PortfoliosLab logo
USHYX vs. USIBX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between USHYX and USIBX is 0.28, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


-0.50.00.51.00.3

Performance

USHYX vs. USIBX - Performance Comparison

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

-2.00%-1.00%0.00%1.00%2.00%3.00%4.00%SeptemberOctoberNovemberDecember2025February
3.85%
0.83%
USHYX
USIBX

Key characteristics

Sharpe Ratio

USHYX:

3.15

USIBX:

1.24

Sortino Ratio

USHYX:

4.92

USIBX:

1.82

Omega Ratio

USHYX:

1.75

USIBX:

1.22

Calmar Ratio

USHYX:

4.95

USIBX:

0.49

Martin Ratio

USHYX:

19.70

USIBX:

3.34

Ulcer Index

USHYX:

0.43%

USIBX:

1.92%

Daily Std Dev

USHYX:

2.71%

USIBX:

5.20%

Max Drawdown

USHYX:

-33.65%

USIBX:

-20.24%

Current Drawdown

USHYX:

-0.14%

USIBX:

-6.17%

Returns By Period

In the year-to-date period, USHYX achieves a 1.73% return, which is significantly lower than USIBX's 2.16% return. Over the past 10 years, USHYX has outperformed USIBX with an annualized return of 4.05%, while USIBX has yielded a comparatively lower 1.94% annualized return.


USHYX

YTD

1.73%

1M

0.52%

6M

3.85%

1Y

8.50%

5Y*

4.06%

10Y*

4.05%

USIBX

YTD

2.16%

1M

1.82%

6M

0.83%

1Y

6.41%

5Y*

-0.26%

10Y*

1.94%

*Annualized

Compare stocks, funds, or ETFs

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


USHYX vs. USIBX - Expense Ratio Comparison

USHYX has a 0.76% expense ratio, which is higher than USIBX's 0.63% expense ratio.


Expense ratio chart for USHYX: current value at 0.76% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.76%
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%

Risk-Adjusted Performance

USHYX vs. USIBX — Risk-Adjusted Performance Rank

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

USHYX
The Risk-Adjusted Performance Rank of USHYX is 9595
Overall Rank
The Sharpe Ratio Rank of USHYX is 9595
Sharpe Ratio Rank
The Sortino Ratio Rank of USHYX is 9494
Sortino Ratio Rank
The Omega Ratio Rank of USHYX is 9494
Omega Ratio Rank
The Calmar Ratio Rank of USHYX is 9494
Calmar Ratio Rank
The Martin Ratio Rank of USHYX is 9595
Martin Ratio Rank

USIBX
The Risk-Adjusted Performance Rank of USIBX is 6363
Overall Rank
The Sharpe Ratio Rank of USIBX is 7272
Sharpe Ratio Rank
The Sortino Ratio Rank of USIBX is 7474
Sortino Ratio Rank
The Omega Ratio Rank of USIBX is 6969
Omega Ratio Rank
The Calmar Ratio Rank of USIBX is 4545
Calmar Ratio Rank
The Martin Ratio Rank of USIBX is 5555
Martin 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.

USHYX vs. USIBX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for USAA High Income Fund (USHYX) 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.


The chart of Sharpe ratio for USHYX, currently valued at 3.15, compared to the broader market-1.000.001.002.003.004.003.151.24
The chart of Sortino ratio for USHYX, currently valued at 4.92, compared to the broader market0.002.004.006.008.0010.0012.004.921.82
The chart of Omega ratio for USHYX, currently valued at 1.75, compared to the broader market1.002.003.004.001.751.22
The chart of Calmar ratio for USHYX, currently valued at 4.95, compared to the broader market0.005.0010.0015.004.950.49
The chart of Martin ratio for USHYX, currently valued at 19.70, compared to the broader market0.0020.0040.0060.0080.0019.703.34
USHYX
USIBX

The current USHYX Sharpe Ratio is 3.15, which is higher than the USIBX Sharpe Ratio of 1.24. The chart below compares the historical Sharpe Ratios of USHYX 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 Ratio0.001.002.003.004.00SeptemberOctoberNovemberDecember2025February
3.15
1.24
USHYX
USIBX

Dividends

USHYX vs. USIBX - Dividend Comparison

USHYX's dividend yield for the trailing twelve months is around 7.38%, more than USIBX's 4.42% yield.


TTM20242023202220212020201920182017201620152014
USHYX
USAA High Income Fund
7.38%7.65%7.14%5.88%4.83%5.25%5.79%6.32%5.73%5.94%6.46%5.76%
USIBX
USAA Intermediate Term Bond Fund
4.42%4.49%4.09%3.19%2.32%3.01%3.58%3.68%3.45%3.86%4.23%4.11%

Drawdowns

USHYX vs. USIBX - Drawdown Comparison

The maximum USHYX drawdown since its inception was -33.65%, which is greater than USIBX's maximum drawdown of -20.24%. Use the drawdown chart below to compare losses from any high point for USHYX and USIBX. For additional features, visit the drawdowns tool.


-10.00%-8.00%-6.00%-4.00%-2.00%0.00%SeptemberOctoberNovemberDecember2025February
-0.14%
-6.17%
USHYX
USIBX

Volatility

USHYX vs. USIBX - Volatility Comparison

The current volatility for USAA High Income Fund (USHYX) is 0.70%, while USAA Intermediate Term Bond Fund (USIBX) has a volatility of 1.40%. This indicates that USHYX 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.


0.50%1.00%1.50%2.00%SeptemberOctoberNovemberDecember2025February
0.70%
1.40%
USHYX
USIBX