MMEYX vs. ARSMX
MMEYX (Victory Integrity Discovery Fund) and ARSMX (AMG River Road Small-Mid Cap Value Fund) are both Small Cap Value Equities funds. Over the past 10 years, MMEYX returned 12.64%/yr vs 10.29%/yr for ARSMX. Their correlation of 0.90 means they have usually moved in the same direction. MMEYX charges 1.38%/yr vs 1.27%/yr for ARSMX.
Performance
MMEYX vs. ARSMX - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, MMEYX achieves a 35.19% return, which is significantly higher than ARSMX's 10.07% return. Over the past 10 years, MMEYX has outperformed ARSMX with an annualized return of 12.64%, while ARSMX has yielded a comparatively lower 10.29% annualized return.
MMEYX
- 1D
- -0.24%
- 1M
- 0.33%
- 6M
- 22.34%
- YTD
- 35.19%
- 1Y
- 57.07%
- 3Y*
- 21.84%
- 5Y*
- 12.64%
- 10Y*
- 12.64%
- ALL TIME*
- 12.07%
ARSMX
- 1D
- -0.38%
- 1M
- 2.14%
- 6M
- 7.48%
- YTD
- 10.07%
- 1Y
- 9.16%
- 3Y*
- 9.11%
- 5Y*
- 6.42%
- 10Y*
- 10.29%
- ALL TIME*
- 7.68%
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 |
MMEYX vs. ARSMX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
MMEYX Victory Integrity Discovery Fund | 35.19% | 14.25% | 11.36% | 14.83% | -12.01% | 37.20% | -1.34% | 21.60% | -16.10% | 11.07% |
ARSMX AMG River Road Small-Mid Cap Value Fund | 10.07% | -0.83% | 12.42% | 14.48% | -8.62% | 23.41% | 1.71% | 34.82% | -6.44% | 15.26% |
Correlation
The correlation between MMEYX and ARSMX is 0.75, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.75 |
Correlation (3Y) Balances recent behavior with more history. | 0.83 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.88 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.88 |
Correlation (All Time) Calculated using the full available price history since Mar 30, 2007 | 0.90 |
The correlation between MMEYX and ARSMX shifts across timeframes, from 0.75 (1 year) to 0.90 (all time), reflecting how their relationship changes across market environments.
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
MMEYX vs. ARSMX — Risk / Return Rank
MMEYX
ARSMX
MMEYX vs. ARSMX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Victory Integrity Discovery Fund (MMEYX) and AMG River Road Small-Mid Cap Value Fund (ARSMX). 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.
| MMEYX | ARSMX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +2.28 | ||
| Sortino ratioReturn per unit of downside risk | +3.02 | ||
| Omega ratioGain probability vs. loss probability | 1.47 | 1.10 | +0.36 |
| Calmar ratioReturn relative to maximum drawdown | 6.59 | 0.71 | +5.88 |
| Martin ratioReturn relative to average drawdown | 21.30 | 1.64 | +19.66 |
Loading charts...
Drawdowns
MMEYX vs. ARSMX - Drawdown Comparison
The maximum MMEYX drawdown since its inception was -69.05%, which is greater than ARSMX's maximum drawdown of -51.75%. Use the drawdown chart below to compare losses from any high point for MMEYX and ARSMX.
Loading charts...
Drawdown Indicators
| MMEYX | ARSMX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -69.05% | -51.75% | -17.30% |
Max Drawdown (1Y)Largest decline over 1 year | -8.19% | -10.37% | +2.18% |
Max Drawdown (3Y)Largest decline over 3 years | -25.23% | -19.34% | -5.89% |
Max Drawdown (5Y)Largest decline over 5 years | -26.82% | -19.34% | -7.48% |
Max Drawdown (10Y)Largest decline over 10 years | -54.35% | -42.96% | -11.39% |
Current DrawdownCurrent decline from peak | -1.57% | -1.96% | +0.39% |
Average DrawdownAverage peak-to-trough decline | -15.49% | -8.06% | -7.43% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.53% | 4.46% | -1.93% |
Volatility
MMEYX vs. ARSMX - Volatility Comparison
Victory Integrity Discovery Fund (MMEYX) has a higher volatility of 4.29% compared to AMG River Road Small-Mid Cap Value Fund (ARSMX) at 4.08%. This indicates that MMEYX's price experiences larger fluctuations and is considered to be riskier than ARSMX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| MMEYX | ARSMX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.29% | 4.08% | +0.21% |
Volatility (6M)Calculated over the trailing 6-month period | 13.36% | 9.15% | +4.21% |
Volatility (1Y)Calculated over the trailing 1-year period | 19.37% | 14.37% | +5.00% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 22.19% | 17.70% | +4.49% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 25.37% | 19.51% | +5.86% |
MMEYX vs. ARSMX - Expense Ratio Comparison
MMEYX has a 1.38% expense ratio, which is higher than ARSMX's 1.27% expense ratio.
Dividends
MMEYX vs. ARSMX - Dividend Comparison
MMEYX's dividend yield for the trailing twelve months is around 7.16%, while ARSMX has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
ARSMX AMG River Road Small-Mid Cap Value Fund | 0.00% | 0.00% | 9.27% | 3.89% | 4.85% | 5.86% | 0.00% | 3.60% | 8.60% | 15.66% | 8.03% | 17.82% |
MMEYX Victory Integrity Discovery Fund | 7.16% | 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
MMEYX and ARSMX have a correlation of 0.75, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
MMEYX has higher volatility (4.29%) compared to ARSMX (4.08%). In terms of maximum drawdown, MMEYX dropped -69.05% vs ARSMX's -51.75%.
MMEYX currently has the higher Sharpe Ratio (2.79 vs 0.51), 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.
Find the right allocation for MMEYX and ARSMX
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer