USAUX vs. NEA
Compare and contrast key facts about USAA Aggressive Growth Fund (USAUX) and Nuveen AMT-Free Quality Municipal Income Fund (NEA).
USAUX is managed by Victory Capital. It was launched on Oct 19, 1981.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: USAUX or NEA.
Key characteristics
| USAUX | NEA | |
|---|---|---|
| YTD Return | 34.08% | 10.62% |
| 1Y Return | 47.55% | 22.55% |
| 3Y Return (Ann) | 2.76% | -4.46% |
| 5Y Return (Ann) | 10.52% | 0.84% |
| 10Y Return (Ann) | 5.34% | 3.45% |
| Sharpe Ratio | 2.47 | 2.22 |
| Sortino Ratio | 3.19 | 3.22 |
| Omega Ratio | 1.45 | 1.42 |
| Calmar Ratio | 1.55 | 0.66 |
| Martin Ratio | 13.06 | 13.42 |
| Ulcer Index | 3.55% | 1.53% |
| Daily Std Dev | 18.80% | 9.23% |
| Max Drawdown | -75.97% | -43.85% |
| Current Drawdown | 0.00% | -15.61% |
Correlation
The correlation between USAUX and NEA is 0.13, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.
Performance
USAUX vs. NEA - Performance Comparison
In the year-to-date period, USAUX achieves a 34.08% return, which is significantly higher than NEA's 10.62% return. Over the past 10 years, USAUX has outperformed NEA with an annualized return of 5.34%, while NEA has yielded a comparatively lower 3.45% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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Risk-Adjusted Performance
USAUX vs. NEA - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for USAA Aggressive Growth Fund (USAUX) and Nuveen AMT-Free Quality Municipal Income Fund (NEA). 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.
Dividends
USAUX vs. NEA - Dividend Comparison
USAUX has not paid dividends to shareholders, while NEA's dividend yield for the trailing twelve months is around 5.95%.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
USAUX USAA Aggressive Growth Fund | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.11% | 0.20% | 0.44% | 0.91% | 0.85% | 2.01% | 2.22% |
NEA Nuveen AMT-Free Quality Municipal Income Fund | 5.95% | 3.95% | 5.49% | 4.50% | 4.45% | 4.46% | 5.40% | 5.33% | 5.70% | 5.71% | 5.95% | 6.80% |
Drawdowns
USAUX vs. NEA - Drawdown Comparison
The maximum USAUX drawdown since its inception was -75.97%, which is greater than NEA's maximum drawdown of -43.85%. Use the drawdown chart below to compare losses from any high point for USAUX and NEA. For additional features, visit the drawdowns tool.
Volatility
USAUX vs. NEA - Volatility Comparison
USAA Aggressive Growth Fund (USAUX) has a higher volatility of 5.53% compared to Nuveen AMT-Free Quality Municipal Income Fund (NEA) at 3.53%. This indicates that USAUX's price experiences larger fluctuations and is considered to be riskier than NEA based on this measure. The chart below showcases a comparison of their rolling one-month volatility.