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USBLX vs. VTMFX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Performance

USBLX vs. VTMFX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in USAA Growth and Tax Strategy Fund (USBLX) and Vanguard Tax-Managed Balanced Fund Admiral Shares (VTMFX). The values are adjusted to include any dividend payments, if applicable.

0.00%2.00%4.00%6.00%8.00%JuneJulyAugustSeptemberOctoberNovember
8.31%
8.04%
USBLX
VTMFX

Returns By Period

In the year-to-date period, USBLX achieves a 14.74% return, which is significantly higher than VTMFX's 13.27% return. Both investments have delivered pretty close results over the past 10 years, with USBLX having a 7.36% annualized return and VTMFX not far ahead at 7.57%.


USBLX

YTD

14.74%

1M

2.20%

6M

8.31%

1Y

20.37%

5Y (annualized)

7.84%

10Y (annualized)

7.36%

VTMFX

YTD

13.27%

1M

2.16%

6M

8.04%

1Y

18.23%

5Y (annualized)

8.34%

10Y (annualized)

7.57%

Key characteristics


USBLXVTMFX
Sharpe Ratio3.242.98
Sortino Ratio4.614.20
Omega Ratio1.631.57
Calmar Ratio2.884.89
Martin Ratio20.5018.79
Ulcer Index0.99%0.97%
Daily Std Dev6.29%6.12%
Max Drawdown-34.42%-28.49%
Current Drawdown-0.14%-0.09%

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USBLX vs. VTMFX - Expense Ratio Comparison

USBLX has a 0.58% expense ratio, which is higher than VTMFX's 0.09% expense ratio.


USBLX
USAA Growth and Tax Strategy Fund
Expense ratio chart for USBLX: current value at 0.58% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.58%
Expense ratio chart for VTMFX: current value at 0.09% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.09%

Correlation

-0.50.00.51.00.9

The correlation between USBLX and VTMFX is 0.95, 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.

Risk-Adjusted Performance

USBLX vs. VTMFX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for USAA Growth and Tax Strategy Fund (USBLX) and Vanguard Tax-Managed Balanced Fund Admiral Shares (VTMFX). 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.


Sharpe ratio
The chart of Sharpe ratio for USBLX, currently valued at 3.24, compared to the broader market-1.000.001.002.003.004.005.003.242.98
The chart of Sortino ratio for USBLX, currently valued at 4.61, compared to the broader market0.005.0010.004.614.20
The chart of Omega ratio for USBLX, currently valued at 1.63, compared to the broader market1.002.003.004.001.631.57
The chart of Calmar ratio for USBLX, currently valued at 2.88, compared to the broader market0.005.0010.0015.0020.002.884.89
The chart of Martin ratio for USBLX, currently valued at 20.50, compared to the broader market0.0020.0040.0060.0080.00100.0020.5018.79
USBLX
VTMFX

The current USBLX Sharpe Ratio is 3.24, which is comparable to the VTMFX Sharpe Ratio of 2.98. The chart below compares the historical Sharpe Ratios of USBLX and VTMFX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Rolling 12-month Sharpe Ratio2.002.503.003.504.00JuneJulyAugustSeptemberOctoberNovember
3.24
2.98
USBLX
VTMFX

Dividends

USBLX vs. VTMFX - Dividend Comparison

USBLX's dividend yield for the trailing twelve months is around 2.05%, more than VTMFX's 1.99% yield.


TTM20232022202120202019201820172016201520142013
USBLX
USAA Growth and Tax Strategy Fund
2.05%2.12%1.73%1.66%1.89%1.95%2.50%2.16%2.31%2.68%2.39%2.37%
VTMFX
Vanguard Tax-Managed Balanced Fund Admiral Shares
1.99%1.94%1.85%1.38%1.73%2.06%2.22%2.00%2.13%2.06%2.00%2.06%

Drawdowns

USBLX vs. VTMFX - Drawdown Comparison

The maximum USBLX drawdown since its inception was -34.42%, which is greater than VTMFX's maximum drawdown of -28.49%. Use the drawdown chart below to compare losses from any high point for USBLX and VTMFX. For additional features, visit the drawdowns tool.


-4.00%-3.00%-2.00%-1.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-0.14%
-0.09%
USBLX
VTMFX

Volatility

USBLX vs. VTMFX - Volatility Comparison

USAA Growth and Tax Strategy Fund (USBLX) and Vanguard Tax-Managed Balanced Fund Admiral Shares (VTMFX) have volatilities of 1.87% and 1.89%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


1.00%1.50%2.00%2.50%3.00%JuneJulyAugustSeptemberOctoberNovember
1.87%
1.89%
USBLX
VTMFX