MMEYX vs. SSCVX

Last updated Aug 4, 2026

MMEYX (Victory Integrity Discovery Fund) and SSCVX (Columbia Select Small Cap Value Fund) are both Small Cap Value Equities funds. Over the past 10 years, MMEYX returned 12.64%/yr vs 10.20%/yr for SSCVX. Their correlation of 0.85 means they have usually moved in the same direction. MMEYX charges 1.38%/yr vs 1.28%/yr for SSCVX.

Performance

MMEYX vs. SSCVX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Victory Integrity Discovery Fund (MMEYX) and Columbia Select Small Cap Value Fund (SSCVX). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, MMEYX achieves a 35.19% return, which is significantly higher than SSCVX's 27.88% return. Over the past 10 years, MMEYX has outperformed SSCVX with an annualized return of 12.64%, while SSCVX has yielded a comparatively lower 10.20% annualized return.

MMEYX

• 1D: -0.24%
• 1M: 0.33%
• 6M: 22.34%
• YTD: 35.19%
• 1Y: 57.07%
• 3Y*: 21.84%
• 5Y*: 12.64%
• 10Y*: 12.64%
• ALL TIME*: 12.07%

SSCVX

• 1D: 0.42%
• 1M: 0.95%
• 6M: 17.98%
• YTD: 27.88%
• 1Y: 40.56%
• 3Y*: 14.55%
• 5Y*: 9.06%
• 10Y*: 10.20%
• ALL TIME*: 7.84%

*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison

Position	Avg. Volume Value (2W)	Avg. Volume Value (1M)	Avg. Volume Value (3M)
MMEYX Victory Integrity Discovery Fund	$0.00	$0.00	$0.00
SSCVX Columbia Select Small Cap Value Fund	$0.00	$0.00	$0.00

MMEYX vs. SSCVX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
MMEYX Victory Integrity Discovery Fund	35.19%	14.25%	11.36%	14.83%	-12.01%	37.20%	-1.34%	21.60%	-16.10%	11.07%
SSCVX Columbia Select Small Cap Value Fund	27.88%	5.46%	12.33%	12.47%	-15.35%	31.25%	9.61%	18.76%	-13.70%	12.65%

Correlation

The correlation between MMEYX and SSCVX is 0.84, meaning they have usually moved in the same direction, including during past declines.

	Correlation
Correlation (1Y) Focuses on recent behavior, but can change the most.	0.84
Correlation (3Y) Balances recent behavior with more history.	0.89
Correlation (5Y) Shows whether the relationship held over a longer period.	0.92
Correlation (10Y) Provides a long-term view across more market conditions.	0.91
Correlation (All Time) Calculated using the full available price history since Jan 2, 1998	0.85

The correlation between MMEYX and SSCVX has been stable across timeframes, ranging from 0.84 to 0.92 - a consistent structural relationship.

Return for Risk

MMEYX vs. SSCVX — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

MMEYX

MMEYX Risk / Return Rank: 95
MMEYX Sharpe Ratio Rank: 97
MMEYX Sortino Ratio Rank: 94
MMEYX Omega Ratio Rank: 89
MMEYX Calmar Ratio Rank: 98
MMEYX Martin Ratio Rank: 98

SSCVX

SSCVX Risk / Return Rank: 90
SSCVX Sharpe Ratio Rank: 89
SSCVX Sortino Ratio Rank: 88
SSCVX Omega Ratio Rank: 82
SSCVX Calmar Ratio Rank: 96
SSCVX Martin Ratio Rank: 95

The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

MMEYX vs. SSCVX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Victory Integrity Discovery Fund (MMEYX) and Columbia Select Small Cap Value Fund (SSCVX). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.

	MMEYX	SSCVX	Difference
Sharpe ratio: Return per unit of total volatility	2.79	2.26	+0.53
Sortino ratio: Return per unit of downside risk	3.84	3.26	+0.58
Omega ratio: Gain probability vs. loss probability	1.47	1.40	+0.07
Calmar ratio: Return relative to maximum drawdown	6.59	4.94	+1.66
Martin ratio: Return relative to average drawdown	21.30	15.72	+5.58

MMEYX vs. SSCVX - Sharpe Ratio Comparison

The current MMEYX Sharpe Ratio is 2.79, which is comparable to the SSCVX Sharpe Ratio of 2.26. The chart below compares the historical Sharpe Ratios of MMEYX and SSCVX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Drawdowns

MMEYX vs. SSCVX - Drawdown Comparison

The maximum MMEYX drawdown since its inception was -69.05%, which is greater than SSCVX's maximum drawdown of -65.34%. Use the drawdown chart below to compare losses from any high point for MMEYX and SSCVX.

Drawdown Indicators

	MMEYX	SSCVX	Difference
Max Drawdown Largest peak-to-trough decline	-69.05%	-65.34%	-3.71%
Max Drawdown (1Y) Largest decline over 1 year	-8.19%	-7.88%	-0.31%
Max Drawdown (3Y) Largest decline over 3 years	-25.23%	-29.22%	+3.99%
Max Drawdown (5Y) Largest decline over 5 years	-26.82%	-29.22%	+2.40%
Max Drawdown (10Y) Largest decline over 10 years	-54.35%	-48.87%	-5.48%
Current Drawdown Current decline from peak	-1.57%	0.00%	-1.57%
Average Drawdown Average peak-to-trough decline	-15.49%	-11.79%	-3.70%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.53%	2.51%	+0.02%

Volatility

MMEYX vs. SSCVX - Volatility Comparison

Victory Integrity Discovery Fund (MMEYX) has a higher volatility of 4.29% compared to Columbia Select Small Cap Value Fund (SSCVX) at 3.32%. This indicates that MMEYX's price experiences larger fluctuations and is considered to be riskier than SSCVX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	MMEYX	SSCVX	Difference
Volatility (1M) Calculated over the trailing 1-month period	4.29%	3.32%	+0.97%
Volatility (6M) Calculated over the trailing 6-month period	13.36%	11.93%	+1.43%
Volatility (1Y) Calculated over the trailing 1-year period	19.37%	17.26%	+2.11%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	22.19%	21.04%	+1.15%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	25.37%	23.35%	+2.02%

MMEYX vs. SSCVX - Expense Ratio Comparison

MMEYX has a 1.38% expense ratio, which is higher than SSCVX's 1.28% expense ratio.

Dividends

MMEYX vs. SSCVX - Dividend Comparison

MMEYX's dividend yield for the trailing twelve months is around 7.16%, less than SSCVX's 8.57% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
MMEYX Victory Integrity Discovery Fund	7.16%	9.68%	8.36%	1.33%	8.53%	4.34%	0.00%	2.17%	14.87%	10.31%	3.73%	7.64%
SSCVX Columbia Select Small Cap Value Fund	8.57%	10.96%	20.45%	6.56%	4.62%	6.64%	6.45%	0.12%	7.59%	13.50%	6.18%	12.44%

Frequently Asked Questions

Can I hold both MMEYX and SSCVX in my portfolio?

MMEYX and SSCVX have a correlation of 0.84, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, MMEYX or SSCVX?

MMEYX has higher volatility (4.29%) compared to SSCVX (3.32%). In terms of maximum drawdown, MMEYX dropped -69.05% vs SSCVX's -65.34%.

Which has better risk-adjusted returns?

MMEYX currently has the higher Sharpe Ratio (2.79 vs 2.26), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.