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USIFX vs. VEA
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Key characteristics


USIFXVEA
YTD Return8.66%6.79%
1Y Return20.53%18.86%
3Y Return (Ann)-1.00%1.54%
5Y Return (Ann)-0.02%6.20%
10Y Return (Ann)1.37%5.52%
Sharpe Ratio1.591.45
Sortino Ratio2.232.05
Omega Ratio1.281.26
Calmar Ratio0.791.49
Martin Ratio9.018.01
Ulcer Index2.27%2.35%
Daily Std Dev12.88%12.99%
Max Drawdown-56.30%-60.70%
Current Drawdown-10.58%-5.74%

Correlation

-0.50.00.51.00.9

The correlation between USIFX and VEA is 0.94, 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

USIFX vs. VEA - Performance Comparison

In the year-to-date period, USIFX achieves a 8.66% return, which is significantly higher than VEA's 6.79% return. Over the past 10 years, USIFX has underperformed VEA with an annualized return of 1.37%, while VEA has yielded a comparatively higher 5.52% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


-4.00%-2.00%0.00%2.00%4.00%6.00%8.00%JuneJulyAugustSeptemberOctoberNovember
1.52%
0.99%
USIFX
VEA

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USIFX vs. VEA - Expense Ratio Comparison

USIFX has a 1.02% expense ratio, which is higher than VEA's 0.05% expense ratio.


USIFX
USAA International Fund
Expense ratio chart for USIFX: current value at 1.02% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%1.02%
Expense ratio chart for VEA: current value at 0.05% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.05%

Risk-Adjusted Performance

USIFX vs. VEA - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for USAA International Fund (USIFX) 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.


USIFX
Sharpe ratio
The chart of Sharpe ratio for USIFX, currently valued at 1.59, compared to the broader market0.002.004.001.59
Sortino ratio
The chart of Sortino ratio for USIFX, currently valued at 2.23, compared to the broader market0.005.0010.002.23
Omega ratio
The chart of Omega ratio for USIFX, currently valued at 1.28, compared to the broader market1.002.003.004.001.28
Calmar ratio
The chart of Calmar ratio for USIFX, currently valued at 0.79, compared to the broader market0.005.0010.0015.0020.0025.000.79
Martin ratio
The chart of Martin ratio for USIFX, currently valued at 9.01, compared to the broader market0.0020.0040.0060.0080.00100.009.01
VEA
Sharpe ratio
The chart of Sharpe ratio for VEA, currently valued at 1.45, compared to the broader market0.002.004.001.45
Sortino ratio
The chart of Sortino ratio for VEA, currently valued at 2.05, compared to the broader market0.005.0010.002.05
Omega ratio
The chart of Omega ratio for VEA, currently valued at 1.25, compared to the broader market1.002.003.004.001.26
Calmar ratio
The chart of Calmar ratio for VEA, currently valued at 1.49, compared to the broader market0.005.0010.0015.0020.0025.001.49
Martin ratio
The chart of Martin ratio for VEA, currently valued at 8.01, compared to the broader market0.0020.0040.0060.0080.00100.008.01

USIFX vs. VEA - Sharpe Ratio Comparison

The current USIFX Sharpe Ratio is 1.59, which is comparable to the VEA Sharpe Ratio of 1.45. The chart below compares the historical Sharpe Ratios of USIFX 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.


Rolling 12-month Sharpe Ratio0.501.001.502.00JuneJulyAugustSeptemberOctoberNovember
1.59
1.45
USIFX
VEA

Dividends

USIFX vs. VEA - Dividend Comparison

USIFX's dividend yield for the trailing twelve months is around 1.72%, less than VEA's 2.99% yield.


TTM20232022202120202019201820172016201520142013
USIFX
USAA International Fund
1.72%1.87%1.52%1.85%1.91%2.83%1.68%1.89%1.55%1.37%1.79%0.77%
VEA
Vanguard FTSE Developed Markets ETF
2.99%3.16%2.91%3.16%2.04%3.04%3.35%2.77%3.05%2.92%3.68%2.60%

Drawdowns

USIFX vs. VEA - Drawdown Comparison

The maximum USIFX drawdown since its inception was -56.30%, smaller than the maximum VEA drawdown of -60.70%. Use the drawdown chart below to compare losses from any high point for USIFX and VEA. For additional features, visit the drawdowns tool.


-15.00%-10.00%-5.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-10.58%
-5.74%
USIFX
VEA

Volatility

USIFX vs. VEA - Volatility Comparison

USAA International Fund (USIFX) and Vanguard FTSE Developed Markets ETF (VEA) have volatilities of 3.70% and 3.75%, 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.


2.50%3.00%3.50%4.00%4.50%5.00%5.50%6.00%JuneJulyAugustSeptemberOctoberNovember
3.70%
3.75%
USIFX
VEA