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USSBX vs. DHEAX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

USSBX vs. DHEAX - Performance Comparison

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

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USSBX vs. DHEAX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
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%
DHEAX
Diamond Hill Short Duration Securitized Bond Fund
0.75%5.70%9.15%8.38%-3.57%2.42%2.87%4.44%2.88%3.97%

Returns By Period

In the year-to-date period, USSBX achieves a -0.02% return, which is significantly lower than DHEAX's 0.75% return.


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%

DHEAX

1D
0.11%
1M
-0.29%
YTD
0.75%
6M
1.62%
1Y
4.87%
3Y*
7.37%
5Y*
4.17%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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USSBX vs. DHEAX - Expense Ratio Comparison

USSBX has a 0.54% expense ratio, which is lower than DHEAX's 0.83% expense ratio.


Return for Risk

USSBX vs. DHEAX — Risk / Return Rank

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

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

DHEAX
DHEAX Risk / Return Rank: 9999
Overall Rank
DHEAX Sharpe Ratio Rank: 100100
Sharpe Ratio Rank
DHEAX Sortino Ratio Rank: 9999
Sortino Ratio Rank
DHEAX Omega Ratio Rank: 9999
Omega Ratio Rank
DHEAX Calmar Ratio Rank: 9999
Calmar Ratio Rank
DHEAX Martin Ratio Rank: 9999
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.

USSBX vs. DHEAX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for USAA Short Term Bond Fund (USSBX) and Diamond Hill Short Duration Securitized Bond Fund (DHEAX). 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.


USSBXDHEAXDifference

Sharpe ratio

Return per unit of total volatility

2.29

4.13

-1.83

Sortino ratio

Return per unit of downside risk

4.10

6.62

-2.52

Omega ratio

Gain probability vs. loss probability

1.64

2.22

-0.58

Calmar ratio

Return relative to maximum drawdown

4.27

10.12

-5.85

Martin ratio

Return relative to average drawdown

16.66

38.95

-22.28

USSBX vs. DHEAX - Sharpe Ratio Comparison

The current USSBX Sharpe Ratio is 2.29, which is lower than the DHEAX Sharpe Ratio of 4.13. The chart below compares the historical Sharpe Ratios of USSBX and DHEAX, 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


USSBXDHEAXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.29

4.13

-1.83

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

1.58

2.77

-1.19

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

1.74

Sharpe Ratio (All Time)

Calculated using the full available price history

1.69

1.73

-0.05

Correlation

The correlation between USSBX and DHEAX is 0.53, 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.


Dividends

USSBX vs. DHEAX - Dividend Comparison

USSBX's dividend yield for the trailing twelve months is around 4.20%, less than DHEAX's 5.72% yield.


TTM20252024202320222021202020192018201720162015
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%
DHEAX
Diamond Hill Short Duration Securitized Bond Fund
5.72%5.27%5.94%5.25%3.41%2.31%2.92%3.76%3.45%3.20%0.00%0.00%

Drawdowns

USSBX vs. DHEAX - Drawdown Comparison

The maximum USSBX drawdown since its inception was -6.87%, smaller than the maximum DHEAX drawdown of -12.34%. Use the drawdown chart below to compare losses from any high point for USSBX and DHEAX.


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Drawdown Indicators


USSBXDHEAXDifference

Max Drawdown

Largest peak-to-trough decline

-6.87%

-12.34%

+5.47%

Max Drawdown (1Y)

Largest decline over 1 year

-1.09%

-0.50%

-0.59%

Max Drawdown (5Y)

Largest decline over 5 years

-5.11%

-5.06%

-0.05%

Max Drawdown (10Y)

Largest decline over 10 years

-5.57%

Current Drawdown

Current decline from peak

-0.98%

-0.29%

-0.69%

Average Drawdown

Average peak-to-trough decline

-0.63%

-0.82%

+0.19%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.28%

0.13%

+0.15%

Volatility

USSBX vs. DHEAX - Volatility Comparison

USAA Short Term Bond Fund (USSBX) has a higher volatility of 0.52% compared to Diamond Hill Short Duration Securitized Bond Fund (DHEAX) at 0.42%. This indicates that USSBX's price experiences larger fluctuations and is considered to be riskier than DHEAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


USSBXDHEAXDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.52%

0.42%

+0.10%

Volatility (6M)

Calculated over the trailing 6-month period

1.23%

0.79%

+0.44%

Volatility (1Y)

Calculated over the trailing 1-year period

1.94%

1.19%

+0.75%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

1.95%

1.51%

+0.44%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

1.77%

2.29%

-0.52%