PortfoliosLab logo
PortfoliosLab logo
Tools
Performance Analysis
Portfolio Analysis
Factor Model
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
MUXYX vs. FXAIX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between MUXYX and FXAIX is 0.99, 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.


-0.50.00.51.01.0

Performance

MUXYX vs. FXAIX - Performance Comparison

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

0.00%100.00%200.00%300.00%400.00%500.00%JulyAugustSeptemberOctoberNovemberDecember
50.16%
454.50%
MUXYX
FXAIX

Key characteristics

Sharpe Ratio

MUXYX:

0.66

FXAIX:

2.03

Sortino Ratio

MUXYX:

0.84

FXAIX:

2.71

Omega Ratio

MUXYX:

1.18

FXAIX:

1.38

Calmar Ratio

MUXYX:

0.79

FXAIX:

3.03

Martin Ratio

MUXYX:

4.91

FXAIX:

13.52

Ulcer Index

MUXYX:

2.42%

FXAIX:

1.89%

Daily Std Dev

MUXYX:

17.90%

FXAIX:

12.59%

Max Drawdown

MUXYX:

-60.91%

FXAIX:

-33.79%

Current Drawdown

MUXYX:

-13.81%

FXAIX:

-3.54%

Returns By Period

In the year-to-date period, MUXYX achieves a 11.10% return, which is significantly lower than FXAIX's 24.76% return. Over the past 10 years, MUXYX has underperformed FXAIX with an annualized return of 2.42%, while FXAIX has yielded a comparatively higher 12.94% annualized return.


MUXYX

YTD

11.10%

1M

-10.87%

6M

-3.85%

1Y

11.16%

5Y*

6.29%

10Y*

2.42%

FXAIX

YTD

24.76%

1M

-0.24%

6M

7.73%

1Y

24.84%

5Y*

14.60%

10Y*

12.94%

Compare stocks, funds, or ETFs

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


MUXYX vs. FXAIX - Expense Ratio Comparison

MUXYX has a 0.44% expense ratio, which is higher than FXAIX's 0.02% expense ratio.


MUXYX
Victory S&P 500 Index Fund
Expense ratio chart for MUXYX: current value at 0.44% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.44%
Expense ratio chart for FXAIX: current value at 0.02% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.02%

Risk-Adjusted Performance

MUXYX vs. FXAIX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Victory S&P 500 Index Fund (MUXYX) and Fidelity 500 Index Fund (FXAIX). 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.


Sharpe ratio
The chart of Sharpe ratio for MUXYX, currently valued at 0.66, compared to the broader market-1.000.001.002.003.004.000.662.03
The chart of Sortino ratio for MUXYX, currently valued at 0.84, compared to the broader market-2.000.002.004.006.008.0010.000.842.71
The chart of Omega ratio for MUXYX, currently valued at 1.18, compared to the broader market0.501.001.502.002.503.003.501.181.38
The chart of Calmar ratio for MUXYX, currently valued at 0.79, compared to the broader market0.005.0010.0015.000.793.03
The chart of Martin ratio for MUXYX, currently valued at 4.91, compared to the broader market0.0020.0040.0060.004.9113.52
MUXYX
FXAIX

The current MUXYX Sharpe Ratio is 0.66, which is lower than the FXAIX Sharpe Ratio of 2.03. The chart below compares the historical Sharpe Ratios of MUXYX and FXAIX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio1.001.502.002.503.003.50JulyAugustSeptemberOctoberNovemberDecember
0.66
2.03
MUXYX
FXAIX

Dividends

MUXYX vs. FXAIX - Dividend Comparison

MUXYX's dividend yield for the trailing twelve months is around 0.96%, more than FXAIX's 0.89% yield.


TTM20232022202120202019201820172016201520142013
MUXYX
Victory S&P 500 Index Fund
0.96%1.06%1.25%0.90%1.25%1.56%2.02%1.66%1.85%1.90%1.45%1.35%
FXAIX
Fidelity 500 Index Fund
0.89%1.45%1.69%1.22%1.60%1.95%2.07%1.81%2.01%2.56%2.63%1.84%

Drawdowns

MUXYX vs. FXAIX - Drawdown Comparison

The maximum MUXYX drawdown since its inception was -60.91%, which is greater than FXAIX's maximum drawdown of -33.79%. Use the drawdown chart below to compare losses from any high point for MUXYX and FXAIX. For additional features, visit the drawdowns tool.


-14.00%-12.00%-10.00%-8.00%-6.00%-4.00%-2.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-13.81%
-3.54%
MUXYX
FXAIX

Volatility

MUXYX vs. FXAIX - Volatility Comparison

Victory S&P 500 Index Fund (MUXYX) has a higher volatility of 14.11% compared to Fidelity 500 Index Fund (FXAIX) at 3.65%. This indicates that MUXYX's price experiences larger fluctuations and is considered to be riskier than FXAIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%4.00%6.00%8.00%10.00%12.00%14.00%JulyAugustSeptemberOctoberNovemberDecember
14.11%
3.65%
MUXYX
FXAIX
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