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USAWX vs. VFIFX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

USAWX vs. VFIFX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in USAA Sustainable World Fund (USAWX) and Vanguard Target Retirement 2050 Fund (VFIFX). The values are adjusted to include any dividend payments, if applicable.

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USAWX vs. VFIFX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
USAWX
USAA Sustainable World Fund
-3.86%19.39%18.13%24.65%-19.97%17.68%15.73%32.11%-9.81%23.93%
VFIFX
Vanguard Target Retirement 2050 Fund
-3.95%21.42%14.45%20.39%-17.48%16.42%16.40%24.99%-7.89%19.15%

Returns By Period

The year-to-date returns for both stocks are quite close, with USAWX having a -3.86% return and VFIFX slightly lower at -3.95%. Over the past 10 years, USAWX has outperformed VFIFX with an annualized return of 11.08%, while VFIFX has yielded a comparatively lower 10.29% annualized return.


USAWX

1D
-0.20%
1M
-8.74%
YTD
-3.86%
6M
0.04%
1Y
18.84%
3Y*
16.13%
5Y*
8.87%
10Y*
11.08%

VFIFX

1D
-0.28%
1M
-8.41%
YTD
-3.95%
6M
-1.01%
1Y
17.29%
3Y*
14.65%
5Y*
8.11%
10Y*
10.29%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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USAWX vs. VFIFX - Expense Ratio Comparison

USAWX has a 1.05% expense ratio, which is higher than VFIFX's 0.08% expense ratio.


Return for Risk

USAWX vs. VFIFX — Risk / Return Rank

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

USAWX
USAWX Risk / Return Rank: 6767
Overall Rank
USAWX Sharpe Ratio Rank: 6666
Sharpe Ratio Rank
USAWX Sortino Ratio Rank: 6868
Sortino Ratio Rank
USAWX Omega Ratio Rank: 6767
Omega Ratio Rank
USAWX Calmar Ratio Rank: 6464
Calmar Ratio Rank
USAWX Martin Ratio Rank: 7272
Martin Ratio Rank

VFIFX
VFIFX Risk / Return Rank: 6969
Overall Rank
VFIFX Sharpe Ratio Rank: 6868
Sharpe Ratio Rank
VFIFX Sortino Ratio Rank: 7070
Sortino Ratio Rank
VFIFX Omega Ratio Rank: 6868
Omega Ratio Rank
VFIFX Calmar Ratio Rank: 6666
Calmar Ratio Rank
VFIFX Martin Ratio Rank: 7373
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.

USAWX vs. VFIFX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for USAA Sustainable World Fund (USAWX) and Vanguard Target Retirement 2050 Fund (VFIFX). 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.


USAWXVFIFXDifference

Sharpe ratio

Return per unit of total volatility

1.16

1.17

-0.01

Sortino ratio

Return per unit of downside risk

1.69

1.70

-0.01

Omega ratio

Gain probability vs. loss probability

1.25

1.25

0.00

Calmar ratio

Return relative to maximum drawdown

1.46

1.48

-0.03

Martin ratio

Return relative to average drawdown

6.91

6.86

+0.05

USAWX vs. VFIFX - Sharpe Ratio Comparison

The current USAWX Sharpe Ratio is 1.16, which is comparable to the VFIFX Sharpe Ratio of 1.17. The chart below compares the historical Sharpe Ratios of USAWX and VFIFX, 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


USAWXVFIFXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.16

1.17

-0.01

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.46

0.58

-0.12

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.60

0.69

-0.09

Sharpe Ratio (All Time)

Calculated using the full available price history

0.51

0.47

+0.04

Correlation

The correlation between USAWX and VFIFX is 0.94, 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. VFIFX - Dividend Comparison

USAWX's dividend yield for the trailing twelve months is around 12.12%, more than VFIFX's 2.18% yield.


TTM20252024202320222021202020192018201720162015
USAWX
USAA Sustainable World Fund
12.12%11.65%6.66%1.03%2.88%18.85%4.70%41.19%7.16%4.40%2.85%2.88%
VFIFX
Vanguard Target Retirement 2050 Fund
2.18%2.09%2.26%2.21%2.38%12.83%1.84%2.20%2.51%0.03%2.04%2.36%

Drawdowns

USAWX vs. VFIFX - Drawdown Comparison

The maximum USAWX drawdown since its inception was -51.65%, roughly equal to the maximum VFIFX drawdown of -51.68%. Use the drawdown chart below to compare losses from any high point for USAWX and VFIFX.


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Drawdown Indicators


USAWXVFIFXDifference

Max Drawdown

Largest peak-to-trough decline

-51.65%

-51.68%

+0.03%

Max Drawdown (1Y)

Largest decline over 1 year

-11.54%

-10.52%

-1.02%

Max Drawdown (5Y)

Largest decline over 5 years

-37.47%

-25.40%

-12.07%

Max Drawdown (10Y)

Largest decline over 10 years

-37.47%

-31.36%

-6.11%

Current Drawdown

Current decline from peak

-9.18%

-8.87%

-0.31%

Average Drawdown

Average peak-to-trough decline

-9.90%

-6.93%

-2.97%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.43%

2.27%

+0.16%

Volatility

USAWX vs. VFIFX - Volatility Comparison

USAA Sustainable World Fund (USAWX) has a higher volatility of 5.06% compared to Vanguard Target Retirement 2050 Fund (VFIFX) at 4.70%. This indicates that USAWX's price experiences larger fluctuations and is considered to be riskier than VFIFX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


USAWXVFIFXDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.06%

4.70%

+0.36%

Volatility (6M)

Calculated over the trailing 6-month period

9.27%

8.53%

+0.74%

Volatility (1Y)

Calculated over the trailing 1-year period

16.31%

14.79%

+1.52%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

19.52%

14.07%

+5.45%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.59%

15.05%

+3.54%