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BSPPX vs. USPRX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

BSPPX vs. USPRX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares S&P 500 Index Fund Investor P Shares (BSPPX) and Victory 500 Index Fund (USPRX). The values are adjusted to include any dividend payments, if applicable.

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BSPPX vs. USPRX - Yearly Performance Comparison


2026 (YTD)20252024202320222021202020192018
BSPPX
iShares S&P 500 Index Fund Investor P Shares
-7.14%17.46%24.54%25.85%-18.40%28.23%18.05%31.02%-13.57%
USPRX
Victory 500 Index Fund
-7.11%17.71%25.13%27.12%-19.30%27.57%21.34%31.29%-13.56%

Returns By Period

The year-to-date returns for both investments are quite close, with BSPPX having a -7.14% return and USPRX slightly higher at -7.11%.


BSPPX

1D
-0.40%
1M
-7.71%
YTD
-7.14%
6M
-4.78%
1Y
14.04%
3Y*
16.76%
5Y*
11.02%
10Y*

USPRX

1D
-0.40%
1M
-7.61%
YTD
-7.11%
6M
-4.88%
1Y
14.48%
3Y*
17.31%
5Y*
11.17%
10Y*
13.71%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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BSPPX vs. USPRX - Expense Ratio Comparison

BSPPX has a 0.35% expense ratio, which is higher than USPRX's 0.15% expense ratio.


Return for Risk

BSPPX vs. USPRX — Risk / Return Rank

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

BSPPX
BSPPX Risk / Return Rank: 4141
Overall Rank
BSPPX Sharpe Ratio Rank: 3636
Sharpe Ratio Rank
BSPPX Sortino Ratio Rank: 3838
Sortino Ratio Rank
BSPPX Omega Ratio Rank: 4242
Omega Ratio Rank
BSPPX Calmar Ratio Rank: 3838
Calmar Ratio Rank
BSPPX Martin Ratio Rank: 4949
Martin Ratio Rank

USPRX
USPRX Risk / Return Rank: 4242
Overall Rank
USPRX Sharpe Ratio Rank: 3737
Sharpe Ratio Rank
USPRX Sortino Ratio Rank: 4040
Sortino Ratio Rank
USPRX Omega Ratio Rank: 4444
Omega Ratio Rank
USPRX Calmar Ratio Rank: 4040
Calmar Ratio Rank
USPRX Martin Ratio Rank: 5151
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.

BSPPX vs. USPRX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares S&P 500 Index Fund Investor P Shares (BSPPX) and Victory 500 Index Fund (USPRX). 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.


BSPPXUSPRXDifference

Sharpe ratio

Return per unit of total volatility

0.82

0.83

-0.01

Sortino ratio

Return per unit of downside risk

1.27

1.29

-0.02

Omega ratio

Gain probability vs. loss probability

1.19

1.20

0.00

Calmar ratio

Return relative to maximum drawdown

1.03

1.05

-0.02

Martin ratio

Return relative to average drawdown

4.96

5.09

-0.13

BSPPX vs. USPRX - Sharpe Ratio Comparison

The current BSPPX Sharpe Ratio is 0.82, which is comparable to the USPRX Sharpe Ratio of 0.83. The chart below compares the historical Sharpe Ratios of BSPPX and USPRX, 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


BSPPXUSPRXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.82

0.83

-0.01

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.66

0.64

+0.01

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.75

Sharpe Ratio (All Time)

Calculated using the full available price history

0.62

0.50

+0.12

Correlation

The correlation between BSPPX and USPRX is 0.98, 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

BSPPX vs. USPRX - Dividend Comparison

BSPPX's dividend yield for the trailing twelve months is around 1.34%, less than USPRX's 4.54% yield.


TTM20252024202320222021202020192018201720162015
BSPPX
iShares S&P 500 Index Fund Investor P Shares
1.34%1.43%1.12%1.22%1.67%1.53%1.38%1.70%1.35%0.00%0.00%0.00%
USPRX
Victory 500 Index Fund
4.54%4.21%3.70%2.15%2.90%5.06%3.46%5.06%3.14%1.27%2.43%1.98%

Drawdowns

BSPPX vs. USPRX - Drawdown Comparison

The maximum BSPPX drawdown since its inception was -33.76%, smaller than the maximum USPRX drawdown of -55.34%. Use the drawdown chart below to compare losses from any high point for BSPPX and USPRX.


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Drawdown Indicators


BSPPXUSPRXDifference

Max Drawdown

Largest peak-to-trough decline

-33.76%

-55.34%

+21.58%

Max Drawdown (1Y)

Largest decline over 1 year

-12.11%

-12.19%

+0.08%

Max Drawdown (5Y)

Largest decline over 5 years

-24.70%

-26.82%

+2.12%

Max Drawdown (10Y)

Largest decline over 10 years

-33.64%

Current Drawdown

Current decline from peak

-8.95%

-8.92%

-0.03%

Average Drawdown

Average peak-to-trough decline

-5.32%

-7.69%

+2.37%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.50%

2.51%

-0.01%

Volatility

BSPPX vs. USPRX - Volatility Comparison

iShares S&P 500 Index Fund Investor P Shares (BSPPX) and Victory 500 Index Fund (USPRX) have volatilities of 4.24% and 4.27%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


BSPPXUSPRXDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.24%

4.27%

-0.03%

Volatility (6M)

Calculated over the trailing 6-month period

9.07%

9.14%

-0.07%

Volatility (1Y)

Calculated over the trailing 1-year period

18.06%

18.24%

-0.18%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.84%

17.46%

-0.62%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

19.86%

18.32%

+1.54%