PortfoliosLab logoPortfoliosLab logo
USMIX vs. USNQX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

USMIX vs. USNQX - Performance Comparison

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

Loading graphics...

USMIX vs. USNQX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
USMIX
USAA Extended Market Index Fund
0.05%10.44%11.99%25.81%-24.04%15.29%31.20%27.93%-9.71%17.72%
USNQX
USAA Nasdaq 100 Index Fund
-5.93%20.52%25.42%54.46%-32.71%26.82%48.31%38.86%-0.43%32.30%

Returns By Period

In the year-to-date period, USMIX achieves a 0.05% return, which is significantly higher than USNQX's -5.93% return. Over the past 10 years, USMIX has underperformed USNQX with an annualized return of 10.95%, while USNQX has yielded a comparatively higher 18.56% annualized return.


USMIX

1D
3.09%
1M
-5.95%
YTD
0.05%
6M
1.90%
1Y
19.46%
3Y*
13.77%
5Y*
4.30%
10Y*
10.95%

USNQX

1D
3.42%
1M
-4.98%
YTD
-5.93%
6M
-4.23%
1Y
22.47%
3Y*
22.11%
5Y*
12.61%
10Y*
18.56%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Compare stocks, funds, or ETFs

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


USMIX vs. USNQX - Expense Ratio Comparison

USMIX has a 0.38% expense ratio, which is lower than USNQX's 0.42% expense ratio.


Return for Risk

USMIX vs. USNQX — Risk / Return Rank

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

USMIX
USMIX Risk / Return Rank: 4646
Overall Rank
USMIX Sharpe Ratio Rank: 4040
Sharpe Ratio Rank
USMIX Sortino Ratio Rank: 4545
Sortino Ratio Rank
USMIX Omega Ratio Rank: 3838
Omega Ratio Rank
USMIX Calmar Ratio Rank: 5252
Calmar Ratio Rank
USMIX Martin Ratio Rank: 5454
Martin Ratio Rank

USNQX
USNQX Risk / Return Rank: 6464
Overall Rank
USNQX Sharpe Ratio Rank: 5353
Sharpe Ratio Rank
USNQX Sortino Ratio Rank: 6161
Sortino Ratio Rank
USNQX Omega Ratio Rank: 5757
Omega Ratio Rank
USNQX Calmar Ratio Rank: 7777
Calmar Ratio Rank
USNQX Martin Ratio Rank: 7171
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.

USMIX vs. USNQX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for USAA Extended Market Index Fund (USMIX) 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.


USMIXUSNQXDifference

Sharpe ratio

Return per unit of total volatility

0.91

1.04

-0.13

Sortino ratio

Return per unit of downside risk

1.41

1.62

-0.21

Omega ratio

Gain probability vs. loss probability

1.19

1.23

-0.04

Calmar ratio

Return relative to maximum drawdown

1.38

1.84

-0.46

Martin ratio

Return relative to average drawdown

5.62

6.82

-1.20

USMIX vs. USNQX - Sharpe Ratio Comparison

The current USMIX Sharpe Ratio is 0.91, which is comparable to the USNQX Sharpe Ratio of 1.04. The chart below compares the historical Sharpe Ratios of USMIX and USNQX, 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 graphics...

Sharpe Ratios by Period


USMIXUSNQXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.91

1.04

-0.13

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.17

0.55

-0.38

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.46

0.82

-0.36

Sharpe Ratio (All Time)

Calculated using the full available price history

0.36

0.33

+0.03

Correlation

The correlation between USMIX and USNQX is 0.81, 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

USMIX vs. USNQX - Dividend Comparison

USMIX's dividend yield for the trailing twelve months is around 6.47%, more than USNQX's 3.21% yield.


TTM20252024202320222021202020192018201720162015
USMIX
USAA Extended Market Index Fund
6.47%6.47%14.41%4.41%8.78%17.98%3.32%3.18%6.48%7.48%7.07%8.02%
USNQX
USAA Nasdaq 100 Index Fund
3.21%3.01%2.19%2.60%4.13%4.48%1.53%0.88%0.69%1.97%0.50%2.73%

Drawdowns

USMIX vs. USNQX - Drawdown Comparison

The maximum USMIX drawdown since its inception was -57.91%, smaller than the maximum USNQX drawdown of -76.24%. Use the drawdown chart below to compare losses from any high point for USMIX and USNQX.


Loading graphics...

Drawdown Indicators


USMIXUSNQXDifference

Max Drawdown

Largest peak-to-trough decline

-57.91%

-76.24%

+18.33%

Max Drawdown (1Y)

Largest decline over 1 year

-14.21%

-12.72%

-1.49%

Max Drawdown (5Y)

Largest decline over 5 years

-37.86%

-36.95%

-0.91%

Max Drawdown (10Y)

Largest decline over 10 years

-41.86%

-36.95%

-4.91%

Current Drawdown

Current decline from peak

-7.18%

-9.06%

+1.88%

Average Drawdown

Average peak-to-trough decline

-12.06%

-26.93%

+14.87%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.50%

3.44%

+0.06%

Volatility

USMIX vs. USNQX - Volatility Comparison

USAA Extended Market Index Fund (USMIX) and USAA Nasdaq 100 Index Fund (USNQX) have volatilities of 6.49% and 6.56%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


Loading graphics...

Volatility by Period


USMIXUSNQXDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.49%

6.56%

-0.07%

Volatility (6M)

Calculated over the trailing 6-month period

12.69%

12.90%

-0.21%

Volatility (1Y)

Calculated over the trailing 1-year period

21.81%

22.75%

-0.94%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

24.99%

22.92%

+2.07%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

23.65%

22.61%

+1.04%