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USTEX vs. VTEB
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

USTEX vs. VTEB - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in USAA Tax Exempt Long Term Fund (USTEX) and Vanguard Tax-Exempt Bond ETF (VTEB). The values are adjusted to include any dividend payments, if applicable.

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USTEX vs. VTEB - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
USTEX
USAA Tax Exempt Long Term Fund
-0.83%3.60%3.51%6.91%-12.39%3.53%5.45%7.49%0.82%5.44%
VTEB
Vanguard Tax-Exempt Bond ETF
-0.23%3.72%1.31%6.15%-7.99%1.14%5.19%7.35%1.04%4.87%

Returns By Period

In the year-to-date period, USTEX achieves a -0.83% return, which is significantly lower than VTEB's -0.23% return. Both investments have delivered pretty close results over the past 10 years, with USTEX having a 2.11% annualized return and VTEB not far behind at 2.06%.


USTEX

1D
0.08%
1M
-3.19%
YTD
-0.83%
6M
1.35%
1Y
3.25%
3Y*
3.42%
5Y*
0.61%
10Y*
2.11%

VTEB

1D
0.24%
1M
-2.18%
YTD
-0.23%
6M
1.34%
1Y
3.99%
3Y*
2.67%
5Y*
0.82%
10Y*
2.06%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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USTEX vs. VTEB - Expense Ratio Comparison

USTEX has a 0.46% expense ratio, which is higher than VTEB's 0.05% expense ratio.


Return for Risk

USTEX vs. VTEB — Risk / Return Rank

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

USTEX
USTEX Risk / Return Rank: 2121
Overall Rank
USTEX Sharpe Ratio Rank: 1919
Sharpe Ratio Rank
USTEX Sortino Ratio Rank: 1515
Sortino Ratio Rank
USTEX Omega Ratio Rank: 3636
Omega Ratio Rank
USTEX Calmar Ratio Rank: 2020
Calmar Ratio Rank
USTEX Martin Ratio Rank: 1616
Martin Ratio Rank

VTEB
VTEB Risk / Return Rank: 5454
Overall Rank
VTEB Sharpe Ratio Rank: 6060
Sharpe Ratio Rank
VTEB Sortino Ratio Rank: 5151
Sortino Ratio Rank
VTEB Omega Ratio Rank: 6666
Omega Ratio Rank
VTEB Calmar Ratio Rank: 5353
Calmar Ratio Rank
VTEB Martin Ratio Rank: 4141
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.

USTEX vs. VTEB - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for USAA Tax Exempt Long Term Fund (USTEX) and Vanguard Tax-Exempt Bond ETF (VTEB). 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.


USTEXVTEBDifference

Sharpe ratio

Return per unit of total volatility

0.48

1.00

-0.52

Sortino ratio

Return per unit of downside risk

0.68

1.27

-0.59

Omega ratio

Gain probability vs. loss probability

1.17

1.23

-0.06

Calmar ratio

Return relative to maximum drawdown

0.58

1.20

-0.63

Martin ratio

Return relative to average drawdown

1.59

3.56

-1.97

USTEX vs. VTEB - Sharpe Ratio Comparison

The current USTEX Sharpe Ratio is 0.48, which is lower than the VTEB Sharpe Ratio of 1.00. The chart below compares the historical Sharpe Ratios of USTEX and VTEB, 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


USTEXVTEBDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.48

1.00

-0.52

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.11

0.21

-0.10

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.42

0.39

+0.03

Sharpe Ratio (All Time)

Calculated using the full available price history

0.90

0.45

+0.45

Correlation

The correlation between USTEX and VTEB is 0.64, 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

USTEX vs. VTEB - Dividend Comparison

USTEX's dividend yield for the trailing twelve months is around 3.78%, more than VTEB's 3.36% yield.


TTM20252024202320222021202020192018201720162015
USTEX
USAA Tax Exempt Long Term Fund
3.78%4.04%4.29%3.33%3.42%2.66%3.39%3.42%3.78%3.54%4.13%3.86%
VTEB
Vanguard Tax-Exempt Bond ETF
3.36%3.29%3.14%2.79%2.09%1.64%1.99%2.30%2.25%1.96%1.66%0.58%

Drawdowns

USTEX vs. VTEB - Drawdown Comparison

The maximum USTEX drawdown since its inception was -20.42%, which is greater than VTEB's maximum drawdown of -17.00%. Use the drawdown chart below to compare losses from any high point for USTEX and VTEB.


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Drawdown Indicators


USTEXVTEBDifference

Max Drawdown

Largest peak-to-trough decline

-20.42%

-17.00%

-3.42%

Max Drawdown (1Y)

Largest decline over 1 year

-7.08%

-3.45%

-3.63%

Max Drawdown (5Y)

Largest decline over 5 years

-17.95%

-12.64%

-5.31%

Max Drawdown (10Y)

Largest decline over 10 years

-17.95%

-17.00%

-0.95%

Current Drawdown

Current decline from peak

-3.19%

-2.18%

-1.01%

Average Drawdown

Average peak-to-trough decline

-2.86%

-2.35%

-0.51%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.57%

1.17%

+1.40%

Volatility

USTEX vs. VTEB - Volatility Comparison

The current volatility for USAA Tax Exempt Long Term Fund (USTEX) is 1.09%, while Vanguard Tax-Exempt Bond ETF (VTEB) has a volatility of 1.39%. This indicates that USTEX experiences smaller price fluctuations and is considered to be less risky than VTEB based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


USTEXVTEBDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.09%

1.39%

-0.30%

Volatility (6M)

Calculated over the trailing 6-month period

1.94%

1.85%

+0.09%

Volatility (1Y)

Calculated over the trailing 1-year period

8.19%

4.00%

+4.19%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

5.66%

3.87%

+1.79%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

5.03%

5.25%

-0.22%