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USPRX vs. BSPIX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

USPRX vs. BSPIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Victory 500 Index Fund (USPRX) and iShares S&P 500 Index Fund Institutional Class (BSPIX). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

The year-to-date returns for both stocks are quite close, with USPRX having a 11.95% return and BSPIX slightly lower at 11.65%. Both investments have delivered pretty close results over the past 10 years, with USPRX having a 15.67% annualized return and BSPIX not far behind at 15.46%.


USPRX

1D
0.20%
1M
5.96%
YTD
11.95%
6M
11.80%
1Y
28.91%
3Y*
22.97%
5Y*
14.15%
10Y*
15.67%

BSPIX

1D
0.13%
1M
5.79%
YTD
11.65%
6M
11.68%
1Y
28.84%
3Y*
22.63%
5Y*
14.17%
10Y*
15.46%
*Multi-year figures are annualized to reflect compound growth (CAGR)

USPRX vs. BSPIX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
USPRX
Victory 500 Index Fund
11.95%17.71%25.13%27.12%-19.30%27.57%21.34%31.29%-4.54%21.08%
BSPIX
iShares S&P 500 Index Fund Institutional Class
11.65%17.75%24.85%26.17%-18.20%28.55%18.35%31.35%-4.87%21.20%

Correlation

The correlation between USPRX and BSPIX 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

0.97

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 3, 2014

0.99

The correlation between USPRX and BSPIX has been stable across timeframes, ranging from 0.97 to 1.00 - a consistent structural relationship.

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Return for Risk

USPRX vs. BSPIX — Risk / Return Rank

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

USPRX
USPRX Risk / Return Rank: 7272
Overall Rank
USPRX Sharpe Ratio Rank: 7373
Sharpe Ratio Rank
USPRX Sortino Ratio Rank: 6666
Sortino Ratio Rank
USPRX Omega Ratio Rank: 6666
Omega Ratio Rank
USPRX Calmar Ratio Rank: 7373
Calmar Ratio Rank
USPRX Martin Ratio Rank: 8282
Martin Ratio Rank

BSPIX
BSPIX Risk / Return Rank: 7373
Overall Rank
BSPIX Sharpe Ratio Rank: 7474
Sharpe Ratio Rank
BSPIX Sortino Ratio Rank: 6767
Sortino Ratio Rank
BSPIX Omega Ratio Rank: 6767
Omega Ratio Rank
BSPIX Calmar Ratio Rank: 7474
Calmar Ratio Rank
BSPIX Martin Ratio Rank: 8383
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.

USPRX vs. BSPIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Victory 500 Index Fund (USPRX) and iShares S&P 500 Index Fund Institutional Class (BSPIX). 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.


USPRXBSPIXDifference
Sharpe ratioReturn per unit of total volatility

-0.01

Sortino ratioReturn per unit of downside risk

-0.02

Omega ratioGain probability vs. loss probability

1.45

1.46

0.00

Calmar ratioReturn relative to maximum drawdown

3.34

3.34

0.00

Martin ratioReturn relative to average drawdown

15.50

15.58

-0.07

USPRX vs. BSPIX - Sharpe Ratio Comparison

The current USPRX Sharpe Ratio is 2.49, which is comparable to the BSPIX Sharpe Ratio of 2.51. The chart below compares the historical Sharpe Ratios of USPRX and BSPIX, 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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Sharpe Ratios by Period


USPRXBSPIXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.49

2.51

-0.01

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.81

0.84

-0.03

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.86

0.86

0.00

Sharpe Ratio (All Time)

Calculated using the full available price history

0.54

0.81

-0.27

Drawdowns

USPRX vs. BSPIX - Drawdown Comparison

The maximum USPRX drawdown since its inception was -55.34%, which is greater than BSPIX's maximum drawdown of -33.75%. Use the drawdown chart below to compare losses from any high point for USPRX and BSPIX.


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Drawdown Indicators


USPRXBSPIXDifference

Max Drawdown

Largest peak-to-trough decline

-55.34%

-33.75%

-21.59%

Max Drawdown (1Y)

Largest decline over 1 year

-8.92%

-8.91%

-0.01%

Max Drawdown (3Y)

Largest decline over 3 years

-19.62%

-18.74%

-0.88%

Max Drawdown (5Y)

Largest decline over 5 years

-26.82%

-24.55%

-2.27%

Max Drawdown (10Y)

Largest decline over 10 years

-33.64%

-33.75%

+0.11%

Current Drawdown

Current decline from peak

0.00%

0.00%

0.00%

Average Drawdown

Average peak-to-trough decline

-7.64%

-3.93%

-3.71%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.92%

1.90%

+0.02%

Volatility

USPRX vs. BSPIX - Volatility Comparison

Victory 500 Index Fund (USPRX) and iShares S&P 500 Index Fund Institutional Class (BSPIX) have volatilities of 2.82% and 2.83%, 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.


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Volatility by Period


USPRXBSPIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.82%

2.83%

-0.01%

Volatility (6M)

Calculated over the trailing 6-month period

9.04%

8.97%

+0.07%

Volatility (1Y)

Calculated over the trailing 1-year period

11.95%

11.85%

+0.10%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.49%

16.88%

+0.61%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.36%

18.03%

+0.33%

USPRX vs. BSPIX - Expense Ratio Comparison

USPRX has a 0.15% expense ratio, which is higher than BSPIX's 0.10% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


Dividends

USPRX vs. BSPIX - Dividend Comparison

USPRX's dividend yield for the trailing twelve months is around 3.77%, more than BSPIX's 1.50% yield.


PositionTTM20252024202320222021202020192018201720162015
BSPIX
iShares S&P 500 Index Fund Institutional Class
1.50%1.66%1.35%1.44%1.94%1.76%1.60%1.92%1.94%1.57%2.30%2.42%
USPRX
Victory 500 Index Fund
3.77%4.21%3.70%2.15%2.90%5.06%3.46%5.06%3.14%1.27%2.43%1.98%

Frequently Asked Questions


With a correlation of 1.00, USPRX and BSPIX 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.

BSPIX has higher volatility (2.83%) compared to USPRX (2.82%). In terms of maximum drawdown, USPRX dropped -55.34% vs BSPIX's -33.75%.

BSPIX currently has the higher Sharpe Ratio (2.51 vs 2.49), 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

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