USGNX vs. SGINX
Compare and contrast key facts about USAA Government Securities Fund (USGNX) and DWS GNMA Fund (SGINX).
USGNX is managed by Victory. It was launched on Jan 31, 1991. SGINX is managed by DWS. It was launched on Jul 13, 2000.
Performance
USGNX vs. SGINX - Performance Comparison
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USGNX vs. SGINX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
USGNX USAA Government Securities Fund | -0.05% | 7.20% | 1.94% | 4.13% | -8.13% | -1.05% | 5.48% | 5.60% | 1.05% | 1.35% |
SGINX DWS GNMA Fund | 0.68% | 7.88% | 0.59% | 4.93% | -11.82% | -1.12% | 3.29% | 6.65% | 0.42% | 1.52% |
Returns By Period
In the year-to-date period, USGNX achieves a -0.05% return, which is significantly lower than SGINX's 0.68% return. Over the past 10 years, USGNX has outperformed SGINX with an annualized return of 1.59%, while SGINX has yielded a comparatively lower 1.14% annualized return.
USGNX
- 1D
- 0.22%
- 1M
- -1.32%
- YTD
- -0.05%
- 6M
- 1.03%
- 1Y
- 4.13%
- 3Y*
- 3.53%
- 5Y*
- 0.81%
- 10Y*
- 1.59%
SGINX
- 1D
- 0.34%
- 1M
- -1.33%
- YTD
- 0.68%
- 6M
- 1.88%
- 1Y
- 5.58%
- 3Y*
- 3.72%
- 5Y*
- 0.06%
- 10Y*
- 1.14%
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USGNX vs. SGINX - Expense Ratio Comparison
USGNX has a 0.53% expense ratio, which is lower than SGINX's 0.58% expense ratio.
Return for Risk
USGNX vs. SGINX — Risk / Return Rank
USGNX
SGINX
USGNX vs. SGINX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for USAA Government Securities Fund (USGNX) and DWS GNMA Fund (SGINX). 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.
| USGNX | SGINX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.18 | 1.31 | -0.13 |
Sortino ratioReturn per unit of downside risk | 1.74 | 1.82 | -0.09 |
Omega ratioGain probability vs. loss probability | 1.21 | 1.24 | -0.03 |
Calmar ratioReturn relative to maximum drawdown | 1.98 | 2.28 | -0.30 |
Martin ratioReturn relative to average drawdown | 6.03 | 6.82 | -0.80 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| USGNX | SGINX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.18 | 1.31 | -0.13 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.17 | 0.01 | +0.16 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.42 | 0.24 | +0.18 |
Sharpe Ratio (All Time)Calculated using the full available price history | 1.13 | 0.77 | +0.36 |
Correlation
The correlation between USGNX and SGINX is 0.82, 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
USGNX vs. SGINX - Dividend Comparison
USGNX's dividend yield for the trailing twelve months is around 3.48%, less than SGINX's 4.64% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
USGNX USAA Government Securities Fund | 3.48% | 3.75% | 3.65% | 2.77% | 2.07% | 3.02% | 2.84% | 2.46% | 2.26% | 2.07% | 2.07% | 2.38% |
SGINX DWS GNMA Fund | 4.64% | 3.77% | 3.97% | 3.82% | 1.86% | 1.37% | 2.22% | 2.94% | 2.71% | 3.07% | 2.95% | 3.41% |
Drawdowns
USGNX vs. SGINX - Drawdown Comparison
The maximum USGNX drawdown since its inception was -12.03%, smaller than the maximum SGINX drawdown of -17.37%. Use the drawdown chart below to compare losses from any high point for USGNX and SGINX.
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Drawdown Indicators
| USGNX | SGINX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -12.03% | -17.37% | +5.34% |
Max Drawdown (1Y)Largest decline over 1 year | -2.41% | -2.96% | +0.55% |
Max Drawdown (5Y)Largest decline over 5 years | -12.03% | -17.18% | +5.15% |
Max Drawdown (10Y)Largest decline over 10 years | -12.03% | -17.37% | +5.34% |
Current DrawdownCurrent decline from peak | -1.76% | -1.41% | -0.35% |
Average DrawdownAverage peak-to-trough decline | -1.36% | -1.97% | +0.61% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.79% | 0.99% | -0.20% |
Volatility
USGNX vs. SGINX - Volatility Comparison
The current volatility for USAA Government Securities Fund (USGNX) is 1.30%, while DWS GNMA Fund (SGINX) has a volatility of 1.39%. This indicates that USGNX experiences smaller price fluctuations and is considered to be less risky than SGINX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| USGNX | SGINX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.30% | 1.39% | -0.09% |
Volatility (6M)Calculated over the trailing 6-month period | 2.22% | 2.41% | -0.19% |
Volatility (1Y)Calculated over the trailing 1-year period | 3.75% | 4.51% | -0.76% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 4.77% | 6.39% | -1.62% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 3.78% | 4.78% | -1.00% |