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USSPX vs. SWPPX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between USSPX and SWPPX is 0.99, 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.


-0.50.00.51.01.0

Performance

USSPX vs. SWPPX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in USAA 500 Index Fund (USSPX) and Schwab S&P 500 Index Fund (SWPPX). The values are adjusted to include any dividend payments, if applicable.

600.00%700.00%800.00%900.00%1,000.00%JulyAugustSeptemberOctoberNovemberDecember
737.42%
965.96%
USSPX
SWPPX

Key characteristics

Sharpe Ratio

USSPX:

1.91

SWPPX:

2.10

Sortino Ratio

USSPX:

2.54

SWPPX:

2.80

Omega Ratio

USSPX:

1.36

SWPPX:

1.39

Calmar Ratio

USSPX:

2.86

SWPPX:

3.12

Martin Ratio

USSPX:

12.13

SWPPX:

13.52

Ulcer Index

USSPX:

2.03%

SWPPX:

1.95%

Daily Std Dev

USSPX:

12.89%

SWPPX:

12.59%

Max Drawdown

USSPX:

-55.39%

SWPPX:

-55.06%

Current Drawdown

USSPX:

-5.30%

SWPPX:

-3.72%

Returns By Period

In the year-to-date period, USSPX achieves a 22.78% return, which is significantly lower than SWPPX's 24.49% return. Over the past 10 years, USSPX has underperformed SWPPX with an annualized return of 11.23%, while SWPPX has yielded a comparatively higher 12.92% annualized return.


USSPX

YTD

22.78%

1M

-2.84%

6M

6.75%

1Y

23.19%

5Y*

12.43%

10Y*

11.23%

SWPPX

YTD

24.49%

1M

-1.37%

6M

7.94%

1Y

24.91%

5Y*

14.50%

10Y*

12.92%

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


USSPX vs. SWPPX - Expense Ratio Comparison

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%.


USSPX
USAA 500 Index Fund
Expense ratio chart for USSPX: current value at 0.24% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.24%
Expense ratio chart for SWPPX: current value at 0.02% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.02%

Risk-Adjusted Performance

USSPX vs. SWPPX - Risk-Adjusted Performance Comparison

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.


Sharpe ratio
The chart of Sharpe ratio for USSPX, currently valued at 1.91, compared to the broader market-1.000.001.002.003.004.001.912.10
The chart of Sortino ratio for USSPX, currently valued at 2.54, compared to the broader market-2.000.002.004.006.008.0010.002.542.80
The chart of Omega ratio for USSPX, currently valued at 1.36, compared to the broader market0.501.001.502.002.503.003.501.361.39
The chart of Calmar ratio for USSPX, currently valued at 2.86, compared to the broader market0.002.004.006.008.0010.0012.0014.002.863.12
The chart of Martin ratio for USSPX, currently valued at 12.13, compared to the broader market0.0020.0040.0060.0012.1313.52
USSPX
SWPPX

The current USSPX Sharpe Ratio is 1.91, which is comparable to the SWPPX Sharpe Ratio of 2.10. 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.


Rolling 12-month Sharpe Ratio1.502.002.503.003.50JulyAugustSeptemberOctoberNovemberDecember
1.91
2.10
USSPX
SWPPX

Dividends

USSPX vs. SWPPX - Dividend Comparison

USSPX's dividend yield for the trailing twelve months is around 0.77%, while SWPPX has not paid dividends to shareholders.


TTM20232022202120202019201820172016201520142013
USSPX
USAA 500 Index Fund
0.77%1.22%1.43%1.00%1.30%1.64%1.89%1.55%1.92%1.79%1.64%1.56%
SWPPX
Schwab S&P 500 Index Fund
0.00%1.43%1.67%1.17%1.81%1.77%2.20%1.75%1.99%2.15%1.80%1.67%

Drawdowns

USSPX vs. SWPPX - Drawdown Comparison

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.


-8.00%-6.00%-4.00%-2.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-5.30%
-3.72%
USSPX
SWPPX

Volatility

USSPX vs. SWPPX - Volatility Comparison

USAA 500 Index Fund (USSPX) has a higher volatility of 4.58% compared to Schwab S&P 500 Index Fund (SWPPX) at 3.97%. This indicates that USSPX's price experiences larger fluctuations and is considered to be riskier than SWPPX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%3.00%4.00%5.00%6.00%JulyAugustSeptemberOctoberNovemberDecember
4.58%
3.97%
USSPX
SWPPX
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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