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USIBX vs. USSBX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

USIBX vs. USSBX - Performance Comparison

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

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USIBX vs. USSBX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
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%
USSBX
USAA Short Term Bond Fund
-0.02%5.79%6.21%5.99%-2.95%1.08%4.75%5.00%1.24%2.30%

Returns By Period

In the year-to-date period, USIBX achieves a -0.60% return, which is significantly lower than USSBX's -0.02% return. Both investments have delivered pretty close results over the past 10 years, with USIBX having a 3.20% annualized return and USSBX not far behind at 3.08%.


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%

USSBX

1D
0.11%
1M
-0.98%
YTD
-0.02%
6M
1.14%
1Y
4.04%
3Y*
5.63%
5Y*
3.08%
10Y*
3.08%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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USIBX vs. USSBX - Expense Ratio Comparison

USIBX has a 0.63% expense ratio, which is higher than USSBX's 0.54% expense ratio.


Return for Risk

USIBX vs. USSBX — Risk / Return Rank

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

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

USSBX
USSBX Risk / Return Rank: 9797
Overall Rank
USSBX Sharpe Ratio Rank: 9595
Sharpe Ratio Rank
USSBX Sortino Ratio Rank: 9797
Sortino Ratio Rank
USSBX Omega Ratio Rank: 9797
Omega Ratio Rank
USSBX Calmar Ratio Rank: 9797
Calmar Ratio Rank
USSBX Martin Ratio Rank: 9797
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.

USIBX vs. USSBX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for USAA Intermediate Term Bond Fund (USIBX) and USAA Short Term Bond Fund (USSBX). 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.


USIBXUSSBXDifference

Sharpe ratio

Return per unit of total volatility

1.07

2.29

-1.23

Sortino ratio

Return per unit of downside risk

1.55

4.10

-2.55

Omega ratio

Gain probability vs. loss probability

1.19

1.64

-0.45

Calmar ratio

Return relative to maximum drawdown

1.74

4.27

-2.53

Martin ratio

Return relative to average drawdown

5.38

16.66

-11.28

USIBX vs. USSBX - Sharpe Ratio Comparison

The current USIBX Sharpe Ratio is 1.07, which is lower than the USSBX Sharpe Ratio of 2.29. The chart below compares the historical Sharpe Ratios of USIBX and USSBX, 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


USIBXUSSBXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.07

2.29

-1.23

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.18

1.58

-1.41

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.68

1.74

-1.06

Sharpe Ratio (All Time)

Calculated using the full available price history

1.09

1.69

-0.60

Correlation

The correlation between USIBX and USSBX is 0.76, 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.


Dividends

USIBX vs. USSBX - Dividend Comparison

USIBX's dividend yield for the trailing twelve months is around 4.33%, more than USSBX's 4.20% yield.


TTM20252024202320222021202020192018201720162015
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%
USSBX
USAA Short Term Bond Fund
4.20%4.51%4.32%3.37%2.38%2.72%3.41%2.79%2.44%1.94%1.86%1.69%

Drawdowns

USIBX vs. USSBX - Drawdown Comparison

The maximum USIBX drawdown since its inception was -18.49%, which is greater than USSBX's maximum drawdown of -6.87%. Use the drawdown chart below to compare losses from any high point for USIBX and USSBX.


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Drawdown Indicators


USIBXUSSBXDifference

Max Drawdown

Largest peak-to-trough decline

-18.49%

-6.87%

-11.62%

Max Drawdown (1Y)

Largest decline over 1 year

-2.87%

-1.09%

-1.78%

Max Drawdown (5Y)

Largest decline over 5 years

-18.49%

-5.11%

-13.38%

Max Drawdown (10Y)

Largest decline over 10 years

-18.49%

-5.57%

-12.92%

Current Drawdown

Current decline from peak

-2.34%

-0.98%

-1.36%

Average Drawdown

Average peak-to-trough decline

-2.57%

-0.63%

-1.94%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.93%

0.28%

+0.65%

Volatility

USIBX vs. USSBX - Volatility Comparison

USAA Intermediate Term Bond Fund (USIBX) has a higher volatility of 1.57% compared to USAA Short Term Bond Fund (USSBX) at 0.52%. This indicates that USIBX's price experiences larger fluctuations and is considered to be riskier than USSBX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


USIBXUSSBXDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.57%

0.52%

+1.05%

Volatility (6M)

Calculated over the trailing 6-month period

2.55%

1.23%

+1.32%

Volatility (1Y)

Calculated over the trailing 1-year period

4.28%

1.94%

+2.34%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

5.70%

1.95%

+3.75%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

4.70%

1.77%

+2.93%