MMEYX vs. DFSVX
Compare and contrast key facts about Victory Integrity Discovery Fund (MMEYX) and DFA U.S. Small Cap Value Portfolio I (DFSVX).
MMEYX is managed by Victory. It was launched on Dec 26, 1996. DFSVX is managed by Dimensional. It was launched on Mar 2, 1993.
Performance
MMEYX vs. DFSVX - Performance Comparison
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MMEYX vs. DFSVX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
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% |
DFSVX DFA U.S. Small Cap Value Portfolio I | 6.83% | 8.37% | 9.58% | 19.02% | -3.57% | 39.97% | 2.24% | 18.15% | -15.13% | 6.82% |
Returns By Period
In the year-to-date period, MMEYX achieves a 9.11% return, which is significantly higher than DFSVX's 6.83% return. Both investments have delivered pretty close results over the past 10 years, with MMEYX having a 11.00% annualized return and DFSVX not far behind at 10.84%.
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%
DFSVX
- 1D
- 2.04%
- 1M
- -3.75%
- YTD
- 6.83%
- 6M
- 9.84%
- 1Y
- 25.75%
- 3Y*
- 14.75%
- 5Y*
- 9.70%
- 10Y*
- 10.84%
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MMEYX vs. DFSVX - Expense Ratio Comparison
MMEYX has a 1.38% expense ratio, which is higher than DFSVX's 0.30% expense ratio.
Return for Risk
MMEYX vs. DFSVX — Risk / Return Rank
MMEYX
DFSVX
MMEYX vs. DFSVX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Victory Integrity Discovery Fund (MMEYX) and DFA U.S. Small Cap Value Portfolio I (DFSVX). 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 | DFSVX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.52 | 1.13 | +0.39 |
Sortino ratioReturn per unit of downside risk | 2.15 | 1.67 | +0.48 |
Omega ratioGain probability vs. loss probability | 1.29 | 1.23 | +0.05 |
Calmar ratioReturn relative to maximum drawdown | 2.51 | 1.56 | +0.96 |
Martin ratioReturn relative to average drawdown | 9.62 | 5.75 | +3.86 |
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 | DFSVX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.52 | 1.13 | +0.39 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.38 | 0.45 | -0.07 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.44 | 0.45 | -0.02 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.48 | 0.51 | -0.04 |
Correlation
The correlation between MMEYX and DFSVX 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
MMEYX vs. DFSVX - Dividend Comparison
MMEYX's dividend yield for the trailing twelve months is around 8.88%, more than DFSVX's 1.63% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
DFSVX DFA U.S. Small Cap Value Portfolio I | 1.63% | 1.69% | 1.47% | 3.67% | 6.77% | 10.40% | 1.96% | 2.83% | 7.54% | 5.18% | 4.18% | 5.29% |
Drawdowns
MMEYX vs. DFSVX - Drawdown Comparison
The maximum MMEYX drawdown since its inception was -69.05%, roughly equal to the maximum DFSVX drawdown of -66.70%. Use the drawdown chart below to compare losses from any high point for MMEYX and DFSVX.
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Drawdown Indicators
| MMEYX | DFSVX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -69.05% | -66.70% | -2.35% |
Max Drawdown (1Y)Largest decline over 1 year | -13.92% | -15.11% | +1.19% |
Max Drawdown (5Y)Largest decline over 5 years | -26.82% | -27.69% | +0.87% |
Max Drawdown (10Y)Largest decline over 10 years | -54.35% | -52.12% | -2.23% |
Current DrawdownCurrent decline from peak | -3.95% | -5.89% | +1.94% |
Average DrawdownAverage peak-to-trough decline | -15.65% | -9.51% | -6.14% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.64% | 4.09% | -0.45% |
Volatility
MMEYX vs. DFSVX - Volatility Comparison
Victory Integrity Discovery Fund (MMEYX) has a higher volatility of 6.55% compared to DFA U.S. Small Cap Value Portfolio I (DFSVX) at 5.46%. This indicates that MMEYX's price experiences larger fluctuations and is considered to be riskier than DFSVX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| MMEYX | DFSVX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.55% | 5.46% | +1.09% |
Volatility (6M)Calculated over the trailing 6-month period | 14.14% | 12.88% | +1.26% |
Volatility (1Y)Calculated over the trailing 1-year period | 23.43% | 23.35% | +0.08% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 22.50% | 21.68% | +0.82% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 25.36% | 23.92% | +1.44% |