USAWX vs. GAOAX
Compare and contrast key facts about USAA Sustainable World Fund (USAWX) and JPMorgan Global Allocation Fund A (GAOAX).
USAWX is managed by Victory. It was launched on Sep 30, 1992. GAOAX is managed by JPMorgan. It was launched on May 31, 2011.
Performance
USAWX vs. GAOAX - Performance Comparison
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USAWX vs. GAOAX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
USAWX USAA Sustainable World Fund | -0.95% | 19.39% | 18.13% | 24.65% | -19.97% | 17.68% | 15.73% | 32.11% | -9.81% | 23.93% |
GAOAX JPMorgan Global Allocation Fund A | -3.89% | 14.68% | 7.91% | 12.69% | -18.74% | 3.60% | 15.29% | 15.95% | -6.07% | 16.82% |
Returns By Period
In the year-to-date period, USAWX achieves a -0.95% return, which is significantly higher than GAOAX's -3.89% return. Over the past 10 years, USAWX has outperformed GAOAX with an annualized return of 11.41%, while GAOAX has yielded a comparatively lower 5.74% annualized return.
USAWX
- 1D
- 3.03%
- 1M
- -5.47%
- YTD
- -0.95%
- 6M
- 2.65%
- 1Y
- 22.05%
- 3Y*
- 17.29%
- 5Y*
- 9.22%
- 10Y*
- 11.41%
GAOAX
- 1D
- 1.47%
- 1M
- -6.40%
- YTD
- -3.89%
- 6M
- -2.79%
- 1Y
- 9.60%
- 3Y*
- 8.41%
- 5Y*
- 1.86%
- 10Y*
- 5.74%
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USAWX vs. GAOAX - Expense Ratio Comparison
USAWX has a 1.05% expense ratio, which is higher than GAOAX's 1.04% expense ratio.
Return for Risk
USAWX vs. GAOAX — Risk / Return Rank
USAWX
GAOAX
USAWX vs. GAOAX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for USAA Sustainable World Fund (USAWX) and JPMorgan Global Allocation Fund A (GAOAX). 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.
| USAWX | GAOAX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.36 | 0.86 | +0.50 |
Sortino ratioReturn per unit of downside risk | 1.97 | 1.24 | +0.72 |
Omega ratioGain probability vs. loss probability | 1.29 | 1.17 | +0.12 |
Calmar ratioReturn relative to maximum drawdown | 1.95 | 1.10 | +0.85 |
Martin ratioReturn relative to average drawdown | 9.11 | 4.47 | +4.64 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| USAWX | GAOAX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.36 | 0.86 | +0.50 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.47 | 0.17 | +0.30 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.62 | 0.53 | +0.08 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.52 | 0.54 | -0.02 |
Correlation
The correlation between USAWX and GAOAX is 0.93, 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
USAWX vs. GAOAX - Dividend Comparison
USAWX's dividend yield for the trailing twelve months is around 11.76%, more than GAOAX's 10.04% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
USAWX USAA Sustainable World Fund | 11.76% | 11.65% | 6.66% | 1.03% | 2.88% | 18.85% | 4.70% | 41.19% | 7.16% | 4.40% | 2.85% | 2.88% |
GAOAX JPMorgan Global Allocation Fund A | 10.04% | 10.15% | 2.34% | 0.00% | 4.62% | 4.61% | 1.54% | 2.43% | 2.52% | 2.95% | 2.59% | 0.96% |
Drawdowns
USAWX vs. GAOAX - Drawdown Comparison
The maximum USAWX drawdown since its inception was -51.65%, which is greater than GAOAX's maximum drawdown of -29.02%. Use the drawdown chart below to compare losses from any high point for USAWX and GAOAX.
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Drawdown Indicators
| USAWX | GAOAX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -51.65% | -29.02% | -22.63% |
Max Drawdown (1Y)Largest decline over 1 year | -11.54% | -8.95% | -2.59% |
Max Drawdown (5Y)Largest decline over 5 years | -37.47% | -29.02% | -8.45% |
Max Drawdown (10Y)Largest decline over 10 years | -37.47% | -29.02% | -8.45% |
Current DrawdownCurrent decline from peak | -6.43% | -7.61% | +1.18% |
Average DrawdownAverage peak-to-trough decline | -9.90% | -6.01% | -3.89% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.46% | 2.20% | +0.26% |
Volatility
USAWX vs. GAOAX - Volatility Comparison
USAA Sustainable World Fund (USAWX) has a higher volatility of 6.11% compared to JPMorgan Global Allocation Fund A (GAOAX) at 4.98%. This indicates that USAWX's price experiences larger fluctuations and is considered to be riskier than GAOAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| USAWX | GAOAX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.11% | 4.98% | +1.13% |
Volatility (6M)Calculated over the trailing 6-month period | 9.74% | 7.55% | +2.19% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.54% | 11.53% | +5.01% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 19.57% | 11.03% | +8.54% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.61% | 10.81% | +7.80% |