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UCEQX vs. SSGLX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

UCEQX vs. SSGLX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in USAA Cornerstone Equity Fund (UCEQX) and State Street Global All Cap Equity ex-U.S. Index Fund Class K (SSGLX). The values are adjusted to include any dividend payments, if applicable.

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UCEQX vs. SSGLX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
UCEQX
USAA Cornerstone Equity Fund
-3.55%23.71%14.50%19.36%-16.25%19.68%10.76%22.49%-12.06%22.59%
SSGLX
State Street Global All Cap Equity ex-U.S. Index Fund Class K
-0.64%32.64%4.98%15.67%-16.44%8.36%11.11%21.52%-14.05%27.12%

Returns By Period

In the year-to-date period, UCEQX achieves a -3.55% return, which is significantly lower than SSGLX's -0.64% return. Over the past 10 years, UCEQX has outperformed SSGLX with an annualized return of 10.08%, while SSGLX has yielded a comparatively lower 8.58% annualized return.


UCEQX

1D
-0.40%
1M
-8.54%
YTD
-3.55%
6M
-0.33%
1Y
19.45%
3Y*
15.80%
5Y*
8.86%
10Y*
10.08%

SSGLX

1D
0.39%
1M
-10.87%
YTD
-0.64%
6M
4.10%
1Y
24.88%
3Y*
14.40%
5Y*
6.92%
10Y*
8.58%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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UCEQX vs. SSGLX - Expense Ratio Comparison

UCEQX has a 0.09% expense ratio, which is higher than SSGLX's 0.07% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


Return for Risk

UCEQX vs. SSGLX — Risk / Return Rank

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

UCEQX
UCEQX Risk / Return Rank: 7070
Overall Rank
UCEQX Sharpe Ratio Rank: 6868
Sharpe Ratio Rank
UCEQX Sortino Ratio Rank: 6969
Sortino Ratio Rank
UCEQX Omega Ratio Rank: 7070
Omega Ratio Rank
UCEQX Calmar Ratio Rank: 6565
Calmar Ratio Rank
UCEQX Martin Ratio Rank: 7676
Martin Ratio Rank

SSGLX
SSGLX Risk / Return Rank: 8181
Overall Rank
SSGLX Sharpe Ratio Rank: 8282
Sharpe Ratio Rank
SSGLX Sortino Ratio Rank: 8282
Sortino Ratio Rank
SSGLX Omega Ratio Rank: 8181
Omega Ratio Rank
SSGLX Calmar Ratio Rank: 8282
Calmar Ratio Rank
SSGLX Martin Ratio Rank: 8080
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.

UCEQX vs. SSGLX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for USAA Cornerstone Equity Fund (UCEQX) and State Street Global All Cap Equity ex-U.S. Index Fund Class K (SSGLX). 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.


UCEQXSSGLXDifference

Sharpe ratio

Return per unit of total volatility

1.20

1.56

-0.36

Sortino ratio

Return per unit of downside risk

1.74

2.12

-0.38

Omega ratio

Gain probability vs. loss probability

1.26

1.32

-0.06

Calmar ratio

Return relative to maximum drawdown

1.50

2.00

-0.50

Martin ratio

Return relative to average drawdown

7.36

7.90

-0.54

UCEQX vs. SSGLX - Sharpe Ratio Comparison

The current UCEQX Sharpe Ratio is 1.20, which is comparable to the SSGLX Sharpe Ratio of 1.56. The chart below compares the historical Sharpe Ratios of UCEQX and SSGLX, 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


UCEQXSSGLXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.20

1.56

-0.36

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.59

0.48

+0.11

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.62

0.53

+0.08

Sharpe Ratio (All Time)

Calculated using the full available price history

0.62

0.37

+0.25

Correlation

The correlation between UCEQX and SSGLX is 0.83, 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

UCEQX vs. SSGLX - Dividend Comparison

UCEQX's dividend yield for the trailing twelve months is around 5.26%, more than SSGLX's 4.44% yield.


TTM20252024202320222021202020192018201720162015
UCEQX
USAA Cornerstone Equity Fund
5.26%5.08%2.56%5.10%6.80%4.61%8.25%4.79%6.73%1.91%3.16%3.63%
SSGLX
State Street Global All Cap Equity ex-U.S. Index Fund Class K
4.44%4.41%4.46%2.98%2.85%4.20%1.72%4.80%8.32%3.98%1.52%2.09%

Drawdowns

UCEQX vs. SSGLX - Drawdown Comparison

The maximum UCEQX drawdown since its inception was -35.33%, roughly equal to the maximum SSGLX drawdown of -35.88%. Use the drawdown chart below to compare losses from any high point for UCEQX and SSGLX.


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Drawdown Indicators


UCEQXSSGLXDifference

Max Drawdown

Largest peak-to-trough decline

-35.33%

-35.88%

+0.55%

Max Drawdown (1Y)

Largest decline over 1 year

-11.75%

-11.22%

-0.53%

Max Drawdown (5Y)

Largest decline over 5 years

-25.24%

-30.08%

+4.84%

Max Drawdown (10Y)

Largest decline over 10 years

-35.33%

-35.88%

+0.55%

Current Drawdown

Current decline from peak

-8.96%

-10.87%

+1.91%

Average Drawdown

Average peak-to-trough decline

-4.92%

-8.32%

+3.40%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.40%

2.84%

-0.44%

Volatility

UCEQX vs. SSGLX - Volatility Comparison

The current volatility for USAA Cornerstone Equity Fund (UCEQX) is 4.96%, while State Street Global All Cap Equity ex-U.S. Index Fund Class K (SSGLX) has a volatility of 6.44%. This indicates that UCEQX experiences smaller price fluctuations and is considered to be less risky than SSGLX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


UCEQXSSGLXDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.96%

6.44%

-1.48%

Volatility (6M)

Calculated over the trailing 6-month period

9.23%

10.02%

-0.79%

Volatility (1Y)

Calculated over the trailing 1-year period

16.40%

15.49%

+0.91%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.17%

14.49%

+0.68%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.44%

16.15%

+0.29%