What was the character of his brother in empire, Maximian, called Herculius? Not unlike to that of Diocletian; and, indeed, to render their friendship so close and faithful as it was, there must have been in them a sameness of inclinations and purposes, a corresponding will and unanimity in judgment. Herein alone they were different, that Diocletian was more avaricious and less resolute, and that Maximian, with less avarice, had a bolder spirit, prone not to good, but to evil. For while he possessed Italy, itself the chief seat of empire, and while other very opulent provinces, such as Africa and Spain, were near at hand, he took little care to preserve those treasures which he had such fair opportunities of amassing. Whenever he stood in need of more, the richest senators were presently charged, by suborned evidences, as guilty of aspiring to the empire; so that the chief luminaries of the senate were daily extinguished. And thus the treasury, delighting in blood, overflowed with ill-gotten wealth.
Add to all this the incontinency of that pestilent wretch, not only in debauching males, which is hateful and abominable, but also in the violation of the daughters of the principal men of the state; for wherever he journeyed, virgins were suddenly torn from the presence of their parents. In such enormities he placed his supreme delight, and to indulge to the utmost his lust and flagitious desires was in his judgment the felicity of his reign.
I pass over Constantius, a prince unlike the others, and worthy to have had the sole government of the empire.
Source: Of the Manner In Which the Persecutors Died (New Advent)