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MNNAX vs. USAUX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

MNNAX vs. USAUX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Victory Munder Multi-Cap Fund (MNNAX) and USAA Aggressive Growth Fund (USAUX). The values are adjusted to include any dividend payments, if applicable.

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MNNAX vs. USAUX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
MNNAX
Victory Munder Multi-Cap Fund
-1.92%21.78%25.59%24.59%-19.03%35.03%11.18%28.33%-14.68%28.41%
USAUX
USAA Aggressive Growth Fund
-9.21%16.98%33.63%48.36%-35.30%16.68%41.82%23.23%-0.75%30.12%

Returns By Period

In the year-to-date period, MNNAX achieves a -1.92% return, which is significantly higher than USAUX's -9.21% return. Over the past 10 years, MNNAX has underperformed USAUX with an annualized return of 13.09%, while USAUX has yielded a comparatively higher 13.97% annualized return.


MNNAX

1D
3.45%
1M
-5.06%
YTD
-1.92%
6M
0.79%
1Y
25.45%
3Y*
20.59%
5Y*
13.31%
10Y*
13.09%

USAUX

1D
3.94%
1M
-5.73%
YTD
-9.21%
6M
-9.92%
1Y
18.30%
3Y*
21.65%
5Y*
9.48%
10Y*
13.97%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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MNNAX vs. USAUX - Expense Ratio Comparison

MNNAX has a 1.28% expense ratio, which is higher than USAUX's 0.63% expense ratio.


Return for Risk

MNNAX vs. USAUX — Risk / Return Rank

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

MNNAX
MNNAX Risk / Return Rank: 7878
Overall Rank
MNNAX Sharpe Ratio Rank: 7171
Sharpe Ratio Rank
MNNAX Sortino Ratio Rank: 7474
Sortino Ratio Rank
MNNAX Omega Ratio Rank: 7171
Omega Ratio Rank
MNNAX Calmar Ratio Rank: 8383
Calmar Ratio Rank
MNNAX Martin Ratio Rank: 8888
Martin Ratio Rank

USAUX
USAUX Risk / Return Rank: 3939
Overall Rank
USAUX Sharpe Ratio Rank: 3737
Sharpe Ratio Rank
USAUX Sortino Ratio Rank: 4343
Sortino Ratio Rank
USAUX Omega Ratio Rank: 3939
Omega Ratio Rank
USAUX Calmar Ratio Rank: 4141
Calmar Ratio Rank
USAUX Martin Ratio Rank: 3434
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.

MNNAX vs. USAUX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Victory Munder Multi-Cap Fund (MNNAX) and USAA Aggressive Growth Fund (USAUX). 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.


MNNAXUSAUXDifference

Sharpe ratio

Return per unit of total volatility

1.35

0.84

+0.51

Sortino ratio

Return per unit of downside risk

1.97

1.36

+0.61

Omega ratio

Gain probability vs. loss probability

1.29

1.19

+0.10

Calmar ratio

Return relative to maximum drawdown

2.19

1.13

+1.07

Martin ratio

Return relative to average drawdown

10.13

3.76

+6.37

MNNAX vs. USAUX - Sharpe Ratio Comparison

The current MNNAX Sharpe Ratio is 1.35, which is higher than the USAUX Sharpe Ratio of 0.84. The chart below compares the historical Sharpe Ratios of MNNAX and USAUX, 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


MNNAXUSAUXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.35

0.84

+0.51

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.67

0.39

+0.28

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.65

0.61

+0.03

Sharpe Ratio (All Time)

Calculated using the full available price history

0.36

0.42

-0.06

Correlation

The correlation between MNNAX and USAUX is 0.87, 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

MNNAX vs. USAUX - Dividend Comparison

MNNAX's dividend yield for the trailing twelve months is around 14.66%, more than USAUX's 4.88% yield.


TTM20252024202320222021202020192018201720162015
MNNAX
Victory Munder Multi-Cap Fund
14.66%14.38%8.72%4.65%15.37%10.88%0.07%2.76%19.25%5.28%0.00%21.54%
USAUX
USAA Aggressive Growth Fund
4.88%4.43%5.15%0.00%2.37%11.36%0.18%20.25%18.58%9.19%7.42%6.80%

Drawdowns

MNNAX vs. USAUX - Drawdown Comparison

The maximum MNNAX drawdown since its inception was -92.93%, which is greater than USAUX's maximum drawdown of -76.19%. Use the drawdown chart below to compare losses from any high point for MNNAX and USAUX.


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Drawdown Indicators


MNNAXUSAUXDifference

Max Drawdown

Largest peak-to-trough decline

-92.93%

-76.19%

-16.74%

Max Drawdown (1Y)

Largest decline over 1 year

-11.96%

-17.09%

+5.13%

Max Drawdown (5Y)

Largest decline over 5 years

-30.29%

-43.84%

+13.55%

Max Drawdown (10Y)

Largest decline over 10 years

-38.01%

-43.84%

+5.83%

Current Drawdown

Current decline from peak

-6.60%

-13.82%

+7.22%

Average Drawdown

Average peak-to-trough decline

-51.03%

-26.80%

-24.23%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.59%

5.11%

-2.52%

Volatility

MNNAX vs. USAUX - Volatility Comparison

The current volatility for Victory Munder Multi-Cap Fund (MNNAX) is 6.36%, while USAA Aggressive Growth Fund (USAUX) has a volatility of 7.08%. This indicates that MNNAX experiences smaller price fluctuations and is considered to be less risky than USAUX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


MNNAXUSAUXDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.36%

7.08%

-0.72%

Volatility (6M)

Calculated over the trailing 6-month period

11.24%

13.11%

-1.87%

Volatility (1Y)

Calculated over the trailing 1-year period

19.33%

23.03%

-3.70%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

20.03%

24.49%

-4.46%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

20.30%

22.81%

-2.51%