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USCAX vs. SWSSX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

USCAX vs. SWSSX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in USAA Small Cap Stock Fund (USCAX) and Schwab Small-Cap Index Fund-Select Shares (SWSSX). The values are adjusted to include any dividend payments, if applicable.

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USCAX vs. SWSSX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
USCAX
USAA Small Cap Stock Fund
-2.08%9.15%5.34%17.35%-19.99%17.08%22.22%29.04%-9.97%10.10%
SWSSX
Schwab Small-Cap Index Fund-Select Shares
-2.49%12.88%11.57%17.07%-20.43%14.77%20.12%25.63%-11.19%14.76%

Returns By Period

In the year-to-date period, USCAX achieves a -2.08% return, which is significantly higher than SWSSX's -2.49% return. Over the past 10 years, USCAX has underperformed SWSSX with an annualized return of 8.59%, while SWSSX has yielded a comparatively higher 9.50% annualized return.


USCAX

1D
-1.13%
1M
-7.84%
YTD
-2.08%
6M
0.28%
1Y
17.94%
3Y*
8.37%
5Y*
1.67%
10Y*
8.59%

SWSSX

1D
-1.45%
1M
-8.18%
YTD
-2.49%
6M
-0.36%
1Y
21.55%
3Y*
11.83%
5Y*
3.10%
10Y*
9.50%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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USCAX vs. SWSSX - Expense Ratio Comparison

USCAX has a 1.10% expense ratio, which is higher than SWSSX's 0.04% expense ratio.


Return for Risk

USCAX vs. SWSSX — Risk / Return Rank

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

USCAX
USCAX Risk / Return Rank: 3939
Overall Rank
USCAX Sharpe Ratio Rank: 3636
Sharpe Ratio Rank
USCAX Sortino Ratio Rank: 4040
Sortino Ratio Rank
USCAX Omega Ratio Rank: 3434
Omega Ratio Rank
USCAX Calmar Ratio Rank: 4242
Calmar Ratio Rank
USCAX Martin Ratio Rank: 4343
Martin Ratio Rank

SWSSX
SWSSX Risk / Return Rank: 5050
Overall Rank
SWSSX Sharpe Ratio Rank: 4747
Sharpe Ratio Rank
SWSSX Sortino Ratio Rank: 5252
Sortino Ratio Rank
SWSSX Omega Ratio Rank: 4141
Omega Ratio Rank
SWSSX Calmar Ratio Rank: 5858
Calmar Ratio Rank
SWSSX Martin Ratio Rank: 5252
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.

USCAX vs. SWSSX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for USAA Small Cap Stock Fund (USCAX) and Schwab Small-Cap Index Fund-Select Shares (SWSSX). 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.


USCAXSWSSXDifference

Sharpe ratio

Return per unit of total volatility

0.79

0.91

-0.12

Sortino ratio

Return per unit of downside risk

1.25

1.40

-0.15

Omega ratio

Gain probability vs. loss probability

1.17

1.18

-0.01

Calmar ratio

Return relative to maximum drawdown

1.09

1.33

-0.24

Martin ratio

Return relative to average drawdown

4.39

5.02

-0.63

USCAX vs. SWSSX - Sharpe Ratio Comparison

The current USCAX Sharpe Ratio is 0.79, which is comparable to the SWSSX Sharpe Ratio of 0.91. The chart below compares the historical Sharpe Ratios of USCAX and SWSSX, 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


USCAXSWSSXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.79

0.91

-0.12

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.05

0.14

-0.09

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.30

0.40

-0.10

Sharpe Ratio (All Time)

Calculated using the full available price history

0.30

0.33

-0.03

Correlation

The correlation between USCAX and SWSSX is 0.97, 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

USCAX vs. SWSSX - Dividend Comparison

USCAX's dividend yield for the trailing twelve months is around 7.69%, more than SWSSX's 1.32% yield.


TTM20252024202320222021202020192018201720162015
USCAX
USAA Small Cap Stock Fund
7.69%7.53%6.00%0.18%6.19%43.14%8.50%9.92%13.94%11.05%1.24%9.23%
SWSSX
Schwab Small-Cap Index Fund-Select Shares
1.32%1.29%1.66%1.49%1.32%8.88%2.55%6.12%10.45%5.22%4.10%6.92%

Drawdowns

USCAX vs. SWSSX - Drawdown Comparison

The maximum USCAX drawdown since its inception was -60.17%, roughly equal to the maximum SWSSX drawdown of -60.34%. Use the drawdown chart below to compare losses from any high point for USCAX and SWSSX.


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Drawdown Indicators


USCAXSWSSXDifference

Max Drawdown

Largest peak-to-trough decline

-60.17%

-60.34%

+0.17%

Max Drawdown (1Y)

Largest decline over 1 year

-14.11%

-13.90%

-0.21%

Max Drawdown (5Y)

Largest decline over 5 years

-47.97%

-31.93%

-16.04%

Max Drawdown (10Y)

Largest decline over 10 years

-47.97%

-41.81%

-6.16%

Current Drawdown

Current decline from peak

-25.19%

-11.00%

-14.19%

Average Drawdown

Average peak-to-trough decline

-18.75%

-10.78%

-7.97%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.50%

3.68%

-0.18%

Volatility

USCAX vs. SWSSX - Volatility Comparison

The current volatility for USAA Small Cap Stock Fund (USCAX) is 5.86%, while Schwab Small-Cap Index Fund-Select Shares (SWSSX) has a volatility of 6.59%. This indicates that USCAX experiences smaller price fluctuations and is considered to be less risky than SWSSX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


USCAXSWSSXDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.86%

6.59%

-0.73%

Volatility (6M)

Calculated over the trailing 6-month period

12.74%

14.12%

-1.38%

Volatility (1Y)

Calculated over the trailing 1-year period

22.43%

23.11%

-0.68%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

33.21%

22.57%

+10.64%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

28.83%

24.03%

+4.80%