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USCGX vs. FMIEX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

USCGX vs. FMIEX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in USAA Capital Growth Fund (USCGX) and Wasatch Global Value Fund Investor Class Shares (FMIEX). The values are adjusted to include any dividend payments, if applicable.

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USCGX vs. FMIEX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
USCGX
USAA Capital Growth Fund
-3.92%21.76%16.31%18.39%-13.44%22.94%10.04%20.13%-11.53%23.88%
FMIEX
Wasatch Global Value Fund Investor Class Shares
6.04%30.93%8.66%5.67%-0.12%25.11%2.04%17.27%-5.67%11.21%

Returns By Period

In the year-to-date period, USCGX achieves a -3.92% return, which is significantly lower than FMIEX's 6.04% return. Both investments have delivered pretty close results over the past 10 years, with USCGX having a 10.52% annualized return and FMIEX not far ahead at 11.03%.


USCGX

1D
-0.38%
1M
-9.00%
YTD
-3.92%
6M
-0.11%
1Y
18.03%
3Y*
15.43%
5Y*
10.09%
10Y*
10.52%

FMIEX

1D
0.60%
1M
-5.84%
YTD
6.04%
6M
10.61%
1Y
24.34%
3Y*
16.68%
5Y*
11.63%
10Y*
11.03%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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USCGX vs. FMIEX - Expense Ratio Comparison

USCGX has a 1.09% expense ratio, which is lower than FMIEX's 1.10% expense ratio.


Return for Risk

USCGX vs. FMIEX — Risk / Return Rank

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

USCGX
USCGX Risk / Return Rank: 6565
Overall Rank
USCGX Sharpe Ratio Rank: 6464
Sharpe Ratio Rank
USCGX Sortino Ratio Rank: 6666
Sortino Ratio Rank
USCGX Omega Ratio Rank: 6464
Omega Ratio Rank
USCGX Calmar Ratio Rank: 6363
Calmar Ratio Rank
USCGX Martin Ratio Rank: 6969
Martin Ratio Rank

FMIEX
FMIEX Risk / Return Rank: 9292
Overall Rank
FMIEX Sharpe Ratio Rank: 9494
Sharpe Ratio Rank
FMIEX Sortino Ratio Rank: 9393
Sortino Ratio Rank
FMIEX Omega Ratio Rank: 9191
Omega Ratio Rank
FMIEX Calmar Ratio Rank: 9191
Calmar Ratio Rank
FMIEX Martin Ratio Rank: 9494
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.

USCGX vs. FMIEX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for USAA Capital Growth Fund (USCGX) and Wasatch Global Value Fund Investor Class Shares (FMIEX). 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.


USCGXFMIEXDifference

Sharpe ratio

Return per unit of total volatility

1.13

2.14

-1.00

Sortino ratio

Return per unit of downside risk

1.65

2.85

-1.20

Omega ratio

Gain probability vs. loss probability

1.24

1.42

-0.18

Calmar ratio

Return relative to maximum drawdown

1.44

2.57

-1.12

Martin ratio

Return relative to average drawdown

6.57

11.99

-5.42

USCGX vs. FMIEX - Sharpe Ratio Comparison

The current USCGX Sharpe Ratio is 1.13, which is lower than the FMIEX Sharpe Ratio of 2.14. The chart below compares the historical Sharpe Ratios of USCGX and FMIEX, 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


USCGXFMIEXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.13

2.14

-1.00

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.57

0.92

-0.35

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.59

0.70

-0.12

Sharpe Ratio (All Time)

Calculated using the full available price history

0.26

0.58

-0.33

Correlation

The correlation between USCGX and FMIEX is 0.84, 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

USCGX vs. FMIEX - Dividend Comparison

USCGX's dividend yield for the trailing twelve months is around 11.33%, more than FMIEX's 4.95% yield.


TTM20252024202320222021202020192018201720162015
USCGX
USAA Capital Growth Fund
11.33%10.89%12.63%1.08%7.69%12.56%3.08%9.18%9.40%3.22%1.46%1.13%
FMIEX
Wasatch Global Value Fund Investor Class Shares
4.95%5.76%9.02%3.27%8.54%4.34%1.74%3.82%18.46%16.45%5.16%11.75%

Drawdowns

USCGX vs. FMIEX - Drawdown Comparison

The maximum USCGX drawdown since its inception was -63.08%, which is greater than FMIEX's maximum drawdown of -49.85%. Use the drawdown chart below to compare losses from any high point for USCGX and FMIEX.


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Drawdown Indicators


USCGXFMIEXDifference

Max Drawdown

Largest peak-to-trough decline

-63.08%

-49.85%

-13.23%

Max Drawdown (1Y)

Largest decline over 1 year

-11.38%

-9.34%

-2.04%

Max Drawdown (5Y)

Largest decline over 5 years

-29.47%

-18.63%

-10.84%

Max Drawdown (10Y)

Largest decline over 10 years

-35.32%

-39.33%

+4.01%

Current Drawdown

Current decline from peak

-9.80%

-5.84%

-3.96%

Average Drawdown

Average peak-to-trough decline

-18.60%

-6.61%

-11.99%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.50%

2.04%

+0.46%

Volatility

USCGX vs. FMIEX - Volatility Comparison

USAA Capital Growth Fund (USCGX) has a higher volatility of 4.96% compared to Wasatch Global Value Fund Investor Class Shares (FMIEX) at 3.51%. This indicates that USCGX's price experiences larger fluctuations and is considered to be riskier than FMIEX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


USCGXFMIEXDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.96%

3.51%

+1.45%

Volatility (6M)

Calculated over the trailing 6-month period

9.24%

6.70%

+2.54%

Volatility (1Y)

Calculated over the trailing 1-year period

16.12%

11.81%

+4.31%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.81%

12.77%

+5.04%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.97%

15.73%

+2.24%