MMEYX vs. HWSAX
Compare and contrast key facts about Victory Integrity Discovery Fund (MMEYX) and Hotchkis & Wiley Small Cap Value Fund Class A (HWSAX).
MMEYX is managed by Victory. It was launched on Dec 26, 1996. HWSAX is managed by Hotchkis & Wiley. It was launched on Jun 10, 2000.
Performance
MMEYX vs. HWSAX - Performance Comparison
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MMEYX vs. HWSAX - 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% |
HWSAX Hotchkis & Wiley Small Cap Value Fund Class A | 9.00% | 1.38% | 4.77% | 18.56% | 2.81% | 35.32% | -0.50% | 20.26% | -15.23% | 7.39% |
Returns By Period
The year-to-date returns for both stocks are quite close, with MMEYX having a 9.11% return and HWSAX slightly lower at 9.00%. Over the past 10 years, MMEYX has outperformed HWSAX with an annualized return of 11.00%, while HWSAX has yielded a comparatively lower 9.96% annualized return.
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%
HWSAX
- 1D
- 1.75%
- 1M
- 0.95%
- YTD
- 9.00%
- 6M
- 7.38%
- 1Y
- 18.60%
- 3Y*
- 10.15%
- 5Y*
- 9.03%
- 10Y*
- 9.96%
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MMEYX vs. HWSAX - Expense Ratio Comparison
MMEYX has a 1.38% expense ratio, which is higher than HWSAX's 1.21% expense ratio.
Return for Risk
MMEYX vs. HWSAX — Risk / Return Rank
MMEYX
HWSAX
MMEYX vs. HWSAX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Victory Integrity Discovery Fund (MMEYX) and Hotchkis & Wiley Small Cap Value Fund Class A (HWSAX). 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 | HWSAX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.52 | 0.78 | +0.74 |
Sortino ratioReturn per unit of downside risk | 2.15 | 1.22 | +0.93 |
Omega ratioGain probability vs. loss probability | 1.29 | 1.17 | +0.11 |
Calmar ratioReturn relative to maximum drawdown | 2.51 | 1.17 | +1.34 |
Martin ratioReturn relative to average drawdown | 9.62 | 4.34 | +5.28 |
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 | HWSAX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.52 | 0.78 | +0.74 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.38 | 0.42 | -0.04 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.44 | 0.41 | +0.03 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.48 | 0.47 | +0.01 |
Correlation
The correlation between MMEYX and HWSAX 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. HWSAX - Dividend Comparison
MMEYX's dividend yield for the trailing twelve months is around 8.88%, more than HWSAX's 0.64% 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% |
HWSAX Hotchkis & Wiley Small Cap Value Fund Class A | 0.64% | 0.69% | 8.19% | 1.79% | 13.39% | 0.22% | 0.63% | 4.62% | 9.45% | 4.80% | 0.00% | 11.67% |
Drawdowns
MMEYX vs. HWSAX - Drawdown Comparison
The maximum MMEYX drawdown since its inception was -69.05%, roughly equal to the maximum HWSAX drawdown of -72.14%. Use the drawdown chart below to compare losses from any high point for MMEYX and HWSAX.
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Drawdown Indicators
| MMEYX | HWSAX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -69.05% | -72.14% | +3.09% |
Max Drawdown (1Y)Largest decline over 1 year | -13.92% | -16.44% | +2.52% |
Max Drawdown (5Y)Largest decline over 5 years | -26.82% | -26.98% | +0.16% |
Max Drawdown (10Y)Largest decline over 10 years | -54.35% | -53.82% | -0.53% |
Current DrawdownCurrent decline from peak | -3.95% | -1.09% | -2.86% |
Average DrawdownAverage peak-to-trough decline | -15.65% | -11.03% | -4.62% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.64% | 4.43% | -0.79% |
Volatility
MMEYX vs. HWSAX - Volatility Comparison
Victory Integrity Discovery Fund (MMEYX) has a higher volatility of 6.55% compared to Hotchkis & Wiley Small Cap Value Fund Class A (HWSAX) at 4.45%. This indicates that MMEYX's price experiences larger fluctuations and is considered to be riskier than HWSAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| MMEYX | HWSAX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.55% | 4.45% | +2.10% |
Volatility (6M)Calculated over the trailing 6-month period | 14.14% | 12.99% | +1.15% |
Volatility (1Y)Calculated over the trailing 1-year period | 23.43% | 23.99% | -0.56% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 22.50% | 21.71% | +0.79% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 25.36% | 24.65% | +0.71% |