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FSCCX vs. MMEYX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

FSCCX vs. MMEYX - Performance Comparison

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

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FSCCX vs. MMEYX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
FSCCX
Nuveen Small Cap Value Fund
-1.53%3.21%14.82%11.86%-12.42%35.38%-4.21%17.28%-20.65%6.35%
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, FSCCX achieves a -1.53% return, which is significantly lower than MMEYX's 6.96% return. Over the past 10 years, FSCCX has underperformed MMEYX with an annualized return of 6.61%, while MMEYX has yielded a comparatively higher 10.78% annualized return.


FSCCX

1D
-0.27%
1M
-5.80%
YTD
-1.53%
6M
-2.03%
1Y
7.84%
3Y*
9.26%
5Y*
5.15%
10Y*
6.61%

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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FSCCX vs. MMEYX - Expense Ratio Comparison

FSCCX has a 0.95% expense ratio, which is lower than MMEYX's 1.38% expense ratio.


Return for Risk

FSCCX vs. MMEYX — Risk / Return Rank

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

FSCCX
FSCCX Risk / Return Rank: 1414
Overall Rank
FSCCX Sharpe Ratio Rank: 1414
Sharpe Ratio Rank
FSCCX Sortino Ratio Rank: 1515
Sortino Ratio Rank
FSCCX Omega Ratio Rank: 1414
Omega Ratio Rank
FSCCX Calmar Ratio Rank: 1414
Calmar Ratio Rank
FSCCX Martin Ratio Rank: 1414
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.

FSCCX vs. MMEYX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Nuveen Small Cap Value Fund (FSCCX) 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.


FSCCXMMEYXDifference

Sharpe ratio

Return per unit of total volatility

0.37

1.39

-1.02

Sortino ratio

Return per unit of downside risk

0.68

2.00

-1.32

Omega ratio

Gain probability vs. loss probability

1.09

1.27

-0.18

Calmar ratio

Return relative to maximum drawdown

0.38

2.11

-1.72

Martin ratio

Return relative to average drawdown

1.28

8.08

-6.80

FSCCX vs. MMEYX - Sharpe Ratio Comparison

The current FSCCX Sharpe Ratio is 0.37, which is lower than the MMEYX Sharpe Ratio of 1.39. The chart below compares the historical Sharpe Ratios of FSCCX 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


FSCCXMMEYXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.37

1.39

-1.02

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.25

0.38

-0.13

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.28

0.43

-0.14

Sharpe Ratio (All Time)

Calculated using the full available price history

0.32

0.47

-0.16

Correlation

The correlation between FSCCX and MMEYX is 0.90, 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

FSCCX vs. MMEYX - Dividend Comparison

FSCCX's dividend yield for the trailing twelve months is around 1.11%, less than MMEYX's 9.05% yield.


TTM20252024202320222021202020192018201720162015
FSCCX
Nuveen Small Cap Value Fund
1.11%1.09%1.52%1.02%1.24%0.52%0.54%1.16%4.21%1.03%2.63%1.80%
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

FSCCX vs. MMEYX - Drawdown Comparison

The maximum FSCCX drawdown since its inception was -65.90%, roughly equal to the maximum MMEYX drawdown of -69.05%. Use the drawdown chart below to compare losses from any high point for FSCCX and MMEYX.


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Drawdown Indicators


FSCCXMMEYXDifference

Max Drawdown

Largest peak-to-trough decline

-65.90%

-69.05%

+3.15%

Max Drawdown (1Y)

Largest decline over 1 year

-14.25%

-13.92%

-0.33%

Max Drawdown (5Y)

Largest decline over 5 years

-24.81%

-26.82%

+2.01%

Max Drawdown (10Y)

Largest decline over 10 years

-53.80%

-54.35%

+0.55%

Current Drawdown

Current decline from peak

-9.31%

-5.84%

-3.47%

Average Drawdown

Average peak-to-trough decline

-13.45%

-15.65%

+2.20%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.34%

3.63%

+0.71%

Volatility

FSCCX vs. MMEYX - Volatility Comparison

The current volatility for Nuveen Small Cap Value Fund (FSCCX) is 4.77%, while Victory Integrity Discovery Fund (MMEYX) has a volatility of 6.30%. This indicates that FSCCX 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


FSCCXMMEYXDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.77%

6.30%

-1.53%

Volatility (6M)

Calculated over the trailing 6-month period

12.44%

14.03%

-1.59%

Volatility (1Y)

Calculated over the trailing 1-year period

21.63%

23.40%

-1.77%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

20.85%

22.48%

-1.63%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

23.41%

25.36%

-1.95%