PortfoliosLab logo
PortfoliosLab logo
Tools
Performance Analysis
Portfolio Analysis
Factor Model
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
USAA Nasdaq 100 Index Fund (USNQX)
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Fund Info

ISIN

US9032888193

CUSIP

903288819

Issuer

Victory Capital

Inception Date

Oct 27, 2000

Min. Investment

$3,000

Asset Class

Equity

Asset Class Size

Large-Cap

Asset Class Style

Growth

Expense Ratio

USNQX features an expense ratio of 0.42%, falling within the medium range.


Expense ratio chart for USNQX: current value at 0.42% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.42%

Share Price Chart


Loading data...

Compare to other instruments

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Popular comparisons:
USNQX vs. QQQ USNQX vs. NASDX USNQX vs. QQQM USNQX vs. QQQY USNQX vs. VOO USNQX vs. FXAIX USNQX vs. IVNQX USNQX vs. VIGAX USNQX vs. SCHD USNQX vs. BOTZ
Popular comparisons:
USNQX vs. QQQ USNQX vs. NASDX USNQX vs. QQQM USNQX vs. QQQY USNQX vs. VOO USNQX vs. FXAIX USNQX vs. IVNQX USNQX vs. VIGAX USNQX vs. SCHD USNQX vs. BOTZ

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in USAA Nasdaq 100 Index Fund, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.


300.00%350.00%400.00%450.00%500.00%JulyAugustSeptemberOctoberNovemberDecember
461.68%
323.59%
USNQX (USAA Nasdaq 100 Index Fund)
Benchmark (^GSPC)

Returns By Period

USAA Nasdaq 100 Index Fund had a return of 24.43% year-to-date (YTD) and 24.79% in the last 12 months. Over the past 10 years, USAA Nasdaq 100 Index Fund had an annualized return of 16.06%, outperforming the S&P 500 benchmark which had an annualized return of 11.06%.


USNQX

YTD

24.43%

1M

0.56%

6M

6.06%

1Y

24.79%

5Y*

17.04%

10Y*

16.06%

^GSPC (Benchmark)

YTD

24.34%

1M

0.23%

6M

8.53%

1Y

24.95%

5Y*

13.01%

10Y*

11.06%

Monthly Returns

The table below presents the monthly returns of USNQX, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20241.85%5.39%1.20%-4.46%6.34%6.24%-1.62%1.15%2.53%-0.85%5.27%24.43%
202310.62%-0.42%9.51%0.47%7.70%6.52%3.78%-1.54%-5.06%-2.07%10.77%3.41%51.33%
2022-8.53%-4.56%4.25%-13.39%-1.56%-8.99%12.57%-5.13%-10.60%3.95%5.59%-12.19%-35.02%
20210.28%-0.06%1.43%5.89%-1.20%6.35%2.78%4.21%-5.71%7.90%1.85%-3.08%21.67%
20202.96%-5.78%-7.58%15.16%6.28%6.32%7.39%11.11%-5.69%-3.19%11.05%3.86%46.59%
20199.10%2.90%3.98%5.47%-8.26%7.66%2.32%-1.91%0.79%4.32%4.10%3.62%38.41%
20188.66%-1.23%-4.01%0.38%5.62%1.07%2.73%5.91%-0.33%-8.64%-0.15%-8.87%-0.47%
20175.22%4.34%1.98%2.72%3.85%-2.49%4.17%1.97%-0.18%4.52%2.02%-1.03%30.33%
2016-6.85%-1.65%6.72%-3.15%4.39%-2.34%7.10%1.04%2.21%-1.59%0.44%1.08%6.68%
2015-2.13%7.18%-2.34%1.84%2.27%-2.45%4.40%-6.77%-2.18%11.22%0.52%-3.55%6.86%
2014-1.94%5.14%-2.54%-0.58%4.56%2.97%1.17%4.99%-0.76%2.65%4.50%-2.35%18.75%
20132.63%0.39%2.93%2.48%3.51%-2.45%6.23%-0.34%4.75%4.97%3.39%2.98%35.99%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

With an overall rank of 75, USNQX is among the top 25% of mutual funds on our website when it comes to balancing risk and reward. Below is a breakdown of how it compares using common performance measures.


The Risk-Adjusted Performance Rank of USNQX is 7575
Overall Rank
The Sharpe Ratio Rank of USNQX is 7676
Sharpe Ratio Rank
The Sortino Ratio Rank of USNQX is 7474
Sortino Ratio Rank
The Omega Ratio Rank of USNQX is 7575
Omega Ratio Rank
The Calmar Ratio Rank of USNQX is 8282
Calmar Ratio Rank
The Martin Ratio Rank of USNQX is 6868
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

Risk-Adjusted Performance Indicators

The charts below present risk-adjusted performance metrics for USAA Nasdaq 100 Index Fund (USNQX) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.


Sharpe ratio
The chart of Sharpe ratio for USNQX, currently valued at 1.46, compared to the broader market-1.000.001.002.003.004.001.462.10
The chart of Sortino ratio for USNQX, currently valued at 1.98, compared to the broader market-2.000.002.004.006.008.0010.001.982.80
The chart of Omega ratio for USNQX, currently valued at 1.27, compared to the broader market0.501.001.502.002.503.003.501.271.39
The chart of Calmar ratio for USNQX, currently valued at 1.95, compared to the broader market0.002.004.006.008.0010.0012.0014.001.953.09
The chart of Martin ratio for USNQX, currently valued at 6.99, compared to the broader market0.0020.0040.0060.006.9913.49
USNQX
^GSPC

The current USAA Nasdaq 100 Index Fund Sharpe ratio is 1.46. This value is calculated based on the past 1 year of trading data and takes into account price changes and dividends.

Use the chart below to compare the Sharpe ratio of USAA Nasdaq 100 Index Fund with the selected benchmark, providing insights into the investment's historical performance in terms of risk-adjusted returns. Go to the Sharpe ratio tool for more fine-grained control over the calculation options.


Rolling 12-month Sharpe Ratio1.001.502.002.503.003.50JulyAugustSeptemberOctoberNovemberDecember
1.46
2.10
USNQX (USAA Nasdaq 100 Index Fund)
Benchmark (^GSPC)

Dividends

Dividend History

USAA Nasdaq 100 Index Fund provided a 0.00% dividend yield over the last twelve months, with an annual payout of $0.00 per share.


0.20%0.30%0.40%0.50%0.60%$0.00$0.05$0.10$0.15$0.20$0.2520132014201520162017201820192020202120222023
Dividends
Dividend Yield
PeriodTTM20232022202120202019201820172016201520142013
Dividend$0.00$0.24$0.08$0.10$0.13$0.14$0.12$0.08$0.07$0.08$0.03$0.03

Dividend yield

0.00%0.58%0.28%0.24%0.37%0.55%0.65%0.46%0.50%0.62%0.21%0.28%

Monthly Dividends

The table displays the monthly dividend distributions for USAA Nasdaq 100 Index Fund. The dividends shown in the table have been adjusted to account for any splits that may have occurred.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2024$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00
2023$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.24$0.24
2022$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.08$0.08
2021$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.10$0.10
2020$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.13$0.13
2019$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.14$0.14
2018$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.12$0.12
2017$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.08$0.08
2016$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.07$0.07
2015$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.08$0.08
2014$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.03$0.03
2013$0.03$0.03

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.


-14.00%-12.00%-10.00%-8.00%-6.00%-4.00%-2.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-4.21%
-2.62%
USNQX (USAA Nasdaq 100 Index Fund)
Benchmark (^GSPC)

Worst Drawdowns

The table below displays the maximum drawdowns of the USAA Nasdaq 100 Index Fund. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.

The maximum drawdown for the USAA Nasdaq 100 Index Fund was 74.36%, occurring on Oct 7, 2002. Recovery took 2793 trading sessions.

The current USAA Nasdaq 100 Index Fund drawdown is 4.21%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-74.36%Nov 16, 2000469Oct 7, 20022793Nov 15, 20133262
-40.15%Nov 22, 2021277Dec 28, 2022294Mar 1, 2024571
-27.95%Feb 20, 202022Mar 20, 202051Jun 3, 202073
-22.87%Aug 30, 201880Dec 24, 201877Apr 16, 2019157
-17.97%Dec 7, 201544Feb 9, 2016126Aug 9, 2016170

Volatility

Volatility Chart

The current USAA Nasdaq 100 Index Fund volatility is 5.46%, representing the average percentage change in the investments's value, either up or down over the past month. The chart below shows the rolling one-month volatility.


2.00%4.00%6.00%8.00%JulyAugustSeptemberOctoberNovemberDecember
5.46%
3.79%
USNQX (USAA Nasdaq 100 Index Fund)
Benchmark (^GSPC)
PortfoliosLab logo
Performance Analysis
Portfolio AnalysisPortfolio PerformanceStock ComparisonSharpe RatioMartin RatioTreynor RatioSortino RatioOmega RatioCalmar RatioSummers Ratio
Community
Discussions


Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

Copyright © 2024 PortfoliosLab