USSPX vs. SPY

The year-to-date returns for both stocks are quite close, with USSPX having a -3.28% return and SPY slightly lower at -3.42%. Over the past 10 years, USSPX has underperformed SPY with an annualized return of 10.63%, while SPY has yielded a comparatively higher 12.35% annualized return.

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USSPX has a 0.24% expense ratio, which is higher than SPY's 0.09% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.

This table presents a comparison of risk-adjusted performance metrics for USAA 500 Index Fund (USSPX) and SPDR S&P 500 ETF (SPY). 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 USSPX Sharpe Ratio is 0.39, which is comparable to the SPY Sharpe Ratio of 0.50. The chart below compares the historical Sharpe Ratios of USSPX and SPY, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

USSPX's dividend yield for the trailing twelve months is around 1.06%, less than SPY's 1.27% yield.

The maximum USSPX drawdown since its inception was -55.39%, roughly equal to the maximum SPY drawdown of -55.19%. Use the drawdown chart below to compare losses from any high point for USSPX and SPY. For additional features, visit the drawdowns tool.

The current volatility for USAA 500 Index Fund (USSPX) is 6.87%, while SPDR S&P 500 ETF (SPY) has a volatility of 7.48%. This indicates that USSPX experiences smaller price fluctuations and is considered to be less risky than SPY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.