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

Correlation

The correlation between MUXYX and USSPX is 0.95, 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. 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.

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Key characteristics

Daily Std Dev

MUXYX:

9.59%

USSPX:

19.70%

Max Drawdown

MUXYX:

-0.76%

USSPX:

-55.39%

Current Drawdown

MUXYX:

-0.04%

USSPX:

-9.00%

Returns By Period


MUXYX

YTD

N/A

1M

N/A

6M

N/A

1Y

N/A

5Y*

N/A

10Y*

N/A

USSPX

YTD

-3.28%

1M

5.89%

6M

-7.14%

1Y

7.45%

5Y*

13.73%

10Y*

10.52%

*Annualized

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MUXYX vs. USSPX - Expense Ratio Comparison

MUXYX has a 0.44% expense ratio, which is higher than USSPX's 0.24% expense ratio.


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 1313
Overall Rank
The Sharpe Ratio Rank of MUXYX is 1313
Sharpe Ratio Rank
The Sortino Ratio Rank of MUXYX is 1414
Sortino Ratio Rank
The Omega Ratio Rank of MUXYX is 1313
Omega Ratio Rank
The Calmar Ratio Rank of MUXYX is 1111
Calmar Ratio Rank
The Martin Ratio Rank of MUXYX is 1414
Martin Ratio Rank

USSPX
The Risk-Adjusted Performance Rank of USSPX is 5252
Overall Rank
The Sharpe Ratio Rank of USSPX is 4848
Sharpe Ratio Rank
The Sortino Ratio Rank of USSPX is 5151
Sortino Ratio Rank
The Omega Ratio Rank of USSPX is 5252
Omega Ratio Rank
The Calmar Ratio Rank of USSPX is 5858
Calmar Ratio Rank
The Martin Ratio Rank of USSPX is 5050
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.



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Dividends

MUXYX vs. USSPX - Dividend Comparison

MUXYX's dividend yield for the trailing twelve months is around 0.90%, less than USSPX's 1.06% yield.


TTM20242023202220212020201920182017201620152014
MUXYX
Victory S&P 500 Index Fund
0.90%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
USSPX
USAA 500 Index Fund
1.06%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 -0.76%, smaller than the maximum USSPX 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.


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Volatility

MUXYX vs. USSPX - Volatility Comparison


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