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USMIX vs. USATX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

USMIX vs. USATX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in USAA Extended Market Index Fund (USMIX) and USAA Tax Exempt Intermediate Term Fund (USATX). The values are adjusted to include any dividend payments, if applicable.

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USMIX vs. USATX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
USMIX
USAA Extended Market Index Fund
-2.95%10.44%11.99%25.81%-24.04%15.29%31.20%27.93%-9.71%17.72%
USATX
USAA Tax Exempt Intermediate Term Fund
-0.32%4.75%2.89%5.30%-8.12%2.06%4.91%7.03%1.25%5.77%

Returns By Period

In the year-to-date period, USMIX achieves a -2.95% return, which is significantly lower than USATX's -0.32% return. Over the past 10 years, USMIX has outperformed USATX with an annualized return of 10.61%, while USATX has yielded a comparatively lower 2.25% annualized return.


USMIX

1D
-0.91%
1M
-8.33%
YTD
-2.95%
6M
-0.80%
1Y
16.18%
3Y*
12.62%
5Y*
4.03%
10Y*
10.61%

USATX

1D
0.16%
1M
-2.27%
YTD
-0.32%
6M
1.19%
1Y
4.11%
3Y*
3.42%
5Y*
1.13%
10Y*
2.25%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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USMIX vs. USATX - Expense Ratio Comparison

USMIX has a 0.38% expense ratio, which is lower than USATX's 0.49% expense ratio.


Return for Risk

USMIX vs. USATX — Risk / Return Rank

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

USMIX
USMIX Risk / Return Rank: 3535
Overall Rank
USMIX Sharpe Ratio Rank: 3333
Sharpe Ratio Rank
USMIX Sortino Ratio Rank: 3636
Sortino Ratio Rank
USMIX Omega Ratio Rank: 3232
Omega Ratio Rank
USMIX Calmar Ratio Rank: 3636
Calmar Ratio Rank
USMIX Martin Ratio Rank: 3838
Martin Ratio Rank

USATX
USATX Risk / Return Rank: 4545
Overall Rank
USATX Sharpe Ratio Rank: 3939
Sharpe Ratio Rank
USATX Sortino Ratio Rank: 3333
Sortino Ratio Rank
USATX Omega Ratio Rank: 8080
Omega Ratio Rank
USATX Calmar Ratio Rank: 3636
Calmar Ratio Rank
USATX Martin Ratio Rank: 3737
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.

USMIX vs. USATX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for USAA Extended Market Index Fund (USMIX) and USAA Tax Exempt Intermediate Term Fund (USATX). 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.


USMIXUSATXDifference

Sharpe ratio

Return per unit of total volatility

0.75

0.84

-0.09

Sortino ratio

Return per unit of downside risk

1.19

1.13

+0.06

Omega ratio

Gain probability vs. loss probability

1.16

1.31

-0.15

Calmar ratio

Return relative to maximum drawdown

0.97

0.96

+0.01

Martin ratio

Return relative to average drawdown

3.97

3.90

+0.07

USMIX vs. USATX - Sharpe Ratio Comparison

The current USMIX Sharpe Ratio is 0.75, which is comparable to the USATX Sharpe Ratio of 0.84. The chart below compares the historical Sharpe Ratios of USMIX and USATX, 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


USMIXUSATXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.75

0.84

-0.09

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.16

0.31

-0.14

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.45

0.62

-0.17

Sharpe Ratio (All Time)

Calculated using the full available price history

0.35

1.12

-0.77

Correlation

The correlation between USMIX and USATX is -0.09. This indicates that the assets' prices tend to move in opposite directions. Negative correlation can be particularly beneficial for diversification and risk management, as one asset may offset the losses of the other during market fluctuations.


Dividends

USMIX vs. USATX - Dividend Comparison

USMIX's dividend yield for the trailing twelve months is around 6.67%, more than USATX's 3.45% yield.


TTM20252024202320222021202020192018201720162015
USMIX
USAA Extended Market Index Fund
6.67%6.47%14.41%4.41%8.78%17.98%3.32%3.18%6.48%7.48%7.07%8.02%
USATX
USAA Tax Exempt Intermediate Term Fund
3.45%3.71%3.89%2.95%2.97%2.33%2.91%2.87%3.04%3.15%3.23%3.26%

Drawdowns

USMIX vs. USATX - Drawdown Comparison

The maximum USMIX drawdown since its inception was -57.91%, which is greater than USATX's maximum drawdown of -12.72%. Use the drawdown chart below to compare losses from any high point for USMIX and USATX.


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Drawdown Indicators


USMIXUSATXDifference

Max Drawdown

Largest peak-to-trough decline

-57.91%

-12.72%

-45.19%

Max Drawdown (1Y)

Largest decline over 1 year

-14.21%

-4.92%

-9.29%

Max Drawdown (5Y)

Largest decline over 5 years

-37.86%

-12.52%

-25.34%

Max Drawdown (10Y)

Largest decline over 10 years

-41.86%

-12.52%

-29.34%

Current Drawdown

Current decline from peak

-9.97%

-2.27%

-7.70%

Average Drawdown

Average peak-to-trough decline

-12.06%

-1.90%

-10.16%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.47%

1.21%

+2.26%

Volatility

USMIX vs. USATX - Volatility Comparison

USAA Extended Market Index Fund (USMIX) has a higher volatility of 5.54% compared to USAA Tax Exempt Intermediate Term Fund (USATX) at 0.77%. This indicates that USMIX's price experiences larger fluctuations and is considered to be riskier than USATX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


USMIXUSATXDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.54%

0.77%

+4.77%

Volatility (6M)

Calculated over the trailing 6-month period

12.32%

1.39%

+10.93%

Volatility (1Y)

Calculated over the trailing 1-year period

21.64%

5.59%

+16.05%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

24.96%

3.71%

+21.25%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

23.63%

3.66%

+19.97%