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USAUX vs. ADX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

USAUX vs. ADX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in USAA Aggressive Growth Fund (USAUX) and Adams Diversified Equity Fund, Inc. (ADX). The values are adjusted to include any dividend payments, if applicable.

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USAUX vs. ADX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
USAUX
USAA Aggressive Growth Fund
-9.21%16.98%33.63%48.36%-35.30%16.68%41.82%23.23%-0.75%30.12%
ADX
Adams Diversified Equity Fund, Inc.
-2.00%26.03%28.31%31.49%-19.82%29.69%17.28%36.75%-3.58%29.61%

Returns By Period

In the year-to-date period, USAUX achieves a -9.21% return, which is significantly lower than ADX's -2.00% return. Over the past 10 years, USAUX has underperformed ADX with an annualized return of 13.97%, while ADX has yielded a comparatively higher 16.68% annualized return.


USAUX

1D
3.94%
1M
-5.73%
YTD
-9.21%
6M
-9.92%
1Y
18.30%
3Y*
21.65%
5Y*
9.48%
10Y*
13.97%

ADX

1D
2.33%
1M
-3.70%
YTD
-2.00%
6M
3.99%
1Y
27.40%
3Y*
24.77%
5Y*
15.18%
10Y*
16.68%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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USAUX vs. ADX - Expense Ratio Comparison

USAUX has a 0.63% expense ratio, which is higher than ADX's 0.59% expense ratio.


Return for Risk

USAUX vs. ADX — Risk / Return Rank

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

USAUX
USAUX Risk / Return Rank: 3939
Overall Rank
USAUX Sharpe Ratio Rank: 3737
Sharpe Ratio Rank
USAUX Sortino Ratio Rank: 4343
Sortino Ratio Rank
USAUX Omega Ratio Rank: 3939
Omega Ratio Rank
USAUX Calmar Ratio Rank: 4141
Calmar Ratio Rank
USAUX Martin Ratio Rank: 3434
Martin Ratio Rank

ADX
ADX Risk / Return Rank: 8585
Overall Rank
ADX Sharpe Ratio Rank: 7979
Sharpe Ratio Rank
ADX Sortino Ratio Rank: 8383
Sortino Ratio Rank
ADX Omega Ratio Rank: 7878
Omega Ratio Rank
ADX Calmar Ratio Rank: 9090
Calmar Ratio Rank
ADX Martin Ratio Rank: 9393
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.

USAUX vs. ADX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for USAA Aggressive Growth Fund (USAUX) and Adams Diversified Equity Fund, Inc. (ADX). 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.


USAUXADXDifference

Sharpe ratio

Return per unit of total volatility

0.84

1.47

-0.63

Sortino ratio

Return per unit of downside risk

1.36

2.18

-0.82

Omega ratio

Gain probability vs. loss probability

1.19

1.31

-0.12

Calmar ratio

Return relative to maximum drawdown

1.13

2.56

-1.44

Martin ratio

Return relative to average drawdown

3.76

11.81

-8.05

USAUX vs. ADX - Sharpe Ratio Comparison

The current USAUX Sharpe Ratio is 0.84, which is lower than the ADX Sharpe Ratio of 1.47. The chart below compares the historical Sharpe Ratios of USAUX and ADX, 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


USAUXADXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.84

1.47

-0.63

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.39

0.89

-0.50

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.61

0.93

-0.32

Sharpe Ratio (All Time)

Calculated using the full available price history

0.42

0.09

+0.33

Correlation

The correlation between USAUX and ADX is 0.61, 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

USAUX vs. ADX - Dividend Comparison

USAUX's dividend yield for the trailing twelve months is around 4.88%, less than ADX's 8.26% yield.


TTM20252024202320222021202020192018201720162015
USAUX
USAA Aggressive Growth Fund
4.88%4.43%5.15%0.00%2.37%11.36%0.18%20.25%18.58%9.19%7.42%6.80%
ADX
Adams Diversified Equity Fund, Inc.
8.26%7.93%12.38%7.34%7.36%15.35%6.54%9.00%15.85%9.18%7.79%7.17%

Drawdowns

USAUX vs. ADX - Drawdown Comparison

The maximum USAUX drawdown since its inception was -76.19%, which is greater than ADX's maximum drawdown of -71.60%. Use the drawdown chart below to compare losses from any high point for USAUX and ADX.


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Drawdown Indicators


USAUXADXDifference

Max Drawdown

Largest peak-to-trough decline

-76.19%

-71.60%

-4.59%

Max Drawdown (1Y)

Largest decline over 1 year

-17.09%

-11.12%

-5.97%

Max Drawdown (5Y)

Largest decline over 5 years

-43.84%

-25.07%

-18.77%

Max Drawdown (10Y)

Largest decline over 10 years

-43.84%

-37.17%

-6.67%

Current Drawdown

Current decline from peak

-13.82%

-4.36%

-9.46%

Average Drawdown

Average peak-to-trough decline

-26.80%

-23.22%

-3.58%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.11%

2.41%

+2.70%

Volatility

USAUX vs. ADX - Volatility Comparison

USAA Aggressive Growth Fund (USAUX) has a higher volatility of 7.08% compared to Adams Diversified Equity Fund, Inc. (ADX) at 6.64%. This indicates that USAUX's price experiences larger fluctuations and is considered to be riskier than ADX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


USAUXADXDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.08%

6.64%

+0.44%

Volatility (6M)

Calculated over the trailing 6-month period

13.11%

10.77%

+2.34%

Volatility (1Y)

Calculated over the trailing 1-year period

23.03%

18.76%

+4.27%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

24.49%

17.23%

+7.26%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

22.81%

17.96%

+4.85%