MMEYX vs. CSMIX
Compare and contrast key facts about Victory Integrity Discovery Fund (MMEYX) and Columbia Small Cap Value Fund I (CSMIX).
MMEYX is managed by Victory. It was launched on Dec 26, 1996. CSMIX is managed by Columbia. It was launched on Jul 25, 1986.
Performance
MMEYX vs. CSMIX - Performance Comparison
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MMEYX vs. CSMIX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
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% |
CSMIX Columbia Small Cap Value Fund I | -1.68% | 14.65% | 8.66% | 21.42% | -8.87% | 28.95% | 7.82% | 21.01% | -18.37% | 13.77% |
Returns By Period
In the year-to-date period, MMEYX achieves a 6.96% return, which is significantly higher than CSMIX's -1.68% return. Both investments have delivered pretty close results over the past 10 years, with MMEYX having a 10.78% annualized return and CSMIX not far behind at 10.52%.
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%
CSMIX
- 1D
- -0.09%
- 1M
- -7.18%
- YTD
- -1.68%
- 6M
- 2.47%
- 1Y
- 22.20%
- 3Y*
- 13.53%
- 5Y*
- 7.44%
- 10Y*
- 10.52%
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MMEYX vs. CSMIX - Expense Ratio Comparison
MMEYX has a 1.38% expense ratio, which is higher than CSMIX's 1.26% expense ratio.
Return for Risk
MMEYX vs. CSMIX — Risk / Return Rank
MMEYX
CSMIX
MMEYX vs. CSMIX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Victory Integrity Discovery Fund (MMEYX) and Columbia Small Cap Value Fund I (CSMIX). 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.
| MMEYX | CSMIX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.39 | 0.97 | +0.42 |
Sortino ratioReturn per unit of downside risk | 2.00 | 1.48 | +0.52 |
Omega ratioGain probability vs. loss probability | 1.27 | 1.19 | +0.07 |
Calmar ratioReturn relative to maximum drawdown | 2.11 | 1.28 | +0.83 |
Martin ratioReturn relative to average drawdown | 8.08 | 4.63 | +3.44 |
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
| MMEYX | CSMIX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.39 | 0.97 | +0.42 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.38 | 0.35 | +0.03 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.43 | 0.44 | -0.02 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.47 | 0.47 | 0.00 |
Correlation
The correlation between MMEYX and CSMIX 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
MMEYX vs. CSMIX - Dividend Comparison
MMEYX's dividend yield for the trailing twelve months is around 9.05%, less than CSMIX's 14.47% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
CSMIX Columbia Small Cap Value Fund I | 14.47% | 14.23% | 6.67% | 7.57% | 6.02% | 13.34% | 0.50% | 3.58% | 9.79% | 11.56% | 11.58% | 12.73% |
Drawdowns
MMEYX vs. CSMIX - Drawdown Comparison
The maximum MMEYX drawdown since its inception was -69.05%, which is greater than CSMIX's maximum drawdown of -53.37%. Use the drawdown chart below to compare losses from any high point for MMEYX and CSMIX.
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Drawdown Indicators
| MMEYX | CSMIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -69.05% | -53.37% | -15.68% |
Max Drawdown (1Y)Largest decline over 1 year | -13.92% | -14.79% | +0.87% |
Max Drawdown (5Y)Largest decline over 5 years | -26.82% | -25.98% | -0.84% |
Max Drawdown (10Y)Largest decline over 10 years | -54.35% | -48.42% | -5.93% |
Current DrawdownCurrent decline from peak | -5.84% | -10.23% | +4.39% |
Average DrawdownAverage peak-to-trough decline | -15.65% | -8.95% | -6.70% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.63% | 4.09% | -0.46% |
Volatility
MMEYX vs. CSMIX - Volatility Comparison
Victory Integrity Discovery Fund (MMEYX) has a higher volatility of 6.30% compared to Columbia Small Cap Value Fund I (CSMIX) at 5.43%. This indicates that MMEYX's price experiences larger fluctuations and is considered to be riskier than CSMIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| MMEYX | CSMIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.30% | 5.43% | +0.87% |
Volatility (6M)Calculated over the trailing 6-month period | 14.03% | 12.70% | +1.33% |
Volatility (1Y)Calculated over the trailing 1-year period | 23.40% | 22.51% | +0.89% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 22.48% | 21.57% | +0.91% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 25.36% | 23.92% | +1.44% |