USSPX vs. SWPPX

The year-to-date returns for both stocks are quite close, with USSPX having a -3.28% return and SWPPX slightly lower at -3.30%. Over the past 10 years, USSPX has underperformed SWPPX with an annualized return of 10.52%, while SWPPX has yielded a comparatively higher 12.06% annualized return.

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USSPX has a 0.24% expense ratio, which is higher than SWPPX's 0.02% 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 Schwab S&P 500 Index Fund (SWPPX). 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 SWPPX Sharpe Ratio of 0.52. The chart below compares the historical Sharpe Ratios of USSPX and SWPPX, 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 SWPPX's 1.27% yield.

The maximum USSPX drawdown since its inception was -55.39%, roughly equal to the maximum SWPPX drawdown of -55.06%. Use the drawdown chart below to compare losses from any high point for USSPX and SWPPX. For additional features, visit the drawdowns tool.

USAA 500 Index Fund (USSPX) and Schwab S&P 500 Index Fund (SWPPX) have volatilities of 6.87% and 6.81%, 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.