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URFFX vs. USHYX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

URFFX vs. USHYX - Performance Comparison

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

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URFFX vs. USHYX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
URFFX
USAA Target Retirement 2050 Fund
0.07%19.35%11.86%18.12%-15.66%17.70%10.52%20.16%-9.01%19.40%
USHYX
USAA High Income Fund
-0.60%7.22%6.85%13.05%-10.95%5.61%3.74%13.13%-3.52%7.17%

Returns By Period

In the year-to-date period, URFFX achieves a 0.07% return, which is significantly higher than USHYX's -0.60% return. Over the past 10 years, URFFX has outperformed USHYX with an annualized return of 9.40%, while USHYX has yielded a comparatively lower 5.37% annualized return.


URFFX

1D
2.54%
1M
-4.84%
YTD
0.07%
6M
2.55%
1Y
19.16%
3Y*
14.47%
5Y*
7.99%
10Y*
9.40%

USHYX

1D
0.44%
1M
-1.20%
YTD
-0.60%
6M
0.41%
1Y
6.55%
3Y*
7.66%
5Y*
3.58%
10Y*
5.37%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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URFFX vs. USHYX - Expense Ratio Comparison

URFFX has a 0.58% expense ratio, which is lower than USHYX's 0.76% expense ratio.


Return for Risk

URFFX vs. USHYX — Risk / Return Rank

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

URFFX
URFFX Risk / Return Rank: 7777
Overall Rank
URFFX Sharpe Ratio Rank: 7474
Sharpe Ratio Rank
URFFX Sortino Ratio Rank: 7676
Sortino Ratio Rank
URFFX Omega Ratio Rank: 7474
Omega Ratio Rank
URFFX Calmar Ratio Rank: 7676
Calmar Ratio Rank
URFFX Martin Ratio Rank: 8585
Martin Ratio Rank

USHYX
USHYX Risk / Return Rank: 9393
Overall Rank
USHYX Sharpe Ratio Rank: 9494
Sharpe Ratio Rank
USHYX Sortino Ratio Rank: 9494
Sortino Ratio Rank
USHYX Omega Ratio Rank: 9595
Omega Ratio Rank
USHYX Calmar Ratio Rank: 9090
Calmar Ratio Rank
USHYX Martin Ratio Rank: 9292
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.

URFFX vs. USHYX - Risk-Adjusted Trends Comparison

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


URFFXUSHYXDifference

Sharpe ratio

Return per unit of total volatility

1.38

2.19

-0.81

Sortino ratio

Return per unit of downside risk

1.97

3.06

-1.09

Omega ratio

Gain probability vs. loss probability

1.29

1.52

-0.23

Calmar ratio

Return relative to maximum drawdown

1.89

2.63

-0.74

Martin ratio

Return relative to average drawdown

9.06

11.51

-2.45

URFFX vs. USHYX - Sharpe Ratio Comparison

The current URFFX Sharpe Ratio is 1.38, which is lower than the USHYX Sharpe Ratio of 2.19. The chart below compares the historical Sharpe Ratios of URFFX and USHYX, 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


URFFXUSHYXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.38

2.19

-0.81

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.58

0.79

-0.21

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.66

0.98

-0.33

Sharpe Ratio (All Time)

Calculated using the full available price history

0.43

1.29

-0.86

Correlation

The correlation between URFFX and USHYX is 0.50, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Dividends

URFFX vs. USHYX - Dividend Comparison

URFFX's dividend yield for the trailing twelve months is around 6.46%, less than USHYX's 7.05% yield.


TTM20252024202320222021202020192018201720162015
URFFX
USAA Target Retirement 2050 Fund
6.46%6.46%2.61%3.39%11.40%8.13%6.25%11.76%10.21%5.55%3.91%2.57%
USHYX
USAA High Income Fund
7.05%5.48%7.65%7.15%5.89%4.83%5.23%5.78%6.31%5.72%5.91%6.44%

Drawdowns

URFFX vs. USHYX - Drawdown Comparison

The maximum URFFX drawdown since its inception was -44.25%, which is greater than USHYX's maximum drawdown of -33.59%. Use the drawdown chart below to compare losses from any high point for URFFX and USHYX.


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Drawdown Indicators


URFFXUSHYXDifference

Max Drawdown

Largest peak-to-trough decline

-44.25%

-33.59%

-10.66%

Max Drawdown (1Y)

Largest decline over 1 year

-10.31%

-2.49%

-7.82%

Max Drawdown (5Y)

Largest decline over 5 years

-23.76%

-15.10%

-8.66%

Max Drawdown (10Y)

Largest decline over 10 years

-29.97%

-24.55%

-5.42%

Current Drawdown

Current decline from peak

-5.55%

-1.49%

-4.06%

Average Drawdown

Average peak-to-trough decline

-5.97%

-2.99%

-2.98%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.15%

0.57%

+1.58%

Volatility

URFFX vs. USHYX - Volatility Comparison

USAA Target Retirement 2050 Fund (URFFX) has a higher volatility of 5.36% compared to USAA High Income Fund (USHYX) at 1.47%. This indicates that URFFX's price experiences larger fluctuations and is considered to be riskier than USHYX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


URFFXUSHYXDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.36%

1.47%

+3.89%

Volatility (6M)

Calculated over the trailing 6-month period

8.60%

1.97%

+6.63%

Volatility (1Y)

Calculated over the trailing 1-year period

14.25%

3.08%

+11.17%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

13.83%

4.58%

+9.25%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

14.31%

5.47%

+8.84%