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USBLX vs. MUXYX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

USBLX vs. MUXYX - Performance Comparison

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

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USBLX vs. MUXYX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
USBLX
USAA Growth and Tax Strategy Fund
-2.22%10.30%13.32%16.10%-15.82%14.80%10.78%18.46%-1.95%13.48%
MUXYX
Victory S&P 500 Index Fund
-4.48%17.17%24.62%25.70%-18.49%28.01%17.91%30.85%-4.84%21.27%

Returns By Period

In the year-to-date period, USBLX achieves a -2.22% return, which is significantly higher than MUXYX's -4.48% return. Over the past 10 years, USBLX has underperformed MUXYX with an annualized return of 7.54%, while MUXYX has yielded a comparatively higher 13.50% annualized return.


USBLX

1D
1.49%
1M
-3.41%
YTD
-2.22%
6M
-0.31%
1Y
10.01%
3Y*
10.50%
5Y*
5.74%
10Y*
7.54%

MUXYX

1D
2.92%
1M
-5.05%
YTD
-4.48%
6M
-2.46%
1Y
16.85%
3Y*
17.77%
5Y*
11.26%
10Y*
13.50%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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USBLX vs. MUXYX - Expense Ratio Comparison

USBLX has a 0.58% expense ratio, which is higher than MUXYX's 0.44% expense ratio.


Return for Risk

USBLX vs. MUXYX — Risk / Return Rank

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

USBLX
USBLX Risk / Return Rank: 6666
Overall Rank
USBLX Sharpe Ratio Rank: 6767
Sharpe Ratio Rank
USBLX Sortino Ratio Rank: 6767
Sortino Ratio Rank
USBLX Omega Ratio Rank: 6565
Omega Ratio Rank
USBLX Calmar Ratio Rank: 5959
Calmar Ratio Rank
USBLX Martin Ratio Rank: 7272
Martin Ratio Rank

MUXYX
MUXYX Risk / Return Rank: 5454
Overall Rank
MUXYX Sharpe Ratio Rank: 4444
Sharpe Ratio Rank
MUXYX Sortino Ratio Rank: 4848
Sortino Ratio Rank
MUXYX Omega Ratio Rank: 5252
Omega Ratio Rank
MUXYX Calmar Ratio Rank: 5858
Calmar Ratio Rank
MUXYX Martin Ratio Rank: 7070
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.

USBLX vs. MUXYX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for USAA Growth and Tax Strategy Fund (USBLX) and Victory S&P 500 Index Fund (MUXYX). 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.


USBLXMUXYXDifference

Sharpe ratio

Return per unit of total volatility

1.24

0.95

+0.29

Sortino ratio

Return per unit of downside risk

1.74

1.45

+0.28

Omega ratio

Gain probability vs. loss probability

1.26

1.22

+0.03

Calmar ratio

Return relative to maximum drawdown

1.46

1.48

-0.01

Martin ratio

Return relative to average drawdown

7.14

7.04

+0.10

USBLX vs. MUXYX - Sharpe Ratio Comparison

The current USBLX Sharpe Ratio is 1.24, which is higher than the MUXYX Sharpe Ratio of 0.95. The chart below compares the historical Sharpe Ratios of USBLX and MUXYX, 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


USBLXMUXYXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.24

0.95

+0.29

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.67

0.58

+0.09

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.84

0.70

+0.13

Sharpe Ratio (All Time)

Calculated using the full available price history

0.80

0.55

+0.25

Correlation

The correlation between USBLX and MUXYX is 0.94, 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.


Dividends

USBLX vs. MUXYX - Dividend Comparison

USBLX's dividend yield for the trailing twelve months is around 2.19%, less than MUXYX's 8.55% yield.


TTM20252024202320222021202020192018201720162015
USBLX
USAA Growth and Tax Strategy Fund
2.19%1.96%2.28%2.11%1.74%1.66%1.88%1.95%2.73%2.16%2.31%2.69%
MUXYX
Victory S&P 500 Index Fund
8.55%8.00%16.75%5.84%8.25%7.94%7.27%13.51%12.31%17.31%8.03%11.65%

Drawdowns

USBLX vs. MUXYX - Drawdown Comparison

The maximum USBLX drawdown since its inception was -33.49%, smaller than the maximum MUXYX drawdown of -55.74%. Use the drawdown chart below to compare losses from any high point for USBLX and MUXYX.


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Drawdown Indicators


USBLXMUXYXDifference

Max Drawdown

Largest peak-to-trough decline

-33.49%

-55.74%

+22.25%

Max Drawdown (1Y)

Largest decline over 1 year

-7.48%

-12.15%

+4.67%

Max Drawdown (5Y)

Largest decline over 5 years

-20.51%

-28.47%

+7.96%

Max Drawdown (10Y)

Largest decline over 10 years

-21.93%

-33.79%

+11.86%

Current Drawdown

Current decline from peak

-3.82%

-6.35%

+2.53%

Average Drawdown

Average peak-to-trough decline

-4.31%

-9.61%

+5.30%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.53%

2.55%

-1.02%

Volatility

USBLX vs. MUXYX - Volatility Comparison

The current volatility for USAA Growth and Tax Strategy Fund (USBLX) is 2.86%, while Victory S&P 500 Index Fund (MUXYX) has a volatility of 5.33%. This indicates that USBLX experiences smaller price fluctuations and is considered to be less risky than MUXYX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


USBLXMUXYXDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.86%

5.33%

-2.47%

Volatility (6M)

Calculated over the trailing 6-month period

4.78%

9.54%

-4.76%

Volatility (1Y)

Calculated over the trailing 1-year period

8.47%

18.36%

-9.89%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

8.63%

19.45%

-10.82%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

9.06%

19.31%

-10.25%