PortfoliosLab logo
USAAX vs. USSCX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between USAAX 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

USAAX vs. USSCX - Performance Comparison

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

Loading data...

Key characteristics

Sharpe Ratio

USAAX:

0.65

USSCX:

0.51

Sortino Ratio

USAAX:

0.98

USSCX:

0.77

Omega Ratio

USAAX:

1.14

USSCX:

1.10

Calmar Ratio

USAAX:

0.54

USSCX:

0.36

Martin Ratio

USAAX:

1.44

USSCX:

1.31

Ulcer Index

USAAX:

11.24%

USSCX:

9.26%

Daily Std Dev

USAAX:

28.83%

USSCX:

29.75%

Max Drawdown

USAAX:

-67.51%

USSCX:

-79.48%

Current Drawdown

USAAX:

-11.97%

USSCX:

-15.37%

Returns By Period

In the year-to-date period, USAAX achieves a 0.44% return, which is significantly higher than USSCX's -2.93% return. Over the past 10 years, USAAX has outperformed USSCX with an annualized return of 13.69%, while USSCX has yielded a comparatively lower 10.95% annualized return.


USAAX

YTD

0.44%

1M

8.43%

6M

0.59%

1Y

18.20%

3Y*

21.67%

5Y*

14.90%

10Y*

13.69%

USSCX

YTD

-2.93%

1M

8.07%

6M

-4.75%

1Y

15.43%

3Y*

15.07%

5Y*

6.77%

10Y*

10.95%

*Annualized

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


USAA Growth Fund

USAA Science & Technology Fund

USAAX vs. USSCX - Expense Ratio Comparison

USAAX has a 0.84% 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

USAAX vs. USSCX — Risk-Adjusted Performance Rank

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

USAAX
The Risk-Adjusted Performance Rank of USAAX is 4646
Overall Rank
The Sharpe Ratio Rank of USAAX is 4545
Sharpe Ratio Rank
The Sortino Ratio Rank of USAAX is 5050
Sortino Ratio Rank
The Omega Ratio Rank of USAAX is 5353
Omega Ratio Rank
The Calmar Ratio Rank of USAAX is 4848
Calmar Ratio Rank
The Martin Ratio Rank of USAAX is 3434
Martin Ratio Rank

USSCX
The Risk-Adjusted Performance Rank of USSCX is 3434
Overall Rank
The Sharpe Ratio Rank of USSCX is 3434
Sharpe Ratio Rank
The Sortino Ratio Rank of USSCX is 3636
Sortino Ratio Rank
The Omega Ratio Rank of USSCX is 3535
Omega Ratio Rank
The Calmar Ratio Rank of USSCX is 3434
Calmar Ratio Rank
The Martin Ratio Rank of USSCX is 3232
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.

USAAX vs. USSCX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for USAA Growth Fund (USAAX) 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 USAAX Sharpe Ratio is 0.65, which is comparable to the USSCX Sharpe Ratio of 0.51. The chart below compares the historical Sharpe Ratios of USAAX 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.


Loading data...

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

USAAX vs. USSCX - Dividend Comparison

USAAX's dividend yield for the trailing twelve months is around 10.42%, while USSCX has not paid dividends to shareholders.


TTM20242023202220212020201920182017201620152014
USAAX
USAA Growth Fund
10.42%10.47%6.54%6.98%10.34%4.33%26.15%13.67%2.47%5.27%6.92%7.07%
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

USAAX vs. USSCX - Drawdown Comparison

The maximum USAAX drawdown since its inception was -67.51%, smaller than the maximum USSCX drawdown of -79.48%. Use the drawdown chart below to compare losses from any high point for USAAX and USSCX.


Loading data...

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

Volatility

USAAX vs. USSCX - Volatility Comparison

The current volatility for USAA Growth Fund (USAAX) is 5.85%, while USAA Science & Technology Fund (USSCX) has a volatility of 6.63%. This indicates that USAAX 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.


Loading data...