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USSBX vs. TSDLX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

USSBX vs. TSDLX - Performance Comparison

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

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USSBX vs. TSDLX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020
USSBX
USAA Short Term Bond Fund
-0.02%5.79%6.21%5.99%-2.95%1.08%0.47%
TSDLX
T. Rowe Price Short Duration Income Fund
-0.02%10.34%6.30%6.07%-5.69%0.77%0.10%

Returns By Period

As of year-to-date, both investments have demonstrated similar returns, with USSBX at -0.02% and TSDLX at -0.02%.


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%

TSDLX

1D
0.11%
1M
-1.15%
YTD
-0.02%
6M
2.61%
1Y
8.51%
3Y*
6.90%
5Y*
3.29%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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USSBX vs. TSDLX - Expense Ratio Comparison

USSBX has a 0.54% expense ratio, which is higher than TSDLX's 0.40% expense ratio.


Return for Risk

USSBX vs. TSDLX — 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

TSDLX
TSDLX Risk / Return Rank: 9999
Overall Rank
TSDLX Sharpe Ratio Rank: 9999
Sharpe Ratio Rank
TSDLX Sortino Ratio Rank: 9999
Sortino Ratio Rank
TSDLX Omega Ratio Rank: 9898
Omega Ratio Rank
TSDLX Calmar Ratio Rank: 9999
Calmar Ratio Rank
TSDLX 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. TSDLX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for USAA Short Term Bond Fund (USSBX) and T. Rowe Price Short Duration Income Fund (TSDLX). 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.


USSBXTSDLXDifference

Sharpe ratio

Return per unit of total volatility

2.29

3.85

-1.56

Sortino ratio

Return per unit of downside risk

4.10

8.30

-4.20

Omega ratio

Gain probability vs. loss probability

1.64

2.18

-0.54

Calmar ratio

Return relative to maximum drawdown

4.27

7.19

-2.91

Martin ratio

Return relative to average drawdown

16.66

29.70

-13.04

USSBX vs. TSDLX - Sharpe Ratio Comparison

The current USSBX Sharpe Ratio is 2.29, which is lower than the TSDLX Sharpe Ratio of 3.85. The chart below compares the historical Sharpe Ratios of USSBX and TSDLX, 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


USSBXTSDLXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.29

3.85

-1.56

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

1.58

1.44

+0.14

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

1.45

+0.23

Correlation

The correlation between USSBX and TSDLX is 0.74, 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

USSBX vs. TSDLX - Dividend Comparison

USSBX's dividend yield for the trailing twelve months is around 4.20%, less than TSDLX's 8.42% 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%
TSDLX
T. Rowe Price Short Duration Income Fund
8.42%8.51%5.44%4.21%1.82%1.69%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

USSBX vs. TSDLX - Drawdown Comparison

The maximum USSBX drawdown since its inception was -6.87%, smaller than the maximum TSDLX drawdown of -7.86%. Use the drawdown chart below to compare losses from any high point for USSBX and TSDLX.


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Drawdown Indicators


USSBXTSDLXDifference

Max Drawdown

Largest peak-to-trough decline

-6.87%

-7.86%

+0.99%

Max Drawdown (1Y)

Largest decline over 1 year

-1.09%

-1.26%

+0.17%

Max Drawdown (5Y)

Largest decline over 5 years

-5.11%

-7.86%

+2.75%

Max Drawdown (10Y)

Largest decline over 10 years

-5.57%

Current Drawdown

Current decline from peak

-0.98%

-1.15%

+0.17%

Average Drawdown

Average peak-to-trough decline

-0.63%

-1.83%

+1.20%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.28%

0.30%

-0.02%

Volatility

USSBX vs. TSDLX - Volatility Comparison

USAA Short Term Bond Fund (USSBX) and T. Rowe Price Short Duration Income Fund (TSDLX) have volatilities of 0.52% and 0.52%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


USSBXTSDLXDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.52%

0.52%

0.00%

Volatility (6M)

Calculated over the trailing 6-month period

1.23%

1.52%

-0.29%

Volatility (1Y)

Calculated over the trailing 1-year period

1.94%

2.40%

-0.46%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

1.95%

2.30%

-0.35%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

1.77%

2.24%

-0.47%