PortfoliosLab logo
PortfoliosLab logo
Tools
Performance Analysis
Portfolio Analysis
Factor Model
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
USAA New York Bond Fund (USNYX)
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Fund Info

ISINUS9032897004
CUSIP903289700
IssuerVictory Capital
Inception DateOct 9, 1990
CategoryMunicipal Bonds
Min. Investment$3,000
Asset ClassBond

Expense Ratio

USNYX features an expense ratio of 0.67%, falling within the medium range.


Expense ratio chart for USNYX: current value at 0.67% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.67%

Share Price Chart


Loading data...

Compare to other instruments

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


Popular comparisons: USNYX vs. FTFMX, USNYX vs. BIV

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in USAA New York Bond Fund, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.


0.00%5.00%10.00%15.00%JuneJulyAugustSeptemberOctoberNovember
2.40%
14.80%
USNYX (USAA New York Bond Fund)
Benchmark (^GSPC)

Returns By Period

USAA New York Bond Fund had a return of 2.28% year-to-date (YTD) and 11.07% in the last 12 months. Over the past 10 years, USAA New York Bond Fund had an annualized return of 2.19%, while the S&P 500 had an annualized return of 11.41%, indicating that USAA New York Bond Fund did not perform as well as the benchmark.


PeriodReturnBenchmark
Year-To-Date2.28%25.70%
1 month-0.26%3.51%
6 months2.40%14.80%
1 year11.07%37.91%
5 years (annualized)1.20%14.18%
10 years (annualized)2.19%11.41%

Monthly Returns

The table below presents the monthly returns of USNYX, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2024-0.62%0.00%0.48%-1.37%0.02%2.17%1.12%0.75%0.82%-1.89%2.28%
20233.62%-2.59%2.48%-0.28%-0.55%1.32%0.48%-2.39%-4.17%-1.86%9.21%3.20%8.05%
2022-2.64%-0.38%-3.49%-3.19%1.35%-2.72%2.95%-2.99%-5.15%-2.06%6.47%0.48%-11.32%
20210.90%-1.58%0.90%1.40%0.64%0.63%1.11%-0.83%-0.84%-0.26%1.12%0.22%3.41%
20201.75%1.55%-4.80%-2.54%3.32%1.26%1.75%-0.59%-0.18%-0.17%1.91%0.64%3.69%
20190.36%0.54%1.54%0.44%1.38%0.34%0.68%1.76%-0.64%-0.06%0.17%0.18%6.87%
2018-0.90%-0.22%0.38%-0.31%1.06%0.21%0.19%0.15%-0.51%-0.66%0.74%1.05%1.16%
20170.27%0.54%0.30%0.52%1.30%-0.11%0.43%0.53%-0.29%0.02%-0.14%0.88%4.35%
20160.84%0.05%0.46%0.79%0.36%1.58%-0.21%0.11%-0.43%-0.87%-2.99%0.74%0.35%
20151.60%-0.76%0.37%-0.52%-0.19%-0.29%0.81%0.28%0.46%0.39%0.37%0.82%3.37%
20142.32%1.34%0.32%1.24%1.30%0.06%-0.02%1.21%0.29%0.64%0.12%0.55%9.74%
20130.52%0.38%-0.43%1.17%-1.30%-4.06%-1.37%-1.65%2.53%0.76%-0.19%-0.27%-4.00%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of USNYX is 50, suggesting that the investment has average results relative to other mutual funds in terms of risk-adjusted performance. This ranking is determined by the cumulative values of the indicators listed below.


The Risk-Adjusted Performance Rank of USNYX is 5050
Combined Rank
The Sharpe Ratio Rank of USNYX is 4747Sharpe Ratio Rank
The Sortino Ratio Rank of USNYX is 5757Sortino Ratio Rank
The Omega Ratio Rank of USNYX is 7070Omega Ratio Rank
The Calmar Ratio Rank of USNYX is 3333Calmar Ratio Rank
The Martin Ratio Rank of USNYX is 4141Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

Risk-Adjusted Performance Indicators

The charts below present risk-adjusted performance metrics for USAA New York Bond Fund (USNYX) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.


USNYX
Sharpe ratio
The chart of Sharpe ratio for USNYX, currently valued at 2.18, compared to the broader market0.002.004.002.18
Sortino ratio
The chart of Sortino ratio for USNYX, currently valued at 3.41, compared to the broader market0.005.0010.003.41
Omega ratio
The chart of Omega ratio for USNYX, currently valued at 1.51, compared to the broader market1.002.003.004.001.51
Calmar ratio
The chart of Calmar ratio for USNYX, currently valued at 0.87, compared to the broader market0.005.0010.0015.0020.000.87
Martin ratio
The chart of Martin ratio for USNYX, currently valued at 10.44, compared to the broader market0.0020.0040.0060.0080.00100.0010.44
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 2.97, compared to the broader market0.002.004.002.97
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 3.97, compared to the broader market0.005.0010.003.97
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.56, compared to the broader market1.002.003.004.001.56
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 3.93, compared to the broader market0.005.0010.0015.0020.003.93
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 19.39, compared to the broader market0.0020.0040.0060.0080.00100.0019.39

Sharpe Ratio

The current USAA New York Bond Fund Sharpe ratio is 2.18. This value is calculated based on the past 1 year of trading data and takes into account price changes and dividends.

Use the chart below to compare the Sharpe ratio of USAA New York Bond Fund with the selected benchmark, providing insights into the investment's historical performance in terms of risk-adjusted returns. Go to the Sharpe ratio tool for more fine-grained control over the calculation options.


Rolling 12-month Sharpe Ratio1.001.502.002.503.003.50JuneJulyAugustSeptemberOctoberNovember
2.18
2.97
USNYX (USAA New York Bond Fund)
Benchmark (^GSPC)

Dividends

Dividend History

USAA New York Bond Fund provided a 3.45% dividend yield over the last twelve months, with an annual payout of $0.38 per share. The fund has been increasing its distributions for 2 consecutive years.


2.60%2.80%3.00%3.20%3.40%3.60%3.80%$0.00$0.10$0.20$0.30$0.4020132014201520162017201820192020202120222023
Dividends
Dividend Yield
PeriodTTM20232022202120202019201820172016201520142013
Dividend$0.38$0.38$0.34$0.33$0.36$0.38$0.40$0.41$0.42$0.43$0.44$0.45

Dividend yield

3.45%3.42%3.21%2.69%2.92%3.17%3.44%3.41%3.54%3.54%3.62%3.84%

Monthly Dividends

The table displays the monthly dividend distributions for USAA New York Bond Fund. The dividends shown in the table have been adjusted to account for any splits that may have occurred.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2024$0.03$0.03$0.03$0.03$0.03$0.03$0.03$0.03$0.03$0.03$0.00$0.31
2023$0.03$0.03$0.03$0.03$0.03$0.03$0.03$0.03$0.03$0.03$0.03$0.03$0.38
2022$0.03$0.03$0.03$0.03$0.03$0.03$0.03$0.03$0.03$0.03$0.03$0.03$0.34
2021$0.03$0.03$0.03$0.03$0.03$0.03$0.03$0.03$0.03$0.03$0.03$0.03$0.33
2020$0.03$0.03$0.03$0.03$0.03$0.03$0.03$0.03$0.03$0.03$0.03$0.03$0.36
2019$0.03$0.03$0.03$0.03$0.03$0.03$0.03$0.03$0.03$0.03$0.03$0.03$0.38
2018$0.03$0.03$0.04$0.03$0.03$0.04$0.03$0.04$0.03$0.03$0.04$0.03$0.40
2017$0.03$0.03$0.04$0.03$0.04$0.04$0.03$0.03$0.04$0.03$0.03$0.04$0.41
2016$0.03$0.04$0.04$0.04$0.03$0.04$0.03$0.03$0.04$0.03$0.04$0.04$0.42
2015$0.04$0.04$0.04$0.04$0.04$0.04$0.04$0.03$0.04$0.04$0.04$0.04$0.43
2014$0.04$0.04$0.04$0.04$0.04$0.04$0.04$0.04$0.04$0.04$0.03$0.04$0.44
2013$0.04$0.04$0.04$0.04$0.04$0.04$0.04$0.04$0.04$0.04$0.04$0.04$0.45

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.


-8.00%-6.00%-4.00%-2.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-2.58%
0
USNYX (USAA New York Bond Fund)
Benchmark (^GSPC)

Worst Drawdowns

The table below displays the maximum drawdowns of the USAA New York Bond Fund. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.

The maximum drawdown for the USAA New York Bond Fund was 18.01%, occurring on Oct 26, 2022. The portfolio has not yet recovered.

The current USAA New York Bond Fund drawdown is 2.58%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-18.01%Aug 5, 2021310Oct 26, 2022
-15.47%Jan 24, 2008226Dec 15, 2008165Aug 12, 2009391
-15.22%Oct 18, 1993287Nov 22, 1994140Jun 6, 1995427
-11.63%Mar 10, 202010Mar 23, 2020197Dec 31, 2020207
-9.16%Oct 1, 201074Jan 14, 2011135Jul 29, 2011209

Volatility

Volatility Chart

The current USAA New York Bond Fund volatility is 2.61%, representing the average percentage change in the investments's value, either up or down over the past month. The chart below shows the rolling one-month volatility.


1.00%2.00%3.00%4.00%5.00%6.00%JuneJulyAugustSeptemberOctoberNovember
2.61%
3.92%
USNYX (USAA New York Bond Fund)
Benchmark (^GSPC)