USAA Global Managed Volatility Fund (UGOFX)
The fund's principal strategy is to combine a portfolio of domestic and foreign equity securities, including emerging markets securities, designed to provide growth with lower volatility. It primarily invests in stocks that exhibit high-quality characteristics such as high levels of profitability and stable earnings, which may lower volatility in the fund’s returns.
Fund Info
US9032887104
Jul 30, 2008
$1,000,000
Large-Cap
Blend
Expense Ratio
UGOFX has an expense ratio of 0.70%, placing it in the medium range.
Share Price Chart
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Compare to other instruments
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Performance
Performance Chart
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Returns By Period
USAA Global Managed Volatility Fund (UGOFX) returned 5.72% year-to-date (YTD) and 11.12% over the past 12 months. Over the past 10 years, UGOFX returned 7.17% annually, underperforming the S&P 500 benchmark at 10.85%.
UGOFX
5.72%
4.30%
0.55%
11.12%
10.69%
11.60%
7.17%
^GSPC (Benchmark)
0.51%
6.15%
-2.00%
12.92%
12.68%
14.19%
10.85%
Monthly Returns
The table below presents the monthly returns of UGOFX, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2025 | 2.81% | 0.00% | -2.56% | 1.18% | 4.30% | 5.72% | |||||||
| 2024 | 0.70% | 3.46% | 2.29% | -3.83% | 4.27% | 2.42% | 1.82% | 3.21% | 1.38% | -2.48% | 3.06% | -4.88% | 11.49% |
| 2023 | 5.62% | -2.99% | 4.34% | 1.42% | -2.27% | 5.86% | 2.30% | -2.24% | -3.76% | -1.41% | 7.92% | 4.30% | 19.81% |
| 2022 | -4.37% | -3.81% | 1.19% | -6.46% | 0.84% | -7.16% | 6.26% | -4.63% | -8.27% | 6.97% | 8.65% | -4.26% | -15.68% |
| 2021 | -0.79% | 1.60% | 3.50% | 4.22% | 2.11% | 1.67% | 1.72% | 2.00% | -4.74% | 5.05% | -1.58% | 5.11% | 21.22% |
| 2020 | -2.16% | -8.00% | -12.70% | 8.59% | 4.01% | 1.62% | 3.99% | 4.13% | -2.49% | -2.84% | 10.51% | 4.10% | 6.44% |
| 2019 | 7.16% | 2.26% | 0.96% | 2.48% | -4.65% | 5.46% | -0.09% | -1.48% | 2.06% | 1.84% | 1.90% | 0.50% | 19.46% |
| 2018 | 4.52% | -4.24% | -0.37% | 0.37% | -0.37% | -0.74% | 2.98% | 0.36% | 0.54% | -6.55% | 1.73% | -6.57% | -8.63% |
| 2017 | 2.52% | 2.46% | 1.25% | 1.24% | 2.14% | 0.30% | 2.39% | 0.58% | 1.26% | 1.81% | 1.97% | 1.55% | 21.26% |
| 2016 | -4.95% | -1.21% | 6.86% | 1.26% | -0.34% | 0.23% | 3.29% | 0.00% | 0.77% | -1.74% | 0.78% | 1.77% | 6.45% |
| 2015 | -1.10% | 5.01% | -1.59% | 2.37% | -0.10% | -2.11% | 0.32% | -6.33% | -3.21% | 6.75% | -0.44% | -2.21% | -3.29% |
| 2014 | -3.31% | 3.43% | 0.45% | 0.45% | 1.07% | 0.79% | -1.66% | 1.42% | -2.80% | 0.72% | 0.80% | -2.64% | -1.51% |
Risk-Adjusted Performance
Risk-Adjusted Performance Rank
The current rank of UGOFX is 54, indicating average performance compared to other mutual funds on our website. Here’s a breakdown of how it compares using common performance measures.
Risk-Adjusted Performance Indicators
The charts below present risk-adjusted performance metrics for USAA Global Managed Volatility Fund (UGOFX) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.
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Dividends
Dividend History
USAA Global Managed Volatility Fund provided a 1.62% dividend yield over the last twelve months, with an annual payout of $0.19 per share.
| Period | TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Dividend | $0.19 | $0.19 | $0.18 | $0.74 | $2.74 | $0.47 | $0.23 | $0.43 | $0.22 | $0.13 | $0.09 | $1.95 |
Dividend yield | 1.62% | 1.72% | 1.77% | 8.61% | 24.98% | 4.13% | 2.03% | 4.48% | 1.99% | 1.44% | 1.05% | 21.51% |
Monthly Dividends
The table displays the monthly dividend distributions for USAA Global Managed Volatility Fund. The dividends shown in the table have been adjusted to account for any splits that may have occurred.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2025 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | |||||||
| 2024 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.19 | $0.19 |
| 2023 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.18 | $0.18 |
| 2022 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.74 | $0.74 |
| 2021 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $2.74 | $2.74 |
| 2020 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.47 | $0.47 |
| 2019 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.23 | $0.23 |
| 2018 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.43 | $0.43 |
| 2017 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.22 | $0.22 |
| 2016 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.13 | $0.13 |
| 2015 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.09 | $0.09 |
| 2014 | $1.95 | $1.95 |
Drawdowns
Drawdowns Chart
The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.
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Worst Drawdowns
The table below displays the maximum drawdowns of the USAA Global Managed Volatility Fund. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.
The maximum drawdown for the USAA Global Managed Volatility Fund was 32.57%, occurring on Mar 23, 2020. Recovery took 166 trading sessions.
The current USAA Global Managed Volatility Fund drawdown is 0.77%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -32.57% | Jan 21, 2020 | 44 | Mar 23, 2020 | 166 | Nov 16, 2020 | 210 |
| -29.31% | Aug 18, 2008 | 140 | Mar 9, 2009 | 156 | Oct 19, 2009 | 296 |
| -24.5% | Dec 30, 2021 | 190 | Sep 30, 2022 | 309 | Dec 22, 2023 | 499 |
| -18.76% | May 18, 2015 | 187 | Feb 11, 2016 | 252 | Feb 10, 2017 | 439 |
| -17.72% | Jan 29, 2018 | 229 | Dec 24, 2018 | 212 | Oct 28, 2019 | 441 |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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