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USVM vs. VGIAX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Key characteristics


USVMVGIAX
YTD Return3.35%7.84%
1Y Return21.34%25.27%
3Y Return (Ann)4.27%8.53%
5Y Return (Ann)9.50%13.59%
Sharpe Ratio1.321.58
Daily Std Dev16.33%16.06%
Max Drawdown-42.37%-56.85%
Current Drawdown-5.59%-4.09%

Correlation

-0.50.00.51.00.8

The correlation between USVM and VGIAX is 0.82, 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

USVM vs. VGIAX - Performance Comparison

In the year-to-date period, USVM achieves a 3.35% return, which is significantly lower than VGIAX's 7.84% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


40.00%60.00%80.00%100.00%120.00%NovemberDecember2024FebruaryMarchApril
66.29%
120.32%
USVM
VGIAX

Compare stocks, funds, or ETFs

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


VictoryShares USAA MSCI USA Small Cap Value Momentum ETF

Vanguard Growth and Income Fund Admiral Shares

USVM vs. VGIAX - Expense Ratio Comparison

USVM has a 0.24% expense ratio, which is higher than VGIAX's 0.22% 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%.


USVM
VictoryShares USAA MSCI USA Small Cap Value Momentum ETF
Expense ratio chart for USVM: 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 VGIAX: current value at 0.22% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.22%

Risk-Adjusted Performance

USVM vs. VGIAX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for VictoryShares USAA MSCI USA Small Cap Value Momentum ETF (USVM) and Vanguard Growth and Income Fund Admiral Shares (VGIAX). 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.


USVM
Sharpe ratio
The chart of Sharpe ratio for USVM, currently valued at 1.32, compared to the broader market-1.000.001.002.003.004.005.001.32
Sortino ratio
The chart of Sortino ratio for USVM, currently valued at 1.96, compared to the broader market-2.000.002.004.006.008.001.96
Omega ratio
The chart of Omega ratio for USVM, currently valued at 1.22, compared to the broader market0.501.001.502.002.501.22
Calmar ratio
The chart of Calmar ratio for USVM, currently valued at 1.12, compared to the broader market0.002.004.006.008.0010.0012.001.12
Martin ratio
The chart of Martin ratio for USVM, currently valued at 5.11, compared to the broader market0.0020.0040.0060.005.11
VGIAX
Sharpe ratio
The chart of Sharpe ratio for VGIAX, currently valued at 1.58, compared to the broader market-1.000.001.002.003.004.005.001.58
Sortino ratio
The chart of Sortino ratio for VGIAX, currently valued at 2.30, compared to the broader market-2.000.002.004.006.008.002.30
Omega ratio
The chart of Omega ratio for VGIAX, currently valued at 1.34, compared to the broader market0.501.001.502.002.501.34
Calmar ratio
The chart of Calmar ratio for VGIAX, currently valued at 1.81, compared to the broader market0.002.004.006.008.0010.0012.001.81
Martin ratio
The chart of Martin ratio for VGIAX, currently valued at 7.32, compared to the broader market0.0020.0040.0060.007.32

USVM vs. VGIAX - Sharpe Ratio Comparison

The current USVM Sharpe Ratio is 1.32, which roughly equals the VGIAX Sharpe Ratio of 1.58. The chart below compares the 12-month rolling Sharpe Ratio of USVM and VGIAX.


Rolling 12-month Sharpe Ratio0.000.501.001.502.00NovemberDecember2024FebruaryMarchApril
1.32
1.58
USVM
VGIAX

Dividends

USVM vs. VGIAX - Dividend Comparison

USVM's dividend yield for the trailing twelve months is around 1.48%, less than VGIAX's 8.07% yield.


TTM20232022202120202019201820172016201520142013
USVM
VictoryShares USAA MSCI USA Small Cap Value Momentum ETF
1.48%1.63%1.43%0.70%1.21%1.77%1.43%0.37%0.00%0.00%0.00%0.00%
VGIAX
Vanguard Growth and Income Fund Admiral Shares
8.07%8.70%9.81%15.28%6.63%4.19%8.05%5.87%7.01%7.72%8.01%1.60%

Drawdowns

USVM vs. VGIAX - Drawdown Comparison

The maximum USVM drawdown since its inception was -42.37%, smaller than the maximum VGIAX drawdown of -56.85%. Use the drawdown chart below to compare losses from any high point for USVM and VGIAX. For additional features, visit the drawdowns tool.


-20.00%-15.00%-10.00%-5.00%0.00%NovemberDecember2024FebruaryMarchApril
-5.59%
-4.09%
USVM
VGIAX

Volatility

USVM vs. VGIAX - Volatility Comparison

VictoryShares USAA MSCI USA Small Cap Value Momentum ETF (USVM) has a higher volatility of 4.75% compared to Vanguard Growth and Income Fund Admiral Shares (VGIAX) at 4.09%. This indicates that USVM's price experiences larger fluctuations and is considered to be riskier than VGIAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%4.00%6.00%8.00%10.00%12.00%NovemberDecember2024FebruaryMarchApril
4.75%
4.09%
USVM
VGIAX