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

Correlation

The correlation between USSPX and URFRX 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.


-0.50.00.51.00.9

Performance

USSPX vs. URFRX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in USAA 500 Index Fund (USSPX) and USAA Target Retirement 2040 Fund (URFRX). The values are adjusted to include any dividend payments, if applicable.

100.00%200.00%300.00%400.00%JulyAugustSeptemberOctoberNovemberDecember
405.91%
83.78%
USSPX
URFRX

Key characteristics

Sharpe Ratio

USSPX:

1.91

URFRX:

0.94

Sortino Ratio

USSPX:

2.54

URFRX:

1.27

Omega Ratio

USSPX:

1.36

URFRX:

1.18

Calmar Ratio

USSPX:

2.86

URFRX:

0.71

Martin Ratio

USSPX:

12.13

URFRX:

5.93

Ulcer Index

USSPX:

2.03%

URFRX:

1.59%

Daily Std Dev

USSPX:

12.89%

URFRX:

10.02%

Max Drawdown

USSPX:

-55.39%

URFRX:

-38.72%

Current Drawdown

USSPX:

-5.30%

URFRX:

-7.21%

Returns By Period

In the year-to-date period, USSPX achieves a 22.78% return, which is significantly higher than URFRX's 7.62% return. Over the past 10 years, USSPX has outperformed URFRX with an annualized return of 11.23%, while URFRX has yielded a comparatively lower 2.20% annualized return.


USSPX

YTD

22.78%

1M

-2.84%

6M

6.75%

1Y

23.19%

5Y*

12.43%

10Y*

11.23%

URFRX

YTD

7.62%

1M

-5.39%

6M

-0.08%

1Y

8.20%

5Y*

3.05%

10Y*

2.20%

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. URFRX - Expense Ratio Comparison

USSPX has a 0.24% expense ratio, which is higher than URFRX'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 URFRX: 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. URFRX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for USAA 500 Index Fund (USSPX) and USAA Target Retirement 2040 Fund (URFRX). 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-1.000.001.002.003.004.001.910.94
The chart of Sortino ratio for USSPX, currently valued at 2.54, compared to the broader market-2.000.002.004.006.008.0010.002.541.27
The chart of Omega ratio for USSPX, currently valued at 1.36, compared to the broader market0.501.001.502.002.503.003.501.361.18
The chart of Calmar ratio for USSPX, currently valued at 2.86, compared to the broader market0.002.004.006.008.0010.0012.0014.002.860.71
The chart of Martin ratio for USSPX, currently valued at 12.13, compared to the broader market0.0020.0040.0060.0012.135.93
USSPX
URFRX

The current USSPX Sharpe Ratio is 1.91, which is higher than the URFRX Sharpe Ratio of 0.94. The chart below compares the historical Sharpe Ratios of USSPX and URFRX, 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 Ratio1.001.502.002.503.003.50JulyAugustSeptemberOctoberNovemberDecember
1.91
0.94
USSPX
URFRX

Dividends

USSPX vs. URFRX - Dividend Comparison

USSPX's dividend yield for the trailing twelve months is around 0.77%, less than URFRX's 2.27% yield.


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%
URFRX
USAA Target Retirement 2040 Fund
2.27%2.44%2.68%4.76%1.65%2.31%2.32%2.03%3.78%0.00%2.34%1.92%

Drawdowns

USSPX vs. URFRX - Drawdown Comparison

The maximum USSPX drawdown since its inception was -55.39%, which is greater than URFRX's maximum drawdown of -38.72%. Use the drawdown chart below to compare losses from any high point for USSPX and URFRX. For additional features, visit the drawdowns tool.


-8.00%-6.00%-4.00%-2.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-5.30%
-7.21%
USSPX
URFRX

Volatility

USSPX vs. URFRX - Volatility Comparison

USAA 500 Index Fund (USSPX) and USAA Target Retirement 2040 Fund (URFRX) have volatilities of 4.58% and 4.59%, 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.


1.00%2.00%3.00%4.00%5.00%6.00%JulyAugustSeptemberOctoberNovemberDecember
4.58%
4.59%
USSPX
URFRX
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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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