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VITPX vs. USNQX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Key characteristics


VITPXUSNQX
YTD Return17.71%15.35%
1Y Return27.66%27.94%
3Y Return (Ann)8.27%8.47%
5Y Return (Ann)14.55%20.39%
10Y Return (Ann)12.31%17.42%
Sharpe Ratio2.101.57
Daily Std Dev13.05%17.63%
Max Drawdown-55.28%-74.36%
Current Drawdown-0.64%-6.35%

Correlation

-0.50.00.51.00.9

The correlation between VITPX and USNQX is 0.89, 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

VITPX vs. USNQX - Performance Comparison

In the year-to-date period, VITPX achieves a 17.71% return, which is significantly higher than USNQX's 15.35% return. Over the past 10 years, VITPX has underperformed USNQX with an annualized return of 12.31%, while USNQX has yielded a comparatively higher 17.42% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


-5.00%0.00%5.00%10.00%AprilMayJuneJulyAugustSeptember
7.81%
6.28%
VITPX
USNQX

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


VITPX vs. USNQX - Expense Ratio Comparison

VITPX has a 0.02% expense ratio, which is lower than USNQX's 0.42% expense ratio.


USNQX
USAA Nasdaq 100 Index Fund
Expense ratio chart for USNQX: current value at 0.42% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.42%
Expense ratio chart for VITPX: 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

VITPX vs. USNQX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard Institutional Total Stock Market Index Fund Institutional Plus Shares (VITPX) and USAA Nasdaq 100 Index Fund (USNQX). 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.


VITPX
Sharpe ratio
The chart of Sharpe ratio for VITPX, currently valued at 2.10, compared to the broader market-1.000.001.002.003.004.005.002.10
Sortino ratio
The chart of Sortino ratio for VITPX, currently valued at 2.82, compared to the broader market0.005.0010.002.82
Omega ratio
The chart of Omega ratio for VITPX, currently valued at 1.38, compared to the broader market1.002.003.004.001.38
Calmar ratio
The chart of Calmar ratio for VITPX, currently valued at 1.95, compared to the broader market0.005.0010.0015.0020.001.95
Martin ratio
The chart of Martin ratio for VITPX, currently valued at 11.29, compared to the broader market0.0020.0040.0060.0080.00100.0011.29
USNQX
Sharpe ratio
The chart of Sharpe ratio for USNQX, currently valued at 1.57, compared to the broader market-1.000.001.002.003.004.005.001.57
Sortino ratio
The chart of Sortino ratio for USNQX, currently valued at 2.14, compared to the broader market0.005.0010.002.14
Omega ratio
The chart of Omega ratio for USNQX, currently valued at 1.28, compared to the broader market1.002.003.004.001.28
Calmar ratio
The chart of Calmar ratio for USNQX, currently valued at 1.92, compared to the broader market0.005.0010.0015.0020.001.92
Martin ratio
The chart of Martin ratio for USNQX, currently valued at 7.23, compared to the broader market0.0020.0040.0060.0080.00100.007.23

VITPX vs. USNQX - Sharpe Ratio Comparison

The current VITPX Sharpe Ratio is 2.10, which is higher than the USNQX Sharpe Ratio of 1.57. The chart below compares the 12-month rolling Sharpe Ratio of VITPX and USNQX.


Rolling 12-month Sharpe Ratio1.001.502.002.503.00AprilMayJuneJulyAugustSeptember
2.10
1.57
VITPX
USNQX

Dividends

VITPX vs. USNQX - Dividend Comparison

VITPX's dividend yield for the trailing twelve months is around 2.17%, less than USNQX's 2.25% yield.


TTM20232022202120202019201820172016201520142013
VITPX
Vanguard Institutional Total Stock Market Index Fund Institutional Plus Shares
2.17%2.41%6.48%5.38%11.57%2.91%4.40%2.41%2.80%2.30%1.80%1.74%
USNQX
USAA Nasdaq 100 Index Fund
2.25%2.60%4.13%4.48%1.53%0.88%0.69%1.97%0.50%2.73%0.21%0.28%

Drawdowns

VITPX vs. USNQX - Drawdown Comparison

The maximum VITPX drawdown since its inception was -55.28%, smaller than the maximum USNQX drawdown of -74.36%. Use the drawdown chart below to compare losses from any high point for VITPX and USNQX. For additional features, visit the drawdowns tool.


-14.00%-12.00%-10.00%-8.00%-6.00%-4.00%-2.00%0.00%AprilMayJuneJulyAugustSeptember
-0.64%
-6.35%
VITPX
USNQX

Volatility

VITPX vs. USNQX - Volatility Comparison

The current volatility for Vanguard Institutional Total Stock Market Index Fund Institutional Plus Shares (VITPX) is 4.08%, while USAA Nasdaq 100 Index Fund (USNQX) has a volatility of 5.03%. This indicates that VITPX experiences smaller price fluctuations and is considered to be less risky than USNQX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%4.00%6.00%8.00%AprilMayJuneJulyAugustSeptember
4.08%
5.03%
VITPX
USNQX