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MYISX vs. FMPOX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

MYISX vs. FMPOX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Victory Integrity Small/Mid-Cap Value Fund (MYISX) and Fidelity Advisor Mid Cap Value Fund Class I (FMPOX). The values are adjusted to include any dividend payments, if applicable.

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MYISX vs. FMPOX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
MYISX
Victory Integrity Small/Mid-Cap Value Fund
-0.76%9.47%9.54%14.54%-7.99%33.19%4.93%25.44%-17.64%18.39%
FMPOX
Fidelity Advisor Mid Cap Value Fund Class I
0.59%13.02%14.48%22.51%-10.62%33.96%0.95%23.61%-18.93%17.03%

Returns By Period

In the year-to-date period, MYISX achieves a -0.76% return, which is significantly lower than FMPOX's 0.59% return. Both investments have delivered pretty close results over the past 10 years, with MYISX having a 9.88% annualized return and FMPOX not far behind at 9.64%.


MYISX

1D
-0.76%
1M
-8.63%
YTD
-0.76%
6M
1.85%
1Y
16.11%
3Y*
9.75%
5Y*
6.90%
10Y*
9.88%

FMPOX

1D
-1.08%
1M
-9.30%
YTD
0.59%
6M
5.72%
1Y
19.27%
3Y*
16.07%
5Y*
10.21%
10Y*
9.64%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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MYISX vs. FMPOX - Expense Ratio Comparison

MYISX has a 0.09% expense ratio, which is lower than FMPOX's 0.59% expense ratio.


Return for Risk

MYISX vs. FMPOX — Risk / Return Rank

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

MYISX
MYISX Risk / Return Rank: 3636
Overall Rank
MYISX Sharpe Ratio Rank: 3535
Sharpe Ratio Rank
MYISX Sortino Ratio Rank: 3838
Sortino Ratio Rank
MYISX Omega Ratio Rank: 3434
Omega Ratio Rank
MYISX Calmar Ratio Rank: 3737
Calmar Ratio Rank
MYISX Martin Ratio Rank: 3636
Martin Ratio Rank

FMPOX
FMPOX Risk / Return Rank: 4747
Overall Rank
FMPOX Sharpe Ratio Rank: 4545
Sharpe Ratio Rank
FMPOX Sortino Ratio Rank: 4949
Sortino Ratio Rank
FMPOX Omega Ratio Rank: 4343
Omega Ratio Rank
FMPOX Calmar Ratio Rank: 4747
Calmar Ratio Rank
FMPOX Martin Ratio Rank: 4949
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.

MYISX vs. FMPOX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Victory Integrity Small/Mid-Cap Value Fund (MYISX) and Fidelity Advisor Mid Cap Value Fund Class I (FMPOX). 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.


MYISXFMPOXDifference

Sharpe ratio

Return per unit of total volatility

0.79

0.92

-0.14

Sortino ratio

Return per unit of downside risk

1.23

1.42

-0.20

Omega ratio

Gain probability vs. loss probability

1.17

1.19

-0.03

Calmar ratio

Return relative to maximum drawdown

0.99

1.20

-0.21

Martin ratio

Return relative to average drawdown

3.84

4.92

-1.09

MYISX vs. FMPOX - Sharpe Ratio Comparison

The current MYISX Sharpe Ratio is 0.79, which is comparable to the FMPOX Sharpe Ratio of 0.92. The chart below compares the historical Sharpe Ratios of MYISX and FMPOX, 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


MYISXFMPOXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.79

0.92

-0.14

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.33

0.51

-0.18

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.43

0.46

-0.03

Sharpe Ratio (All Time)

Calculated using the full available price history

0.41

0.37

+0.03

Correlation

The correlation between MYISX and FMPOX is 0.95, 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

MYISX vs. FMPOX - Dividend Comparison

MYISX's dividend yield for the trailing twelve months is around 4.38%, less than FMPOX's 7.80% yield.


TTM20252024202320222021202020192018201720162015
MYISX
Victory Integrity Small/Mid-Cap Value Fund
4.38%4.34%10.86%2.35%10.17%6.45%1.60%0.75%4.74%1.52%0.10%0.41%
FMPOX
Fidelity Advisor Mid Cap Value Fund Class I
7.80%8.26%10.51%1.17%13.25%1.31%2.00%1.86%14.92%8.99%1.37%5.23%

Drawdowns

MYISX vs. FMPOX - Drawdown Comparison

The maximum MYISX drawdown since its inception was -47.79%, smaller than the maximum FMPOX drawdown of -61.76%. Use the drawdown chart below to compare losses from any high point for MYISX and FMPOX.


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Drawdown Indicators


MYISXFMPOXDifference

Max Drawdown

Largest peak-to-trough decline

-47.79%

-61.76%

+13.97%

Max Drawdown (1Y)

Largest decline over 1 year

-14.73%

-14.75%

+0.02%

Max Drawdown (5Y)

Largest decline over 5 years

-26.51%

-23.74%

-2.77%

Max Drawdown (10Y)

Largest decline over 10 years

-47.79%

-45.11%

-2.68%

Current Drawdown

Current decline from peak

-9.63%

-10.29%

+0.66%

Average Drawdown

Average peak-to-trough decline

-6.83%

-9.13%

+2.30%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.80%

3.59%

+0.21%

Volatility

MYISX vs. FMPOX - Volatility Comparison

The current volatility for Victory Integrity Small/Mid-Cap Value Fund (MYISX) is 5.25%, while Fidelity Advisor Mid Cap Value Fund Class I (FMPOX) has a volatility of 5.62%. This indicates that MYISX experiences smaller price fluctuations and is considered to be less risky than FMPOX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


MYISXFMPOXDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.25%

5.62%

-0.37%

Volatility (6M)

Calculated over the trailing 6-month period

11.40%

11.76%

-0.36%

Volatility (1Y)

Calculated over the trailing 1-year period

21.40%

21.47%

-0.07%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

21.23%

20.12%

+1.11%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

23.25%

21.05%

+2.20%