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USSCX vs. FXAIX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between USSCX and FXAIX is 0.84, 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.


-0.50.00.51.00.8

Performance

USSCX vs. FXAIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in USAA Science & Technology Fund (USSCX) and Fidelity 500 Index Fund (FXAIX). The values are adjusted to include any dividend payments, if applicable.

100.00%200.00%300.00%400.00%500.00%JulyAugustSeptemberOctoberNovemberDecember
128.12%
458.11%
USSCX
FXAIX

Key characteristics

Sharpe Ratio

USSCX:

1.74

FXAIX:

2.20

Sortino Ratio

USSCX:

2.31

FXAIX:

2.93

Omega Ratio

USSCX:

1.30

FXAIX:

1.41

Calmar Ratio

USSCX:

0.83

FXAIX:

3.26

Martin Ratio

USSCX:

10.53

FXAIX:

14.39

Ulcer Index

USSCX:

3.53%

FXAIX:

1.91%

Daily Std Dev

USSCX:

21.36%

FXAIX:

12.50%

Max Drawdown

USSCX:

-79.48%

FXAIX:

-33.79%

Current Drawdown

USSCX:

-23.12%

FXAIX:

-2.91%

Returns By Period

In the year-to-date period, USSCX achieves a 32.99% return, which is significantly higher than FXAIX's 25.57% return. Over the past 10 years, USSCX has underperformed FXAIX with an annualized return of 4.10%, while FXAIX has yielded a comparatively higher 12.86% annualized return.


USSCX

YTD

32.99%

1M

1.54%

6M

15.50%

1Y

33.91%

5Y*

5.63%

10Y*

4.10%

FXAIX

YTD

25.57%

1M

0.00%

6M

8.86%

1Y

26.21%

5Y*

14.72%

10Y*

12.86%

Compare stocks, funds, or ETFs

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


USSCX vs. FXAIX - Expense Ratio Comparison

USSCX has a 0.95% expense ratio, which is higher than FXAIX's 0.02% expense ratio.


USSCX
USAA Science & Technology Fund
Expense ratio chart for USSCX: current value at 0.95% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.95%
Expense ratio chart for FXAIX: current value at 0.02% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.02%

Risk-Adjusted Performance

USSCX vs. FXAIX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for USAA Science & Technology Fund (USSCX) and Fidelity 500 Index Fund (FXAIX). 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.


Sharpe ratio
The chart of Sharpe ratio for USSCX, currently valued at 1.74, compared to the broader market-1.000.001.002.003.004.001.742.20
The chart of Sortino ratio for USSCX, currently valued at 2.31, compared to the broader market-2.000.002.004.006.008.0010.002.312.93
The chart of Omega ratio for USSCX, currently valued at 1.30, compared to the broader market0.501.001.502.002.503.003.501.301.41
The chart of Calmar ratio for USSCX, currently valued at 0.83, compared to the broader market0.002.004.006.008.0010.0012.0014.000.833.26
The chart of Martin ratio for USSCX, currently valued at 10.53, compared to the broader market0.0020.0040.0060.0010.5314.39
USSCX
FXAIX

The current USSCX Sharpe Ratio is 1.74, which is comparable to the FXAIX Sharpe Ratio of 2.20. The chart below compares the historical Sharpe Ratios of USSCX and FXAIX, 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 Ratio1.001.502.002.503.003.50JulyAugustSeptemberOctoberNovemberDecember
1.74
2.20
USSCX
FXAIX

Dividends

USSCX vs. FXAIX - Dividend Comparison

USSCX has not paid dividends to shareholders, while FXAIX's dividend yield for the trailing twelve months is around 0.88%.


TTM20232022202120202019201820172016201520142013
USSCX
USAA Science & Technology Fund
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%1.49%2.08%
FXAIX
Fidelity 500 Index Fund
0.88%1.45%1.69%1.22%1.60%1.95%2.07%1.81%2.01%2.56%2.63%1.84%

Drawdowns

USSCX vs. FXAIX - Drawdown Comparison

The maximum USSCX drawdown since its inception was -79.48%, which is greater than FXAIX's maximum drawdown of -33.79%. Use the drawdown chart below to compare losses from any high point for USSCX and FXAIX. For additional features, visit the drawdowns tool.


-40.00%-30.00%-20.00%-10.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-23.12%
-2.91%
USSCX
FXAIX

Volatility

USSCX vs. FXAIX - Volatility Comparison

USAA Science & Technology Fund (USSCX) has a higher volatility of 6.78% compared to Fidelity 500 Index Fund (FXAIX) at 3.70%. This indicates that USSCX's price experiences larger fluctuations and is considered to be riskier than FXAIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%4.00%6.00%8.00%10.00%JulyAugustSeptemberOctoberNovemberDecember
6.78%
3.70%
USSCX
FXAIX
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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