PortfoliosLab logo
PortfoliosLab logo
Tools
Performance Analysis
Portfolio Analysis
Factor Model
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
UBND vs. USIBX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between UBND and USIBX is 0.85, 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.


-0.50.00.51.00.9

Performance

UBND vs. USIBX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in VictoryShares Core Plus Intermediate Bond ETF (UBND) and USAA Intermediate Term Bond Fund (USIBX). The values are adjusted to include any dividend payments, if applicable.

-8.00%-6.00%-4.00%-2.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-3.28%
-6.74%
UBND
USIBX

Key characteristics

Sharpe Ratio

UBND:

0.66

USIBX:

0.51

Sortino Ratio

UBND:

0.95

USIBX:

0.76

Omega Ratio

UBND:

1.11

USIBX:

1.09

Calmar Ratio

UBND:

0.39

USIBX:

0.21

Martin Ratio

UBND:

2.06

USIBX:

1.58

Ulcer Index

UBND:

1.62%

USIBX:

1.70%

Daily Std Dev

UBND:

5.04%

USIBX:

5.25%

Max Drawdown

UBND:

-16.53%

USIBX:

-20.24%

Current Drawdown

UBND:

-3.39%

USIBX:

-8.74%

Returns By Period

In the year-to-date period, UBND achieves a 3.10% return, which is significantly higher than USIBX's 2.20% return.


UBND

YTD

3.10%

1M

-0.22%

6M

1.92%

1Y

3.38%

5Y*

N/A

10Y*

N/A

USIBX

YTD

2.20%

1M

-0.44%

6M

1.30%

1Y

2.81%

5Y*

-0.05%

10Y*

1.80%

Compare stocks, funds, or ETFs

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


UBND vs. USIBX - Expense Ratio Comparison

UBND has a 0.40% expense ratio, which is lower than USIBX's 0.63% expense ratio.


USIBX
USAA Intermediate Term Bond Fund
Expense ratio chart for USIBX: current value at 0.63% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.63%
Expense ratio chart for UBND: current value at 0.40% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.40%

Risk-Adjusted Performance

UBND vs. USIBX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for VictoryShares Core Plus Intermediate Bond ETF (UBND) and USAA Intermediate Term Bond Fund (USIBX). 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.


Sharpe ratio
The chart of Sharpe ratio for UBND, currently valued at 0.66, compared to the broader market0.002.004.000.660.51
The chart of Sortino ratio for UBND, currently valued at 0.95, compared to the broader market-2.000.002.004.006.008.0010.000.950.76
The chart of Omega ratio for UBND, currently valued at 1.11, compared to the broader market0.501.001.502.002.503.001.111.09
The chart of Calmar ratio for UBND, currently valued at 0.39, compared to the broader market0.005.0010.0015.000.390.23
The chart of Martin ratio for UBND, currently valued at 2.06, compared to the broader market0.0020.0040.0060.0080.00100.002.061.58
UBND
USIBX

The current UBND Sharpe Ratio is 0.66, which is comparable to the USIBX Sharpe Ratio of 0.51. The chart below compares the historical Sharpe Ratios of UBND and USIBX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.501.001.502.002.50JulyAugustSeptemberOctoberNovemberDecember
0.66
0.51
UBND
USIBX

Dividends

UBND vs. USIBX - Dividend Comparison

UBND's dividend yield for the trailing twelve months is around 4.64%, more than USIBX's 4.12% yield.


TTM20232022202120202019201820172016201520142013
UBND
VictoryShares Core Plus Intermediate Bond ETF
4.64%4.37%3.28%0.28%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
USIBX
USAA Intermediate Term Bond Fund
4.12%4.09%3.19%2.32%3.01%3.58%3.68%3.45%3.86%4.23%4.11%4.38%

Drawdowns

UBND vs. USIBX - Drawdown Comparison

The maximum UBND drawdown since its inception was -16.53%, smaller than the maximum USIBX drawdown of -20.24%. Use the drawdown chart below to compare losses from any high point for UBND and USIBX. For additional features, visit the drawdowns tool.


-10.00%-8.00%-6.00%-4.00%-2.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-3.39%
-7.32%
UBND
USIBX

Volatility

UBND vs. USIBX - Volatility Comparison

The current volatility for VictoryShares Core Plus Intermediate Bond ETF (UBND) is 1.41%, while USAA Intermediate Term Bond Fund (USIBX) has a volatility of 1.51%. This indicates that UBND experiences smaller price fluctuations and is considered to be less risky than USIBX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.80%1.00%1.20%1.40%1.60%1.80%JulyAugustSeptemberOctoberNovemberDecember
1.41%
1.51%
UBND
USIBX
PortfoliosLab logo
Performance Analysis
Portfolio AnalysisPortfolio PerformanceStock ComparisonSharpe RatioMartin RatioTreynor RatioSortino RatioOmega RatioCalmar RatioSummers Ratio
Community
Discussions


Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

Copyright © 2024 PortfoliosLab