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USIBX vs. DODIX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Performance

USIBX vs. DODIX - Performance Comparison

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

0.00%2.00%4.00%6.00%8.00%JuneJulyAugustSeptemberOctoberNovember
3.49%
3.54%
USIBX
DODIX

Returns By Period

The year-to-date returns for both stocks are quite close, with USIBX having a 2.76% return and DODIX slightly lower at 2.71%. Over the past 10 years, USIBX has underperformed DODIX with an annualized return of 1.79%, while DODIX has yielded a comparatively higher 2.58% annualized return.


USIBX

YTD

2.76%

1M

-0.39%

6M

3.49%

1Y

7.50%

5Y (annualized)

-0.18%

10Y (annualized)

1.79%

DODIX

YTD

2.71%

1M

-0.40%

6M

3.54%

1Y

7.69%

5Y (annualized)

1.45%

10Y (annualized)

2.58%

Key characteristics


USIBXDODIX
Sharpe Ratio1.401.31
Sortino Ratio2.041.92
Omega Ratio1.251.23
Calmar Ratio0.500.76
Martin Ratio4.854.61
Ulcer Index1.55%1.67%
Daily Std Dev5.36%5.89%
Max Drawdown-20.24%-16.38%
Current Drawdown-8.24%-3.59%

Compare stocks, funds, or ETFs

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USIBX vs. DODIX - Expense Ratio Comparison

USIBX has a 0.63% expense ratio, which is higher than DODIX's 0.41% 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 DODIX: current value at 0.41% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.41%

Correlation

-0.50.00.51.00.8

The correlation between USIBX and DODIX is 0.82, 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. DODIX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for USAA Intermediate Term Bond Fund (USIBX) and Dodge & Cox Income Fund (DODIX). 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-1.000.001.002.003.004.005.001.401.31
The chart of Sortino ratio for USIBX, currently valued at 2.04, compared to the broader market0.005.0010.002.041.92
The chart of Omega ratio for USIBX, currently valued at 1.25, compared to the broader market1.002.003.004.001.251.23
The chart of Calmar ratio for USIBX, currently valued at 0.50, compared to the broader market0.005.0010.0015.0020.000.500.76
The chart of Martin ratio for USIBX, currently valued at 4.85, compared to the broader market0.0020.0040.0060.0080.00100.004.854.61
USIBX
DODIX

The current USIBX Sharpe Ratio is 1.40, which is comparable to the DODIX Sharpe Ratio of 1.31. The chart below compares the historical Sharpe Ratios of USIBX and DODIX, 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
1.31
USIBX
DODIX

Dividends

USIBX vs. DODIX - Dividend Comparison

USIBX's dividend yield for the trailing twelve months is around 4.46%, more than DODIX's 4.17% 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%
DODIX
Dodge & Cox Income Fund
4.17%3.86%2.84%1.89%2.44%3.04%3.00%2.76%3.11%3.03%3.84%3.07%

Drawdowns

USIBX vs. DODIX - Drawdown Comparison

The maximum USIBX drawdown since its inception was -20.24%, which is greater than DODIX's maximum drawdown of -16.38%. Use the drawdown chart below to compare losses from any high point for USIBX and DODIX. For additional features, visit the drawdowns tool.


-12.00%-10.00%-8.00%-6.00%-4.00%-2.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-8.24%
-3.59%
USIBX
DODIX

Volatility

USIBX vs. DODIX - Volatility Comparison

USAA Intermediate Term Bond Fund (USIBX) and Dodge & Cox Income Fund (DODIX) have volatilities of 1.51% and 1.53%, 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%2.00%JuneJulyAugustSeptemberOctoberNovember
1.51%
1.53%
USIBX
DODIX