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USNQX vs. RYVYX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

USNQX vs. RYVYX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in USAA Nasdaq 100 Index Fund (USNQX) and Rydex NASDAQ-100 2x Strategy Fund (RYVYX). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, USNQX achieves a 16.78% return, which is significantly lower than RYVYX's 30.64% return. Over the past 10 years, USNQX has underperformed RYVYX with an annualized return of 21.43%, while RYVYX has yielded a comparatively higher 34.73% annualized return.


USNQX

1D
3.29%
1M
-0.39%
YTD
16.78%
6M
17.02%
1Y
36.47%
3Y*
26.28%
5Y*
16.43%
10Y*
21.43%

RYVYX

1D
6.56%
1M
-1.77%
YTD
30.64%
6M
30.67%
1Y
70.56%
3Y*
46.26%
5Y*
22.45%
10Y*
34.73%
*Multi-year figures are annualized to reflect compound growth (CAGR)

USNQX vs. RYVYX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
USNQX
USAA Nasdaq 100 Index Fund
16.78%20.52%25.42%54.46%-32.71%26.82%48.31%38.86%-0.43%32.30%
RYVYX
Rydex NASDAQ-100 2x Strategy Fund
30.64%29.54%49.77%116.15%-60.57%46.61%88.38%80.70%-9.20%68.67%

Correlation

The correlation between USNQX and RYVYX is 1.00 - these two move nearly in lockstep. At this level, holding both provides almost no diversification benefit. If you already own one, adding the other does little to reduce portfolio risk.


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

1.00

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

0.98

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

0.98

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

0.99

Correlation (All Time)
Calculated using the full available price history since Jan 2, 2001

0.99

The correlation between USNQX and RYVYX has been stable across timeframes, ranging from 0.98 to 1.00 - a consistent structural relationship.

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Return for Risk

USNQX vs. RYVYX — Risk / Return Rank

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

USNQX
USNQX Risk / Return Rank: 7272
Overall Rank
USNQX Sharpe Ratio Rank: 7575
Sharpe Ratio Rank
USNQX Sortino Ratio Rank: 6767
Sortino Ratio Rank
USNQX Omega Ratio Rank: 6868
Omega Ratio Rank
USNQX Calmar Ratio Rank: 7878
Calmar Ratio Rank
USNQX Martin Ratio Rank: 7373
Martin Ratio Rank

RYVYX
RYVYX Risk / Return Rank: 6060
Overall Rank
RYVYX Sharpe Ratio Rank: 6969
Sharpe Ratio Rank
RYVYX Sortino Ratio Rank: 5353
Sortino Ratio Rank
RYVYX Omega Ratio Rank: 5555
Omega Ratio Rank
RYVYX Calmar Ratio Rank: 6969
Calmar Ratio Rank
RYVYX Martin Ratio Rank: 5454
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.

USNQX vs. RYVYX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for USAA Nasdaq 100 Index Fund (USNQX) and Rydex NASDAQ-100 2x Strategy Fund (RYVYX). 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.


USNQXRYVYXDifference
Sharpe ratioReturn per unit of total volatility

+0.09

Sortino ratioReturn per unit of downside risk

+0.26

Omega ratioGain probability vs. loss probability

1.36

1.32

+0.04

Calmar ratioReturn relative to maximum drawdown

2.92

2.65

+0.27

Martin ratioReturn relative to average drawdown

10.87

9.01

+1.85

USNQX vs. RYVYX - Sharpe Ratio Comparison

The current USNQX Sharpe Ratio is 2.04, which is comparable to the RYVYX Sharpe Ratio of 1.95. The chart below compares the historical Sharpe Ratios of USNQX and RYVYX, 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

USNQX vs. RYVYX - Drawdown Comparison

The maximum USNQX drawdown since its inception was -76.24%, smaller than the maximum RYVYX drawdown of -95.57%. Use the drawdown chart below to compare losses from any high point for USNQX and RYVYX.


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Drawdown Indicators


USNQXRYVYXDifference

Max Drawdown

Largest peak-to-trough decline

-76.24%

-95.57%

+19.33%

Max Drawdown (1Y)

Largest decline over 1 year

-12.07%

-25.39%

+13.32%

Max Drawdown (3Y)

Largest decline over 3 years

-22.88%

-42.48%

+19.60%

Max Drawdown (5Y)

Largest decline over 5 years

-36.95%

-65.38%

+28.43%

Max Drawdown (10Y)

Largest decline over 10 years

-36.95%

-65.38%

+28.43%

Current Drawdown

Current decline from peak

-3.92%

-8.24%

+4.32%

Average Drawdown

Average peak-to-trough decline

-26.73%

-49.12%

+22.39%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.23%

7.45%

-4.22%

Volatility

USNQX vs. RYVYX - Volatility Comparison

The current volatility for USAA Nasdaq 100 Index Fund (USNQX) is 7.55%, while Rydex NASDAQ-100 2x Strategy Fund (RYVYX) has a volatility of 15.23%. This indicates that USNQX experiences smaller price fluctuations and is considered to be less risky than RYVYX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


USNQXRYVYXDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.55%

15.23%

-7.68%

Volatility (6M)

Calculated over the trailing 6-month period

13.84%

27.69%

-13.85%

Volatility (1Y)

Calculated over the trailing 1-year period

17.30%

34.52%

-17.22%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

23.06%

45.45%

-22.39%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

22.74%

45.17%

-22.43%

USNQX vs. RYVYX - Expense Ratio Comparison

USNQX has a 0.42% expense ratio, which is lower than RYVYX's 1.87% expense ratio.


Dividends

USNQX vs. RYVYX - Dividend Comparison

USNQX's dividend yield for the trailing twelve months is around 2.58%, less than RYVYX's 5.48% yield.


PositionTTM20252024202320222021202020192018201720162015
RYVYX
Rydex NASDAQ-100 2x Strategy Fund
5.48%7.16%11.52%0.00%0.00%1.23%8.91%5.19%0.00%14.19%1.63%21.29%
USNQX
USAA Nasdaq 100 Index Fund
2.58%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


With a correlation of 1.00, USNQX and RYVYX move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

RYVYX has higher volatility (15.23%) compared to USNQX (7.55%). In terms of maximum drawdown, USNQX dropped -76.24% vs RYVYX's -95.57%.

USNQX currently has the higher Sharpe Ratio (2.04 vs 1.95), 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 USNQX and RYVYX

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