MMEYX vs. HWSIX
Compare and contrast key facts about Victory Integrity Discovery Fund (MMEYX) and Hotchkis & Wiley Small Cap Value Fund (HWSIX).
MMEYX is managed by Victory. It was launched on Dec 26, 1996. HWSIX is managed by Hotchkis & Wiley. It was launched on Sep 20, 1985.
Performance
MMEYX vs. HWSIX - Performance Comparison
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MMEYX vs. HWSIX - 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% |
HWSIX Hotchkis & Wiley Small Cap Value Fund | 7.19% | 1.60% | 5.00% | 18.85% | 2.97% | 35.54% | -0.31% | 20.54% | -15.03% | 7.66% |
Returns By Period
The year-to-date returns for both investments are quite close, with MMEYX having a 6.96% return and HWSIX slightly higher at 7.19%. Over the past 10 years, MMEYX has outperformed HWSIX with an annualized return of 10.78%, while HWSIX has yielded a comparatively lower 10.01% annualized return.
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%
HWSIX
- 1D
- -0.30%
- 1M
- -0.11%
- YTD
- 7.19%
- 6M
- 5.71%
- 1Y
- 16.85%
- 3Y*
- 9.76%
- 5Y*
- 9.23%
- 10Y*
- 10.01%
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MMEYX vs. HWSIX - Expense Ratio Comparison
MMEYX has a 1.38% expense ratio, which is higher than HWSIX's 1.06% expense ratio.
Return for Risk
MMEYX vs. HWSIX — Risk / Return Rank
MMEYX
HWSIX
MMEYX vs. HWSIX - 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 (HWSIX). 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 | HWSIX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.39 | 0.73 | +0.66 |
Sortino ratioReturn per unit of downside risk | 2.00 | 1.16 | +0.84 |
Omega ratioGain probability vs. loss probability | 1.27 | 1.16 | +0.10 |
Calmar ratioReturn relative to maximum drawdown | 2.11 | 0.92 | +1.18 |
Martin ratioReturn relative to average drawdown | 8.08 | 3.44 | +4.64 |
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 | HWSIX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.39 | 0.73 | +0.66 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.38 | 0.43 | -0.05 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.43 | 0.41 | +0.02 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.47 | 0.44 | +0.03 |
Correlation
The correlation between MMEYX and HWSIX is 0.86, 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. HWSIX - Dividend Comparison
MMEYX's dividend yield for the trailing twelve months is around 9.05%, more than HWSIX's 0.94% 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% |
HWSIX Hotchkis & Wiley Small Cap Value Fund | 0.94% | 1.01% | 8.35% | 1.90% | 13.44% | 0.36% | 0.80% | 4.89% | 9.84% | 5.07% | 0.41% | 11.78% |
Drawdowns
MMEYX vs. HWSIX - Drawdown Comparison
The maximum MMEYX drawdown since its inception was -69.05%, roughly equal to the maximum HWSIX drawdown of -72.00%. Use the drawdown chart below to compare losses from any high point for MMEYX and HWSIX.
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Drawdown Indicators
| MMEYX | HWSIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -69.05% | -72.00% | +2.95% |
Max Drawdown (1Y)Largest decline over 1 year | -13.92% | -16.44% | +2.52% |
Max Drawdown (5Y)Largest decline over 5 years | -26.82% | -26.92% | +0.10% |
Max Drawdown (10Y)Largest decline over 10 years | -54.35% | -53.67% | -0.68% |
Current DrawdownCurrent decline from peak | -5.84% | -2.75% | -3.09% |
Average DrawdownAverage peak-to-trough decline | -15.65% | -12.12% | -3.53% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.63% | 4.42% | -0.79% |
Volatility
MMEYX vs. HWSIX - Volatility Comparison
Victory Integrity Discovery Fund (MMEYX) has a higher volatility of 6.30% compared to Hotchkis & Wiley Small Cap Value Fund (HWSIX) at 4.15%. This indicates that MMEYX's price experiences larger fluctuations and is considered to be riskier than HWSIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| MMEYX | HWSIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.30% | 4.15% | +2.15% |
Volatility (6M)Calculated over the trailing 6-month period | 14.03% | 12.90% | +1.13% |
Volatility (1Y)Calculated over the trailing 1-year period | 23.40% | 23.97% | -0.57% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 22.48% | 21.70% | +0.78% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 25.36% | 24.67% | +0.69% |