MXLSX vs. MMEYX
Compare and contrast key facts about Great-West Small Cap Value Fund (MXLSX) and Victory Integrity Discovery Fund (MMEYX).
MXLSX is managed by Great-West. It was launched on Nov 1, 1994. MMEYX is managed by Victory. It was launched on Dec 26, 1996.
Performance
MXLSX vs. MMEYX - Performance Comparison
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MXLSX vs. MMEYX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
MXLSX Great-West Small Cap Value Fund | 1.81% | 4.08% | 8.20% | 17.81% | -10.07% | 31.12% | 2.84% | 24.67% | -16.64% | 8.44% |
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% |
Returns By Period
In the year-to-date period, MXLSX achieves a 1.81% return, which is significantly lower than MMEYX's 6.96% return. Over the past 10 years, MXLSX has underperformed MMEYX with an annualized return of 8.19%, while MMEYX has yielded a comparatively higher 10.78% annualized return.
MXLSX
- 1D
- -0.52%
- 1M
- -6.65%
- YTD
- 1.81%
- 6M
- 2.61%
- 1Y
- 13.81%
- 3Y*
- 9.89%
- 5Y*
- 5.76%
- 10Y*
- 8.19%
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%
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MXLSX vs. MMEYX - Expense Ratio Comparison
MXLSX has a 1.09% expense ratio, which is lower than MMEYX's 1.38% expense ratio.
Return for Risk
MXLSX vs. MMEYX — Risk / Return Rank
MXLSX
MMEYX
MXLSX vs. MMEYX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Great-West Small Cap Value Fund (MXLSX) and Victory Integrity Discovery Fund (MMEYX). 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.
| MXLSX | MMEYX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.54 | 1.39 | -0.85 |
Sortino ratioReturn per unit of downside risk | 0.92 | 2.00 | -1.08 |
Omega ratioGain probability vs. loss probability | 1.13 | 1.27 | -0.14 |
Calmar ratioReturn relative to maximum drawdown | 0.77 | 2.11 | -1.34 |
Martin ratioReturn relative to average drawdown | 2.97 | 8.08 | -5.11 |
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
| MXLSX | MMEYX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.54 | 1.39 | -0.85 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.28 | 0.38 | -0.10 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.37 | 0.43 | -0.06 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.25 | 0.47 | -0.22 |
Correlation
The correlation between MXLSX and MMEYX is 0.87, 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
MXLSX vs. MMEYX - Dividend Comparison
MXLSX's dividend yield for the trailing twelve months is around 0.47%, less than MMEYX's 9.05% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
MXLSX Great-West Small Cap Value Fund | 0.47% | 0.48% | 1.07% | 2.24% | 2.93% | 6.23% | 0.23% | 0.47% | 2.92% | 5.29% | 0.00% | 0.00% |
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% |
Drawdowns
MXLSX vs. MMEYX - Drawdown Comparison
The maximum MXLSX drawdown since its inception was -60.41%, smaller than the maximum MMEYX drawdown of -69.05%. Use the drawdown chart below to compare losses from any high point for MXLSX and MMEYX.
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Drawdown Indicators
| MXLSX | MMEYX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -60.41% | -69.05% | +8.64% |
Max Drawdown (1Y)Largest decline over 1 year | -15.02% | -13.92% | -1.10% |
Max Drawdown (5Y)Largest decline over 5 years | -26.04% | -26.82% | +0.78% |
Max Drawdown (10Y)Largest decline over 10 years | -43.52% | -54.35% | +10.83% |
Current DrawdownCurrent decline from peak | -8.88% | -5.84% | -3.04% |
Average DrawdownAverage peak-to-trough decline | -12.20% | -15.65% | +3.45% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.19% | 3.63% | +0.56% |
Volatility
MXLSX vs. MMEYX - Volatility Comparison
The current volatility for Great-West Small Cap Value Fund (MXLSX) is 5.13%, while Victory Integrity Discovery Fund (MMEYX) has a volatility of 6.30%. This indicates that MXLSX experiences smaller price fluctuations and is considered to be less risky than MMEYX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| MXLSX | MMEYX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.13% | 6.30% | -1.17% |
Volatility (6M)Calculated over the trailing 6-month period | 11.94% | 14.03% | -2.09% |
Volatility (1Y)Calculated over the trailing 1-year period | 23.41% | 23.40% | +0.01% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 20.90% | 22.48% | -1.58% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 22.28% | 25.36% | -3.08% |