14.24%
5Y*
9.58%
10Y*
10.63%

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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BOSVX vs. MMEYX - Expense Ratio Comparison

BOSVX has a 0.60% expense ratio, which is lower than MMEYX's 1.38% expense ratio.


Return for Risk

BOSVX vs. MMEYX — Risk / Return Rank

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

BOSVX
BOSVX Risk / Return Rank: 7272
Overall Rank
BOSVX Sharpe Ratio Rank: 7171
Sharpe Ratio Rank
BOSVX Sortino Ratio Rank: 7373
Sortino Ratio Rank
BOSVX Omega Ratio Rank: 6767
Omega Ratio Rank
BOSVX Calmar Ratio Rank: 7979
Calmar Ratio Rank
BOSVX Martin Ratio Rank: 7272
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.

BOSVX vs. MMEYX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Bridgeway Omni Small-Cap Value Fund (BOSVX) 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.


BOSVXMMEYXDifference

Sharpe ratio

Return per unit of total volatility

1.24

1.39

-0.15

Sortino ratio

Return per unit of downside risk

1.81

2.00

-0.19

Omega ratio

Gain probability vs. loss probability

1.25

1.27

-0.02

Calmar ratio

Return relative to maximum drawdown

1.86

2.11

-0.25

Martin ratio

Return relative to average drawdown

6.85

8.08

-1.22

BOSVX vs. MMEYX - Sharpe Ratio Comparison

The current BOSVX Sharpe Ratio is 1.24, which is comparable to the MMEYX Sharpe Ratio of 1.39. The chart below compares the historical Sharpe Ratios of BOSVX 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


BOSVXMMEYXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.24

1.39

-0.15

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.42

0.38

+0.04

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.43

0.43

0.00

Sharpe Ratio (All Time)

Calculated using the full available price history

0.47

0.47

0.00

Correlation

The correlation between BOSVX and MMEYX is 0.96, 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

BOSVX vs. MMEYX - Dividend Comparison

BOSVX's dividend yield for the trailing twelve months is around 9.35%, more than MMEYX's 9.05% yield.


TTM20252024202320222021202020192018201720162015
BOSVX
Bridgeway Omni Small-Cap Value Fund
9.35%9.99%9.71%8.55%21.96%4.12%1.21%0.99%10.36%6.66%0.89%1.00%
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

BOSVX vs. MMEYX - Drawdown Comparison

The maximum BOSVX drawdown since its inception was -57.14%, smaller than the maximum MMEYX drawdown of -69.05%. Use the drawdown chart below to compare losses from any high point for BOSVX and MMEYX.


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Drawdown Indicators


BOSVXMMEYXDifference

Max Drawdown

Largest peak-to-trough decline

-57.14%

-69.05%

+11.91%

Max Drawdown (1Y)

Largest decline over 1 year

-14.60%

-13.92%

-0.68%

Max Drawdown (5Y)

Largest decline over 5 years

-28.71%

-26.82%

-1.89%

Max Drawdown (10Y)

Largest decline over 10 years

-57.14%

-54.35%

-2.79%

Current Drawdown

Current decline from peak

-6.09%

-5.84%

-0.25%

Average Drawdown

Average peak-to-trough decline

-8.67%

-15.65%

+6.98%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.96%

3.63%

+0.33%

Volatility

BOSVX vs. MMEYX - Volatility Comparison

The current volatility for Bridgeway Omni Small-Cap Value Fund (BOSVX) is 5.33%, while Victory Integrity Discovery Fund (MMEYX) has a volatility of 6.30%. This indicates that BOSVX 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


BOSVXMMEYXDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.33%

6.30%

-0.97%

Volatility (6M)

Calculated over the trailing 6-month period

14.73%

14.03%

+0.70%

Volatility (1Y)

Calculated over the trailing 1-year period

24.24%

23.40%

+0.84%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

22.83%

22.48%

+0.35%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

25.05%

25.36%

-0.31%