USSPX vs. URFRX
Compare and contrast key facts about USAA 500 Index Fund (USSPX) and USAA Target Retirement 2040 Fund (URFRX).
USSPX is managed by Victory Capital. It was launched on May 1, 1996. URFRX is managed by Victory Capital. It was launched on Jul 30, 2008.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: USSPX or URFRX.
Key characteristics
| USSPX | URFRX | |
|---|---|---|
| YTD Return | 26.95% | 13.84% |
| 1Y Return | 33.95% | 19.10% |
| 3Y Return (Ann) | 7.47% | 0.14% |
| 5Y Return (Ann) | 13.23% | 2.64% |
| 10Y Return (Ann) | 11.85% | 2.65% |
| Sharpe Ratio | 2.97 | 2.27 |
| Sortino Ratio | 3.94 | 3.18 |
| Omega Ratio | 1.56 | 1.42 |
| Calmar Ratio | 4.24 | 1.36 |
| Martin Ratio | 19.26 | 14.82 |
| Ulcer Index | 1.90% | 1.45% |
| Daily Std Dev | 12.32% | 9.44% |
| Max Drawdown | -55.39% | -38.72% |
| Current Drawdown | -0.27% | -1.01% |
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.
Performance
USSPX vs. URFRX - Performance Comparison
In the year-to-date period, USSPX achieves a 26.95% return, which is significantly higher than URFRX's 13.84% return. Over the past 10 years, USSPX has outperformed URFRX with an annualized return of 11.85%, while URFRX has yielded a comparatively lower 2.65% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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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%.
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.
Dividends
USSPX vs. URFRX - Dividend Comparison
USSPX's dividend yield for the trailing twelve months is around 1.03%, less than URFRX's 2.15% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
USSPX USAA 500 Index Fund | 1.03% | 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 | 2.15% | 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.
Volatility
USSPX vs. URFRX - Volatility Comparison
USAA 500 Index Fund (USSPX) has a higher volatility of 3.77% compared to USAA Target Retirement 2040 Fund (URFRX) at 2.51%. This indicates that USSPX's price experiences larger fluctuations and is considered to be riskier than URFRX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.