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UTMAX vs. URNQX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

UTMAX vs. URNQX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in USAA Target Managed Allocation Fund (UTMAX) and Victory Nasdaq 100 Index Fund R6 Shares (URNQX). The values are adjusted to include any dividend payments, if applicable.

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UTMAX vs. URNQX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
UTMAX
USAA Target Managed Allocation Fund
-1.82%15.25%13.81%14.40%-20.44%21.52%13.42%22.64%-9.01%9.43%
URNQX
Victory Nasdaq 100 Index Fund R6 Shares
-5.90%20.65%25.60%54.68%-32.63%27.00%48.52%38.99%-0.37%19.28%

Returns By Period

In the year-to-date period, UTMAX achieves a -1.82% return, which is significantly higher than URNQX's -5.90% return.


UTMAX

1D
2.91%
1M
-6.15%
YTD
-1.82%
6M
1.38%
1Y
17.55%
3Y*
12.60%
5Y*
6.04%
10Y*
8.27%

URNQX

1D
3.43%
1M
-4.97%
YTD
-5.90%
6M
-4.17%
1Y
22.61%
3Y*
22.27%
5Y*
12.76%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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UTMAX vs. URNQX - Expense Ratio Comparison

UTMAX has a 0.69% expense ratio, which is higher than URNQX's 0.30% expense ratio.


Return for Risk

UTMAX vs. URNQX — Risk / Return Rank

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

UTMAX
UTMAX Risk / Return Rank: 5858
Overall Rank
UTMAX Sharpe Ratio Rank: 5959
Sharpe Ratio Rank
UTMAX Sortino Ratio Rank: 5454
Sortino Ratio Rank
UTMAX Omega Ratio Rank: 5454
Omega Ratio Rank
UTMAX Calmar Ratio Rank: 6060
Calmar Ratio Rank
UTMAX Martin Ratio Rank: 6464
Martin Ratio Rank

URNQX
URNQX Risk / Return Rank: 6262
Overall Rank
URNQX Sharpe Ratio Rank: 5252
Sharpe Ratio Rank
URNQX Sortino Ratio Rank: 5959
Sortino Ratio Rank
URNQX Omega Ratio Rank: 5555
Omega Ratio Rank
URNQX Calmar Ratio Rank: 7575
Calmar Ratio Rank
URNQX Martin Ratio Rank: 6969
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.

UTMAX vs. URNQX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for USAA Target Managed Allocation Fund (UTMAX) and Victory Nasdaq 100 Index Fund R6 Shares (URNQX). 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.


UTMAXURNQXDifference

Sharpe ratio

Return per unit of total volatility

1.20

1.04

+0.16

Sortino ratio

Return per unit of downside risk

1.64

1.62

+0.02

Omega ratio

Gain probability vs. loss probability

1.24

1.23

+0.01

Calmar ratio

Return relative to maximum drawdown

1.68

1.86

-0.18

Martin ratio

Return relative to average drawdown

7.22

6.89

+0.33

UTMAX vs. URNQX - Sharpe Ratio Comparison

The current UTMAX Sharpe Ratio is 1.20, which is comparable to the URNQX Sharpe Ratio of 1.04. The chart below compares the historical Sharpe Ratios of UTMAX and URNQX, 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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Sharpe Ratios by Period


UTMAXURNQXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.20

1.04

+0.16

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.27

0.56

-0.29

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.43

Sharpe Ratio (All Time)

Calculated using the full available price history

0.41

0.79

-0.38

Correlation

The correlation between UTMAX and URNQX is 0.82, 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

UTMAX vs. URNQX - Dividend Comparison

UTMAX's dividend yield for the trailing twelve months is around 7.00%, more than URNQX's 3.32% yield.


TTM20252024202320222021202020192018201720162015
UTMAX
USAA Target Managed Allocation Fund
7.00%6.87%1.59%1.41%4.47%27.44%5.94%4.84%11.05%1.13%1.36%1.23%
URNQX
Victory Nasdaq 100 Index Fund R6 Shares
3.32%3.13%2.31%2.72%4.32%4.59%1.64%0.92%0.80%2.07%0.00%0.00%

Drawdowns

UTMAX vs. URNQX - Drawdown Comparison

The maximum UTMAX drawdown since its inception was -40.49%, which is greater than URNQX's maximum drawdown of -36.87%. Use the drawdown chart below to compare losses from any high point for UTMAX and URNQX.


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Drawdown Indicators


UTMAXURNQXDifference

Max Drawdown

Largest peak-to-trough decline

-40.49%

-36.87%

-3.62%

Max Drawdown (1Y)

Largest decline over 1 year

-10.38%

-12.71%

+2.33%

Max Drawdown (5Y)

Largest decline over 5 years

-40.49%

-36.87%

-3.62%

Max Drawdown (10Y)

Largest decline over 10 years

-40.49%

Current Drawdown

Current decline from peak

-6.77%

-9.02%

+2.25%

Average Drawdown

Average peak-to-trough decline

-11.08%

-7.14%

-3.94%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.42%

3.43%

-1.01%

Volatility

UTMAX vs. URNQX - Volatility Comparison

The current volatility for USAA Target Managed Allocation Fund (UTMAX) is 6.14%, while Victory Nasdaq 100 Index Fund R6 Shares (URNQX) has a volatility of 6.57%. This indicates that UTMAX experiences smaller price fluctuations and is considered to be less risky than URNQX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


UTMAXURNQXDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.14%

6.57%

-0.43%

Volatility (6M)

Calculated over the trailing 6-month period

10.37%

12.89%

-2.52%

Volatility (1Y)

Calculated over the trailing 1-year period

14.96%

22.75%

-7.79%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

22.37%

22.92%

-0.55%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

19.26%

23.39%

-4.13%