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URFFX vs. URSIX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

URFFX vs. URSIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in USAA Target Retirement 2050 Fund (URFFX) and USAA Target Retirement 2060 Fund (URSIX). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

The year-to-date returns for both investments are quite close, with URFFX having a 13.05% return and URSIX slightly higher at 13.54%. Both investments have delivered pretty close results over the past 10 years, with URFFX having a 10.19% annualized return and URSIX not far ahead at 10.31%.


URFFX

1D
0.00%
1M
0.64%
6M
9.07%
YTD
13.05%
1Y
24.29%
3Y*
16.47%
5Y*
9.38%
10Y*
10.19%
ALL TIME*
8.09%

URSIX

1D
0.00%
1M
0.56%
6M
9.37%
YTD
13.54%
1Y
25.18%
3Y*
17.10%
5Y*
9.74%
10Y*
10.31%
ALL TIME*
8.97%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$0.00$0.00$0.00
$0.00$0.00$0.00

URFFX vs. URSIX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
URFFX
USAA Target Retirement 2050 Fund
13.05%19.35%11.86%18.12%-15.66%17.70%10.52%20.16%-9.01%19.40%
URSIX
USAA Target Retirement 2060 Fund
13.54%19.62%13.05%18.22%-15.78%17.70%10.17%20.09%-9.17%19.52%

Correlation

The correlation between URFFX and URSIX is 1.00 - they have historically moved very closely together. At this level, their price movements offset little of one another.


Correlation
Correlation (1Y)
Focuses on recent behavior, but can change the most.

1.00

Correlation (3Y)
Balances recent behavior with more history.

1.00

Correlation (5Y)
Shows whether the relationship held over a longer period.

1.00

Correlation (10Y)
Provides a long-term view across more market conditions.

1.00

Correlation (All Time)
Calculated using the full available price history since Jul 22, 2013

1.00

The correlation between URFFX and URSIX has been stable across timeframes, ranging from 1.00 to 1.00 - a consistent structural relationship.

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Return for Risk

URFFX vs. URSIX — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

URFFX
URFFX Risk / Return Rank: 8282
Overall Rank
URFFX Sharpe Ratio Rank: 8181
Sharpe Ratio Rank
URFFX Sortino Ratio Rank: 7979
Sortino Ratio Rank
URFFX Omega Ratio Rank: 7878
Omega Ratio Rank
URFFX Calmar Ratio Rank: 8484
Calmar Ratio Rank
URFFX Martin Ratio Rank: 9090
Martin Ratio Rank

URSIX
URSIX Risk / Return Rank: 8181
Overall Rank
URSIX Sharpe Ratio Rank: 8080
Sharpe Ratio Rank
URSIX Sortino Ratio Rank: 7878
Sortino Ratio Rank
URSIX Omega Ratio Rank: 7676
Omega Ratio Rank
URSIX Calmar Ratio Rank: 8383
Calmar Ratio Rank
URSIX Martin Ratio Rank: 8989
Martin Ratio Rank
The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

URFFX vs. URSIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for USAA Target Retirement 2050 Fund (URFFX) and USAA Target Retirement 2060 Fund (URSIX). 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.


URFFXURSIXDifference
Sharpe ratioReturn per unit of total volatility

+0.04

Sortino ratioReturn per unit of downside risk

+0.05

Omega ratioGain probability vs. loss probability

1.36

1.35

+0.01

Calmar ratioReturn relative to maximum drawdown

2.98

2.91

+0.07

Martin ratioReturn relative to average drawdown

12.76

12.52

+0.24

URFFX vs. URSIX - Sharpe Ratio Comparison

The current URFFX Sharpe Ratio is 1.99, which is comparable to the URSIX Sharpe Ratio of 1.95. The chart below compares the historical Sharpe Ratios of URFFX and URSIX, 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

URFFX vs. URSIX - Drawdown Comparison

The maximum URFFX drawdown since its inception was -44.25%, which is greater than URSIX's maximum drawdown of -30.33%. Use the drawdown chart below to compare losses from any high point for URFFX and URSIX.


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Drawdown Indicators


URFFXURSIXDifference

Max Drawdown

Largest peak-to-trough decline

-44.25%

-30.33%

-13.92%

Max Drawdown (1Y)

Largest decline over 1 year

-7.89%

-8.32%

+0.43%

Max Drawdown (3Y)

Largest decline over 3 years

-14.14%

-14.35%

+0.21%

Max Drawdown (5Y)

Largest decline over 5 years

-23.76%

-23.85%

+0.09%

Max Drawdown (10Y)

Largest decline over 10 years

-29.97%

-30.33%

+0.36%

Current Drawdown

Current decline from peak

-0.17%

-0.28%

+0.11%

Average Drawdown

Average peak-to-trough decline

-5.88%

-4.40%

-1.48%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.84%

1.93%

-0.09%

Volatility

URFFX vs. URSIX - Volatility Comparison

USAA Target Retirement 2050 Fund (URFFX) and USAA Target Retirement 2060 Fund (URSIX) have volatilities of 2.87% and 2.98%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


URFFXURSIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.87%

2.98%

-0.11%

Volatility (6M)

Calculated over the trailing 6-month period

9.82%

10.34%

-0.52%

Volatility (1Y)

Calculated over the trailing 1-year period

11.85%

12.44%

-0.59%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

13.97%

14.21%

-0.24%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

14.33%

14.52%

-0.19%

URFFX vs. URSIX - Expense Ratio Comparison

URFFX has a 0.58% expense ratio, which is higher than URSIX's 0.10% expense ratio.


Dividends

URFFX vs. URSIX - Dividend Comparison

URFFX's dividend yield for the trailing twelve months is around 5.72%, more than URSIX's 4.93% yield.


PositionTTM20252024202320222021202020192018201720162015
URFFX
USAA Target Retirement 2050 Fund
5.72%6.46%2.61%3.39%11.40%8.13%6.25%11.76%10.21%5.55%3.91%2.57%
URSIX
USAA Target Retirement 2060 Fund
4.93%5.60%2.55%2.89%10.97%7.07%4.79%5.88%4.77%3.82%3.01%1.73%

Frequently Asked Questions


With a correlation of 1.00, URFFX and URSIX move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

URSIX has higher volatility (2.98%) compared to URFFX (2.87%). In terms of maximum drawdown, URFFX dropped -44.25% vs URSIX's -30.33%.

URFFX currently has the higher Sharpe Ratio (1.99 vs 1.95), 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.

Portfolio Optimizer

Find the right allocation for URFFX and URSIX

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