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USATX vs. FXIEX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

USATX vs. FXIEX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in USAA Tax Exempt Intermediate Term Fund (USATX) and PIMCO Fixed Income SHares: Series TE (FXIEX). The values are adjusted to include any dividend payments, if applicable.

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USATX vs. FXIEX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
USATX
USAA Tax Exempt Intermediate Term Fund
-0.17%4.75%2.89%5.30%-8.12%2.06%4.91%7.03%1.25%5.77%
FXIEX
PIMCO Fixed Income SHares: Series TE
-0.41%3.37%5.16%8.92%-10.89%2.19%7.22%8.45%1.00%7.71%

Returns By Period

In the year-to-date period, USATX achieves a -0.17% return, which is significantly higher than FXIEX's -0.41% return. Over the past 10 years, USATX has underperformed FXIEX with an annualized return of 2.27%, while FXIEX has yielded a comparatively higher 2.78% annualized return.


USATX

1D
0.16%
1M
-1.96%
YTD
-0.17%
6M
1.28%
1Y
3.94%
3Y*
3.47%
5Y*
1.14%
10Y*
2.27%

FXIEX

1D
0.31%
1M
-1.82%
YTD
-0.41%
6M
0.21%
1Y
2.29%
3Y*
4.75%
5Y*
1.53%
10Y*
2.78%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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USATX vs. FXIEX - Expense Ratio Comparison

USATX has a 0.49% expense ratio, which is higher than FXIEX's 0.07% expense ratio.


Return for Risk

USATX vs. FXIEX — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

USATX
USATX Risk / Return Rank: 3838
Overall Rank
USATX Sharpe Ratio Rank: 3030
Sharpe Ratio Rank
USATX Sortino Ratio Rank: 2424
Sortino Ratio Rank
USATX Omega Ratio Rank: 7373
Omega Ratio Rank
USATX Calmar Ratio Rank: 3131
Calmar Ratio Rank
USATX Martin Ratio Rank: 3434
Martin Ratio Rank

FXIEX
FXIEX Risk / Return Rank: 1818
Overall Rank
FXIEX Sharpe Ratio Rank: 1919
Sharpe Ratio Rank
FXIEX Sortino Ratio Rank: 1717
Sortino Ratio Rank
FXIEX Omega Ratio Rank: 2424
Omega Ratio Rank
FXIEX Calmar Ratio Rank: 1616
Calmar Ratio Rank
FXIEX Martin Ratio Rank: 1515
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

USATX vs. FXIEX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for USAA Tax Exempt Intermediate Term Fund (USATX) and PIMCO Fixed Income SHares: Series TE (FXIEX). 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.


USATXFXIEXDifference

Sharpe ratio

Return per unit of total volatility

0.77

0.57

+0.20

Sortino ratio

Return per unit of downside risk

1.04

0.82

+0.22

Omega ratio

Gain probability vs. loss probability

1.29

1.15

+0.14

Calmar ratio

Return relative to maximum drawdown

0.98

0.54

+0.44

Martin ratio

Return relative to average drawdown

3.95

1.61

+2.34

USATX vs. FXIEX - Sharpe Ratio Comparison

The current USATX Sharpe Ratio is 0.77, which is higher than the FXIEX Sharpe Ratio of 0.57. The chart below compares the historical Sharpe Ratios of USATX and FXIEX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


USATXFXIEXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.77

0.57

+0.20

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.31

0.37

-0.06

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.62

0.70

-0.07

Sharpe Ratio (All Time)

Calculated using the full available price history

1.12

0.56

+0.56

Correlation

The correlation between USATX and FXIEX is 0.67, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Dividends

USATX vs. FXIEX - Dividend Comparison

USATX's dividend yield for the trailing twelve months is around 3.45%, more than FXIEX's 2.03% yield.


TTM20252024202320222021202020192018201720162015
USATX
USAA Tax Exempt Intermediate Term Fund
3.45%3.71%3.89%2.95%2.97%2.33%2.91%2.87%3.04%3.15%3.23%3.26%
FXIEX
PIMCO Fixed Income SHares: Series TE
2.03%2.75%4.53%3.98%3.25%2.63%3.37%3.63%3.79%2.67%0.00%0.00%

Drawdowns

USATX vs. FXIEX - Drawdown Comparison

The maximum USATX drawdown since its inception was -12.72%, smaller than the maximum FXIEX drawdown of -15.25%. Use the drawdown chart below to compare losses from any high point for USATX and FXIEX.


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Drawdown Indicators


USATXFXIEXDifference

Max Drawdown

Largest peak-to-trough decline

-12.72%

-15.25%

+2.53%

Max Drawdown (1Y)

Largest decline over 1 year

-4.92%

-5.11%

+0.19%

Max Drawdown (5Y)

Largest decline over 5 years

-12.52%

-15.25%

+2.73%

Max Drawdown (10Y)

Largest decline over 10 years

-12.52%

-15.25%

+2.73%

Current Drawdown

Current decline from peak

-2.11%

-2.01%

-0.10%

Average Drawdown

Average peak-to-trough decline

-1.90%

-2.92%

+1.02%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.22%

1.84%

-0.62%

Volatility

USATX vs. FXIEX - Volatility Comparison

The current volatility for USAA Tax Exempt Intermediate Term Fund (USATX) is 0.81%, while PIMCO Fixed Income SHares: Series TE (FXIEX) has a volatility of 1.07%. This indicates that USATX experiences smaller price fluctuations and is considered to be less risky than FXIEX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


USATXFXIEXDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.81%

1.07%

-0.26%

Volatility (6M)

Calculated over the trailing 6-month period

1.40%

2.33%

-0.93%

Volatility (1Y)

Calculated over the trailing 1-year period

5.58%

5.73%

-0.15%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

3.71%

4.30%

-0.59%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

3.66%

4.07%

-0.41%