USCGX vs. VEA

In the year-to-date period, USCGX achieves a 0.08% return, which is significantly lower than VEA's 11.24% return. Over the past 10 years, USCGX has underperformed VEA with an annualized return of 3.44%, while VEA has yielded a comparatively higher 5.56% annualized return.

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USCGX has a 1.09% expense ratio, which is higher than VEA's 0.05% expense ratio.

This table presents a comparison of risk-adjusted performance metrics for USAA Capital Growth Fund (USCGX) and Vanguard FTSE Developed Markets ETF (VEA). 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 -0.05, which is lower than the VEA Sharpe Ratio of 0.73. The chart below compares the historical Sharpe Ratios of USCGX and VEA, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

USCGX's dividend yield for the trailing twelve months is around 2.04%, less than VEA's 2.95% yield.

The maximum USCGX drawdown since its inception was -60.52%, roughly equal to the maximum VEA drawdown of -60.69%. Use the drawdown chart below to compare losses from any high point for USCGX and VEA. For additional features, visit the drawdowns tool.

USAA Capital Growth Fund (USCGX) and Vanguard FTSE Developed Markets ETF (VEA) have volatilities of 11.73% and 11.46%, 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.