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IAXIX vs. USMIX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

IAXIX vs. USMIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in VY T. Rowe Price Diversified Mid Cap Growth Portfolio (IAXIX) and USAA Extended Market Index Fund (USMIX). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, IAXIX achieves a 2.27% return, which is significantly lower than USMIX's 14.54% return. Over the past 10 years, IAXIX has outperformed USMIX with an annualized return of 12.31%, while USMIX has yielded a comparatively lower 11.58% annualized return.


IAXIX

1D
2.55%
1M
-3.60%
6M
2.55%
YTD
2.27%
1Y
-0.45%
3Y*
12.69%
5Y*
5.39%
10Y*
12.31%
ALL TIME*
9.56%

USMIX

1D
0.74%
1M
-0.85%
6M
10.00%
YTD
14.54%
1Y
27.62%
3Y*
14.44%
5Y*
6.30%
10Y*
11.58%
ALL TIME*
8.65%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$0.00$0.00$0.00
$0.00$0.00$0.00

IAXIX vs. USMIX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
IAXIX
VY T. Rowe Price Diversified Mid Cap Growth Portfolio
2.27%10.02%23.56%20.96%-24.03%13.90%31.84%37.03%-3.25%24.82%
USMIX
USAA Extended Market Index Fund
14.54%10.44%11.99%25.81%-24.04%15.29%31.20%27.93%-9.71%17.72%

Correlation

The correlation between IAXIX and USMIX is 0.77, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.


Correlation
Correlation (1Y)
Focuses on recent behavior, but can change the most.

0.77

Correlation (3Y)
Balances recent behavior with more history.

0.76

Correlation (5Y)
Shows whether the relationship held over a longer period.

0.84

Correlation (10Y)
Provides a long-term view across more market conditions.

0.86

Correlation (All Time)
Calculated using the full available price history since Dec 10, 2001

0.91

The correlation between IAXIX and USMIX shifts across timeframes, from 0.76 (3 years) to 0.91 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

IAXIX vs. USMIX — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

IAXIX
IAXIX Risk / Return Rank: 44
Overall Rank
IAXIX Sharpe Ratio Rank: 44
Sharpe Ratio Rank
IAXIX Sortino Ratio Rank: 44
Sortino Ratio Rank
IAXIX Omega Ratio Rank: 44
Omega Ratio Rank
IAXIX Calmar Ratio Rank: 44
Calmar Ratio Rank
IAXIX Martin Ratio Rank: 44
Martin Ratio Rank

USMIX
USMIX Risk / Return Rank: 6666
Overall Rank
USMIX Sharpe Ratio Rank: 6161
Sharpe Ratio Rank
USMIX Sortino Ratio Rank: 6363
Sortino Ratio Rank
USMIX Omega Ratio Rank: 5555
Omega Ratio Rank
USMIX Calmar Ratio Rank: 7676
Calmar Ratio Rank
USMIX Martin Ratio Rank: 7474
Martin Ratio Rank
The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

IAXIX vs. USMIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for VY T. Rowe Price Diversified Mid Cap Growth Portfolio (IAXIX) and USAA Extended Market Index Fund (USMIX). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


IAXIXUSMIXDifference
Sharpe ratioReturn per unit of total volatility

-1.54

Sortino ratioReturn per unit of downside risk

-2.13

Omega ratioGain probability vs. loss probability

1.01

1.26

-0.25

Calmar ratioReturn relative to maximum drawdown

-0.07

2.47

-2.54

Martin ratioReturn relative to average drawdown

-0.20

9.02

-9.22

IAXIX vs. USMIX - Sharpe Ratio Comparison

The current IAXIX Sharpe Ratio is -0.05, which is lower than the USMIX Sharpe Ratio of 1.48. The chart below compares the historical Sharpe Ratios of IAXIX and USMIX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

IAXIX vs. USMIX - Drawdown Comparison

The maximum IAXIX drawdown since its inception was -57.55%, roughly equal to the maximum USMIX drawdown of -57.91%. Use the drawdown chart below to compare losses from any high point for IAXIX and USMIX.


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Drawdown Indicators


IAXIXUSMIXDifference

Max Drawdown

Largest peak-to-trough decline

-57.55%

-57.91%

+0.36%

Max Drawdown (1Y)

Largest decline over 1 year

-14.20%

-9.97%

-4.23%

Max Drawdown (3Y)

Largest decline over 3 years

-25.22%

-31.84%

+6.62%

Max Drawdown (5Y)

Largest decline over 5 years

-35.55%

-37.86%

+2.31%

Max Drawdown (10Y)

Largest decline over 10 years

-35.92%

-41.86%

+5.94%

Current Drawdown

Current decline from peak

-5.86%

-1.33%

-4.53%

Average Drawdown

Average peak-to-trough decline

-9.22%

-11.93%

+2.71%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.66%

2.73%

+1.93%

Volatility

IAXIX vs. USMIX - Volatility Comparison

VY T. Rowe Price Diversified Mid Cap Growth Portfolio (IAXIX) has a higher volatility of 5.28% compared to USAA Extended Market Index Fund (USMIX) at 3.25%. This indicates that IAXIX's price experiences larger fluctuations and is considered to be riskier than USMIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


IAXIXUSMIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.28%

3.25%

+2.03%

Volatility (6M)

Calculated over the trailing 6-month period

14.50%

11.77%

+2.73%

Volatility (1Y)

Calculated over the trailing 1-year period

18.49%

16.60%

+1.89%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

22.73%

24.94%

-2.21%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

21.62%

23.62%

-2.00%

IAXIX vs. USMIX - Expense Ratio Comparison

IAXIX has a 0.78% expense ratio, which is higher than USMIX's 0.38% expense ratio.


Dividends

IAXIX vs. USMIX - Dividend Comparison

IAXIX's dividend yield for the trailing twelve months is around 14.49%, more than USMIX's 5.65% yield.


PositionTTM20252024202320222021202020192018201720162015
IAXIX
VY T. Rowe Price Diversified Mid Cap Growth Portfolio
14.49%14.82%10.16%0.13%33.01%16.53%7.02%10.49%11.65%7.56%13.36%17.67%
USMIX
USAA Extended Market Index Fund
5.65%6.47%14.41%4.41%8.78%17.98%3.32%3.18%6.48%7.48%7.07%8.02%

Frequently Asked Questions


IAXIX and USMIX have a correlation of 0.77, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

IAXIX has higher volatility (5.28%) compared to USMIX (3.25%). In terms of maximum drawdown, IAXIX dropped -57.55% vs USMIX's -57.91%.

USMIX currently has the higher Sharpe Ratio (1.48 vs -0.05), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

Portfolio Optimizer

Find the right allocation for IAXIX and USMIX

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