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MMEYX vs. SHDPX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

MMEYX vs. SHDPX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Victory Integrity Discovery Fund (MMEYX) and American Beacon Shapiro SMID Cap Equity Fund (SHDPX). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period


MMEYX

1D
0.26%
1M
3.54%
YTD
28.29%
6M
30.51%
1Y
55.45%
3Y*
24.94%
5Y*
10.45%
10Y*
12.39%

SHDPX

1D
0.00%
1M
YTD
6M
1Y
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

MMEYX vs. SHDPX - Yearly Performance Comparison


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Return for Risk

MMEYX vs. SHDPX — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

MMEYX
MMEYX Risk / Return Rank: 8686
Overall Rank
MMEYX Sharpe Ratio Rank: 8787
Sharpe Ratio Rank
MMEYX Sortino Ratio Rank: 8282
Sortino Ratio Rank
MMEYX Omega Ratio Rank: 7171
Omega Ratio Rank
MMEYX Calmar Ratio Rank: 9696
Calmar Ratio Rank
MMEYX Martin Ratio Rank: 9393
Martin Ratio Rank

SHDPX
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

MMEYX vs. SHDPX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Victory Integrity Discovery Fund (MMEYX) and American Beacon Shapiro SMID Cap Equity Fund (SHDPX). 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.


MMEYXSHDPXDifference

Sharpe ratio

Return per unit of total volatility

2.85

Sortino ratio

Return per unit of downside risk

3.89

Omega ratio

Gain probability vs. loss probability

1.48

Calmar ratio

Return relative to maximum drawdown

6.56

Martin ratio

Return relative to average drawdown

20.19

MMEYX vs. SHDPX - Sharpe Ratio Comparison


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Sharpe Ratios by Period


MMEYXSHDPXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.85

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.47

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.49

Sharpe Ratio (All Time)

Calculated using the full available price history

0.50

Drawdowns

MMEYX vs. SHDPX - Drawdown Comparison

The maximum MMEYX drawdown since its inception was -69.05%, which is greater than SHDPX's maximum drawdown of 0.00%. Use the drawdown chart below to compare losses from any high point for MMEYX and SHDPX.


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Drawdown Indicators


MMEYXSHDPXDifference

Max Drawdown

Largest peak-to-trough decline

-69.05%

0.00%

-69.05%

Max Drawdown (1Y)

Largest decline over 1 year

-8.19%

Max Drawdown (3Y)

Largest decline over 3 years

-25.23%

Max Drawdown (5Y)

Largest decline over 5 years

-26.82%

Max Drawdown (10Y)

Largest decline over 10 years

-54.35%

Current Drawdown

Current decline from peak

-0.79%

0.00%

-0.79%

Average Drawdown

Average peak-to-trough decline

-15.57%

0.00%

-15.57%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.66%

Volatility

MMEYX vs. SHDPX - Volatility Comparison


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Volatility by Period


MMEYXSHDPXDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.14%

Volatility (6M)

Calculated over the trailing 6-month period

12.89%

Volatility (1Y)

Calculated over the trailing 1-year period

19.39%

0.00%

+19.39%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

22.36%

0.00%

+22.36%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

25.39%

0.00%

+25.39%

MMEYX vs. SHDPX - Expense Ratio Comparison

MMEYX has a 1.38% expense ratio, which is lower than SHDPX's 2.31% expense ratio.


Dividends

MMEYX vs. SHDPX - Dividend Comparison

MMEYX's dividend yield for the trailing twelve months is around 7.55%, while SHDPX has not paid dividends to shareholders.


PositionTTM20252024202320222021202020192018201720162015
MMEYX
Victory Integrity Discovery Fund
7.55%9.68%8.36%1.33%8.53%4.34%0.00%2.17%14.87%10.31%3.73%7.64%
SHDPX
American Beacon Shapiro SMID Cap Equity Fund
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
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