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FIKNX vs. MMEYX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

FIKNX vs. MMEYX - Performance Comparison

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

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FIKNX vs. MMEYX - Yearly Performance Comparison


2026 (YTD)20252024202320222021202020192018
FIKNX
Fidelity Advisor Small Cap Value Fund Class Z
1.95%8.18%8.00%17.97%-12.98%38.27%11.35%20.98%-13.08%
MMEYX
Victory Integrity Discovery Fund
9.11%14.25%11.36%14.83%-12.01%37.20%-1.34%21.60%-15.99%

Returns By Period

In the year-to-date period, FIKNX achieves a 1.95% return, which is significantly lower than MMEYX's 9.11% return.


FIKNX

1D
2.82%
1M
-6.68%
YTD
1.95%
6M
3.55%
1Y
16.70%
3Y*
11.28%
5Y*
6.43%
10Y*

MMEYX

1D
2.01%
1M
-3.46%
YTD
9.11%
6M
12.78%
1Y
35.00%
3Y*
17.96%
5Y*
8.49%
10Y*
11.00%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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FIKNX vs. MMEYX - Expense Ratio Comparison

FIKNX has a 0.87% expense ratio, which is lower than MMEYX's 1.38% expense ratio.


Return for Risk

FIKNX vs. MMEYX — Risk / Return Rank

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

FIKNX
FIKNX Risk / Return Rank: 3232
Overall Rank
FIKNX Sharpe Ratio Rank: 2929
Sharpe Ratio Rank
FIKNX Sortino Ratio Rank: 3232
Sortino Ratio Rank
FIKNX Omega Ratio Rank: 2626
Omega Ratio Rank
FIKNX Calmar Ratio Rank: 3838
Calmar Ratio Rank
FIKNX Martin Ratio Rank: 3636
Martin Ratio Rank

MMEYX
MMEYX Risk / Return Rank: 8080
Overall Rank
MMEYX Sharpe Ratio Rank: 7878
Sharpe Ratio Rank
MMEYX Sortino Ratio Rank: 7979
Sortino Ratio Rank
MMEYX Omega Ratio Rank: 6969
Omega Ratio Rank
MMEYX Calmar Ratio Rank: 8787
Calmar Ratio Rank
MMEYX Martin Ratio Rank: 8585
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.

FIKNX vs. MMEYX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity Advisor Small Cap Value Fund Class Z (FIKNX) 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.


FIKNXMMEYXDifference

Sharpe ratio

Return per unit of total volatility

0.78

1.52

-0.74

Sortino ratio

Return per unit of downside risk

1.24

2.15

-0.92

Omega ratio

Gain probability vs. loss probability

1.16

1.29

-0.13

Calmar ratio

Return relative to maximum drawdown

1.16

2.51

-1.35

Martin ratio

Return relative to average drawdown

4.33

9.62

-5.29

FIKNX vs. MMEYX - Sharpe Ratio Comparison

The current FIKNX Sharpe Ratio is 0.78, which is lower than the MMEYX Sharpe Ratio of 1.52. The chart below compares the historical Sharpe Ratios of FIKNX 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


FIKNXMMEYXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.78

1.52

-0.74

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.31

0.38

-0.07

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.44

Sharpe Ratio (All Time)

Calculated using the full available price history

0.39

0.48

-0.09

Correlation

The correlation between FIKNX and MMEYX is 0.94, 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

FIKNX vs. MMEYX - Dividend Comparison

FIKNX's dividend yield for the trailing twelve months is around 10.05%, more than MMEYX's 8.88% yield.


TTM20252024202320222021202020192018201720162015
FIKNX
Fidelity Advisor Small Cap Value Fund Class Z
10.05%10.24%4.82%5.32%5.92%8.07%0.58%3.65%8.42%0.00%0.00%0.00%
MMEYX
Victory Integrity Discovery Fund
8.88%9.68%8.36%1.33%8.53%4.34%0.00%2.17%14.87%10.31%3.73%7.64%

Drawdowns

FIKNX vs. MMEYX - Drawdown Comparison

The maximum FIKNX drawdown since its inception was -44.09%, smaller than the maximum MMEYX drawdown of -69.05%. Use the drawdown chart below to compare losses from any high point for FIKNX and MMEYX.


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Drawdown Indicators


FIKNXMMEYXDifference

Max Drawdown

Largest peak-to-trough decline

-44.09%

-69.05%

+24.96%

Max Drawdown (1Y)

Largest decline over 1 year

-14.44%

-13.92%

-0.52%

Max Drawdown (5Y)

Largest decline over 5 years

-24.87%

-26.82%

+1.95%

Max Drawdown (10Y)

Largest decline over 10 years

-54.35%

Current Drawdown

Current decline from peak

-7.82%

-3.95%

-3.87%

Average Drawdown

Average peak-to-trough decline

-7.80%

-15.65%

+7.85%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.89%

3.64%

+0.25%

Volatility

FIKNX vs. MMEYX - Volatility Comparison

Fidelity Advisor Small Cap Value Fund Class Z (FIKNX) and Victory Integrity Discovery Fund (MMEYX) have volatilities of 6.39% and 6.55%, 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.


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Volatility by Period


FIKNXMMEYXDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.39%

6.55%

-0.16%

Volatility (6M)

Calculated over the trailing 6-month period

12.13%

14.14%

-2.01%

Volatility (1Y)

Calculated over the trailing 1-year period

21.93%

23.43%

-1.50%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

20.85%

22.50%

-1.65%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

24.72%

25.36%

-0.64%