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

Correlation

The correlation between USSCX and MUXYX is 0.85, 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.


Performance

USSCX vs. MUXYX - Performance Comparison

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

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Key characteristics

Sharpe Ratio

USSCX:

0.45

MUXYX:

-0.08

Sortino Ratio

USSCX:

0.86

MUXYX:

0.06

Omega Ratio

USSCX:

1.12

MUXYX:

1.01

Calmar Ratio

USSCX:

0.33

MUXYX:

-0.06

Martin Ratio

USSCX:

1.55

MUXYX:

-0.15

Ulcer Index

USSCX:

9.11%

MUXYX:

11.75%

Daily Std Dev

USSCX:

29.64%

MUXYX:

23.79%

Max Drawdown

USSCX:

-79.48%

MUXYX:

-60.91%

Current Drawdown

USSCX:

-26.38%

MUXYX:

-15.06%

Returns By Period

In the year-to-date period, USSCX achieves a -2.47% return, which is significantly lower than MUXYX's 1.36% return. Over a longer period, both investments have demonstrated similar performance, with their 10-year annualized returns being quite close: USSCX at 2.68% and MUXYX at 2.68%.


USSCX

YTD

-2.47%

1M

20.61%

6M

-1.30%

1Y

13.23%

3Y*

16.27%

5Y*

3.10%

10Y*

2.68%

MUXYX

YTD

1.36%

1M

12.57%

6M

-12.52%

1Y

-1.97%

3Y*

6.84%

5Y*

7.70%

10Y*

2.68%

*Annualized

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USAA Science & Technology Fund

Victory S&P 500 Index Fund

USSCX vs. MUXYX - Expense Ratio Comparison

USSCX has a 0.95% expense ratio, which is higher than MUXYX's 0.44% expense ratio.


Risk-Adjusted Performance

USSCX vs. MUXYX — Risk-Adjusted Performance Rank

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

USSCX
The Risk-Adjusted Performance Rank of USSCX is 5050
Overall Rank
The Sharpe Ratio Rank of USSCX is 4646
Sharpe Ratio Rank
The Sortino Ratio Rank of USSCX is 5454
Sortino Ratio Rank
The Omega Ratio Rank of USSCX is 5353
Omega Ratio Rank
The Calmar Ratio Rank of USSCX is 4646
Calmar Ratio Rank
The Martin Ratio Rank of USSCX is 4848
Martin Ratio Rank

MUXYX
The Risk-Adjusted Performance Rank of MUXYX is 1515
Overall Rank
The Sharpe Ratio Rank of MUXYX is 1414
Sharpe Ratio Rank
The Sortino Ratio Rank of MUXYX is 1616
Sortino Ratio Rank
The Omega Ratio Rank of MUXYX is 1717
Omega Ratio Rank
The Calmar Ratio Rank of MUXYX is 1414
Calmar Ratio Rank
The Martin Ratio Rank of MUXYX is 1515
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.

USSCX vs. MUXYX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for USAA Science & Technology Fund (USSCX) and Victory S&P 500 Index Fund (MUXYX). 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 current USSCX Sharpe Ratio is 0.45, which is higher than the MUXYX Sharpe Ratio of -0.08. The chart below compares the historical Sharpe Ratios of USSCX and MUXYX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Dividends

USSCX vs. MUXYX - Dividend Comparison

USSCX has not paid dividends to shareholders, while MUXYX's dividend yield for the trailing twelve months is around 16.52%.


TTM20242023202220212020201920182017201620152014
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%0.00%1.49%
MUXYX
Victory S&P 500 Index Fund
16.52%16.75%5.84%8.25%7.94%7.27%13.51%12.32%17.31%8.57%12.21%10.00%

Drawdowns

USSCX vs. MUXYX - Drawdown Comparison

The maximum USSCX drawdown since its inception was -79.48%, which is greater than MUXYX's maximum drawdown of -60.91%. Use the drawdown chart below to compare losses from any high point for USSCX and MUXYX. For additional features, visit the drawdowns tool.


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Volatility

USSCX vs. MUXYX - Volatility Comparison

USAA Science & Technology Fund (USSCX) has a higher volatility of 7.16% compared to Victory S&P 500 Index Fund (MUXYX) at 4.61%. This indicates that USSCX's price experiences larger fluctuations and is considered to be riskier than MUXYX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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