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USAUX vs. USGNX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

USAUX vs. USGNX - Performance Comparison

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

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USAUX vs. USGNX - 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%
USGNX
USAA Government Securities Fund
-0.05%7.20%1.94%4.13%-8.13%-1.05%5.48%5.60%1.05%1.35%

Returns By Period

In the year-to-date period, USAUX achieves a -9.21% return, which is significantly lower than USGNX's -0.05% return. Over the past 10 years, USAUX has outperformed USGNX with an annualized return of 13.97%, while USGNX has yielded a comparatively lower 1.59% 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%

USGNX

1D
0.22%
1M
-1.32%
YTD
-0.05%
6M
1.03%
1Y
4.13%
3Y*
3.53%
5Y*
0.81%
10Y*
1.59%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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USAUX vs. USGNX - Expense Ratio Comparison

USAUX has a 0.63% expense ratio, which is higher than USGNX's 0.53% expense ratio.


Return for Risk

USAUX vs. USGNX — 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

USGNX
USGNX Risk / Return Rank: 5858
Overall Rank
USGNX Sharpe Ratio Rank: 5959
Sharpe Ratio Rank
USGNX Sortino Ratio Rank: 6161
Sortino Ratio Rank
USGNX Omega Ratio Rank: 4343
Omega Ratio Rank
USGNX Calmar Ratio Rank: 7575
Calmar Ratio Rank
USGNX Martin Ratio Rank: 5454
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. USGNX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for USAA Aggressive Growth Fund (USAUX) and USAA Government Securities Fund (USGNX). 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.


USAUXUSGNXDifference

Sharpe ratio

Return per unit of total volatility

0.84

1.18

-0.33

Sortino ratio

Return per unit of downside risk

1.36

1.74

-0.38

Omega ratio

Gain probability vs. loss probability

1.19

1.21

-0.02

Calmar ratio

Return relative to maximum drawdown

1.13

1.98

-0.86

Martin ratio

Return relative to average drawdown

3.76

6.03

-2.27

USAUX vs. USGNX - Sharpe Ratio Comparison

The current USAUX Sharpe Ratio is 0.84, which is comparable to the USGNX Sharpe Ratio of 1.18. The chart below compares the historical Sharpe Ratios of USAUX and USGNX, 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


USAUXUSGNXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.84

1.18

-0.33

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.39

0.17

+0.22

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.61

0.42

+0.19

Sharpe Ratio (All Time)

Calculated using the full available price history

0.42

1.13

-0.71

Correlation

The correlation between USAUX and USGNX is -0.05. This indicates that the assets' prices tend to move in opposite directions. Negative correlation can be particularly beneficial for diversification and risk management, as one asset may offset the losses of the other during market fluctuations.


Dividends

USAUX vs. USGNX - Dividend Comparison

USAUX's dividend yield for the trailing twelve months is around 4.88%, more than USGNX's 3.48% 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%
USGNX
USAA Government Securities Fund
3.48%3.75%3.65%2.77%2.07%3.02%2.84%2.46%2.26%2.07%2.07%2.38%

Drawdowns

USAUX vs. USGNX - Drawdown Comparison

The maximum USAUX drawdown since its inception was -76.19%, which is greater than USGNX's maximum drawdown of -12.03%. Use the drawdown chart below to compare losses from any high point for USAUX and USGNX.


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Drawdown Indicators


USAUXUSGNXDifference

Max Drawdown

Largest peak-to-trough decline

-76.19%

-12.03%

-64.16%

Max Drawdown (1Y)

Largest decline over 1 year

-17.09%

-2.41%

-14.68%

Max Drawdown (5Y)

Largest decline over 5 years

-43.84%

-12.03%

-31.81%

Max Drawdown (10Y)

Largest decline over 10 years

-43.84%

-12.03%

-31.81%

Current Drawdown

Current decline from peak

-13.82%

-1.76%

-12.06%

Average Drawdown

Average peak-to-trough decline

-26.80%

-1.36%

-25.44%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.11%

0.79%

+4.32%

Volatility

USAUX vs. USGNX - Volatility Comparison

USAA Aggressive Growth Fund (USAUX) has a higher volatility of 7.08% compared to USAA Government Securities Fund (USGNX) at 1.30%. This indicates that USAUX's price experiences larger fluctuations and is considered to be riskier than USGNX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


USAUXUSGNXDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.08%

1.30%

+5.78%

Volatility (6M)

Calculated over the trailing 6-month period

13.11%

2.22%

+10.89%

Volatility (1Y)

Calculated over the trailing 1-year period

23.03%

3.75%

+19.28%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

24.49%

4.77%

+19.72%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

22.81%

3.78%

+19.03%