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USHYX vs. USIBX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

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.

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USHYX vs. USIBX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
USHYX
USAA High Income Fund
-1.04%7.22%6.85%13.05%-10.95%5.61%3.74%13.13%-3.52%7.17%
USIBX
USAA Intermediate Term Bond Fund
-0.60%7.48%2.84%6.74%-12.69%0.85%9.64%11.07%-0.97%5.91%

Returns By Period

In the year-to-date period, USHYX achieves a -1.04% return, which is significantly lower than USIBX's -0.60% return. Over the past 10 years, USHYX has outperformed USIBX with an annualized return of 5.32%, while USIBX has yielded a comparatively lower 3.20% annualized return.


USHYX

1D
0.30%
1M
-1.64%
YTD
-1.04%
6M
0.11%
1Y
6.23%
3Y*
7.50%
5Y*
3.54%
10Y*
5.32%

USIBX

1D
0.55%
1M
-2.34%
YTD
-0.60%
6M
0.45%
1Y
3.93%
3Y*
4.19%
5Y*
1.01%
10Y*
3.20%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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USHYX vs. USIBX - Expense Ratio Comparison

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


Return for Risk

USHYX vs. USIBX — Risk / Return Rank

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

USHYX
USHYX Risk / Return Rank: 9292
Overall Rank
USHYX Sharpe Ratio Rank: 9292
Sharpe Ratio Rank
USHYX Sortino Ratio Rank: 9292
Sortino Ratio Rank
USHYX Omega Ratio Rank: 9393
Omega Ratio Rank
USHYX Calmar Ratio Rank: 8989
Calmar Ratio Rank
USHYX Martin Ratio Rank: 9191
Martin Ratio Rank

USIBX
USIBX Risk / Return Rank: 5959
Overall Rank
USIBX Sharpe Ratio Rank: 6060
Sharpe Ratio Rank
USIBX Sortino Ratio Rank: 6161
Sortino Ratio Rank
USIBX Omega Ratio Rank: 4444
Omega Ratio Rank
USIBX Calmar Ratio Rank: 7575
Calmar Ratio Rank
USIBX Martin Ratio Rank: 5656
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.

USHYX vs. USIBX - Risk-Adjusted Trends 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.


USHYXUSIBXDifference

Sharpe ratio

Return per unit of total volatility

2.00

1.07

+0.93

Sortino ratio

Return per unit of downside risk

2.78

1.55

+1.22

Omega ratio

Gain probability vs. loss probability

1.47

1.19

+0.28

Calmar ratio

Return relative to maximum drawdown

2.38

1.74

+0.64

Martin ratio

Return relative to average drawdown

10.55

5.38

+5.17

USHYX vs. USIBX - Sharpe Ratio Comparison

The current USHYX Sharpe Ratio is 2.00, which is higher than the USIBX Sharpe Ratio of 1.07. 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.


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Sharpe Ratios by Period


USHYXUSIBXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.00

1.07

+0.93

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.78

0.18

+0.60

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.98

0.68

+0.29

Sharpe Ratio (All Time)

Calculated using the full available price history

1.28

1.09

+0.20

Correlation

The correlation between USHYX and USIBX is 0.29, 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.


Dividends

USHYX vs. USIBX - Dividend Comparison

USHYX's dividend yield for the trailing twelve months is around 7.08%, more than USIBX's 4.33% yield.


TTM20252024202320222021202020192018201720162015
USHYX
USAA High Income Fund
7.08%5.48%7.65%7.15%5.89%4.83%5.23%5.78%6.31%5.72%5.91%6.44%
USIBX
USAA Intermediate Term Bond Fund
4.33%4.56%4.47%3.71%3.17%4.92%6.84%4.93%3.67%3.45%3.86%4.35%

Drawdowns

USHYX vs. USIBX - Drawdown Comparison

The maximum USHYX drawdown since its inception was -33.59%, which is greater than USIBX's maximum drawdown of -18.49%. Use the drawdown chart below to compare losses from any high point for USHYX and USIBX.


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Drawdown Indicators


USHYXUSIBXDifference

Max Drawdown

Largest peak-to-trough decline

-33.59%

-18.49%

-15.10%

Max Drawdown (1Y)

Largest decline over 1 year

-2.49%

-2.87%

+0.38%

Max Drawdown (5Y)

Largest decline over 5 years

-15.10%

-18.49%

+3.39%

Max Drawdown (10Y)

Largest decline over 10 years

-24.55%

-18.49%

-6.06%

Current Drawdown

Current decline from peak

-1.92%

-2.34%

+0.42%

Average Drawdown

Average peak-to-trough decline

-2.99%

-2.57%

-0.42%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.56%

0.93%

-0.37%

Volatility

USHYX vs. USIBX - Volatility Comparison

The current volatility for USAA High Income Fund (USHYX) is 1.37%, while USAA Intermediate Term Bond Fund (USIBX) has a volatility of 1.57%. 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.


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Volatility by Period


USHYXUSIBXDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.37%

1.57%

-0.20%

Volatility (6M)

Calculated over the trailing 6-month period

1.92%

2.55%

-0.63%

Volatility (1Y)

Calculated over the trailing 1-year period

3.06%

4.28%

-1.22%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

4.58%

5.70%

-1.12%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

5.47%

4.70%

+0.77%