MICYX vs. ANDIX
Compare and contrast key facts about Victory Trivalent International Fund-Core Equity (MICYX) and AQR International Defensive Style Fund (ANDIX).
MICYX is managed by Victory. It was launched on Aug 16, 2007. ANDIX is managed by AQR Funds. It was launched on Jul 9, 2012.
Performance
MICYX vs. ANDIX - Performance Comparison
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MICYX vs. ANDIX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
MICYX Victory Trivalent International Fund-Core Equity | -0.31% | 37.10% | 8.45% | 19.43% | -17.33% | 10.27% | 5.92% | 22.38% | -15.96% | 27.08% |
ANDIX AQR International Defensive Style Fund | -0.25% | 21.41% | 2.83% | 12.06% | -14.26% | 7.59% | 8.43% | 18.39% | -10.35% | 22.86% |
Returns By Period
In the year-to-date period, MICYX achieves a -0.31% return, which is significantly lower than ANDIX's -0.25% return. Over the past 10 years, MICYX has outperformed ANDIX with an annualized return of 8.88%, while ANDIX has yielded a comparatively lower 6.30% annualized return.
MICYX
- 1D
- -0.21%
- 1M
- -11.97%
- YTD
- -0.31%
- 6M
- 5.38%
- 1Y
- 28.21%
- 3Y*
- 17.81%
- 5Y*
- 8.95%
- 10Y*
- 8.88%
ANDIX
- 1D
- 0.50%
- 1M
- -8.31%
- YTD
- -0.25%
- 6M
- 2.13%
- 1Y
- 13.15%
- 3Y*
- 9.32%
- 5Y*
- 4.98%
- 10Y*
- 6.30%
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MICYX vs. ANDIX - Expense Ratio Comparison
MICYX has a 0.70% expense ratio, which is higher than ANDIX's 0.55% expense ratio.
Return for Risk
MICYX vs. ANDIX — Risk / Return Rank
MICYX
ANDIX
MICYX vs. ANDIX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Victory Trivalent International Fund-Core Equity (MICYX) and AQR International Defensive Style Fund (ANDIX). 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.
| MICYX | ANDIX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.63 | 0.99 | +0.64 |
Sortino ratioReturn per unit of downside risk | 2.12 | 1.40 | +0.73 |
Omega ratioGain probability vs. loss probability | 1.33 | 1.20 | +0.13 |
Calmar ratioReturn relative to maximum drawdown | 2.10 | 1.42 | +0.68 |
Martin ratioReturn relative to average drawdown | 8.54 | 5.30 | +3.23 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| MICYX | ANDIX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.63 | 0.99 | +0.64 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.57 | 0.39 | +0.18 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.54 | 0.47 | +0.07 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.18 | 0.49 | -0.30 |
Correlation
The correlation between MICYX and ANDIX 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
MICYX vs. ANDIX - Dividend Comparison
MICYX's dividend yield for the trailing twelve months is around 10.80%, more than ANDIX's 4.76% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
MICYX Victory Trivalent International Fund-Core Equity | 10.80% | 10.77% | 3.57% | 3.75% | 2.63% | 3.67% | 1.45% | 1.14% | 4.38% | 6.90% | 2.04% | 1.93% |
ANDIX AQR International Defensive Style Fund | 4.76% | 4.74% | 2.29% | 3.02% | 2.00% | 2.53% | 1.73% | 2.51% | 2.40% | 3.30% | 1.47% | 2.09% |
Drawdowns
MICYX vs. ANDIX - Drawdown Comparison
The maximum MICYX drawdown since its inception was -64.61%, which is greater than ANDIX's maximum drawdown of -27.59%. Use the drawdown chart below to compare losses from any high point for MICYX and ANDIX.
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Drawdown Indicators
| MICYX | ANDIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -64.61% | -27.59% | -37.02% |
Max Drawdown (1Y)Largest decline over 1 year | -12.29% | -8.76% | -3.53% |
Max Drawdown (5Y)Largest decline over 5 years | -30.05% | -27.59% | -2.46% |
Max Drawdown (10Y)Largest decline over 10 years | -37.68% | -27.59% | -10.09% |
Current DrawdownCurrent decline from peak | -12.29% | -8.31% | -3.98% |
Average DrawdownAverage peak-to-trough decline | -19.98% | -5.33% | -14.65% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.02% | 2.35% | +0.67% |
Volatility
MICYX vs. ANDIX - Volatility Comparison
Victory Trivalent International Fund-Core Equity (MICYX) has a higher volatility of 7.68% compared to AQR International Defensive Style Fund (ANDIX) at 5.12%. This indicates that MICYX's price experiences larger fluctuations and is considered to be riskier than ANDIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| MICYX | ANDIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.68% | 5.12% | +2.56% |
Volatility (6M)Calculated over the trailing 6-month period | 11.76% | 8.12% | +3.64% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.89% | 12.93% | +3.96% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.70% | 12.75% | +2.95% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.57% | 13.44% | +3.13% |