MUXYX vs. SWPPX
Compare and contrast key facts about Victory S&P 500 Index Fund (MUXYX) and Schwab S&P 500 Index Fund (SWPPX).
MUXYX is managed by Victory Capital. It was launched on Nov 29, 1991. SWPPX is managed by Charles Schwab.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: MUXYX or SWPPX.
Key characteristics
| MUXYX | SWPPX | |
|---|---|---|
| YTD Return | 26.52% | 26.88% |
| 1Y Return | 30.75% | 37.54% |
| 3Y Return (Ann) | 3.28% | 10.22% |
| 5Y Return (Ann) | 7.53% | 15.93% |
| 10Y Return (Ann) | 3.94% | 13.39% |
| Sharpe Ratio | 2.41 | 3.03 |
| Sortino Ratio | 3.17 | 4.03 |
| Omega Ratio | 1.46 | 1.57 |
| Calmar Ratio | 1.88 | 4.42 |
| Martin Ratio | 15.17 | 19.97 |
| Ulcer Index | 2.02% | 1.87% |
| Daily Std Dev | 12.70% | 12.34% |
| Max Drawdown | -60.91% | -55.06% |
| Current Drawdown | -0.30% | -0.29% |
Correlation
The correlation between MUXYX and SWPPX 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.
Performance
MUXYX vs. SWPPX - Performance Comparison
The year-to-date returns for both investments are quite close, with MUXYX having a 26.52% return and SWPPX slightly higher at 26.88%. Over the past 10 years, MUXYX has underperformed SWPPX with an annualized return of 3.94%, while SWPPX has yielded a comparatively higher 13.39% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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MUXYX vs. SWPPX - Expense Ratio Comparison
MUXYX has a 0.44% expense ratio, which is higher than SWPPX's 0.02% expense ratio.
Risk-Adjusted Performance
MUXYX vs. SWPPX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Victory S&P 500 Index Fund (MUXYX) and Schwab S&P 500 Index Fund (SWPPX). 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. SWPPX - Dividend Comparison
MUXYX's dividend yield for the trailing twelve months is around 0.85%, less than SWPPX's 1.13% 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% |
SWPPX Schwab S&P 500 Index Fund | 1.13% | 1.43% | 1.67% | 1.17% | 1.81% | 1.77% | 2.20% | 1.75% | 1.99% | 2.15% | 1.80% | 1.67% |
Drawdowns
MUXYX vs. SWPPX - Drawdown Comparison
The maximum MUXYX drawdown since its inception was -60.91%, which is greater than SWPPX's maximum drawdown of -55.06%. Use the drawdown chart below to compare losses from any high point for MUXYX and SWPPX. For additional features, visit the drawdowns tool.
Volatility
MUXYX vs. SWPPX - Volatility Comparison
Victory S&P 500 Index Fund (MUXYX) and Schwab S&P 500 Index Fund (SWPPX) have volatilities of 3.83% and 3.85%, 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.