SAIC vs. IXUS
SAIC (Science Applications International Corporation) is a stock, while IXUS (iShares Core MSCI Total International Stock ETF) is Foreign Large Cap Equities fund tracking the MSCI ACWI ex USA IMI Index (Net). Over the past 10 years, SAIC returned 7.60%/yr vs 10.55%/yr for IXUS. At a 0.36 correlation, their price movements are largely independent.
Performance
SAIC vs. IXUS - Performance Comparison
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Returns By Period
In the year-to-date period, SAIC achieves a 0.66% return, which is significantly lower than IXUS's 16.32% return. Over the past 10 years, SAIC has underperformed IXUS with an annualized return of 7.60%, while IXUS has yielded a comparatively higher 10.55% annualized return.
SAIC
- 1D
- -1.75%
- 1M
- 0.59%
- YTD
- 0.66%
- 6M
- -1.45%
- 1Y
- -1.56%
- 3Y*
- -0.88%
- 5Y*
- 3.42%
- 10Y*
- 7.60%
IXUS
- 1D
- 0.23%
- 1M
- 3.64%
- YTD
- 16.32%
- 6M
- 16.81%
- 1Y
- 34.59%
- 3Y*
- 20.26%
- 5Y*
- 9.16%
- 10Y*
- 10.55%
SAIC vs. IXUS - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
SAIC Science Applications International Corporation | 0.66% | -8.73% | -9.04% | 13.58% | 34.95% | -10.20% | 10.81% | 39.15% | -15.48% | -8.18% |
IXUS iShares Core MSCI Total International Stock ETF | 16.32% | 32.40% | 5.19% | 15.83% | -16.47% | 8.86% | 10.80% | 21.71% | -14.41% | 28.12% |
Correlation
The correlation between SAIC and IXUS is 0.10, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.10 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.23 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.28 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.36 |
Correlation (All Time) Calculated using the full available price history since Sep 16, 2013 | 0.36 |
Over the past year, the correlation between SAIC and IXUS has dropped to 0.10 - well below their long-term average of 0.36, suggesting their price drivers have been diverging.
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Return for Risk
SAIC vs. IXUS — Risk / Return Rank
SAIC
IXUS
SAIC vs. IXUS - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Science Applications International Corporation (SAIC) and iShares Core MSCI Total International Stock ETF (IXUS). 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.
| SAIC | IXUS | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.18 | ||
| Sortino ratioReturn per unit of downside risk | -2.68 | ||
| Omega ratioGain probability vs. loss probability | 1.03 | 1.40 | -0.37 |
| Calmar ratioReturn relative to maximum drawdown | -0.05 | 3.06 | -3.11 |
| Martin ratioReturn relative to average drawdown | -0.09 | 11.79 | -11.88 |
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Drawdowns
SAIC vs. IXUS - Drawdown Comparison
The maximum SAIC drawdown since its inception was -45.92%, which is greater than IXUS's maximum drawdown of -36.22%. Use the drawdown chart below to compare losses from any high point for SAIC and IXUS.
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Drawdown Indicators
| SAIC | IXUS | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -45.92% | -36.22% | -9.70% |
Max Drawdown (1Y)Largest decline over 1 year | -31.34% | -11.36% | -19.98% |
Max Drawdown (3Y)Largest decline over 3 years | -45.74% | -13.75% | -31.99% |
Max Drawdown (5Y)Largest decline over 5 years | -45.74% | -30.03% | -15.71% |
Max Drawdown (10Y)Largest decline over 10 years | -45.92% | -36.22% | -9.70% |
Current DrawdownCurrent decline from peak | -33.35% | 0.00% | -33.35% |
Average DrawdownAverage peak-to-trough decline | -12.63% | -7.48% | -5.15% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 17.03% | 2.94% | +14.09% |
Volatility
SAIC vs. IXUS - Volatility Comparison
Science Applications International Corporation (SAIC) has a higher volatility of 13.46% compared to iShares Core MSCI Total International Stock ETF (IXUS) at 6.43%. This indicates that SAIC's price experiences larger fluctuations and is considered to be riskier than IXUS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| SAIC | IXUS | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 13.46% | 6.43% | +7.03% |
Volatility (6M)Calculated over the trailing 6-month period | 30.22% | 14.30% | +15.92% |
Volatility (1Y)Calculated over the trailing 1-year period | 38.57% | 16.28% | +22.29% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 30.09% | 16.39% | +13.70% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 32.56% | 17.10% | +15.46% |
Dividends
SAIC vs. IXUS - Dividend Comparison
SAIC's dividend yield for the trailing twelve months is around 1.47%, less than IXUS's 2.88% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
IXUS iShares Core MSCI Total International Stock ETF | 2.88% | 3.24% | 3.33% | 3.13% | 2.48% | 3.12% | 1.85% | 3.09% | 3.00% | 2.41% | 2.58% | 2.81% |
SAIC Science Applications International Corporation | 1.47% | 1.47% | 1.32% | 1.19% | 1.33% | 1.77% | 1.56% | 1.63% | 1.95% | 1.62% | 1.46% | 2.58% |
Frequently Asked Questions
SAIC and IXUS have a correlation of 0.10, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
SAIC has higher volatility (13.46%) compared to IXUS (6.43%). In terms of maximum drawdown, SAIC dropped -45.92% vs IXUS's -36.22%.
IXUS currently has the higher Sharpe Ratio (2.14 vs -0.04), 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.
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