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

Correlation

The correlation between USSCX and VIIIX 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.


-0.50.00.51.00.9

Performance

USSCX vs. VIIIX - Performance Comparison

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

-10.00%-5.00%0.00%5.00%10.00%15.00%20.00%25.00%JulyAugustSeptemberOctoberNovemberDecember
16.94%
9.56%
USSCX
VIIIX

Key characteristics

Sharpe Ratio

USSCX:

1.74

VIIIX:

2.08

Sortino Ratio

USSCX:

2.31

VIIIX:

2.77

Omega Ratio

USSCX:

1.30

VIIIX:

1.38

Calmar Ratio

USSCX:

0.83

VIIIX:

3.09

Martin Ratio

USSCX:

10.53

VIIIX:

13.43

Ulcer Index

USSCX:

3.53%

VIIIX:

1.95%

Daily Std Dev

USSCX:

21.36%

VIIIX:

12.58%

Max Drawdown

USSCX:

-79.48%

VIIIX:

-55.18%

Current Drawdown

USSCX:

-23.12%

VIIIX:

-2.57%

Returns By Period

In the year-to-date period, USSCX achieves a 32.99% return, which is significantly higher than VIIIX's 25.65% return. Over the past 10 years, USSCX has underperformed VIIIX with an annualized return of 4.10%, while VIIIX has yielded a comparatively higher 11.93% annualized return.


USSCX

YTD

32.99%

1M

1.54%

6M

15.50%

1Y

33.91%

5Y*

5.63%

10Y*

4.10%

VIIIX

YTD

25.65%

1M

-0.19%

6M

9.24%

1Y

24.62%

5Y*

12.81%

10Y*

11.93%

Compare stocks, funds, or ETFs

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USSCX vs. VIIIX - Expense Ratio Comparison

USSCX has a 0.95% expense ratio, which is higher than VIIIX'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 VIIIX: 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. VIIIX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for USAA Science & Technology Fund (USSCX) and Vanguard Institutional Index Fund Institutional Plus Shares (VIIIX). 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-1.000.001.002.003.004.001.742.08
The chart of Sortino ratio for USSCX, currently valued at 2.31, compared to the broader market-2.000.002.004.006.008.0010.002.312.77
The chart of Omega ratio for USSCX, currently valued at 1.30, compared to the broader market0.501.001.502.002.503.003.501.301.38
The chart of Calmar ratio for USSCX, currently valued at 0.83, compared to the broader market0.002.004.006.008.0010.0012.0014.000.833.09
The chart of Martin ratio for USSCX, currently valued at 10.53, compared to the broader market0.0020.0040.0060.0010.5313.43
USSCX
VIIIX

The current USSCX Sharpe Ratio is 1.74, which is comparable to the VIIIX Sharpe Ratio of 2.08. The chart below compares the historical Sharpe Ratios of USSCX and VIIIX, 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
2.08
USSCX
VIIIX

Dividends

USSCX vs. VIIIX - Dividend Comparison

USSCX has not paid dividends to shareholders, while VIIIX's dividend yield for the trailing twelve months is around 1.27%.


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%
VIIIX
Vanguard Institutional Index Fund Institutional Plus Shares
1.27%1.49%1.75%1.30%1.60%1.93%2.14%1.84%2.09%2.47%1.90%1.87%

Drawdowns

USSCX vs. VIIIX - Drawdown Comparison

The maximum USSCX drawdown since its inception was -79.48%, which is greater than VIIIX's maximum drawdown of -55.18%. Use the drawdown chart below to compare losses from any high point for USSCX and VIIIX. For additional features, visit the drawdowns tool.


-40.00%-30.00%-20.00%-10.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-23.12%
-2.57%
USSCX
VIIIX

Volatility

USSCX vs. VIIIX - Volatility Comparison

USAA Science & Technology Fund (USSCX) has a higher volatility of 6.78% compared to Vanguard Institutional Index Fund Institutional Plus Shares (VIIIX) at 3.79%. This indicates that USSCX's price experiences larger fluctuations and is considered to be riskier than VIIIX 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%
3.79%
USSCX
VIIIX
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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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