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MUXYX vs. USBLX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

MUXYX vs. USBLX - Performance Comparison

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

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MUXYX vs. USBLX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
MUXYX
Victory S&P 500 Index Fund
-4.48%17.17%24.62%25.70%-18.49%28.01%17.91%30.85%-4.84%21.27%
USBLX
USAA Growth and Tax Strategy Fund
-2.22%10.30%13.32%16.10%-15.82%14.80%10.78%18.46%-1.95%13.48%

Returns By Period

In the year-to-date period, MUXYX achieves a -4.48% return, which is significantly lower than USBLX's -2.22% return. Over the past 10 years, MUXYX has outperformed USBLX with an annualized return of 13.50%, while USBLX has yielded a comparatively lower 7.54% annualized return.


MUXYX

1D
2.92%
1M
-5.05%
YTD
-4.48%
6M
-2.46%
1Y
16.85%
3Y*
17.77%
5Y*
11.26%
10Y*
13.50%

USBLX

1D
1.49%
1M
-3.41%
YTD
-2.22%
6M
-0.31%
1Y
10.01%
3Y*
10.50%
5Y*
5.74%
10Y*
7.54%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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MUXYX vs. USBLX - Expense Ratio Comparison

MUXYX has a 0.44% expense ratio, which is lower than USBLX's 0.58% expense ratio.


Return for Risk

MUXYX vs. USBLX — Risk / Return Rank

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

MUXYX
MUXYX Risk / Return Rank: 5454
Overall Rank
MUXYX Sharpe Ratio Rank: 4444
Sharpe Ratio Rank
MUXYX Sortino Ratio Rank: 4848
Sortino Ratio Rank
MUXYX Omega Ratio Rank: 5252
Omega Ratio Rank
MUXYX Calmar Ratio Rank: 5858
Calmar Ratio Rank
MUXYX Martin Ratio Rank: 7070
Martin Ratio Rank

USBLX
USBLX Risk / Return Rank: 6666
Overall Rank
USBLX Sharpe Ratio Rank: 6767
Sharpe Ratio Rank
USBLX Sortino Ratio Rank: 6767
Sortino Ratio Rank
USBLX Omega Ratio Rank: 6565
Omega Ratio Rank
USBLX Calmar Ratio Rank: 5959
Calmar Ratio Rank
USBLX Martin Ratio Rank: 7272
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.

MUXYX vs. USBLX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Victory S&P 500 Index Fund (MUXYX) and USAA Growth and Tax Strategy Fund (USBLX). 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.


MUXYXUSBLXDifference

Sharpe ratio

Return per unit of total volatility

0.95

1.24

-0.29

Sortino ratio

Return per unit of downside risk

1.45

1.74

-0.28

Omega ratio

Gain probability vs. loss probability

1.22

1.26

-0.03

Calmar ratio

Return relative to maximum drawdown

1.48

1.46

+0.01

Martin ratio

Return relative to average drawdown

7.04

7.14

-0.10

MUXYX vs. USBLX - Sharpe Ratio Comparison

The current MUXYX Sharpe Ratio is 0.95, which is comparable to the USBLX Sharpe Ratio of 1.24. The chart below compares the historical Sharpe Ratios of MUXYX and USBLX, 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


MUXYXUSBLXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.95

1.24

-0.29

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.58

0.67

-0.09

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.70

0.84

-0.13

Sharpe Ratio (All Time)

Calculated using the full available price history

0.55

0.80

-0.25

Correlation

The correlation between MUXYX and USBLX is 0.94, 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

MUXYX vs. USBLX - Dividend Comparison

MUXYX's dividend yield for the trailing twelve months is around 8.55%, more than USBLX's 2.19% yield.


TTM20252024202320222021202020192018201720162015
MUXYX
Victory S&P 500 Index Fund
8.55%8.00%16.75%5.84%8.25%7.94%7.27%13.51%12.31%17.31%8.03%11.65%
USBLX
USAA Growth and Tax Strategy Fund
2.19%1.96%2.28%2.11%1.74%1.66%1.88%1.95%2.73%2.16%2.31%2.69%

Drawdowns

MUXYX vs. USBLX - Drawdown Comparison

The maximum MUXYX drawdown since its inception was -55.74%, which is greater than USBLX's maximum drawdown of -33.49%. Use the drawdown chart below to compare losses from any high point for MUXYX and USBLX.


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Drawdown Indicators


MUXYXUSBLXDifference

Max Drawdown

Largest peak-to-trough decline

-55.74%

-33.49%

-22.25%

Max Drawdown (1Y)

Largest decline over 1 year

-12.15%

-7.48%

-4.67%

Max Drawdown (5Y)

Largest decline over 5 years

-28.47%

-20.51%

-7.96%

Max Drawdown (10Y)

Largest decline over 10 years

-33.79%

-21.93%

-11.86%

Current Drawdown

Current decline from peak

-6.35%

-3.82%

-2.53%

Average Drawdown

Average peak-to-trough decline

-9.61%

-4.31%

-5.30%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.55%

1.53%

+1.02%

Volatility

MUXYX vs. USBLX - Volatility Comparison

Victory S&P 500 Index Fund (MUXYX) has a higher volatility of 5.33% compared to USAA Growth and Tax Strategy Fund (USBLX) at 2.86%. This indicates that MUXYX's price experiences larger fluctuations and is considered to be riskier than USBLX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


MUXYXUSBLXDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.33%

2.86%

+2.47%

Volatility (6M)

Calculated over the trailing 6-month period

9.54%

4.78%

+4.76%

Volatility (1Y)

Calculated over the trailing 1-year period

18.36%

8.47%

+9.89%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

19.45%

8.63%

+10.82%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

19.31%

9.06%

+10.25%