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

Correlation

The correlation between MUXYX and USSPX 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. USSPX - Performance Comparison

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

-10.00%-5.00%0.00%5.00%10.00%SeptemberOctoberNovemberDecember2025February
-5.02%
7.71%
MUXYX
USSPX

Key characteristics

Sharpe Ratio

MUXYX:

0.40

USSPX:

1.65

Sortino Ratio

MUXYX:

0.56

USSPX:

2.22

Omega Ratio

MUXYX:

1.11

USSPX:

1.30

Calmar Ratio

MUXYX:

0.44

USSPX:

2.50

Martin Ratio

MUXYX:

1.18

USSPX:

8.52

Ulcer Index

MUXYX:

6.30%

USSPX:

2.53%

Daily Std Dev

MUXYX:

18.59%

USSPX:

13.09%

Max Drawdown

MUXYX:

-60.91%

USSPX:

-55.39%

Current Drawdown

MUXYX:

-12.57%

USSPX:

-1.55%

Returns By Period

In the year-to-date period, MUXYX achieves a 4.33% return, which is significantly lower than USSPX's 4.64% return. Over the past 10 years, MUXYX has underperformed USSPX with an annualized return of 3.10%, while USSPX has yielded a comparatively higher 11.49% annualized return.


MUXYX

YTD

4.33%

1M

2.31%

6M

-4.59%

1Y

7.28%

5Y*

5.58%

10Y*

3.10%

USSPX

YTD

4.64%

1M

2.39%

6M

8.20%

1Y

21.36%

5Y*

12.10%

10Y*

11.49%

*Annualized

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. USSPX - Expense Ratio Comparison

MUXYX has a 0.44% expense ratio, which is higher than USSPX's 0.24% 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 USSPX: current value at 0.24% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.24%

Risk-Adjusted Performance

MUXYX vs. USSPX — 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 1818
Overall Rank
The Sharpe Ratio Rank of MUXYX is 1414
Sharpe Ratio Rank
The Sortino Ratio Rank of MUXYX is 1212
Sortino Ratio Rank
The Omega Ratio Rank of MUXYX is 2020
Omega Ratio Rank
The Calmar Ratio Rank of MUXYX is 3131
Calmar Ratio Rank
The Martin Ratio Rank of MUXYX is 1414
Martin Ratio Rank

USSPX
The Risk-Adjusted Performance Rank of USSPX is 8080
Overall Rank
The Sharpe Ratio Rank of USSPX is 7878
Sharpe Ratio Rank
The Sortino Ratio Rank of USSPX is 7676
Sortino Ratio Rank
The Omega Ratio Rank of USSPX is 7878
Omega Ratio Rank
The Calmar Ratio Rank of USSPX is 8787
Calmar Ratio Rank
The Martin Ratio Rank of USSPX is 8181
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. USSPX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Victory S&P 500 Index Fund (MUXYX) and USAA 500 Index Fund (USSPX). 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 0.40, compared to the broader market-1.000.001.002.003.004.000.401.65
The chart of Sortino ratio for MUXYX, currently valued at 0.56, compared to the broader market0.002.004.006.008.0010.0012.000.562.22
The chart of Omega ratio for MUXYX, currently valued at 1.11, compared to the broader market1.002.003.004.001.111.30
The chart of Calmar ratio for MUXYX, currently valued at 0.44, compared to the broader market0.005.0010.0015.0020.000.442.50
The chart of Martin ratio for MUXYX, currently valued at 1.18, compared to the broader market0.0020.0040.0060.0080.001.188.52
MUXYX
USSPX

The current MUXYX Sharpe Ratio is 0.40, which is lower than the USSPX Sharpe Ratio of 1.65. The chart below compares the historical Sharpe Ratios of MUXYX and USSPX, 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 Ratio0.000.501.001.502.002.503.003.50SeptemberOctoberNovemberDecember2025February
0.40
1.65
MUXYX
USSPX

Dividends

MUXYX vs. USSPX - Dividend Comparison

MUXYX's dividend yield for the trailing twelve months is around 0.88%, less than USSPX's 1.00% yield.


TTM20242023202220212020201920182017201620152014
MUXYX
Victory S&P 500 Index Fund
0.88%0.92%1.06%1.25%0.90%1.25%1.56%2.02%1.66%1.85%1.90%1.45%
USSPX
USAA 500 Index Fund
1.00%1.05%1.22%1.43%1.00%1.30%1.64%1.89%1.55%1.92%1.79%1.64%

Drawdowns

MUXYX vs. USSPX - Drawdown Comparison

The maximum MUXYX drawdown since its inception was -60.91%, which is greater than USSPX's maximum drawdown of -55.39%. Use the drawdown chart below to compare losses from any high point for MUXYX and USSPX. For additional features, visit the drawdowns tool.


-15.00%-10.00%-5.00%0.00%SeptemberOctoberNovemberDecember2025February
-12.57%
-1.55%
MUXYX
USSPX

Volatility

MUXYX vs. USSPX - Volatility Comparison

Victory S&P 500 Index Fund (MUXYX) and USAA 500 Index Fund (USSPX) have volatilities of 3.20% and 3.20%, 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.


2.00%4.00%6.00%8.00%10.00%12.00%14.00%16.00%SeptemberOctoberNovemberDecember2025February
3.20%
3.20%
MUXYX
USSPX
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 © 2025 PortfoliosLab