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GLE vs. UGOFX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

GLE vs. UGOFX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Global Engine Group Holding Ltd (GLE) and USAA Global Managed Volatility Fund (UGOFX). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, GLE achieves a 21.94% return, which is significantly higher than UGOFX's 14.39% return.


GLE

1D
6.46%
1M
-0.49%
YTD
21.94%
6M
-18.39%
1Y
-70.97%
3Y*
5Y*
10Y*

UGOFX

1D
0.33%
1M
3.03%
YTD
14.39%
6M
13.54%
1Y
25.33%
3Y*
18.14%
5Y*
10.65%
10Y*
11.19%
*Multi-year figures are annualized to reflect compound growth (CAGR)

GLE vs. UGOFX - Yearly Performance Comparison


2026 (YTD)20252024
GLE
Global Engine Group Holding Ltd
21.94%-79.77%-66.41%
UGOFX
USAA Global Managed Volatility Fund
14.39%16.72%-1.89%

Correlation

The correlation between GLE and UGOFX is 0.11, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.11

Correlation (All Time)
Calculated using the full available price history since Sep 20, 2024

0.07

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Return for Risk

GLE vs. UGOFX — Risk / Return Rank

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

GLE
GLE Risk / Return Rank: 2727
Overall Rank
GLE Sharpe Ratio Rank: 2323
Sharpe Ratio Rank
GLE Sortino Ratio Rank: 3636
Sortino Ratio Rank
GLE Omega Ratio Rank: 3636
Omega Ratio Rank
GLE Calmar Ratio Rank: 1313
Calmar Ratio Rank
GLE Martin Ratio Rank: 2525
Martin Ratio Rank

UGOFX
UGOFX Risk / Return Rank: 6969
Overall Rank
UGOFX Sharpe Ratio Rank: 6464
Sharpe Ratio Rank
UGOFX Sortino Ratio Rank: 6262
Sortino Ratio Rank
UGOFX Omega Ratio Rank: 6262
Omega Ratio Rank
UGOFX Calmar Ratio Rank: 7777
Calmar Ratio Rank
UGOFX Martin Ratio Rank: 8181
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.

GLE vs. UGOFX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Global Engine Group Holding Ltd (GLE) and USAA Global Managed Volatility Fund (UGOFX). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


GLEUGOFXDifference
Sharpe ratioReturn per unit of total volatility

-2.59

Sortino ratioReturn per unit of downside risk

-2.85

Omega ratioGain probability vs. loss probability

1.02

1.40

-0.38

Calmar ratioReturn relative to maximum drawdown

-0.77

3.32

-4.09

Martin ratioReturn relative to average drawdown

-0.87

13.97

-14.84

GLE vs. UGOFX - Sharpe Ratio Comparison

The current GLE Sharpe Ratio is -0.43, which is lower than the UGOFX Sharpe Ratio of 2.16. The chart below compares the historical Sharpe Ratios of GLE and UGOFX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

GLE vs. UGOFX - Drawdown Comparison

The maximum GLE drawdown since its inception was -94.99%, which is greater than UGOFX's maximum drawdown of -38.00%. Use the drawdown chart below to compare losses from any high point for GLE and UGOFX.


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Drawdown Indicators


GLEUGOFXDifference

Max Drawdown

Largest peak-to-trough decline

-94.99%

-38.00%

-56.99%

Max Drawdown (1Y)

Largest decline over 1 year

-92.77%

-7.95%

-84.82%

Max Drawdown (3Y)

Largest decline over 3 years

-14.22%

Max Drawdown (5Y)

Largest decline over 5 years

-38.00%

Max Drawdown (10Y)

Largest decline over 10 years

-38.00%

Current Drawdown

Current decline from peak

-91.78%

-0.16%

-91.62%

Average Drawdown

Average peak-to-trough decline

-71.66%

-7.36%

-64.30%

Ulcer Index

Depth and duration of drawdowns from previous peaks

81.20%

1.89%

+79.31%

Volatility

GLE vs. UGOFX - Volatility Comparison

Global Engine Group Holding Ltd (GLE) has a higher volatility of 61.89% compared to USAA Global Managed Volatility Fund (UGOFX) at 5.12%. This indicates that GLE's price experiences larger fluctuations and is considered to be riskier than UGOFX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


GLEUGOFXDifference

Volatility (1M)

Calculated over the trailing 1-month period

61.89%

5.12%

+56.77%

Volatility (6M)

Calculated over the trailing 6-month period

105.44%

10.31%

+95.13%

Volatility (1Y)

Calculated over the trailing 1-year period

164.56%

12.25%

+152.31%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

153.66%

20.24%

+133.42%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

153.66%

18.40%

+135.26%

Dividends

GLE vs. UGOFX - Dividend Comparison

GLE has not paid dividends to shareholders, while UGOFX's dividend yield for the trailing twelve months is around 17.70%.


PositionTTM20252024202320222021202020192018201720162015
GLE
Global Engine Group Holding Ltd
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
UGOFX
USAA Global Managed Volatility Fund
17.70%20.24%3.46%1.77%8.60%24.98%4.13%4.16%4.48%1.99%1.44%1.05%

Frequently Asked Questions


GLE and UGOFX have a correlation of 0.11, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

GLE has higher volatility (61.89%) compared to UGOFX (5.12%). In terms of maximum drawdown, GLE dropped -94.99% vs UGOFX's -38.00%.

UGOFX currently has the higher Sharpe Ratio (2.16 vs -0.43), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

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