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RSNYX vs. USSPX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

RSNYX vs. USSPX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Victory Global Energy Transition Fund Class Y (RSNYX) and USAA 500 Index Fund (USSPX). The values are adjusted to include any dividend payments, if applicable.

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RSNYX vs. USSPX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
RSNYX
Victory Global Energy Transition Fund Class Y
16.97%70.14%16.28%-8.32%35.48%83.62%27.86%-24.32%-45.63%1.36%
USSPX
USAA 500 Index Fund
-3.70%17.63%25.04%26.99%-19.37%27.45%21.21%31.19%-4.66%21.19%

Returns By Period

In the year-to-date period, RSNYX achieves a 16.97% return, which is significantly higher than USSPX's -3.70% return. Both investments have delivered pretty close results over the past 10 years, with RSNYX having a 14.33% annualized return and USSPX not far behind at 14.04%.


RSNYX

1D
1.29%
1M
0.29%
YTD
16.97%
6M
31.99%
1Y
107.70%
3Y*
27.81%
5Y*
30.50%
10Y*
14.33%

USSPX

1D
0.72%
1M
-3.34%
YTD
-3.70%
6M
-1.81%
1Y
17.29%
3Y*
18.65%
5Y*
11.61%
10Y*
14.04%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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RSNYX vs. USSPX - Expense Ratio Comparison

RSNYX has a 1.15% expense ratio, which is higher than USSPX's 0.24% expense ratio.


Return for Risk

RSNYX vs. USSPX — Risk / Return Rank

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

RSNYX
RSNYX Risk / Return Rank: 9898
Overall Rank
RSNYX Sharpe Ratio Rank: 9999
Sharpe Ratio Rank
RSNYX Sortino Ratio Rank: 9898
Sortino Ratio Rank
RSNYX Omega Ratio Rank: 9797
Omega Ratio Rank
RSNYX Calmar Ratio Rank: 9999
Calmar Ratio Rank
RSNYX Martin Ratio Rank: 9999
Martin Ratio Rank

USSPX
USSPX Risk / Return Rank: 4949
Overall Rank
USSPX Sharpe Ratio Rank: 4141
Sharpe Ratio Rank
USSPX Sortino Ratio Rank: 4545
Sortino Ratio Rank
USSPX Omega Ratio Rank: 4848
Omega Ratio Rank
USSPX Calmar Ratio Rank: 4949
Calmar Ratio Rank
USSPX Martin Ratio Rank: 6262
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.

RSNYX vs. USSPX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Victory Global Energy Transition Fund Class Y (RSNYX) 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.


RSNYXUSSPXDifference

Sharpe ratio

Return per unit of total volatility

4.10

0.99

+3.11

Sortino ratio

Return per unit of downside risk

4.48

1.51

+2.97

Omega ratio

Gain probability vs. loss probability

1.66

1.23

+0.43

Calmar ratio

Return relative to maximum drawdown

7.39

1.53

+5.87

Martin ratio

Return relative to average drawdown

27.44

7.26

+20.18

RSNYX vs. USSPX - Sharpe Ratio Comparison

The current RSNYX Sharpe Ratio is 4.10, which is higher than the USSPX Sharpe Ratio of 0.99. The chart below compares the historical Sharpe Ratios of RSNYX 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.


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Sharpe Ratios by Period


RSNYXUSSPXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

4.10

0.99

+3.11

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

1.21

0.67

+0.54

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.45

0.77

-0.32

Sharpe Ratio (All Time)

Calculated using the full available price history

0.12

0.51

-0.39

Correlation

The correlation between RSNYX and USSPX is 0.60, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Dividends

RSNYX vs. USSPX - Dividend Comparison

RSNYX's dividend yield for the trailing twelve months is around 3.75%, less than USSPX's 4.31% yield.


TTM20252024202320222021202020192018201720162015
RSNYX
Victory Global Energy Transition Fund Class Y
3.75%4.39%1.89%2.67%1.07%0.04%0.26%0.25%0.00%0.00%0.00%0.00%
USSPX
USAA 500 Index Fund
4.31%4.14%3.63%2.07%2.81%4.98%3.38%4.98%3.03%1.34%2.34%1.89%

Drawdowns

RSNYX vs. USSPX - Drawdown Comparison

The maximum RSNYX drawdown since its inception was -89.31%, which is greater than USSPX's maximum drawdown of -55.39%. Use the drawdown chart below to compare losses from any high point for RSNYX and USSPX.


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Drawdown Indicators


RSNYXUSSPXDifference

Max Drawdown

Largest peak-to-trough decline

-89.31%

-55.39%

-33.92%

Max Drawdown (1Y)

Largest decline over 1 year

-14.33%

-8.92%

-5.41%

Max Drawdown (5Y)

Largest decline over 5 years

-25.28%

-26.88%

+1.60%

Max Drawdown (10Y)

Largest decline over 10 years

-84.10%

-33.64%

-50.46%

Current Drawdown

Current decline from peak

-0.60%

-5.57%

+4.97%

Average Drawdown

Average peak-to-trough decline

-32.59%

-10.19%

-22.40%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.86%

2.56%

+1.30%

Volatility

RSNYX vs. USSPX - Volatility Comparison

Victory Global Energy Transition Fund Class Y (RSNYX) has a higher volatility of 6.67% compared to USAA 500 Index Fund (USSPX) at 5.40%. This indicates that RSNYX's price experiences larger fluctuations and is considered to be riskier than USSPX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


RSNYXUSSPXDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.67%

5.40%

+1.27%

Volatility (6M)

Calculated over the trailing 6-month period

19.26%

9.61%

+9.65%

Volatility (1Y)

Calculated over the trailing 1-year period

26.82%

18.43%

+8.39%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

25.49%

17.50%

+7.99%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

31.79%

18.34%

+13.45%