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USAGX vs. VGPMX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

USAGX vs. VGPMX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in USAA Precious Metals and Minerals Fund (USAGX) and Vanguard Global Capital Cycles Fund (VGPMX). The values are adjusted to include any dividend payments, if applicable.

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USAGX vs. VGPMX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
USAGX
USAA Precious Metals and Minerals Fund
-0.46%156.06%10.76%6.73%-11.80%-10.14%25.85%42.97%-12.26%9.65%
VGPMX
Vanguard Global Capital Cycles Fund
4.53%65.96%5.78%10.06%7.34%19.50%17.21%20.67%-32.26%13.75%

Returns By Period

In the year-to-date period, USAGX achieves a -0.46% return, which is significantly lower than VGPMX's 4.53% return. Over the past 10 years, USAGX has outperformed VGPMX with an annualized return of 15.64%, while VGPMX has yielded a comparatively lower 12.39% annualized return.


USAGX

1D
0.06%
1M
-25.50%
YTD
-0.46%
6M
13.74%
1Y
84.81%
3Y*
39.18%
5Y*
21.72%
10Y*
15.64%

VGPMX

1D
-0.02%
1M
-10.69%
YTD
4.53%
6M
17.55%
1Y
57.21%
3Y*
24.25%
5Y*
19.13%
10Y*
12.39%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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USAGX vs. VGPMX - Expense Ratio Comparison

USAGX has a 1.12% expense ratio, which is higher than VGPMX's 0.36% expense ratio.


Return for Risk

USAGX vs. VGPMX — Risk / Return Rank

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

USAGX
USAGX Risk / Return Rank: 9090
Overall Rank
USAGX Sharpe Ratio Rank: 9393
Sharpe Ratio Rank
USAGX Sortino Ratio Rank: 8787
Sortino Ratio Rank
USAGX Omega Ratio Rank: 8585
Omega Ratio Rank
USAGX Calmar Ratio Rank: 9393
Calmar Ratio Rank
USAGX Martin Ratio Rank: 9292
Martin Ratio Rank

VGPMX
VGPMX Risk / Return Rank: 9797
Overall Rank
VGPMX Sharpe Ratio Rank: 9898
Sharpe Ratio Rank
VGPMX Sortino Ratio Rank: 9696
Sortino Ratio Rank
VGPMX Omega Ratio Rank: 9696
Omega Ratio Rank
VGPMX Calmar Ratio Rank: 9797
Calmar Ratio Rank
VGPMX Martin Ratio Rank: 9797
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.

USAGX vs. VGPMX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for USAA Precious Metals and Minerals Fund (USAGX) and Vanguard Global Capital Cycles Fund (VGPMX). 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.


USAGXVGPMXDifference

Sharpe ratio

Return per unit of total volatility

2.03

2.94

-0.91

Sortino ratio

Return per unit of downside risk

2.30

3.51

-1.21

Omega ratio

Gain probability vs. loss probability

1.35

1.56

-0.21

Calmar ratio

Return relative to maximum drawdown

2.89

4.24

-1.35

Martin ratio

Return relative to average drawdown

10.78

17.59

-6.82

USAGX vs. VGPMX - Sharpe Ratio Comparison

The current USAGX Sharpe Ratio is 2.03, which is lower than the VGPMX Sharpe Ratio of 2.94. The chart below compares the historical Sharpe Ratios of USAGX and VGPMX, 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


USAGXVGPMXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.03

2.94

-0.91

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.68

1.12

-0.44

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.48

0.57

-0.10

Sharpe Ratio (All Time)

Calculated using the full available price history

0.19

0.25

-0.06

Correlation

The correlation between USAGX and VGPMX is 0.77, 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

USAGX vs. VGPMX - Dividend Comparison

USAGX's dividend yield for the trailing twelve months is around 0.24%, less than VGPMX's 3.73% yield.


TTM20252024202320222021202020192018201720162015
USAGX
USAA Precious Metals and Minerals Fund
0.24%0.24%0.00%2.45%0.95%0.84%0.04%0.00%0.00%0.00%4.20%0.00%
VGPMX
Vanguard Global Capital Cycles Fund
3.73%2.59%2.68%3.22%3.27%3.26%2.03%2.39%3.02%0.02%1.72%2.32%

Drawdowns

USAGX vs. VGPMX - Drawdown Comparison

The maximum USAGX drawdown since its inception was -80.89%, roughly equal to the maximum VGPMX drawdown of -78.85%. Use the drawdown chart below to compare losses from any high point for USAGX and VGPMX.


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Drawdown Indicators


USAGXVGPMXDifference

Max Drawdown

Largest peak-to-trough decline

-80.89%

-78.85%

-2.04%

Max Drawdown (1Y)

Largest decline over 1 year

-30.12%

-12.80%

-17.32%

Max Drawdown (5Y)

Largest decline over 5 years

-45.72%

-22.71%

-23.01%

Max Drawdown (10Y)

Largest decline over 10 years

-51.03%

-54.59%

+3.56%

Current Drawdown

Current decline from peak

-25.50%

-10.73%

-14.77%

Average Drawdown

Average peak-to-trough decline

-43.17%

-34.69%

-8.48%

Ulcer Index

Depth and duration of drawdowns from previous peaks

8.09%

3.09%

+5.00%

Volatility

USAGX vs. VGPMX - Volatility Comparison

USAA Precious Metals and Minerals Fund (USAGX) has a higher volatility of 15.38% compared to Vanguard Global Capital Cycles Fund (VGPMX) at 7.56%. This indicates that USAGX's price experiences larger fluctuations and is considered to be riskier than VGPMX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


USAGXVGPMXDifference

Volatility (1M)

Calculated over the trailing 1-month period

15.38%

7.56%

+7.82%

Volatility (6M)

Calculated over the trailing 6-month period

35.05%

13.14%

+21.91%

Volatility (1Y)

Calculated over the trailing 1-year period

42.75%

19.28%

+23.47%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

32.06%

17.15%

+14.91%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

32.73%

21.65%

+11.08%