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MMEYX vs. USBLX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

MMEYX vs. USBLX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Victory Integrity Discovery Fund (MMEYX) and USAA Growth and Tax Strategy Fund (USBLX). The values are adjusted to include any dividend payments, if applicable.

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MMEYX vs. USBLX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
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%
USBLX
USAA Growth and Tax Strategy Fund
-2.22%10.30%13.32%16.10%-15.82%14.80%10.78%18.46%-1.95%13.48%

Returns By Period

In the year-to-date period, MMEYX achieves a 9.11% return, which is significantly higher than USBLX's -2.22% return. Over the past 10 years, MMEYX has outperformed USBLX with an annualized return of 11.00%, while USBLX has yielded a comparatively lower 7.54% 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%

USBLX

1D
1.49%
1M
-3.41%
YTD
-2.22%
6M
-0.31%
1Y
10.01%
3Y*
10.50%
5Y*
5.74%
10Y*
7.54%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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MMEYX vs. USBLX - Expense Ratio Comparison

MMEYX has a 1.38% expense ratio, which is higher than USBLX's 0.58% expense ratio.


Return for Risk

MMEYX vs. USBLX — Risk / Return Rank

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

MMEYX
MMEYX Risk / Return Rank: 8080
Overall Rank
MMEYX Sharpe Ratio Rank: 7878
Sharpe Ratio Rank
MMEYX Sortino Ratio Rank: 7979
Sortino Ratio Rank
MMEYX Omega Ratio Rank: 6969
Omega Ratio Rank
MMEYX Calmar Ratio Rank: 8787
Calmar Ratio Rank
MMEYX Martin Ratio Rank: 8585
Martin Ratio Rank

USBLX
USBLX Risk / Return Rank: 6666
Overall Rank
USBLX Sharpe Ratio Rank: 6767
Sharpe Ratio Rank
USBLX Sortino Ratio Rank: 6767
Sortino Ratio Rank
USBLX Omega Ratio Rank: 6565
Omega Ratio Rank
USBLX Calmar Ratio Rank: 5959
Calmar Ratio Rank
USBLX Martin Ratio Rank: 7272
Martin Ratio Rank
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. USBLX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Victory Integrity Discovery Fund (MMEYX) and USAA Growth and Tax Strategy Fund (USBLX). 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.


MMEYXUSBLXDifference

Sharpe ratio

Return per unit of total volatility

1.52

1.24

+0.28

Sortino ratio

Return per unit of downside risk

2.15

1.74

+0.42

Omega ratio

Gain probability vs. loss probability

1.29

1.26

+0.03

Calmar ratio

Return relative to maximum drawdown

2.51

1.46

+1.05

Martin ratio

Return relative to average drawdown

9.62

7.14

+2.47

MMEYX vs. USBLX - Sharpe Ratio Comparison

The current MMEYX Sharpe Ratio is 1.52, which is comparable to the USBLX Sharpe Ratio of 1.24. The chart below compares the historical Sharpe Ratios of MMEYX and USBLX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


MMEYXUSBLXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.52

1.24

+0.28

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.38

0.67

-0.29

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.44

0.84

-0.40

Sharpe Ratio (All Time)

Calculated using the full available price history

0.48

0.80

-0.32

Correlation

The correlation between MMEYX and USBLX is 0.69, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Dividends

MMEYX vs. USBLX - Dividend Comparison

MMEYX's dividend yield for the trailing twelve months is around 8.88%, more than USBLX's 2.19% yield.


TTM20252024202320222021202020192018201720162015
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%
USBLX
USAA Growth and Tax Strategy Fund
2.19%1.96%2.28%2.11%1.74%1.66%1.88%1.95%2.73%2.16%2.31%2.69%

Drawdowns

MMEYX vs. USBLX - Drawdown Comparison

The maximum MMEYX drawdown since its inception was -69.05%, which is greater than USBLX's maximum drawdown of -33.49%. Use the drawdown chart below to compare losses from any high point for MMEYX and USBLX.


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Drawdown Indicators


MMEYXUSBLXDifference

Max Drawdown

Largest peak-to-trough decline

-69.05%

-33.49%

-35.56%

Max Drawdown (1Y)

Largest decline over 1 year

-13.92%

-7.48%

-6.44%

Max Drawdown (5Y)

Largest decline over 5 years

-26.82%

-20.51%

-6.31%

Max Drawdown (10Y)

Largest decline over 10 years

-54.35%

-21.93%

-32.42%

Current Drawdown

Current decline from peak

-3.95%

-3.82%

-0.13%

Average Drawdown

Average peak-to-trough decline

-15.65%

-4.31%

-11.34%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.64%

1.53%

+2.11%

Volatility

MMEYX vs. USBLX - Volatility Comparison

Victory Integrity Discovery Fund (MMEYX) has a higher volatility of 6.55% compared to USAA Growth and Tax Strategy Fund (USBLX) at 2.86%. This indicates that MMEYX's price experiences larger fluctuations and is considered to be riskier than USBLX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


MMEYXUSBLXDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.55%

2.86%

+3.69%

Volatility (6M)

Calculated over the trailing 6-month period

14.14%

4.78%

+9.36%

Volatility (1Y)

Calculated over the trailing 1-year period

23.43%

8.47%

+14.96%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

22.50%

8.63%

+13.87%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

25.36%

9.06%

+16.30%