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HDSVX vs. MMEYX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

HDSVX vs. MMEYX - Performance Comparison

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

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HDSVX vs. MMEYX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
HDSVX
Hodges Small Intrinsic Value Fund
2.44%-0.73%7.82%18.32%-9.87%43.97%6.60%29.42%-22.85%8.77%
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, HDSVX achieves a 2.44% return, which is significantly lower than MMEYX's 9.11% return. Over the past 10 years, HDSVX has underperformed MMEYX with an annualized return of 8.87%, while MMEYX has yielded a comparatively higher 11.00% annualized return.


HDSVX

1D
2.77%
1M
-5.07%
YTD
2.44%
6M
0.84%
1Y
15.26%
3Y*
7.57%
5Y*
5.40%
10Y*
8.87%

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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HDSVX vs. MMEYX - Expense Ratio Comparison

HDSVX has a 1.29% expense ratio, which is lower than MMEYX's 1.38% expense ratio.


Return for Risk

HDSVX vs. MMEYX — Risk / Return Rank

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

HDSVX
HDSVX Risk / Return Rank: 2323
Overall Rank
HDSVX Sharpe Ratio Rank: 2020
Sharpe Ratio Rank
HDSVX Sortino Ratio Rank: 2323
Sortino Ratio Rank
HDSVX Omega Ratio Rank: 1919
Omega Ratio Rank
HDSVX Calmar Ratio Rank: 3232
Calmar Ratio Rank
HDSVX Martin Ratio Rank: 2424
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.

HDSVX vs. MMEYX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Hodges Small Intrinsic Value Fund (HDSVX) 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.


HDSVXMMEYXDifference

Sharpe ratio

Return per unit of total volatility

0.62

1.52

-0.90

Sortino ratio

Return per unit of downside risk

1.03

2.15

-1.12

Omega ratio

Gain probability vs. loss probability

1.13

1.29

-0.15

Calmar ratio

Return relative to maximum drawdown

1.06

2.51

-1.46

Martin ratio

Return relative to average drawdown

3.03

9.62

-6.59

HDSVX vs. MMEYX - Sharpe Ratio Comparison

The current HDSVX Sharpe Ratio is 0.62, which is lower than the MMEYX Sharpe Ratio of 1.52. The chart below compares the historical Sharpe Ratios of HDSVX 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


HDSVXMMEYXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.62

1.52

-0.90

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

0.35

0.44

-0.08

Sharpe Ratio (All Time)

Calculated using the full available price history

0.34

0.48

-0.14

Correlation

The correlation between HDSVX and MMEYX is 0.91, 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

HDSVX vs. MMEYX - Dividend Comparison

HDSVX's dividend yield for the trailing twelve months is around 1.07%, less than MMEYX's 8.88% yield.


TTM20252024202320222021202020192018201720162015
HDSVX
Hodges Small Intrinsic Value Fund
1.07%1.09%9.55%0.06%2.93%6.17%0.00%0.02%9.82%2.93%0.00%0.81%
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

HDSVX vs. MMEYX - Drawdown Comparison

The maximum HDSVX drawdown since its inception was -58.65%, smaller than the maximum MMEYX drawdown of -69.05%. Use the drawdown chart below to compare losses from any high point for HDSVX and MMEYX.


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Drawdown Indicators


HDSVXMMEYXDifference

Max Drawdown

Largest peak-to-trough decline

-58.65%

-69.05%

+10.40%

Max Drawdown (1Y)

Largest decline over 1 year

-14.73%

-13.92%

-0.81%

Max Drawdown (5Y)

Largest decline over 5 years

-28.24%

-26.82%

-1.42%

Max Drawdown (10Y)

Largest decline over 10 years

-58.65%

-54.35%

-4.30%

Current Drawdown

Current decline from peak

-8.56%

-3.95%

-4.61%

Average Drawdown

Average peak-to-trough decline

-8.88%

-15.65%

+6.77%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.13%

3.64%

+1.49%

Volatility

HDSVX vs. MMEYX - Volatility Comparison

Hodges Small Intrinsic Value Fund (HDSVX) and Victory Integrity Discovery Fund (MMEYX) have volatilities of 6.53% 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


HDSVXMMEYXDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.53%

6.55%

-0.02%

Volatility (6M)

Calculated over the trailing 6-month period

14.55%

14.14%

+0.41%

Volatility (1Y)

Calculated over the trailing 1-year period

25.02%

23.43%

+1.59%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

22.14%

22.50%

-0.36%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

25.34%

25.36%

-0.02%