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MUXYX vs. USSCX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between MUXYX and USSCX is 0.85, 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. USSCX - Performance Comparison

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

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Key characteristics

Sharpe Ratio

MUXYX:

0.70

USSCX:

0.57

Sortino Ratio

MUXYX:

1.11

USSCX:

0.86

Omega Ratio

MUXYX:

1.16

USSCX:

1.12

Calmar Ratio

MUXYX:

0.74

USSCX:

0.42

Martin Ratio

MUXYX:

2.82

USSCX:

1.54

Ulcer Index

MUXYX:

4.96%

USSCX:

9.27%

Daily Std Dev

MUXYX:

19.84%

USSCX:

29.76%

Max Drawdown

MUXYX:

-55.53%

USSCX:

-79.48%

Current Drawdown

MUXYX:

-3.07%

USSCX:

-14.27%

Returns By Period

In the year-to-date period, MUXYX achieves a 1.36% return, which is significantly higher than USSCX's -1.68% return. Over the past 10 years, MUXYX has outperformed USSCX with an annualized return of 12.51%, while USSCX has yielded a comparatively lower 11.16% annualized return.


MUXYX

YTD

1.36%

1M

4.56%

6M

-1.27%

1Y

13.73%

3Y*

14.33%

5Y*

14.95%

10Y*

12.51%

USSCX

YTD

-1.68%

1M

7.14%

6M

-4.30%

1Y

16.92%

3Y*

15.13%

5Y*

6.46%

10Y*

11.16%

*Annualized

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Victory S&P 500 Index Fund

USAA Science & Technology Fund

MUXYX vs. USSCX - Expense Ratio Comparison

MUXYX has a 0.44% expense ratio, which is lower than USSCX's 0.95% expense ratio.


Go deeper with the Portfolio Analysis tool — backtest performance, assess risk, compare to benchmarks, and more

Risk-Adjusted Performance

MUXYX vs. USSCX — Risk-Adjusted Performance Rank

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

MUXYX
The Risk-Adjusted Performance Rank of MUXYX is 5858
Overall Rank
The Sharpe Ratio Rank of MUXYX is 5050
Sharpe Ratio Rank
The Sortino Ratio Rank of MUXYX is 5757
Sortino Ratio Rank
The Omega Ratio Rank of MUXYX is 6161
Omega Ratio Rank
The Calmar Ratio Rank of MUXYX is 6464
Calmar Ratio Rank
The Martin Ratio Rank of MUXYX is 6060
Martin Ratio Rank

USSCX
The Risk-Adjusted Performance Rank of USSCX is 3838
Overall Rank
The Sharpe Ratio Rank of USSCX is 3838
Sharpe Ratio Rank
The Sortino Ratio Rank of USSCX is 4040
Sortino Ratio Rank
The Omega Ratio Rank of USSCX is 3939
Omega Ratio Rank
The Calmar Ratio Rank of USSCX is 3737
Calmar Ratio Rank
The Martin Ratio Rank of USSCX is 3535
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

MUXYX vs. USSCX - Risk-Adjusted Performance Comparison

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


The current MUXYX Sharpe Ratio is 0.70, which is comparable to the USSCX Sharpe Ratio of 0.57. The chart below compares the historical Sharpe Ratios of MUXYX and USSCX, 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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Go to the full Sharpe Ratio tool to analyze any stock or portfolio. Customize time frames, set your own risk-free rate, and more

Dividends

MUXYX vs. USSCX - Dividend Comparison

MUXYX's dividend yield for the trailing twelve months is around 16.52%, while USSCX has not paid dividends to shareholders.


TTM20242023202220212020201920182017201620152014
MUXYX
Victory S&P 500 Index Fund
16.52%16.76%5.83%8.25%7.95%7.27%13.51%12.32%17.31%8.57%12.21%9.25%
USSCX
USAA Science & Technology Fund
0.00%0.00%0.00%0.00%15.49%5.36%27.99%16.68%8.31%4.15%6.54%12.21%

Drawdowns

MUXYX vs. USSCX - Drawdown Comparison

The maximum MUXYX drawdown since its inception was -55.53%, smaller than the maximum USSCX drawdown of -79.48%. Use the drawdown chart below to compare losses from any high point for MUXYX and USSCX.


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Go to the full Drawdowns tool for more analysis options, including inflation-adjusted drawdowns, and more

Volatility

MUXYX vs. USSCX - Volatility Comparison

The current volatility for Victory S&P 500 Index Fund (MUXYX) is 4.79%, while USAA Science & Technology Fund (USSCX) has a volatility of 6.64%. This indicates that MUXYX experiences smaller price fluctuations and is considered to be less risky than USSCX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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