USCGX vs. GMGEX
Compare and contrast key facts about USAA Capital Growth Fund (USCGX) and GMO Global Equity Allocation Fund (GMGEX).
USCGX is managed by Victory. It was launched on Oct 26, 2000. GMGEX is managed by GMO. It was launched on Nov 25, 1996.
Performance
USCGX vs. GMGEX - Performance Comparison
Loading graphics...
USCGX vs. GMGEX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
USCGX USAA Capital Growth Fund | -1.09% | 21.76% | 16.31% | 18.39% | -13.44% | 22.94% | 10.04% | 20.13% | -11.53% | 23.88% |
GMGEX GMO Global Equity Allocation Fund | 3.72% | 29.14% | 4.12% | 22.27% | -17.07% | 14.99% | 9.55% | 25.45% | -13.04% | 26.39% |
Returns By Period
In the year-to-date period, USCGX achieves a -1.09% return, which is significantly lower than GMGEX's 3.72% return. Over the past 10 years, USCGX has outperformed GMGEX with an annualized return of 10.84%, while GMGEX has yielded a comparatively lower 9.93% annualized return.
USCGX
- 1D
- 2.94%
- 1M
- -5.74%
- YTD
- -1.09%
- 6M
- 2.48%
- 1Y
- 21.01%
- 3Y*
- 16.55%
- 5Y*
- 10.50%
- 10Y*
- 10.84%
GMGEX
- 1D
- 2.68%
- 1M
- -5.76%
- YTD
- 3.72%
- 6M
- 10.13%
- 1Y
- 30.15%
- 3Y*
- 16.98%
- 5Y*
- 8.06%
- 10Y*
- 9.93%
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
USCGX vs. GMGEX - Expense Ratio Comparison
USCGX has a 1.09% expense ratio, which is higher than GMGEX's 0.01% expense ratio.
Return for Risk
USCGX vs. GMGEX — Risk / Return Rank
USCGX
GMGEX
USCGX vs. GMGEX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for USAA Capital Growth Fund (USCGX) and GMO Global Equity Allocation Fund (GMGEX). 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.
| USCGX | GMGEX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.32 | 1.94 | -0.62 |
Sortino ratioReturn per unit of downside risk | 1.92 | 2.63 | -0.71 |
Omega ratioGain probability vs. loss probability | 1.28 | 1.39 | -0.12 |
Calmar ratioReturn relative to maximum drawdown | 1.90 | 2.59 | -0.69 |
Martin ratioReturn relative to average drawdown | 8.50 | 11.30 | -2.80 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading graphics...
Sharpe Ratios by Period
| USCGX | GMGEX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.32 | 1.94 | -0.62 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.59 | 0.55 | +0.04 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.60 | 0.62 | -0.02 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.26 | 0.22 | +0.04 |
Correlation
The correlation between USCGX and GMGEX is 0.89, 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. GMGEX - Dividend Comparison
USCGX's dividend yield for the trailing twelve months is around 11.01%, more than GMGEX's 4.52% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
USCGX USAA Capital Growth Fund | 11.01% | 10.89% | 12.63% | 1.08% | 7.69% | 12.56% | 3.08% | 9.18% | 9.40% | 3.22% | 1.46% | 1.13% |
GMGEX GMO Global Equity Allocation Fund | 4.52% | 4.69% | 0.29% | 5.62% | 7.81% | 7.76% | 3.83% | 3.14% | 3.14% | 2.90% | 3.71% | 4.20% |
Drawdowns
USCGX vs. GMGEX - Drawdown Comparison
The maximum USCGX drawdown since its inception was -63.08%, which is greater than GMGEX's maximum drawdown of -58.47%. Use the drawdown chart below to compare losses from any high point for USCGX and GMGEX.
Loading graphics...
Drawdown Indicators
| USCGX | GMGEX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -63.08% | -58.47% | -4.61% |
Max Drawdown (1Y)Largest decline over 1 year | -11.38% | -11.62% | +0.24% |
Max Drawdown (5Y)Largest decline over 5 years | -29.47% | -28.58% | -0.89% |
Max Drawdown (10Y)Largest decline over 10 years | -35.32% | -34.98% | -0.34% |
Current DrawdownCurrent decline from peak | -7.15% | -6.81% | -0.34% |
Average DrawdownAverage peak-to-trough decline | -18.60% | -16.84% | -1.76% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.54% | 2.66% | -0.12% |
Volatility
USCGX vs. GMGEX - Volatility Comparison
USAA Capital Growth Fund (USCGX) and GMO Global Equity Allocation Fund (GMGEX) have volatilities of 5.98% and 6.09%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.
Loading graphics...
Volatility by Period
| USCGX | GMGEX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.98% | 6.09% | -0.11% |
Volatility (6M)Calculated over the trailing 6-month period | 9.68% | 9.78% | -0.10% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.34% | 15.72% | +0.62% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.85% | 14.74% | +3.11% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.99% | 16.02% | +1.97% |