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USAUX vs. VONE
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

USAUX vs. VONE - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in USAA Aggressive Growth Fund (USAUX) and Vanguard Russell 1000 ETF (VONE). The values are adjusted to include any dividend payments, if applicable.

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USAUX vs. VONE - 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%
VONE
Vanguard Russell 1000 ETF
-3.54%17.21%24.51%26.41%-19.14%26.49%20.95%31.12%-4.84%21.55%

Returns By Period

In the year-to-date period, USAUX achieves a -9.21% return, which is significantly lower than VONE's -3.54% return. Both investments have delivered pretty close results over the past 10 years, with USAUX having a 13.97% annualized return and VONE not far behind at 13.89%.


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%

VONE

1D
0.71%
1M
-4.36%
YTD
-3.54%
6M
-1.55%
1Y
17.92%
3Y*
18.36%
5Y*
11.15%
10Y*
13.89%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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USAUX vs. VONE - Expense Ratio Comparison

USAUX has a 0.63% expense ratio, which is higher than VONE's 0.08% expense ratio.


Return for Risk

USAUX vs. VONE — 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

VONE
VONE Risk / Return Rank: 5959
Overall Rank
VONE Sharpe Ratio Rank: 5353
Sharpe Ratio Rank
VONE Sortino Ratio Rank: 5656
Sortino Ratio Rank
VONE Omega Ratio Rank: 5858
Omega Ratio Rank
VONE Calmar Ratio Rank: 5757
Calmar Ratio Rank
VONE Martin Ratio Rank: 6868
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. VONE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for USAA Aggressive Growth Fund (USAUX) and Vanguard Russell 1000 ETF (VONE). 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.


USAUXVONEDifference

Sharpe ratio

Return per unit of total volatility

0.84

0.99

-0.15

Sortino ratio

Return per unit of downside risk

1.36

1.50

-0.15

Omega ratio

Gain probability vs. loss probability

1.19

1.22

-0.04

Calmar ratio

Return relative to maximum drawdown

1.13

1.52

-0.40

Martin ratio

Return relative to average drawdown

3.76

7.16

-3.40

USAUX vs. VONE - Sharpe Ratio Comparison

The current USAUX Sharpe Ratio is 0.84, which is comparable to the VONE Sharpe Ratio of 0.99. The chart below compares the historical Sharpe Ratios of USAUX and VONE, 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


USAUXVONEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.84

0.99

-0.15

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.39

0.66

-0.27

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.61

0.76

-0.15

Sharpe Ratio (All Time)

Calculated using the full available price history

0.42

0.80

-0.38

Correlation

The correlation between USAUX and VONE is 0.90, 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

USAUX vs. VONE - Dividend Comparison

USAUX's dividend yield for the trailing twelve months is around 4.88%, more than VONE's 1.14% 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%
VONE
Vanguard Russell 1000 ETF
1.14%1.07%1.20%1.40%1.59%1.16%1.45%1.65%1.96%1.69%1.89%1.89%

Drawdowns

USAUX vs. VONE - Drawdown Comparison

The maximum USAUX drawdown since its inception was -76.19%, which is greater than VONE's maximum drawdown of -34.66%. Use the drawdown chart below to compare losses from any high point for USAUX and VONE.


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Drawdown Indicators


USAUXVONEDifference

Max Drawdown

Largest peak-to-trough decline

-76.19%

-34.66%

-41.53%

Max Drawdown (1Y)

Largest decline over 1 year

-17.09%

-12.11%

-4.98%

Max Drawdown (5Y)

Largest decline over 5 years

-43.84%

-25.12%

-18.72%

Max Drawdown (10Y)

Largest decline over 10 years

-43.84%

-34.66%

-9.18%

Current Drawdown

Current decline from peak

-13.82%

-5.50%

-8.32%

Average Drawdown

Average peak-to-trough decline

-26.80%

-3.94%

-22.86%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.11%

2.57%

+2.54%

Volatility

USAUX vs. VONE - Volatility Comparison

USAA Aggressive Growth Fund (USAUX) has a higher volatility of 7.08% compared to Vanguard Russell 1000 ETF (VONE) at 5.39%. This indicates that USAUX's price experiences larger fluctuations and is considered to be riskier than VONE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


USAUXVONEDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.08%

5.39%

+1.69%

Volatility (6M)

Calculated over the trailing 6-month period

13.11%

9.61%

+3.50%

Volatility (1Y)

Calculated over the trailing 1-year period

23.03%

18.21%

+4.82%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

24.49%

17.09%

+7.40%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

22.81%

18.23%

+4.58%