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MYIMX vs. NAMAX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

MYIMX vs. NAMAX - Performance Comparison

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

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MYIMX vs. NAMAX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
MYIMX
Victory Integrity Mid-Cap Value Fund
0.96%10.49%11.97%12.79%-6.63%28.64%5.22%27.69%-14.98%16.33%
NAMAX
Columbia Select Mid Cap Value Fund
4.45%13.77%13.14%9.65%-9.33%32.28%6.90%31.56%-18.46%13.71%

Returns By Period

In the year-to-date period, MYIMX achieves a 0.96% return, which is significantly lower than NAMAX's 4.45% return. Both investments have delivered pretty close results over the past 10 years, with MYIMX having a 10.07% annualized return and NAMAX not far behind at 10.00%.


MYIMX

1D
-0.58%
1M
-8.05%
YTD
0.96%
6M
1.96%
1Y
14.04%
3Y*
11.28%
5Y*
7.97%
10Y*
10.07%

NAMAX

1D
-1.17%
1M
-8.05%
YTD
4.45%
6M
7.01%
1Y
21.96%
3Y*
13.59%
5Y*
9.26%
10Y*
10.00%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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MYIMX vs. NAMAX - Expense Ratio Comparison

MYIMX has a 0.75% expense ratio, which is lower than NAMAX's 0.88% expense ratio.


Return for Risk

MYIMX vs. NAMAX — Risk / Return Rank

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

MYIMX
MYIMX Risk / Return Rank: 3737
Overall Rank
MYIMX Sharpe Ratio Rank: 3636
Sharpe Ratio Rank
MYIMX Sortino Ratio Rank: 3737
Sortino Ratio Rank
MYIMX Omega Ratio Rank: 3535
Omega Ratio Rank
MYIMX Calmar Ratio Rank: 3636
Calmar Ratio Rank
MYIMX Martin Ratio Rank: 3939
Martin Ratio Rank

NAMAX
NAMAX Risk / Return Rank: 6969
Overall Rank
NAMAX Sharpe Ratio Rank: 6969
Sharpe Ratio Rank
NAMAX Sortino Ratio Rank: 7070
Sortino Ratio Rank
NAMAX Omega Ratio Rank: 6767
Omega Ratio Rank
NAMAX Calmar Ratio Rank: 6666
Calmar Ratio Rank
NAMAX Martin Ratio Rank: 7171
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.

MYIMX vs. NAMAX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Victory Integrity Mid-Cap Value Fund (MYIMX) and Columbia Select Mid Cap Value Fund (NAMAX). 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.


MYIMXNAMAXDifference

Sharpe ratio

Return per unit of total volatility

0.80

1.22

-0.42

Sortino ratio

Return per unit of downside risk

1.23

1.75

-0.52

Omega ratio

Gain probability vs. loss probability

1.17

1.25

-0.08

Calmar ratio

Return relative to maximum drawdown

0.98

1.53

-0.55

Martin ratio

Return relative to average drawdown

4.06

6.72

-2.66

MYIMX vs. NAMAX - Sharpe Ratio Comparison

The current MYIMX Sharpe Ratio is 0.80, which is lower than the NAMAX Sharpe Ratio of 1.22. The chart below compares the historical Sharpe Ratios of MYIMX and NAMAX, 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


MYIMXNAMAXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.80

1.22

-0.42

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.40

0.51

-0.11

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.47

0.50

-0.03

Sharpe Ratio (All Time)

Calculated using the full available price history

0.49

0.46

+0.03

Correlation

The correlation between MYIMX and NAMAX is 0.97, 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

MYIMX vs. NAMAX - Dividend Comparison

MYIMX's dividend yield for the trailing twelve months is around 4.27%, less than NAMAX's 6.40% yield.


TTM20252024202320222021202020192018201720162015
MYIMX
Victory Integrity Mid-Cap Value Fund
4.27%4.31%17.35%3.09%5.96%4.82%2.46%0.75%8.00%4.18%0.44%0.87%
NAMAX
Columbia Select Mid Cap Value Fund
6.40%6.71%7.07%0.74%6.39%8.99%3.22%3.38%27.38%21.08%8.07%17.05%

Drawdowns

MYIMX vs. NAMAX - Drawdown Comparison

The maximum MYIMX drawdown since its inception was -45.40%, smaller than the maximum NAMAX drawdown of -60.44%. Use the drawdown chart below to compare losses from any high point for MYIMX and NAMAX.


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Drawdown Indicators


MYIMXNAMAXDifference

Max Drawdown

Largest peak-to-trough decline

-45.40%

-60.44%

+15.04%

Max Drawdown (1Y)

Largest decline over 1 year

-13.35%

-13.67%

+0.32%

Max Drawdown (5Y)

Largest decline over 5 years

-27.36%

-20.90%

-6.46%

Max Drawdown (10Y)

Largest decline over 10 years

-45.40%

-43.24%

-2.16%

Current Drawdown

Current decline from peak

-8.47%

-8.49%

+0.02%

Average Drawdown

Average peak-to-trough decline

-5.87%

-8.56%

+2.69%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.22%

3.12%

+0.10%

Volatility

MYIMX vs. NAMAX - Volatility Comparison

The current volatility for Victory Integrity Mid-Cap Value Fund (MYIMX) is 4.56%, while Columbia Select Mid Cap Value Fund (NAMAX) has a volatility of 5.15%. This indicates that MYIMX experiences smaller price fluctuations and is considered to be less risky than NAMAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


MYIMXNAMAXDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.56%

5.15%

-0.59%

Volatility (6M)

Calculated over the trailing 6-month period

10.04%

10.28%

-0.24%

Volatility (1Y)

Calculated over the trailing 1-year period

18.51%

18.87%

-0.36%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

19.82%

18.09%

+1.73%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

21.38%

20.00%

+1.38%