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USCCX vs. FRGAX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

USCCX vs. FRGAX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in USAA Cornerstone Conservative Fund (USCCX) and Fidelity 70% Allocation Fund (FRGAX). The values are adjusted to include any dividend payments, if applicable.

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USCCX vs. FRGAX - Yearly Performance Comparison


2026 (YTD)2025202420232022
USCCX
USAA Cornerstone Conservative Fund
-0.36%10.98%5.80%9.35%0.20%
FRGAX
Fidelity 70% Allocation Fund
-3.53%17.10%12.91%17.57%-1.63%

Returns By Period

In the year-to-date period, USCCX achieves a -0.36% return, which is significantly higher than FRGAX's -3.53% return.


USCCX

1D
0.27%
1M
-2.95%
YTD
-0.36%
6M
1.27%
1Y
8.26%
3Y*
7.47%
5Y*
3.46%
10Y*
4.79%

FRGAX

1D
-0.17%
1M
-6.67%
YTD
-3.53%
6M
-1.21%
1Y
13.49%
3Y*
12.30%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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USCCX vs. FRGAX - Expense Ratio Comparison

USCCX has a 0.08% expense ratio, which is higher than FRGAX's 0.02% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


Return for Risk

USCCX vs. FRGAX — Risk / Return Rank

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

USCCX
USCCX Risk / Return Rank: 9090
Overall Rank
USCCX Sharpe Ratio Rank: 9090
Sharpe Ratio Rank
USCCX Sortino Ratio Rank: 9191
Sortino Ratio Rank
USCCX Omega Ratio Rank: 8888
Omega Ratio Rank
USCCX Calmar Ratio Rank: 9191
Calmar Ratio Rank
USCCX Martin Ratio Rank: 9191
Martin Ratio Rank

FRGAX
FRGAX Risk / Return Rank: 6464
Overall Rank
FRGAX Sharpe Ratio Rank: 6363
Sharpe Ratio Rank
FRGAX Sortino Ratio Rank: 6565
Sortino Ratio Rank
FRGAX Omega Ratio Rank: 6363
Omega Ratio Rank
FRGAX Calmar Ratio Rank: 5959
Calmar Ratio Rank
FRGAX Martin Ratio Rank: 6969
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.

USCCX vs. FRGAX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for USAA Cornerstone Conservative Fund (USCCX) and Fidelity 70% Allocation Fund (FRGAX). 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.


USCCXFRGAXDifference

Sharpe ratio

Return per unit of total volatility

1.86

1.15

+0.71

Sortino ratio

Return per unit of downside risk

2.66

1.67

+0.98

Omega ratio

Gain probability vs. loss probability

1.38

1.25

+0.14

Calmar ratio

Return relative to maximum drawdown

2.60

1.41

+1.19

Martin ratio

Return relative to average drawdown

10.70

6.55

+4.15

USCCX vs. FRGAX - Sharpe Ratio Comparison

The current USCCX Sharpe Ratio is 1.86, which is higher than the FRGAX Sharpe Ratio of 1.15. The chart below compares the historical Sharpe Ratios of USCCX and FRGAX, 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


USCCXFRGAXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.86

1.15

+0.71

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.68

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

1.03

Sharpe Ratio (All Time)

Calculated using the full available price history

1.05

1.21

-0.16

Correlation

The correlation between USCCX and FRGAX is 0.77, 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

USCCX vs. FRGAX - Dividend Comparison

USCCX's dividend yield for the trailing twelve months is around 4.89%, more than FRGAX's 2.08% yield.


TTM20252024202320222021202020192018201720162015
USCCX
USAA Cornerstone Conservative Fund
4.89%4.81%4.36%3.76%4.16%3.94%4.06%2.67%3.04%2.88%3.18%3.79%
FRGAX
Fidelity 70% Allocation Fund
2.08%2.00%2.01%1.77%1.71%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

USCCX vs. FRGAX - Drawdown Comparison

The maximum USCCX drawdown since its inception was -15.15%, which is greater than FRGAX's maximum drawdown of -11.77%. Use the drawdown chart below to compare losses from any high point for USCCX and FRGAX.


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Drawdown Indicators


USCCXFRGAXDifference

Max Drawdown

Largest peak-to-trough decline

-15.15%

-11.77%

-3.38%

Max Drawdown (1Y)

Largest decline over 1 year

-3.21%

-8.53%

+5.32%

Max Drawdown (5Y)

Largest decline over 5 years

-15.15%

Max Drawdown (10Y)

Largest decline over 10 years

-15.15%

Current Drawdown

Current decline from peak

-2.95%

-7.03%

+4.08%

Average Drawdown

Average peak-to-trough decline

-2.11%

-1.62%

-0.49%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.78%

1.87%

-1.09%

Volatility

USCCX vs. FRGAX - Volatility Comparison

The current volatility for USAA Cornerstone Conservative Fund (USCCX) is 1.76%, while Fidelity 70% Allocation Fund (FRGAX) has a volatility of 3.78%. This indicates that USCCX experiences smaller price fluctuations and is considered to be less risky than FRGAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


USCCXFRGAXDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.76%

3.78%

-2.02%

Volatility (6M)

Calculated over the trailing 6-month period

2.71%

6.72%

-4.01%

Volatility (1Y)

Calculated over the trailing 1-year period

4.52%

11.92%

-7.40%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

5.14%

10.27%

-5.13%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

4.64%

10.27%

-5.63%