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USSCX vs. FIKHX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

USSCX vs. FIKHX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in USAA Science & Technology Fund (USSCX) and Fidelity Advisor Technology Fund Class Z (FIKHX). The values are adjusted to include any dividend payments, if applicable.

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USSCX vs. FIKHX - Yearly Performance Comparison


2026 (YTD)20252024202320222021202020192018
USSCX
USAA Science & Technology Fund
-10.36%17.93%30.58%34.01%-41.76%-3.45%60.62%37.84%-11.44%
FIKHX
Fidelity Advisor Technology Fund Class Z
0.00%24.77%35.52%59.89%-35.93%27.74%64.56%51.18%-17.39%

Returns By Period


USSCX

1D
5.04%
1M
-5.71%
YTD
-10.36%
6M
-9.24%
1Y
22.26%
3Y*
18.11%
5Y*
0.51%
10Y*
12.25%

FIKHX

1D
1M
YTD
6M
1Y
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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USSCX vs. FIKHX - Expense Ratio Comparison

USSCX has a 0.95% expense ratio, which is higher than FIKHX's 0.59% expense ratio.


Return for Risk

USSCX vs. FIKHX — Risk / Return Rank

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

USSCX
USSCX Risk / Return Rank: 3939
Overall Rank
USSCX Sharpe Ratio Rank: 3737
Sharpe Ratio Rank
USSCX Sortino Ratio Rank: 4343
Sortino Ratio Rank
USSCX Omega Ratio Rank: 3939
Omega Ratio Rank
USSCX Calmar Ratio Rank: 4242
Calmar Ratio Rank
USSCX Martin Ratio Rank: 3636
Martin Ratio Rank

FIKHX
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.

USSCX vs. FIKHX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for USAA Science & Technology Fund (USSCX) and Fidelity Advisor Technology Fund Class Z (FIKHX). 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.


USSCXFIKHXDifference

Sharpe ratio

Return per unit of total volatility

0.85

Sortino ratio

Return per unit of downside risk

1.36

Omega ratio

Gain probability vs. loss probability

1.19

Calmar ratio

Return relative to maximum drawdown

1.17

Martin ratio

Return relative to average drawdown

4.05

USSCX vs. FIKHX - Sharpe Ratio Comparison


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Sharpe Ratios by Period


USSCXFIKHXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.85

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.02

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.47

Sharpe Ratio (All Time)

Calculated using the full available price history

0.30

Correlation

The correlation between USSCX and FIKHX 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.


Dividends

USSCX vs. FIKHX - Dividend Comparison

USSCX's dividend yield for the trailing twelve months is around 10.51%, more than FIKHX's 9.85% yield.


TTM20252024202320222021202020192018201720162015
USSCX
USAA Science & Technology Fund
10.51%9.42%0.00%0.00%0.00%15.49%5.36%27.99%16.68%8.31%4.15%6.54%
FIKHX
Fidelity Advisor Technology Fund Class Z
9.85%9.85%7.33%3.86%3.32%11.52%7.42%2.64%22.38%0.00%0.00%0.00%

Drawdowns

USSCX vs. FIKHX - Drawdown Comparison


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Drawdown Indicators


USSCXFIKHXDifference

Max Drawdown

Largest peak-to-trough decline

-79.48%

Max Drawdown (1Y)

Largest decline over 1 year

-18.19%

Max Drawdown (5Y)

Largest decline over 5 years

-52.07%

Max Drawdown (10Y)

Largest decline over 10 years

-52.70%

Current Drawdown

Current decline from peak

-14.07%

Average Drawdown

Average peak-to-trough decline

-31.22%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.26%

Volatility

USSCX vs. FIKHX - Volatility Comparison


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Volatility by Period


USSCXFIKHXDifference

Volatility (1M)

Calculated over the trailing 1-month period

9.05%

Volatility (6M)

Calculated over the trailing 6-month period

16.43%

Volatility (1Y)

Calculated over the trailing 1-year period

27.05%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

28.76%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

26.43%