MUXYX vs. QQQ
Compare and contrast key facts about Victory S&P 500 Index Fund (MUXYX) and Invesco QQQ (QQQ).
MUXYX is managed by Victory Capital. It was launched on Nov 29, 1991. QQQ is a passively managed fund by Invesco that tracks the performance of the NASDAQ-100 Index. It was launched on Mar 10, 1999.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: MUXYX or QQQ.
Key characteristics
| MUXYX | QQQ | |
|---|---|---|
| YTD Return | 26.52% | 25.79% |
| 1Y Return | 30.75% | 36.91% |
| 3Y Return (Ann) | 3.28% | 9.89% |
| 5Y Return (Ann) | 7.53% | 21.42% |
| 10Y Return (Ann) | 3.94% | 18.39% |
| Sharpe Ratio | 2.41 | 2.11 |
| Sortino Ratio | 3.17 | 2.78 |
| Omega Ratio | 1.46 | 1.38 |
| Calmar Ratio | 1.88 | 2.69 |
| Martin Ratio | 15.17 | 9.81 |
| Ulcer Index | 2.02% | 3.72% |
| Daily Std Dev | 12.70% | 17.32% |
| Max Drawdown | -60.91% | -82.98% |
| Current Drawdown | -0.30% | -0.24% |
Correlation
The correlation between MUXYX and QQQ is 0.86, 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.
Performance
MUXYX vs. QQQ - Performance Comparison
The year-to-date returns for both stocks are quite close, with MUXYX having a 26.52% return and QQQ slightly lower at 25.79%. Over the past 10 years, MUXYX has underperformed QQQ with an annualized return of 3.94%, while QQQ has yielded a comparatively higher 18.39% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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. QQQ - Expense Ratio Comparison
MUXYX has a 0.44% expense ratio, which is higher than QQQ's 0.20% expense ratio.
Risk-Adjusted Performance
MUXYX vs. QQQ - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Victory S&P 500 Index Fund (MUXYX) and Invesco QQQ (QQQ). 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.
Dividends
MUXYX vs. QQQ - Dividend Comparison
MUXYX's dividend yield for the trailing twelve months is around 0.85%, more than QQQ's 0.59% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
MUXYX Victory S&P 500 Index Fund | 0.85% | 1.06% | 1.25% | 0.90% | 1.25% | 1.56% | 2.02% | 1.66% | 1.85% | 1.90% | 1.45% | 1.35% |
QQQ Invesco QQQ | 0.59% | 0.62% | 0.80% | 0.43% | 0.55% | 0.74% | 0.91% | 0.84% | 1.06% | 0.99% | 1.41% | 1.02% |
Drawdowns
MUXYX vs. QQQ - Drawdown Comparison
The maximum MUXYX drawdown since its inception was -60.91%, smaller than the maximum QQQ drawdown of -82.98%. Use the drawdown chart below to compare losses from any high point for MUXYX and QQQ. For additional features, visit the drawdowns tool.
Volatility
MUXYX vs. QQQ - Volatility Comparison
The current volatility for Victory S&P 500 Index Fund (MUXYX) is 3.83%, while Invesco QQQ (QQQ) has a volatility of 5.14%. This indicates that MUXYX experiences smaller price fluctuations and is considered to be less risky than QQQ based on this measure. The chart below showcases a comparison of their rolling one-month volatility.