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ISIN
US9032877048
CUSIP
903287704
Issuer
Victory
Inception Date
Sep 30, 1992
Min. Investment
$3,000
Distribution Policy
Distributing
Asset Class
Equity
Asset Class Size
Large-Cap
Asset Class Style
Blend

Share Price Chart


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Performance

USAWX Performance Chart

USAA Sustainable World Fund (USAWX) is up 12.5% since the beginning of the year. USAWX is currently trading at $36 per share. Investors who bought $1,000 worth of USAWX shares 5 years ago would now be looking at an investment worth $1,682.


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S&P 500 Index

Returns By Period

USAA Sustainable World Fund (USAWX) has returned 12.50% so far this year and 29.24% over the past 12 months. Over the last ten years, USAWX has returned 12.54% per year, falling short of the S&P 500 Index benchmark, which averaged 13.66% annually.


USAA Sustainable World Fund

1D
0.40%
1M
5.65%
YTD
12.50%
6M
13.30%
1Y
29.24%
3Y*
20.95%
5Y*
10.96%
10Y*
12.54%

Benchmark (S&P 500 Index)

1D
-0.74%
1M
4.90%
YTD
10.35%
6M
10.28%
1Y
26.52%
3Y*
20.83%
5Y*
12.30%
10Y*
13.66%
*Multi-year figures are annualized to reflect compound growth (CAGR)

USAWX Monthly Returns History

Based on dividend-adjusted daily data since Sep 30, 1992, USAWX's average daily return is +0.04%, while the average monthly return is +0.83%. At this rate, an investment would double in approximately 7.0 years.

Historically, 63% of months were positive and 37% were negative. The best month was Nov 2020 with a return of +11.8%, while the worst month was Aug 1998 at -17.0%. The longest winning streak lasted 12 consecutive months, and the longest losing streak was 6 months.

On a daily basis, USAWX closed higher 53% of trading days. The best single day was Dec 16, 2021 with a return of +17.9%, while the worst single day was Dec 17, 2021 at -16.8%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20263.39%1.90%-5.98%8.18%4.19%0.77%12.50%
20252.51%-1.22%-4.61%0.95%5.66%4.83%0.44%2.68%3.01%2.15%0.92%0.94%19.39%
20240.64%4.82%3.53%-3.30%5.41%1.55%1.36%2.92%2.07%-2.43%3.71%-3.00%18.13%
20237.37%-2.50%3.10%1.50%-0.63%6.00%3.73%-2.36%-4.00%-2.40%8.80%4.63%24.65%
2022-5.27%-3.27%1.26%-7.66%-0.21%-8.99%7.51%-4.18%-9.32%6.65%7.86%-4.29%-19.97%
2021-1.96%2.62%3.44%4.42%1.77%1.26%0.80%2.43%-4.28%5.12%-2.76%4.04%17.68%

Benchmark Metrics

USAA Sustainable World Fund has an annualized alpha of 1.98%, beta of 0.81, and R2 of 0.75 versus S&P 500 Index. Calculated based on daily prices since October 01, 1992.

  • This fund participates in less of S&P 500 Index's moves in both directions, but captures a larger share of gains (94.56%) than losses (93.30%) - typical of diversified or defensive assets.

Alpha
1.98%
Beta
0.81
0.75
Upside Capture
94.56%
Downside Capture
93.30%

Expense Ratio

USAWX has a high expense ratio of 1.05%, indicating above-average management fees.


Return for Risk

Risk / Return Rank

USAWX ranks 68 for risk / return — better than 68% of mutual funds on our site. You're getting solid returns for the risk taken. A good sign, especially for investors who want growth without excessive volatility.


USAWX Risk / Return Rank: 6868
Overall Rank
USAWX Sharpe Ratio Rank: 6868
Sharpe Ratio Rank
USAWX Sortino Ratio Rank: 6464
Sortino Ratio Rank
USAWX Omega Ratio Rank: 6262
Omega Ratio Rank
USAWX Calmar Ratio Rank: 7070
Calmar Ratio Rank
USAWX Martin Ratio Rank: 7676
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.

Return / Risk — by metrics

The table below present risk-adjusted performance metrics for USAA Sustainable World Fund (USAWX) and compare them to S&P 500 Index.


USAWXBenchmarkDifference
Sharpe ratioReturn per unit of total volatility

+0.19

Sortino ratioReturn per unit of downside risk

+0.29

Omega ratioGain probability vs. loss probability

1.44

1.41

+0.03

Calmar ratioReturn relative to maximum drawdown

3.23

2.93

+0.30

Martin ratioReturn relative to average drawdown

14.28

13.52

+0.76

Dividends

Dividend History

USAA Sustainable World Fund provided a 10.35% dividend yield over the last twelve months, with an annual payout of $3.68 per share. The fund has been increasing its distributions for 2 consecutive years.


0.00%10.00%20.00%30.00%40.00%$0.00$2.00$4.00$6.00$8.00$10.0020152016201720182019202020212022202320242025
Dividends
Dividend Yield
PeriodTTM20252024202320222021202020192018201720162015
Dividend$3.68$3.68$1.97$0.27$0.62$5.22$1.32$10.47$1.95$1.42$0.78$0.75

Dividend yield

10.35%11.65%6.66%1.03%2.88%18.85%4.70%41.19%7.16%4.40%2.85%2.88%

Monthly Dividends

The table displays the monthly dividend distributions for USAA Sustainable World Fund. The dividends shown in the table have been adjusted to account for any splits that may have occurred.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2026$0.00$0.00$0.00$0.00$0.00$0.00$0.00
2025$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$3.68$3.68
2024$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$1.97$1.97
2023$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.27$0.27
2022$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.62$0.62
2021$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$5.22$5.22

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 Sustainable World 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 Sustainable World Fund was 51.65%, occurring on Mar 9, 2009. Recovery took 535 trading sessions.


Related event

Drawdown

Fall

Recovery

Underwater

Financial crisis2007–2009
-51.65%Mar 2009
1y 2mo2y 1mo
3y 4moDec 2007 - Apr 2011
2003 bear market2003
-48.65%Mar 2003
2y 11mo2y 11mo
5y 11moMar 2000 - Feb 2006
Bear market2022
-37.47%Sep 2022
9mo 17d1y 9mo
2y 6moDec 2021 - Jul 2024
COVID crash2020
-32.47%Mar 2020
1mo 9d4mo 22d
6mo 1dFeb 2020 - Aug 2020
1998 bear market1998
-27.13%Oct 1998
2mo 16d6mo 5d
8mo 21dJul 1998 - Apr 1999

Drawdown Indicators


USAWXBenchmarkDifference

Max Drawdown

Largest peak-to-trough decline

-51.65%

-56.78%

+5.13%

Max Drawdown (1Y)

Largest decline over 1 year

-9.18%

-9.10%

-0.08%

Max Drawdown (3Y)

Largest decline over 3 years

-20.27%

-18.90%

-1.37%

Max Drawdown (5Y)

Largest decline over 5 years

-37.47%

-25.43%

-12.04%

Max Drawdown (10Y)

Largest decline over 10 years

-37.47%

-33.92%

-3.55%

Current Drawdown

Current decline from peak

0.00%

-0.74%

+0.74%

Average Drawdown

Average peak-to-trough decline

-9.85%

-10.72%

+0.87%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.07%

1.97%

+0.10%

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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