VSCVX vs. MMEYX
VSCVX (Victory Integrity Small-Cap Value Fund) and MMEYX (Victory Integrity Discovery Fund) are both Small Cap Value Equities funds from Victory. Over the past 10 years, VSCVX returned 9.93%/yr vs 12.52%/yr for MMEYX. Their correlation of 0.95 means they have usually moved in the same direction. VSCVX charges 1.45%/yr vs 1.38%/yr for MMEYX.
Performance
VSCVX vs. MMEYX - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, VSCVX achieves a 24.81% return, which is significantly lower than MMEYX's 35.52% return. Over the past 10 years, VSCVX has underperformed MMEYX with an annualized return of 9.93%, while MMEYX has yielded a comparatively higher 12.52% annualized return.
VSCVX
- 1D
- -0.34%
- 1M
- 1.06%
- 6M
- 17.05%
- YTD
- 24.81%
- 1Y
- 40.72%
- 3Y*
- 12.34%
- 5Y*
- 9.61%
- 10Y*
- 9.93%
- ALL TIME*
- 9.66%
MMEYX
- 1D
- 0.17%
- 1M
- 0.58%
- 6M
- 25.43%
- YTD
- 35.52%
- 1Y
- 57.45%
- 3Y*
- 21.98%
- 5Y*
- 12.70%
- 10Y*
- 12.52%
- ALL TIME*
- 12.08%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $0.00 | $0.00 | $0.00 | |
| $0.00 | $0.00 | $0.00 |
VSCVX vs. MMEYX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
VSCVX Victory Integrity Small-Cap Value Fund | 24.81% | 4.85% | 4.32% | 17.57% | -8.14% | 32.74% | 0.85% | 22.62% | -19.13% | 11.97% |
MMEYX Victory Integrity Discovery Fund | 35.52% | 14.25% | 11.36% | 14.83% | -12.01% | 37.20% | -1.34% | 21.60% | -16.10% | 11.07% |
Correlation
The correlation between VSCVX and MMEYX is 0.91, meaning they have usually moved in the same direction, including during past declines.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.91 |
Correlation (3Y) Balances recent behavior with more history. | 0.94 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.95 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.95 |
Correlation (All Time) Calculated using the full available price history since Jul 22, 2004 | 0.95 |
The correlation between VSCVX and MMEYX has been stable across timeframes, ranging from 0.91 to 0.95 - a consistent structural relationship.
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
VSCVX vs. MMEYX — Risk / Return Rank
VSCVX
MMEYX
VSCVX vs. MMEYX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Victory Integrity Small-Cap Value Fund (VSCVX) 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| VSCVX | MMEYX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.53 | ||
| Sortino ratioReturn per unit of downside risk | -0.52 | ||
| Omega ratioGain probability vs. loss probability | 1.39 | 1.46 | -0.06 |
| Calmar ratioReturn relative to maximum drawdown | 3.70 | 6.47 | -2.77 |
| Martin ratioReturn relative to average drawdown | 12.91 | 20.89 | -7.98 |
Loading charts...
Drawdowns
VSCVX vs. MMEYX - Drawdown Comparison
The maximum VSCVX drawdown since its inception was -59.44%, smaller than the maximum MMEYX drawdown of -69.05%. Use the drawdown chart below to compare losses from any high point for VSCVX and MMEYX.
Loading charts...
Drawdown Indicators
| VSCVX | MMEYX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -59.44% | -69.05% | +9.61% |
Max Drawdown (1Y)Largest decline over 1 year | -10.01% | -8.19% | -1.82% |
Max Drawdown (3Y)Largest decline over 3 years | -28.51% | -25.23% | -3.28% |
Max Drawdown (5Y)Largest decline over 5 years | -29.37% | -26.82% | -2.55% |
Max Drawdown (10Y)Largest decline over 10 years | -52.59% | -54.35% | +1.76% |
Current DrawdownCurrent decline from peak | -1.22% | -1.33% | +0.11% |
Average DrawdownAverage peak-to-trough decline | -10.24% | -15.49% | +5.25% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.87% | 2.54% | +0.33% |
Volatility
VSCVX vs. MMEYX - Volatility Comparison
The current volatility for Victory Integrity Small-Cap Value Fund (VSCVX) is 3.35%, while Victory Integrity Discovery Fund (MMEYX) has a volatility of 4.34%. This indicates that VSCVX 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.
Loading charts...
Volatility by Period
| VSCVX | MMEYX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.35% | 4.34% | -0.99% |
Volatility (6M)Calculated over the trailing 6-month period | 11.32% | 13.45% | -2.13% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.89% | 19.46% | -2.57% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 23.96% | 22.20% | +1.76% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 26.01% | 25.37% | +0.64% |
VSCVX vs. MMEYX - Expense Ratio Comparison
VSCVX has a 1.45% expense ratio, which is higher than MMEYX's 1.38% expense ratio.
Dividends
VSCVX vs. MMEYX - Dividend Comparison
VSCVX's dividend yield for the trailing twelve months is around 0.56%, less than MMEYX's 7.15% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
MMEYX Victory Integrity Discovery Fund | 7.15% | 9.68% | 8.36% | 1.33% | 8.53% | 4.34% | 0.00% | 2.17% | 14.87% | 10.31% | 3.73% | 7.64% |
VSCVX Victory Integrity Small-Cap Value Fund | 0.56% | 0.70% | 18.80% | 10.46% | 14.07% | 18.06% | 0.09% | 0.42% | 14.93% | 5.93% | 0.00% | 1.53% |
Frequently Asked Questions
With a correlation of 0.91, VSCVX and MMEYX move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.
MMEYX has higher volatility (4.34%) compared to VSCVX (3.35%). In terms of maximum drawdown, VSCVX dropped -59.44% vs MMEYX's -69.05%.
MMEYX currently has the higher Sharpe Ratio (2.74 vs 2.20), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
Find the right allocation for VSCVX and MMEYX
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer