USCGX vs. EFA
Compare and contrast key facts about USAA Capital Growth Fund (USCGX) and iShares MSCI EAFE ETF (EFA).
USCGX is managed by Victory Capital. It was launched on Oct 26, 2000. EFA is a passively managed fund by iShares that tracks the performance of the MSCI EAFE Index. It was launched on Aug 14, 2001.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: USCGX or EFA.
Key characteristics
| USCGX | EFA | |
|---|---|---|
| YTD Return | 20.13% | 4.93% |
| 1Y Return | 30.27% | 15.56% |
| 3Y Return (Ann) | 1.76% | 1.58% |
| 5Y Return (Ann) | 5.85% | 5.71% |
| 10Y Return (Ann) | 5.68% | 5.03% |
| Sharpe Ratio | 2.55 | 1.22 |
| Sortino Ratio | 3.50 | 1.75 |
| Omega Ratio | 1.46 | 1.21 |
| Calmar Ratio | 1.58 | 1.57 |
| Martin Ratio | 16.88 | 6.36 |
| Ulcer Index | 1.79% | 2.49% |
| Daily Std Dev | 11.89% | 12.99% |
| Max Drawdown | -60.52% | -61.04% |
| Current Drawdown | -1.09% | -7.96% |
Correlation
The correlation between USCGX and EFA is 0.86, 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. EFA - Performance Comparison
In the year-to-date period, USCGX achieves a 20.13% return, which is significantly higher than EFA's 4.93% return. Over the past 10 years, USCGX has outperformed EFA with an annualized return of 5.68%, while EFA has yielded a comparatively lower 5.03% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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USCGX vs. EFA - Expense Ratio Comparison
USCGX has a 1.09% expense ratio, which is higher than EFA's 0.32% expense ratio.
Risk-Adjusted Performance
USCGX vs. EFA - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for USAA Capital Growth Fund (USCGX) and iShares MSCI EAFE ETF (EFA). 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.
Dividends
USCGX vs. EFA - Dividend Comparison
USCGX's dividend yield for the trailing twelve months is around 0.90%, less than EFA's 2.99% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
USCGX USAA Capital Growth Fund | 0.90% | 1.08% | 0.99% | 1.32% | 1.09% | 1.53% | 1.66% | 0.94% | 1.46% | 1.13% | 1.54% | 1.00% |
EFA iShares MSCI EAFE ETF | 2.99% | 2.98% | 2.69% | 3.33% | 2.13% | 3.10% | 3.39% | 2.57% | 3.07% | 2.76% | 3.72% | 2.54% |
Drawdowns
USCGX vs. EFA - Drawdown Comparison
The maximum USCGX drawdown since its inception was -60.52%, roughly equal to the maximum EFA drawdown of -61.04%. Use the drawdown chart below to compare losses from any high point for USCGX and EFA. For additional features, visit the drawdowns tool.
Volatility
USCGX vs. EFA - Volatility Comparison
The current volatility for USAA Capital Growth Fund (USCGX) is 3.22%, while iShares MSCI EAFE ETF (EFA) has a volatility of 4.25%. This indicates that USCGX experiences smaller price fluctuations and is considered to be less risky than EFA based on this measure. The chart below showcases a comparison of their rolling one-month volatility.