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USNQX vs. QQQ
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between USNQX and QQQ is 0.88, 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.


-0.50.00.51.0
Correlation: 0.9

Performance

USNQX vs. QQQ - Performance Comparison

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

400.00%500.00%600.00%700.00%NovemberDecember2025FebruaryMarchApril
415.05%
635.60%
USNQX
QQQ

Key characteristics

Sharpe Ratio

USNQX:

0.38

QQQ:

0.47

Sortino Ratio

USNQX:

0.71

QQQ:

0.82

Omega Ratio

USNQX:

1.10

QQQ:

1.11

Calmar Ratio

USNQX:

0.43

QQQ:

0.52

Martin Ratio

USNQX:

1.46

QQQ:

1.79

Ulcer Index

USNQX:

6.67%

QQQ:

6.64%

Daily Std Dev

USNQX:

25.37%

QQQ:

25.28%

Max Drawdown

USNQX:

-74.36%

QQQ:

-82.98%

Current Drawdown

USNQX:

-12.32%

QQQ:

-12.28%

Returns By Period

The year-to-date returns for both investments are quite close, with USNQX having a -7.45% return and QQQ slightly higher at -7.43%. Over the past 10 years, USNQX has underperformed QQQ with an annualized return of 14.51%, while QQQ has yielded a comparatively higher 16.72% annualized return.


USNQX

YTD

-7.45%

1M

-1.85%

6M

-5.99%

1Y

8.21%

5Y*

14.61%

10Y*

14.51%

QQQ

YTD

-7.43%

1M

-1.88%

6M

-4.30%

1Y

10.31%

5Y*

17.80%

10Y*

16.72%

*Annualized

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USNQX vs. QQQ - Expense Ratio Comparison

USNQX has a 0.42% expense ratio, which is higher than QQQ's 0.20% expense ratio.


Expense ratio chart for USNQX: current value is 0.42%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
USNQX: 0.42%
Expense ratio chart for QQQ: current value is 0.20%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
QQQ: 0.20%

Risk-Adjusted Performance

USNQX vs. QQQ — Risk-Adjusted Performance Rank

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

USNQX
The Risk-Adjusted Performance Rank of USNQX is 5252
Overall Rank
The Sharpe Ratio Rank of USNQX is 4848
Sharpe Ratio Rank
The Sortino Ratio Rank of USNQX is 5252
Sortino Ratio Rank
The Omega Ratio Rank of USNQX is 5151
Omega Ratio Rank
The Calmar Ratio Rank of USNQX is 5959
Calmar Ratio Rank
The Martin Ratio Rank of USNQX is 5050
Martin Ratio Rank

QQQ
The Risk-Adjusted Performance Rank of QQQ is 5959
Overall Rank
The Sharpe Ratio Rank of QQQ is 5656
Sharpe Ratio Rank
The Sortino Ratio Rank of QQQ is 5959
Sortino Ratio Rank
The Omega Ratio Rank of QQQ is 5959
Omega Ratio Rank
The Calmar Ratio Rank of QQQ is 6565
Calmar Ratio Rank
The Martin Ratio Rank of QQQ is 5757
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.

USNQX vs. QQQ - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for USAA Nasdaq 100 Index Fund (USNQX) and Invesco QQQ (QQQ). 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 chart of Sharpe ratio for USNQX, currently valued at 0.38, compared to the broader market-1.000.001.002.003.00
USNQX: 0.38
QQQ: 0.47
The chart of Sortino ratio for USNQX, currently valued at 0.71, compared to the broader market-2.000.002.004.006.008.00
USNQX: 0.71
QQQ: 0.82
The chart of Omega ratio for USNQX, currently valued at 1.10, compared to the broader market0.501.001.502.002.503.00
USNQX: 1.10
QQQ: 1.11
The chart of Calmar ratio for USNQX, currently valued at 0.43, compared to the broader market0.002.004.006.008.0010.00
USNQX: 0.43
QQQ: 0.52
The chart of Martin ratio for USNQX, currently valued at 1.46, compared to the broader market0.0010.0020.0030.0040.0050.00
USNQX: 1.46
QQQ: 1.79

The current USNQX Sharpe Ratio is 0.38, which is comparable to the QQQ Sharpe Ratio of 0.47. The chart below compares the historical Sharpe Ratios of USNQX and QQQ, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio-0.500.000.501.001.502.002.503.00NovemberDecember2025FebruaryMarchApril
0.38
0.47
USNQX
QQQ

Dividends

USNQX vs. QQQ - Dividend Comparison

USNQX's dividend yield for the trailing twelve months is around 0.43%, less than QQQ's 0.63% yield.


TTM20242023202220212020201920182017201620152014
USNQX
USAA Nasdaq 100 Index Fund
0.43%0.40%0.58%0.28%0.24%0.37%0.55%0.65%0.46%0.50%0.62%0.21%
QQQ
Invesco QQQ
0.63%0.56%0.62%0.80%0.43%0.55%0.74%0.91%0.84%1.06%0.99%1.41%

Drawdowns

USNQX vs. QQQ - Drawdown Comparison

The maximum USNQX drawdown since its inception was -74.36%, smaller than the maximum QQQ drawdown of -82.98%. Use the drawdown chart below to compare losses from any high point for USNQX and QQQ. For additional features, visit the drawdowns tool.


-20.00%-15.00%-10.00%-5.00%0.00%NovemberDecember2025FebruaryMarchApril
-12.32%
-12.28%
USNQX
QQQ

Volatility

USNQX vs. QQQ - Volatility Comparison

USAA Nasdaq 100 Index Fund (USNQX) and Invesco QQQ (QQQ) have volatilities of 16.83% and 16.86%, 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.


4.00%6.00%8.00%10.00%12.00%14.00%16.00%NovemberDecember2025FebruaryMarchApril
16.83%
16.86%
USNQX
QQQ