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

Performance

USIBX vs. BND - Performance Comparison

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

0.00%2.00%4.00%6.00%8.00%JuneJulyAugustSeptemberOctoberNovember
3.38%
3.23%
USIBX
BND

Returns By Period

In the year-to-date period, USIBX achieves a 2.65% return, which is significantly higher than BND's 1.66% return. Over the past 10 years, USIBX has outperformed BND with an annualized return of 1.80%, while BND has yielded a comparatively lower 1.39% annualized return.


USIBX

YTD

2.65%

1M

-0.72%

6M

3.37%

1Y

7.38%

5Y (annualized)

-0.20%

10Y (annualized)

1.80%

BND

YTD

1.66%

1M

-0.79%

6M

3.22%

1Y

6.06%

5Y (annualized)

-0.33%

10Y (annualized)

1.39%

Key characteristics


USIBXBND
Sharpe Ratio1.401.09
Sortino Ratio2.041.59
Omega Ratio1.251.19
Calmar Ratio0.500.42
Martin Ratio4.903.51
Ulcer Index1.53%1.75%
Daily Std Dev5.36%5.65%
Max Drawdown-20.24%-18.84%
Current Drawdown-8.34%-9.11%

Compare stocks, funds, or ETFs

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


USIBX vs. BND - Expense Ratio Comparison

USIBX has a 0.63% expense ratio, which is higher than BND's 0.03% 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 BND: current value at 0.03% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.03%

Correlation

-0.50.00.51.00.8

The correlation between USIBX and BND is 0.79, 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.

Risk-Adjusted Performance

USIBX vs. BND - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for USAA Intermediate Term Bond Fund (USIBX) and Vanguard Total Bond Market ETF (BND). 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 USIBX, currently valued at 1.40, compared to the broader market-1.000.001.002.003.004.005.001.401.09
The chart of Sortino ratio for USIBX, currently valued at 2.04, compared to the broader market0.005.0010.002.041.59
The chart of Omega ratio for USIBX, currently valued at 1.25, compared to the broader market1.002.003.004.001.251.19
The chart of Calmar ratio for USIBX, currently valued at 0.50, compared to the broader market0.005.0010.0015.0020.0025.000.500.42
The chart of Martin ratio for USIBX, currently valued at 4.90, compared to the broader market0.0020.0040.0060.0080.00100.004.903.51
USIBX
BND

The current USIBX Sharpe Ratio is 1.40, which is comparable to the BND Sharpe Ratio of 1.09. The chart below compares the historical Sharpe Ratios of USIBX and BND, 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 Ratio0.501.001.502.00JuneJulyAugustSeptemberOctoberNovember
1.40
1.09
USIBX
BND

Dividends

USIBX vs. BND - Dividend Comparison

USIBX's dividend yield for the trailing twelve months is around 4.46%, more than BND's 3.57% yield.


TTM20232022202120202019201820172016201520142013
USIBX
USAA Intermediate Term Bond Fund
4.46%4.09%3.19%2.32%3.01%3.58%3.68%3.45%3.86%4.23%4.11%4.38%
BND
Vanguard Total Bond Market ETF
3.57%3.09%2.60%1.97%2.22%2.72%2.81%2.54%2.51%2.57%2.79%2.78%

Drawdowns

USIBX vs. BND - Drawdown Comparison

The maximum USIBX drawdown since its inception was -20.24%, which is greater than BND's maximum drawdown of -18.84%. Use the drawdown chart below to compare losses from any high point for USIBX and BND. For additional features, visit the drawdowns tool.


-12.00%-10.00%-8.00%-6.00%JuneJulyAugustSeptemberOctoberNovember
-8.34%
-9.11%
USIBX
BND

Volatility

USIBX vs. BND - Volatility Comparison

USAA Intermediate Term Bond Fund (USIBX) and Vanguard Total Bond Market ETF (BND) have volatilities of 1.51% and 1.52%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


1.00%1.20%1.40%1.60%1.80%JuneJulyAugustSeptemberOctoberNovember
1.51%
1.52%
USIBX
BND