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FRMCX vs. MMEYX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

FRMCX vs. MMEYX - Performance Comparison

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

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FRMCX vs. MMEYX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
FRMCX
Franklin MicroCap Value Fund
1.50%7.25%8.47%11.72%0.62%29.86%3.70%44.38%-17.82%8.39%
MMEYX
Victory Integrity Discovery Fund
9.11%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, FRMCX achieves a 1.50% return, which is significantly lower than MMEYX's 9.11% return. Both investments have delivered pretty close results over the past 10 years, with FRMCX having a 11.06% annualized return and MMEYX not far behind at 11.00%.


FRMCX

1D
3.04%
1M
-8.93%
YTD
1.50%
6M
3.91%
1Y
14.99%
3Y*
10.05%
5Y*
6.60%
10Y*
11.06%

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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FRMCX vs. MMEYX - Expense Ratio Comparison

FRMCX has a 1.23% expense ratio, which is lower than MMEYX's 1.38% expense ratio.


Return for Risk

FRMCX vs. MMEYX — Risk / Return Rank

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

FRMCX
FRMCX Risk / Return Rank: 2626
Overall Rank
FRMCX Sharpe Ratio Rank: 2222
Sharpe Ratio Rank
FRMCX Sortino Ratio Rank: 2525
Sortino Ratio Rank
FRMCX Omega Ratio Rank: 2323
Omega Ratio Rank
FRMCX Calmar Ratio Rank: 3232
Calmar Ratio Rank
FRMCX Martin Ratio Rank: 2828
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.

FRMCX vs. MMEYX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Franklin MicroCap Value Fund (FRMCX) 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.


FRMCXMMEYXDifference

Sharpe ratio

Return per unit of total volatility

0.66

1.52

-0.86

Sortino ratio

Return per unit of downside risk

1.09

2.15

-1.07

Omega ratio

Gain probability vs. loss probability

1.15

1.29

-0.14

Calmar ratio

Return relative to maximum drawdown

1.05

2.51

-1.46

Martin ratio

Return relative to average drawdown

3.56

9.62

-6.05

FRMCX vs. MMEYX - Sharpe Ratio Comparison

The current FRMCX Sharpe Ratio is 0.66, which is lower than the MMEYX Sharpe Ratio of 1.52. The chart below compares the historical Sharpe Ratios of FRMCX 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


FRMCXMMEYXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.66

1.52

-0.86

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.28

0.38

-0.10

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.45

0.44

+0.01

Sharpe Ratio (All Time)

Calculated using the full available price history

0.59

0.48

+0.11

Correlation

The correlation between FRMCX and MMEYX is 0.82, 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

FRMCX vs. MMEYX - Dividend Comparison

FRMCX's dividend yield for the trailing twelve months is around 15.02%, more than MMEYX's 8.88% yield.


TTM20252024202320222021202020192018201720162015
FRMCX
Franklin MicroCap Value Fund
15.02%15.24%25.34%5.16%6.09%17.71%5.63%36.24%6.75%7.74%8.86%13.59%
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

FRMCX vs. MMEYX - Drawdown Comparison

The maximum FRMCX drawdown since its inception was -56.77%, smaller than the maximum MMEYX drawdown of -69.05%. Use the drawdown chart below to compare losses from any high point for FRMCX and MMEYX.


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Drawdown Indicators


FRMCXMMEYXDifference

Max Drawdown

Largest peak-to-trough decline

-56.77%

-69.05%

+12.28%

Max Drawdown (1Y)

Largest decline over 1 year

-15.02%

-13.92%

-1.10%

Max Drawdown (5Y)

Largest decline over 5 years

-32.84%

-26.82%

-6.02%

Max Drawdown (10Y)

Largest decline over 10 years

-43.50%

-54.35%

+10.85%

Current Drawdown

Current decline from peak

-10.90%

-3.95%

-6.95%

Average Drawdown

Average peak-to-trough decline

-8.75%

-15.65%

+6.90%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.42%

3.64%

+0.78%

Volatility

FRMCX vs. MMEYX - Volatility Comparison

Franklin MicroCap Value Fund (FRMCX) has a higher volatility of 6.97% compared to Victory Integrity Discovery Fund (MMEYX) at 6.55%. This indicates that FRMCX's price experiences larger fluctuations and is considered to be riskier 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


FRMCXMMEYXDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.97%

6.55%

+0.42%

Volatility (6M)

Calculated over the trailing 6-month period

13.62%

14.14%

-0.52%

Volatility (1Y)

Calculated over the trailing 1-year period

23.70%

23.43%

+0.27%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

24.12%

22.50%

+1.62%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

24.91%

25.36%

-0.45%