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USIFX vs. NPRTX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Performance

USIFX vs. NPRTX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in USAA International Fund (USIFX) and Neuberger Berman Large Cap Value Fund (NPRTX). The values are adjusted to include any dividend payments, if applicable.

-5.00%0.00%5.00%10.00%JuneJulyAugustSeptemberOctoberNovember
-1.25%
9.69%
USIFX
NPRTX

Returns By Period

In the year-to-date period, USIFX achieves a 6.58% return, which is significantly lower than NPRTX's 17.76% return. Over the past 10 years, USIFX has underperformed NPRTX with an annualized return of 0.95%, while NPRTX has yielded a comparatively higher 10.21% annualized return.


USIFX

YTD

6.58%

1M

-2.26%

6M

-1.25%

1Y

13.11%

5Y (annualized)

-0.31%

10Y (annualized)

0.95%

NPRTX

YTD

17.76%

1M

0.52%

6M

9.69%

1Y

21.74%

5Y (annualized)

11.80%

10Y (annualized)

10.21%

Key characteristics


USIFXNPRTX
Sharpe Ratio1.032.00
Sortino Ratio1.472.79
Omega Ratio1.181.37
Calmar Ratio0.591.63
Martin Ratio4.8313.50
Ulcer Index2.72%1.61%
Daily Std Dev12.71%10.85%
Max Drawdown-56.30%-66.25%
Current Drawdown-12.29%-0.10%

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USIFX vs. NPRTX - Expense Ratio Comparison

USIFX has a 1.02% expense ratio, which is higher than NPRTX's 0.79% expense ratio.


USIFX
USAA International Fund
Expense ratio chart for USIFX: current value at 1.02% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%1.02%
Expense ratio chart for NPRTX: current value at 0.79% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.79%

Correlation

-0.50.00.51.00.6

The correlation between USIFX and NPRTX is 0.61, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.

Risk-Adjusted Performance

USIFX vs. NPRTX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for USAA International Fund (USIFX) and Neuberger Berman Large Cap Value Fund (NPRTX). 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 USIFX, currently valued at 1.03, compared to the broader market-1.000.001.002.003.004.005.001.032.00
The chart of Sortino ratio for USIFX, currently valued at 1.47, compared to the broader market0.005.0010.001.472.79
The chart of Omega ratio for USIFX, currently valued at 1.18, compared to the broader market1.002.003.004.001.181.37
The chart of Calmar ratio for USIFX, currently valued at 0.59, compared to the broader market0.005.0010.0015.0020.000.591.63
The chart of Martin ratio for USIFX, currently valued at 4.83, compared to the broader market0.0020.0040.0060.0080.00100.004.8313.50
USIFX
NPRTX

The current USIFX Sharpe Ratio is 1.03, which is lower than the NPRTX Sharpe Ratio of 2.00. The chart below compares the historical Sharpe Ratios of USIFX and NPRTX, 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
1.03
2.00
USIFX
NPRTX

Dividends

USIFX vs. NPRTX - Dividend Comparison

USIFX's dividend yield for the trailing twelve months is around 1.75%, less than NPRTX's 2.08% yield.


TTM20232022202120202019201820172016201520142013
USIFX
USAA International Fund
1.75%1.87%1.52%1.85%1.91%2.83%1.68%1.89%1.55%1.37%1.79%0.77%
NPRTX
Neuberger Berman Large Cap Value Fund
2.08%2.45%1.56%1.25%1.35%1.75%1.95%1.28%0.66%1.29%0.95%1.34%

Drawdowns

USIFX vs. NPRTX - Drawdown Comparison

The maximum USIFX drawdown since its inception was -56.30%, smaller than the maximum NPRTX drawdown of -66.25%. Use the drawdown chart below to compare losses from any high point for USIFX and NPRTX. For additional features, visit the drawdowns tool.


-15.00%-10.00%-5.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-12.29%
-0.10%
USIFX
NPRTX

Volatility

USIFX vs. NPRTX - Volatility Comparison

USAA International Fund (USIFX) has a higher volatility of 3.42% compared to Neuberger Berman Large Cap Value Fund (NPRTX) at 3.22%. This indicates that USIFX's price experiences larger fluctuations and is considered to be riskier than NPRTX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%3.00%4.00%5.00%6.00%JuneJulyAugustSeptemberOctoberNovember
3.42%
3.22%
USIFX
NPRTX