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USCBX vs. USNQX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

USCBX vs. USNQX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in USAA California Bond Fund (USCBX) and USAA Nasdaq 100 Index Fund (USNQX). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, USCBX achieves a 2.27% return, which is significantly lower than USNQX's 20.60% return. Over the past 10 years, USCBX has underperformed USNQX with an annualized return of 2.16%, while USNQX has yielded a comparatively higher 21.88% annualized return.


USCBX

1D
0.00%
1M
2.09%
YTD
2.27%
6M
2.59%
1Y
8.00%
3Y*
3.91%
5Y*
0.87%
10Y*
2.16%

USNQX

1D
2.49%
1M
3.20%
YTD
20.60%
6M
19.59%
1Y
40.96%
3Y*
26.79%
5Y*
17.09%
10Y*
21.88%
*Multi-year figures are annualized to reflect compound growth (CAGR)

USCBX vs. USNQX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
USCBX
USAA California Bond Fund
2.27%3.20%1.91%6.68%-9.75%2.24%5.02%7.26%1.21%5.62%
USNQX
USAA Nasdaq 100 Index Fund
20.60%20.52%25.42%54.46%-32.71%26.82%48.31%38.86%-0.43%32.30%

Correlation

The correlation between USCBX and USNQX is 0.13, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.13

Correlation (3Y)
Calculated over the trailing 3-year period

0.09

Correlation (5Y)
Calculated over the trailing 5-year period

0.10

Correlation (10Y)
Calculated over the trailing 10-year period

0.02

Correlation (All Time)
Calculated using the full available price history since Oct 27, 2000

-0.10

The correlation between USCBX and USNQX shifts across timeframes, from -0.10 (all time) to 0.13 (1 year), reflecting how their relationship changes across market environments.

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Return for Risk

USCBX vs. USNQX — Risk / Return Rank

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

USCBX
USCBX Risk / Return Rank: 6464
Overall Rank
USCBX Sharpe Ratio Rank: 7272
Sharpe Ratio Rank
USCBX Sortino Ratio Rank: 8181
Sortino Ratio Rank
USCBX Omega Ratio Rank: 8585
Omega Ratio Rank
USCBX Calmar Ratio Rank: 4444
Calmar Ratio Rank
USCBX Martin Ratio Rank: 3838
Martin Ratio Rank

USNQX
USNQX Risk / Return Rank: 6969
Overall Rank
USNQX Sharpe Ratio Rank: 7373
Sharpe Ratio Rank
USNQX Sortino Ratio Rank: 6161
Sortino Ratio Rank
USNQX Omega Ratio Rank: 6262
Omega Ratio Rank
USNQX Calmar Ratio Rank: 7979
Calmar Ratio Rank
USNQX Martin Ratio Rank: 6969
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.

USCBX vs. USNQX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for USAA California Bond Fund (USCBX) and USAA Nasdaq 100 Index Fund (USNQX). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


USCBXUSNQXDifference
Sharpe ratioReturn per unit of total volatility

-0.01

Sortino ratioReturn per unit of downside risk

+0.55

Omega ratioGain probability vs. loss probability

1.53

1.40

+0.14

Calmar ratioReturn relative to maximum drawdown

2.39

3.36

-0.97

Martin ratioReturn relative to average drawdown

7.90

12.47

-4.57

USCBX vs. USNQX - Sharpe Ratio Comparison

The current USCBX Sharpe Ratio is 2.28, which is comparable to the USNQX Sharpe Ratio of 2.29. The chart below compares the historical Sharpe Ratios of USCBX and USNQX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

USCBX vs. USNQX - Drawdown Comparison

The maximum USCBX drawdown since its inception was -17.54%, smaller than the maximum USNQX drawdown of -76.24%. Use the drawdown chart below to compare losses from any high point for USCBX and USNQX.


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Drawdown Indicators


USCBXUSNQXDifference

Max Drawdown

Largest peak-to-trough decline

-17.54%

-76.24%

+58.70%

Max Drawdown (1Y)

Largest decline over 1 year

-3.27%

-12.07%

+8.80%

Max Drawdown (3Y)

Largest decline over 3 years

-6.96%

-22.88%

+15.92%

Max Drawdown (5Y)

Largest decline over 5 years

-15.73%

-36.95%

+21.22%

Max Drawdown (10Y)

Largest decline over 10 years

-15.73%

-36.95%

+21.22%

Current Drawdown

Current decline from peak

-0.10%

-0.78%

+0.68%

Average Drawdown

Average peak-to-trough decline

-2.18%

-26.71%

+24.53%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.99%

3.25%

-2.26%

Volatility

USCBX vs. USNQX - Volatility Comparison

The current volatility for USAA California Bond Fund (USCBX) is 0.97%, while USAA Nasdaq 100 Index Fund (USNQX) has a volatility of 8.49%. This indicates that USCBX experiences smaller price fluctuations and is considered to be less risky than USNQX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


USCBXUSNQXDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.97%

8.49%

-7.52%

Volatility (6M)

Calculated over the trailing 6-month period

2.35%

14.36%

-12.01%

Volatility (1Y)

Calculated over the trailing 1-year period

3.43%

17.72%

-14.29%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

5.14%

23.13%

-17.99%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

4.60%

22.78%

-18.18%

USCBX vs. USNQX - Expense Ratio Comparison

USCBX has a 0.55% expense ratio, which is higher than USNQX's 0.42% expense ratio.


Dividends

USCBX vs. USNQX - Dividend Comparison

USCBX's dividend yield for the trailing twelve months is around 3.47%, more than USNQX's 2.50% yield.


PositionTTM20252024202320222021202020192018201720162015
USCBX
USAA California Bond Fund
3.47%3.96%3.73%3.17%2.85%2.29%2.59%2.74%3.20%3.34%3.49%3.79%
USNQX
USAA Nasdaq 100 Index Fund
2.50%3.01%2.19%2.60%4.13%4.48%1.53%0.88%0.69%1.97%0.50%2.73%

Frequently Asked Questions


USCBX and USNQX have a correlation of 0.13, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

USNQX has higher volatility (8.49%) compared to USCBX (0.97%). In terms of maximum drawdown, USCBX dropped -17.54% vs USNQX's -76.24%.

USNQX currently has the higher Sharpe Ratio (2.29 vs 2.28), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

Portfolio Optimizer

Find the right allocation for USCBX and USNQX

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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