MMEYX vs. VSCAX
Compare and contrast key facts about Victory Integrity Discovery Fund (MMEYX) and Invesco Small Cap Value Fund (VSCAX).
MMEYX is managed by Victory. It was launched on Dec 26, 1996. VSCAX is managed by Invesco. It was launched on Jun 21, 1999.
Performance
MMEYX vs. VSCAX - Performance Comparison
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MMEYX vs. VSCAX - 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% |
VSCAX Invesco Small Cap Value Fund | 6.56% | 17.70% | 24.54% | 22.84% | 4.31% | 36.34% | 10.81% | 32.02% | -25.64% | 18.17% |
Returns By Period
In the year-to-date period, MMEYX achieves a 6.96% return, which is significantly higher than VSCAX's 6.56% return. Over the past 10 years, MMEYX has underperformed VSCAX with an annualized return of 10.78%, while VSCAX has yielded a comparatively higher 15.32% 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%
VSCAX
- 1D
- -1.86%
- 1M
- -10.13%
- YTD
- 6.56%
- 6M
- 13.85%
- 1Y
- 33.30%
- 3Y*
- 24.38%
- 5Y*
- 17.26%
- 10Y*
- 15.32%
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MMEYX vs. VSCAX - Expense Ratio Comparison
MMEYX has a 1.38% expense ratio, which is higher than VSCAX's 1.12% expense ratio.
Return for Risk
MMEYX vs. VSCAX — Risk / Return Rank
MMEYX
VSCAX
MMEYX vs. VSCAX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Victory Integrity Discovery Fund (MMEYX) and Invesco Small Cap Value Fund (VSCAX). 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 | VSCAX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.39 | 1.28 | +0.11 |
Sortino ratioReturn per unit of downside risk | 2.00 | 1.79 | +0.21 |
Omega ratioGain probability vs. loss probability | 1.27 | 1.26 | +0.01 |
Calmar ratioReturn relative to maximum drawdown | 2.11 | 1.64 | +0.46 |
Martin ratioReturn relative to average drawdown | 8.08 | 6.36 | +1.72 |
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 | VSCAX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.39 | 1.28 | +0.11 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.38 | 0.75 | -0.37 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.43 | 0.58 | -0.15 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.47 | 0.51 | -0.04 |
Correlation
The correlation between MMEYX and VSCAX is 0.88, 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. VSCAX - Dividend Comparison
MMEYX's dividend yield for the trailing twelve months is around 9.05%, more than VSCAX's 8.65% 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% |
VSCAX Invesco Small Cap Value Fund | 8.65% | 9.22% | 7.90% | 4.93% | 10.12% | 16.90% | 0.30% | 2.53% | 28.45% | 16.65% | 1.71% | 11.08% |
Drawdowns
MMEYX vs. VSCAX - Drawdown Comparison
The maximum MMEYX drawdown since its inception was -69.05%, which is greater than VSCAX's maximum drawdown of -57.77%. Use the drawdown chart below to compare losses from any high point for MMEYX and VSCAX.
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Drawdown Indicators
| MMEYX | VSCAX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -69.05% | -57.77% | -11.28% |
Max Drawdown (1Y)Largest decline over 1 year | -13.92% | -16.56% | +2.64% |
Max Drawdown (5Y)Largest decline over 5 years | -26.82% | -25.29% | -1.53% |
Max Drawdown (10Y)Largest decline over 10 years | -54.35% | -57.77% | +3.42% |
Current DrawdownCurrent decline from peak | -5.84% | -11.43% | +5.59% |
Average DrawdownAverage peak-to-trough decline | -15.65% | -8.94% | -6.71% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.63% | 4.49% | -0.86% |
Volatility
MMEYX vs. VSCAX - Volatility Comparison
The current volatility for Victory Integrity Discovery Fund (MMEYX) is 6.30%, while Invesco Small Cap Value Fund (VSCAX) has a volatility of 8.31%. This indicates that MMEYX experiences smaller price fluctuations and is considered to be less risky than VSCAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| MMEYX | VSCAX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.30% | 8.31% | -2.01% |
Volatility (6M)Calculated over the trailing 6-month period | 14.03% | 16.64% | -2.61% |
Volatility (1Y)Calculated over the trailing 1-year period | 23.40% | 25.77% | -2.37% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 22.48% | 23.13% | -0.65% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 25.36% | 26.70% | -1.34% |