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MYIMX vs. USSPX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

MYIMX vs. USSPX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Victory Integrity Mid-Cap Value Fund (MYIMX) and USAA 500 Index Fund (USSPX). The values are adjusted to include any dividend payments, if applicable.

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MYIMX vs. USSPX - 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%
USSPX
USAA 500 Index Fund
-7.11%17.63%25.04%26.99%-19.37%27.45%21.21%31.19%-4.66%21.19%

Returns By Period

In the year-to-date period, MYIMX achieves a 0.96% return, which is significantly higher than USSPX's -7.11% return. Over the past 10 years, MYIMX has underperformed USSPX with an annualized return of 10.07%, while USSPX has yielded a comparatively higher 13.63% annualized return.


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%

USSPX

1D
-0.39%
1M
-7.61%
YTD
-7.11%
6M
-4.90%
1Y
14.39%
3Y*
17.23%
5Y*
11.08%
10Y*
13.63%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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MYIMX vs. USSPX - Expense Ratio Comparison

MYIMX has a 0.75% expense ratio, which is higher than USSPX's 0.24% expense ratio.


Return for Risk

MYIMX vs. USSPX — 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

USSPX
USSPX Risk / Return Rank: 4545
Overall Rank
USSPX Sharpe Ratio Rank: 4040
Sharpe Ratio Rank
USSPX Sortino Ratio Rank: 4444
Sortino Ratio Rank
USSPX Omega Ratio Rank: 4949
Omega Ratio Rank
USSPX Calmar Ratio Rank: 4141
Calmar Ratio Rank
USSPX Martin Ratio Rank: 5252
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. USSPX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Victory Integrity Mid-Cap Value Fund (MYIMX) and USAA 500 Index Fund (USSPX). 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.


MYIMXUSSPXDifference

Sharpe ratio

Return per unit of total volatility

0.80

0.83

-0.03

Sortino ratio

Return per unit of downside risk

1.23

1.28

-0.06

Omega ratio

Gain probability vs. loss probability

1.17

1.20

-0.02

Calmar ratio

Return relative to maximum drawdown

0.98

1.04

-0.06

Martin ratio

Return relative to average drawdown

4.06

5.06

-1.00

MYIMX vs. USSPX - Sharpe Ratio Comparison

The current MYIMX Sharpe Ratio is 0.80, which is comparable to the USSPX Sharpe Ratio of 0.83. The chart below compares the historical Sharpe Ratios of MYIMX and USSPX, 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


MYIMXUSSPXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.80

0.83

-0.03

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.40

0.64

-0.23

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.47

0.75

-0.27

Sharpe Ratio (All Time)

Calculated using the full available price history

0.49

0.51

-0.02

Correlation

The correlation between MYIMX and USSPX is 0.85, 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. USSPX - Dividend Comparison

MYIMX's dividend yield for the trailing twelve months is around 4.27%, less than USSPX's 4.47% 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%
USSPX
USAA 500 Index Fund
4.47%4.14%3.63%2.07%2.81%4.98%3.38%4.98%3.03%1.34%2.34%1.89%

Drawdowns

MYIMX vs. USSPX - Drawdown Comparison

The maximum MYIMX drawdown since its inception was -45.40%, smaller than the maximum USSPX drawdown of -55.39%. Use the drawdown chart below to compare losses from any high point for MYIMX and USSPX.


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Drawdown Indicators


MYIMXUSSPXDifference

Max Drawdown

Largest peak-to-trough decline

-45.40%

-55.39%

+9.99%

Max Drawdown (1Y)

Largest decline over 1 year

-13.35%

-12.19%

-1.16%

Max Drawdown (5Y)

Largest decline over 5 years

-27.36%

-26.88%

-0.48%

Max Drawdown (10Y)

Largest decline over 10 years

-45.40%

-33.64%

-11.76%

Current Drawdown

Current decline from peak

-8.47%

-8.92%

+0.45%

Average Drawdown

Average peak-to-trough decline

-5.87%

-10.19%

+4.32%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.22%

2.51%

+0.71%

Volatility

MYIMX vs. USSPX - Volatility Comparison

Victory Integrity Mid-Cap Value Fund (MYIMX) has a higher volatility of 4.56% compared to USAA 500 Index Fund (USSPX) at 4.27%. This indicates that MYIMX's price experiences larger fluctuations and is considered to be riskier than USSPX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


MYIMXUSSPXDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.56%

4.27%

+0.29%

Volatility (6M)

Calculated over the trailing 6-month period

10.04%

9.14%

+0.90%

Volatility (1Y)

Calculated over the trailing 1-year period

18.51%

18.23%

+0.28%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

19.82%

17.46%

+2.36%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

21.38%

18.32%

+3.06%