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USSBX vs. FPNIX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

USSBX vs. FPNIX - Performance Comparison

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

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USSBX vs. FPNIX - 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%
FPNIX
FPA New Income Fund
-0.16%6.71%4.58%6.78%-3.10%0.84%2.51%3.81%2.30%2.67%

Returns By Period

In the year-to-date period, USSBX achieves a -0.02% return, which is significantly higher than FPNIX's -0.16% return. Over the past 10 years, USSBX has outperformed FPNIX with an annualized return of 3.08%, while FPNIX has yielded a comparatively lower 2.86% annualized 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%

FPNIX

1D
0.30%
1M
-1.48%
YTD
-0.16%
6M
0.98%
1Y
4.49%
3Y*
5.26%
5Y*
2.98%
10Y*
2.86%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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USSBX vs. FPNIX - Expense Ratio Comparison

USSBX has a 0.54% expense ratio, which is higher than FPNIX's 0.45% expense ratio.


Return for Risk

USSBX vs. FPNIX — 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

FPNIX
FPNIX Risk / Return Rank: 8989
Overall Rank
FPNIX Sharpe Ratio Rank: 8888
Sharpe Ratio Rank
FPNIX Sortino Ratio Rank: 9191
Sortino Ratio Rank
FPNIX Omega Ratio Rank: 8585
Omega Ratio Rank
FPNIX Calmar Ratio Rank: 9090
Calmar Ratio Rank
FPNIX Martin Ratio Rank: 9292
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. FPNIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for USAA Short Term Bond Fund (USSBX) and FPA New Income Fund (FPNIX). 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.


USSBXFPNIXDifference

Sharpe ratio

Return per unit of total volatility

2.29

1.74

+0.55

Sortino ratio

Return per unit of downside risk

4.10

2.59

+1.51

Omega ratio

Gain probability vs. loss probability

1.64

1.35

+0.30

Calmar ratio

Return relative to maximum drawdown

4.27

2.49

+1.78

Martin ratio

Return relative to average drawdown

16.66

11.01

+5.66

USSBX vs. FPNIX - Sharpe Ratio Comparison

The current USSBX Sharpe Ratio is 2.29, which is higher than the FPNIX Sharpe Ratio of 1.74. The chart below compares the historical Sharpe Ratios of USSBX and FPNIX, 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


USSBXFPNIXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.29

1.74

+0.55

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

1.58

1.24

+0.34

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

1.74

1.52

+0.22

Sharpe Ratio (All Time)

Calculated using the full available price history

1.69

1.02

+0.67

Correlation

The correlation between USSBX and FPNIX is 0.41, 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. FPNIX - Dividend Comparison

USSBX's dividend yield for the trailing twelve months is around 4.20%, more than FPNIX's 3.81% 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%
FPNIX
FPA New Income Fund
3.81%3.36%4.39%3.37%2.13%1.24%2.17%2.63%3.10%2.84%2.31%1.87%

Drawdowns

USSBX vs. FPNIX - Drawdown Comparison

The maximum USSBX drawdown since its inception was -6.87%, smaller than the maximum FPNIX drawdown of -22.95%. Use the drawdown chart below to compare losses from any high point for USSBX and FPNIX.


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Drawdown Indicators


USSBXFPNIXDifference

Max Drawdown

Largest peak-to-trough decline

-6.87%

-22.95%

+16.08%

Max Drawdown (1Y)

Largest decline over 1 year

-1.09%

-1.97%

+0.88%

Max Drawdown (5Y)

Largest decline over 5 years

-5.11%

-4.67%

-0.44%

Max Drawdown (10Y)

Largest decline over 10 years

-5.57%

-4.67%

-0.90%

Current Drawdown

Current decline from peak

-0.98%

-1.48%

+0.50%

Average Drawdown

Average peak-to-trough decline

-0.63%

-1.86%

+1.23%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.28%

0.45%

-0.17%

Volatility

USSBX vs. FPNIX - Volatility Comparison

The current volatility for USAA Short Term Bond Fund (USSBX) is 0.52%, while FPA New Income Fund (FPNIX) has a volatility of 1.10%. This indicates that USSBX experiences smaller price fluctuations and is considered to be less risky than FPNIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


USSBXFPNIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.52%

1.10%

-0.58%

Volatility (6M)

Calculated over the trailing 6-month period

1.23%

1.64%

-0.41%

Volatility (1Y)

Calculated over the trailing 1-year period

1.94%

2.66%

-0.72%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

1.95%

2.41%

-0.46%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

1.77%

1.88%

-0.11%