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VYSVX vs. MMEYX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

VYSVX vs. MMEYX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Vericimetry U.S. Small Cap Value Fund (VYSVX) and Victory Integrity Discovery Fund (MMEYX). The values are adjusted to include any dividend payments, if applicable.

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VYSVX vs. MMEYX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
VYSVX
Vericimetry U.S. Small Cap Value Fund
6.38%10.53%9.48%17.66%-7.45%37.36%2.86%20.20%-16.77%8.98%
MMEYX
Victory Integrity Discovery Fund
9.11%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, VYSVX achieves a 6.38% return, which is significantly lower than MMEYX's 9.11% return. Over the past 10 years, VYSVX has underperformed MMEYX with an annualized return of 10.26%, while MMEYX has yielded a comparatively higher 11.00% annualized return.


VYSVX

1D
2.06%
1M
-3.89%
YTD
6.38%
6M
8.89%
1Y
26.66%
3Y*
15.29%
5Y*
8.65%
10Y*
10.26%

MMEYX

1D
2.01%
1M
-3.46%
YTD
9.11%
6M
12.78%
1Y
35.00%
3Y*
17.96%
5Y*
8.49%
10Y*
11.00%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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VYSVX vs. MMEYX - Expense Ratio Comparison

VYSVX has a 0.63% expense ratio, which is lower than MMEYX's 1.38% expense ratio.


Return for Risk

VYSVX vs. MMEYX — Risk / Return Rank

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

VYSVX
VYSVX Risk / Return Rank: 6060
Overall Rank
VYSVX Sharpe Ratio Rank: 6161
Sharpe Ratio Rank
VYSVX Sortino Ratio Rank: 6262
Sortino Ratio Rank
VYSVX Omega Ratio Rank: 5555
Omega Ratio Rank
VYSVX Calmar Ratio Rank: 6464
Calmar Ratio Rank
VYSVX Martin Ratio Rank: 5757
Martin Ratio Rank

MMEYX
MMEYX Risk / Return Rank: 8080
Overall Rank
MMEYX Sharpe Ratio Rank: 7878
Sharpe Ratio Rank
MMEYX Sortino Ratio Rank: 7979
Sortino Ratio Rank
MMEYX Omega Ratio Rank: 6969
Omega Ratio Rank
MMEYX Calmar Ratio Rank: 8787
Calmar Ratio Rank
MMEYX Martin Ratio Rank: 8585
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.

VYSVX vs. MMEYX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Vericimetry U.S. Small Cap Value Fund (VYSVX) 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.


VYSVXMMEYXDifference

Sharpe ratio

Return per unit of total volatility

1.23

1.52

-0.29

Sortino ratio

Return per unit of downside risk

1.79

2.15

-0.37

Omega ratio

Gain probability vs. loss probability

1.25

1.29

-0.04

Calmar ratio

Return relative to maximum drawdown

1.75

2.51

-0.76

Martin ratio

Return relative to average drawdown

6.56

9.62

-3.05

VYSVX vs. MMEYX - Sharpe Ratio Comparison

The current VYSVX Sharpe Ratio is 1.23, which is comparable to the MMEYX Sharpe Ratio of 1.52. The chart below compares the historical Sharpe Ratios of VYSVX and MMEYX, 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


VYSVXMMEYXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.23

1.52

-0.29

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.40

0.38

+0.02

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.43

0.44

0.00

Sharpe Ratio (All Time)

Calculated using the full available price history

0.51

0.48

+0.03

Correlation

The correlation between VYSVX and MMEYX is 0.96, 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

VYSVX vs. MMEYX - Dividend Comparison

VYSVX's dividend yield for the trailing twelve months is around 14.32%, more than MMEYX's 8.88% yield.


TTM20252024202320222021202020192018201720162015
VYSVX
Vericimetry U.S. Small Cap Value Fund
14.32%15.07%9.89%2.93%7.78%18.89%1.06%2.34%12.10%0.98%0.67%0.97%
MMEYX
Victory Integrity Discovery Fund
8.88%9.68%8.36%1.33%8.53%4.34%0.00%2.17%14.87%10.31%3.73%7.64%

Drawdowns

VYSVX vs. MMEYX - Drawdown Comparison

The maximum VYSVX drawdown since its inception was -49.62%, smaller than the maximum MMEYX drawdown of -69.05%. Use the drawdown chart below to compare losses from any high point for VYSVX and MMEYX.


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Drawdown Indicators


VYSVXMMEYXDifference

Max Drawdown

Largest peak-to-trough decline

-49.62%

-69.05%

+19.43%

Max Drawdown (1Y)

Largest decline over 1 year

-13.97%

-13.92%

-0.05%

Max Drawdown (5Y)

Largest decline over 5 years

-26.65%

-26.82%

+0.17%

Max Drawdown (10Y)

Largest decline over 10 years

-49.62%

-54.35%

+4.73%

Current Drawdown

Current decline from peak

-5.50%

-3.95%

-1.55%

Average Drawdown

Average peak-to-trough decline

-7.53%

-15.65%

+8.12%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.72%

3.64%

+0.08%

Volatility

VYSVX vs. MMEYX - Volatility Comparison

The current volatility for Vericimetry U.S. Small Cap Value Fund (VYSVX) is 5.84%, while Victory Integrity Discovery Fund (MMEYX) has a volatility of 6.55%. This indicates that VYSVX 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


VYSVXMMEYXDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.84%

6.55%

-0.71%

Volatility (6M)

Calculated over the trailing 6-month period

13.17%

14.14%

-0.97%

Volatility (1Y)

Calculated over the trailing 1-year period

22.48%

23.43%

-0.95%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

21.59%

22.50%

-0.91%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

23.69%

25.36%

-1.67%