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USAWX vs. VGPMX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

USAWX vs. VGPMX - Performance Comparison

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

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USAWX vs. VGPMX - 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%
VGPMX
Vanguard Global Capital Cycles Fund
4.53%65.96%5.78%10.06%7.34%19.50%17.21%20.67%-32.26%13.75%

Returns By Period

In the year-to-date period, USAWX achieves a -3.86% return, which is significantly lower than VGPMX's 4.53% return. Over the past 10 years, USAWX has underperformed VGPMX with an annualized return of 11.08%, while VGPMX has yielded a comparatively higher 12.39% 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%

VGPMX

1D
-0.02%
1M
-10.69%
YTD
4.53%
6M
17.55%
1Y
57.21%
3Y*
24.25%
5Y*
19.13%
10Y*
12.39%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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USAWX vs. VGPMX - Expense Ratio Comparison

USAWX has a 1.05% expense ratio, which is higher than VGPMX's 0.36% expense ratio.


Return for Risk

USAWX vs. VGPMX — 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

VGPMX
VGPMX Risk / Return Rank: 9797
Overall Rank
VGPMX Sharpe Ratio Rank: 9898
Sharpe Ratio Rank
VGPMX Sortino Ratio Rank: 9696
Sortino Ratio Rank
VGPMX Omega Ratio Rank: 9696
Omega Ratio Rank
VGPMX Calmar Ratio Rank: 9797
Calmar Ratio Rank
VGPMX Martin Ratio Rank: 9797
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. VGPMX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for USAA Sustainable World Fund (USAWX) and Vanguard Global Capital Cycles Fund (VGPMX). 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.


USAWXVGPMXDifference

Sharpe ratio

Return per unit of total volatility

1.16

2.94

-1.78

Sortino ratio

Return per unit of downside risk

1.69

3.51

-1.82

Omega ratio

Gain probability vs. loss probability

1.25

1.56

-0.31

Calmar ratio

Return relative to maximum drawdown

1.46

4.24

-2.79

Martin ratio

Return relative to average drawdown

6.91

17.59

-10.68

USAWX vs. VGPMX - Sharpe Ratio Comparison

The current USAWX Sharpe Ratio is 1.16, which is lower than the VGPMX Sharpe Ratio of 2.94. The chart below compares the historical Sharpe Ratios of USAWX and VGPMX, 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


USAWXVGPMXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.16

2.94

-1.78

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.46

1.12

-0.66

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.60

0.57

+0.02

Sharpe Ratio (All Time)

Calculated using the full available price history

0.51

0.25

+0.26

Correlation

The correlation between USAWX and VGPMX is 0.49, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Dividends

USAWX vs. VGPMX - Dividend Comparison

USAWX's dividend yield for the trailing twelve months is around 12.12%, more than VGPMX's 3.73% 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%
VGPMX
Vanguard Global Capital Cycles Fund
3.73%2.59%2.68%3.22%3.27%3.26%2.03%2.39%3.02%0.02%1.72%2.32%

Drawdowns

USAWX vs. VGPMX - Drawdown Comparison

The maximum USAWX drawdown since its inception was -51.65%, smaller than the maximum VGPMX drawdown of -78.85%. Use the drawdown chart below to compare losses from any high point for USAWX and VGPMX.


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Drawdown Indicators


USAWXVGPMXDifference

Max Drawdown

Largest peak-to-trough decline

-51.65%

-78.85%

+27.20%

Max Drawdown (1Y)

Largest decline over 1 year

-11.54%

-12.80%

+1.26%

Max Drawdown (5Y)

Largest decline over 5 years

-37.47%

-22.71%

-14.76%

Max Drawdown (10Y)

Largest decline over 10 years

-37.47%

-54.59%

+17.12%

Current Drawdown

Current decline from peak

-9.18%

-10.73%

+1.55%

Average Drawdown

Average peak-to-trough decline

-9.90%

-34.69%

+24.79%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.43%

3.09%

-0.66%

Volatility

USAWX vs. VGPMX - Volatility Comparison

The current volatility for USAA Sustainable World Fund (USAWX) is 5.06%, while Vanguard Global Capital Cycles Fund (VGPMX) has a volatility of 7.56%. This indicates that USAWX experiences smaller price fluctuations and is considered to be less risky than VGPMX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


USAWXVGPMXDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.06%

7.56%

-2.50%

Volatility (6M)

Calculated over the trailing 6-month period

9.27%

13.14%

-3.87%

Volatility (1Y)

Calculated over the trailing 1-year period

16.31%

19.28%

-2.97%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

19.52%

17.15%

+2.37%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.59%

21.65%

-3.06%