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USCGX vs. AVDE
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between USCGX and AVDE is 0.78, 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.


Performance

USCGX vs. AVDE - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in USAA Capital Growth Fund (USCGX) and Avantis International Equity ETF (AVDE). The values are adjusted to include any dividend payments, if applicable.

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Key characteristics

Sharpe Ratio

USCGX:

-0.06

AVDE:

0.88

Sortino Ratio

USCGX:

0.00

AVDE:

1.21

Omega Ratio

USCGX:

1.00

AVDE:

1.17

Calmar Ratio

USCGX:

-0.08

AVDE:

1.02

Martin Ratio

USCGX:

-0.21

AVDE:

3.29

Ulcer Index

USCGX:

8.65%

AVDE:

4.16%

Daily Std Dev

USCGX:

19.44%

AVDE:

17.20%

Max Drawdown

USCGX:

-60.52%

AVDE:

-36.99%

Current Drawdown

USCGX:

-9.64%

AVDE:

-0.53%

Returns By Period

In the year-to-date period, USCGX achieves a 4.38% return, which is significantly lower than AVDE's 17.11% return.


USCGX

YTD

4.38%

1M

8.44%

6M

-7.58%

1Y

-1.16%

3Y*

6.79%

5Y*

8.07%

10Y*

3.74%

AVDE

YTD

17.11%

1M

6.95%

6M

15.62%

1Y

15.00%

3Y*

11.52%

5Y*

13.67%

10Y*

N/A

*Annualized

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USAA Capital Growth Fund

Avantis International Equity ETF

USCGX vs. AVDE - Expense Ratio Comparison

USCGX has a 1.09% expense ratio, which is higher than AVDE's 0.23% expense ratio.


Risk-Adjusted Performance

USCGX vs. AVDE — Risk-Adjusted Performance Rank

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

USCGX
The Risk-Adjusted Performance Rank of USCGX is 1818
Overall Rank
The Sharpe Ratio Rank of USCGX is 1919
Sharpe Ratio Rank
The Sortino Ratio Rank of USCGX is 1818
Sortino Ratio Rank
The Omega Ratio Rank of USCGX is 1919
Omega Ratio Rank
The Calmar Ratio Rank of USCGX is 1717
Calmar Ratio Rank
The Martin Ratio Rank of USCGX is 1818
Martin Ratio Rank

AVDE
The Risk-Adjusted Performance Rank of AVDE is 7777
Overall Rank
The Sharpe Ratio Rank of AVDE is 7979
Sharpe Ratio Rank
The Sortino Ratio Rank of AVDE is 7575
Sortino Ratio Rank
The Omega Ratio Rank of AVDE is 7575
Omega Ratio Rank
The Calmar Ratio Rank of AVDE is 8282
Calmar Ratio Rank
The Martin Ratio Rank of AVDE is 7676
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

USCGX vs. AVDE - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for USAA Capital Growth Fund (USCGX) and Avantis International Equity ETF (AVDE). 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.


The current USCGX Sharpe Ratio is -0.06, which is lower than the AVDE Sharpe Ratio of 0.88. The chart below compares the historical Sharpe Ratios of USCGX and AVDE, 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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Dividends

USCGX vs. AVDE - Dividend Comparison

USCGX's dividend yield for the trailing twelve months is around 1.96%, less than AVDE's 2.81% yield.


TTM20242023202220212020201920182017201620152014
USCGX
USAA Capital Growth Fund
1.96%2.05%1.08%0.99%1.32%1.09%1.53%1.66%0.94%1.46%1.13%1.54%
AVDE
Avantis International Equity ETF
2.81%3.29%3.01%2.79%2.46%1.63%0.29%0.00%0.00%0.00%0.00%0.00%

Drawdowns

USCGX vs. AVDE - Drawdown Comparison

The maximum USCGX drawdown since its inception was -60.52%, which is greater than AVDE's maximum drawdown of -36.99%. Use the drawdown chart below to compare losses from any high point for USCGX and AVDE. For additional features, visit the drawdowns tool.


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Volatility

USCGX vs. AVDE - Volatility Comparison

USAA Capital Growth Fund (USCGX) has a higher volatility of 3.25% compared to Avantis International Equity ETF (AVDE) at 2.73%. This indicates that USCGX's price experiences larger fluctuations and is considered to be riskier than AVDE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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