HSMYX vs. MMEYX
HSMYX (Hartford Small Cap Value Fund) and MMEYX (Victory Integrity Discovery Fund) are both Small Cap Value Equities funds. Over the past 10 years, HSMYX returned 10.94%/yr vs 12.52%/yr for MMEYX. Their correlation of 0.92 means they have usually moved in the same direction. HSMYX charges 0.85%/yr vs 1.38%/yr for MMEYX.
Performance
HSMYX vs. MMEYX - Performance Comparison
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Returns By Period
In the year-to-date period, HSMYX achieves a 25.46% return, which is significantly lower than MMEYX's 37.97% return. Over the past 10 years, HSMYX has underperformed MMEYX with an annualized return of 10.94%, while MMEYX has yielded a comparatively higher 12.52% annualized return.
HSMYX
- 1D
- 2.07%
- 1M
- 2.26%
- 6M
- 17.91%
- YTD
- 25.46%
- 1Y
- 36.96%
- 3Y*
- 15.20%
- 5Y*
- 9.03%
- 10Y*
- 10.94%
- ALL TIME*
- 8.65%
MMEYX
- 1D
- 2.06%
- 1M
- 2.40%
- 6M
- 24.54%
- YTD
- 37.97%
- 1Y
- 57.53%
- 3Y*
- 23.31%
- 5Y*
- 13.60%
- 10Y*
- 12.52%
- ALL TIME*
- 12.14%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $0.00 | $0.00 | $0.00 | |
| $0.00 | $0.00 | $0.00 |
HSMYX vs. MMEYX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
HSMYX Hartford Small Cap Value Fund | 25.46% | 2.45% | 11.99% | 17.29% | -12.02% | 31.98% | 4.41% | 28.25% | -10.65% | 10.04% |
MMEYX Victory Integrity Discovery Fund | 37.97% | 14.25% | 11.36% | 14.83% | -12.01% | 37.20% | -1.34% | 21.60% | -16.10% | 11.07% |
Correlation
The correlation between HSMYX and MMEYX is 0.88, meaning they have usually moved in the same direction, including during past declines.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.88 |
Correlation (3Y) Balances recent behavior with more history. | 0.91 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.93 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.93 |
Correlation (All Time) Calculated using the full available price history since Dec 31, 2004 | 0.92 |
The correlation between HSMYX and MMEYX has been stable across timeframes, ranging from 0.88 to 0.93 - a consistent structural relationship.
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Return for Risk
HSMYX vs. MMEYX — Risk / Return Rank
HSMYX
MMEYX
HSMYX vs. MMEYX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Hartford Small Cap Value Fund (HSMYX) 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| HSMYX | MMEYX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.91 | ||
| Sortino ratioReturn per unit of downside risk | -1.03 | ||
| Omega ratioGain probability vs. loss probability | 1.39 | 1.52 | -0.13 |
| Calmar ratioReturn relative to maximum drawdown | 3.58 | 7.40 | -3.83 |
| Martin ratioReturn relative to average drawdown | 10.74 | 23.93 | -13.18 |
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Drawdowns
HSMYX vs. MMEYX - Drawdown Comparison
The maximum HSMYX drawdown since its inception was -60.81%, smaller than the maximum MMEYX drawdown of -69.05%. Use the drawdown chart below to compare losses from any high point for HSMYX and MMEYX.
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Drawdown Indicators
| HSMYX | MMEYX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -60.81% | -69.05% | +8.24% |
Max Drawdown (1Y)Largest decline over 1 year | -11.25% | -8.19% | -3.06% |
Max Drawdown (3Y)Largest decline over 3 years | -27.70% | -25.23% | -2.47% |
Max Drawdown (5Y)Largest decline over 5 years | -27.70% | -26.82% | -0.88% |
Max Drawdown (10Y)Largest decline over 10 years | -46.51% | -54.35% | +7.84% |
Current DrawdownCurrent decline from peak | 0.00% | 0.00% | 0.00% |
Average DrawdownAverage peak-to-trough decline | -9.71% | -15.49% | +5.78% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.74% | 2.53% | +1.21% |
Volatility
HSMYX vs. MMEYX - Volatility Comparison
Hartford Small Cap Value Fund (HSMYX) and Victory Integrity Discovery Fund (MMEYX) have volatilities of 4.46% and 4.33%, 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
| HSMYX | MMEYX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.46% | 4.33% | +0.13% |
Volatility (6M)Calculated over the trailing 6-month period | 12.10% | 13.46% | -1.36% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.09% | 19.32% | -1.23% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 21.08% | 22.22% | -1.14% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 23.72% | 25.38% | -1.66% |
HSMYX vs. MMEYX - Expense Ratio Comparison
HSMYX has a 0.85% expense ratio, which is lower than MMEYX's 1.38% expense ratio.
Dividends
HSMYX vs. MMEYX - Dividend Comparison
HSMYX's dividend yield for the trailing twelve months is around 5.33%, less than MMEYX's 7.02% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
HSMYX Hartford Small Cap Value Fund | 5.33% | 6.68% | 2.91% | 3.35% | 9.64% | 6.82% | 1.27% | 12.08% | 36.32% | 5.07% | 1.16% | 6.70% |
MMEYX Victory Integrity Discovery Fund | 7.02% | 9.68% | 8.36% | 1.33% | 8.53% | 4.34% | 0.00% | 2.17% | 14.87% | 10.31% | 3.73% | 7.64% |
Frequently Asked Questions
HSMYX and MMEYX have a correlation of 0.88, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
HSMYX has higher volatility (4.46%) compared to MMEYX (4.33%). In terms of maximum drawdown, HSMYX dropped -60.81% vs MMEYX's -69.05%.
MMEYX currently has the higher Sharpe Ratio (3.14 vs 2.23), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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