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URFRX vs. UCEQX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between URFRX and UCEQX is 0.99, 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.


-0.50.00.51.01.0

Performance

URFRX vs. UCEQX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in USAA Target Retirement 2040 Fund (URFRX) and USAA Cornerstone Equity Fund (UCEQX). The values are adjusted to include any dividend payments, if applicable.

40.00%60.00%80.00%100.00%120.00%JulyAugustSeptemberOctoberNovemberDecember
58.00%
102.91%
URFRX
UCEQX

Key characteristics

Sharpe Ratio

URFRX:

1.74

UCEQX:

1.34

Sortino Ratio

URFRX:

2.42

UCEQX:

1.81

Omega Ratio

URFRX:

1.32

UCEQX:

1.25

Calmar Ratio

URFRX:

1.19

UCEQX:

1.41

Martin Ratio

URFRX:

10.84

UCEQX:

8.59

Ulcer Index

URFRX:

1.46%

UCEQX:

1.83%

Daily Std Dev

URFRX:

9.10%

UCEQX:

11.78%

Max Drawdown

URFRX:

-38.72%

UCEQX:

-38.00%

Current Drawdown

URFRX:

-1.43%

UCEQX:

-4.96%

Returns By Period

The year-to-date returns for both stocks are quite close, with URFRX having a 14.33% return and UCEQX slightly lower at 14.00%. Over the past 10 years, URFRX has underperformed UCEQX with an annualized return of 2.88%, while UCEQX has yielded a comparatively higher 5.03% annualized return.


URFRX

YTD

14.33%

1M

1.17%

6M

5.91%

1Y

15.14%

5Y*

4.31%

10Y*

2.88%

UCEQX

YTD

14.00%

1M

-2.19%

6M

3.18%

1Y

14.88%

5Y*

5.34%

10Y*

5.03%

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


URFRX vs. UCEQX - Expense Ratio Comparison

URFRX has a 0.02% expense ratio, which is lower than UCEQX's 0.09% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


UCEQX
USAA Cornerstone Equity Fund
Expense ratio chart for UCEQX: current value at 0.09% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.09%
Expense ratio chart for URFRX: current value at 0.02% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.02%

Risk-Adjusted Performance

URFRX vs. UCEQX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for USAA Target Retirement 2040 Fund (URFRX) and USAA Cornerstone Equity Fund (UCEQX). 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.


Sharpe ratio
The chart of Sharpe ratio for URFRX, currently valued at 1.74, compared to the broader market-1.000.001.002.003.004.001.741.34
The chart of Sortino ratio for URFRX, currently valued at 2.42, compared to the broader market-2.000.002.004.006.008.0010.002.421.81
The chart of Omega ratio for URFRX, currently valued at 1.32, compared to the broader market0.501.001.502.002.503.003.501.321.25
The chart of Calmar ratio for URFRX, currently valued at 1.19, compared to the broader market0.005.0010.0015.001.191.41
The chart of Martin ratio for URFRX, currently valued at 10.84, compared to the broader market0.0020.0040.0060.0010.848.59
URFRX
UCEQX

The current URFRX Sharpe Ratio is 1.74, which is comparable to the UCEQX Sharpe Ratio of 1.34. The chart below compares the historical Sharpe Ratios of URFRX and UCEQX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio1.001.502.002.50JulyAugustSeptemberOctoberNovemberDecember
1.74
1.34
URFRX
UCEQX

Dividends

URFRX vs. UCEQX - Dividend Comparison

URFRX's dividend yield for the trailing twelve months is around 2.14%, more than UCEQX's 1.85% yield.


TTM20232022202120202019201820172016201520142013
URFRX
USAA Target Retirement 2040 Fund
2.14%2.44%2.68%4.76%1.65%2.31%2.32%2.03%3.78%0.00%2.34%1.92%
UCEQX
USAA Cornerstone Equity Fund
1.85%2.11%1.79%3.35%1.27%2.14%1.96%1.42%1.50%1.26%1.86%1.28%

Drawdowns

URFRX vs. UCEQX - Drawdown Comparison

The maximum URFRX drawdown since its inception was -38.72%, roughly equal to the maximum UCEQX drawdown of -38.00%. Use the drawdown chart below to compare losses from any high point for URFRX and UCEQX. For additional features, visit the drawdowns tool.


-8.00%-6.00%-4.00%-2.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-1.43%
-4.96%
URFRX
UCEQX

Volatility

URFRX vs. UCEQX - Volatility Comparison

The current volatility for USAA Target Retirement 2040 Fund (URFRX) is 1.54%, while USAA Cornerstone Equity Fund (UCEQX) has a volatility of 3.91%. This indicates that URFRX experiences smaller price fluctuations and is considered to be less risky than UCEQX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


1.00%2.00%3.00%4.00%5.00%6.00%JulyAugustSeptemberOctoberNovemberDecember
1.54%
3.91%
URFRX
UCEQX
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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