PortfoliosLab logoPortfoliosLab logo
UUSTX vs. FTHRX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

UUSTX vs. FTHRX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in USAA Ultra Short-Term Bond Fund (UUSTX) and Fidelity Intermediate Bond Fund (FTHRX). The values are adjusted to include any dividend payments, if applicable.

Loading graphics...

UUSTX vs. FTHRX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
UUSTX
USAA Ultra Short-Term Bond Fund
0.30%5.25%6.20%5.57%-0.69%0.78%3.00%4.37%1.58%1.51%
FTHRX
Fidelity Intermediate Bond Fund
-0.49%6.89%3.25%5.55%-9.17%-1.60%7.06%7.20%0.52%2.31%

Returns By Period

In the year-to-date period, UUSTX achieves a 0.30% return, which is significantly higher than FTHRX's -0.49% return. Over the past 10 years, UUSTX has outperformed FTHRX with an annualized return of 2.91%, while FTHRX has yielded a comparatively lower 2.07% annualized return.


UUSTX

1D
0.10%
1M
-0.49%
YTD
0.30%
6M
1.46%
1Y
4.18%
3Y*
5.28%
5Y*
3.35%
10Y*
2.91%

FTHRX

1D
0.29%
1M
-1.72%
YTD
-0.49%
6M
0.55%
1Y
3.89%
3Y*
4.22%
5Y*
1.13%
10Y*
2.07%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


UUSTX vs. FTHRX - Expense Ratio Comparison

UUSTX has a 0.62% expense ratio, which is higher than FTHRX's 0.45% expense ratio.


Return for Risk

UUSTX vs. FTHRX — Risk / Return Rank

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

UUSTX
UUSTX Risk / Return Rank: 9999
Overall Rank
UUSTX Sharpe Ratio Rank: 9898
Sharpe Ratio Rank
UUSTX Sortino Ratio Rank: 9999
Sortino Ratio Rank
UUSTX Omega Ratio Rank: 9999
Omega Ratio Rank
UUSTX Calmar Ratio Rank: 9999
Calmar Ratio Rank
UUSTX Martin Ratio Rank: 9999
Martin Ratio Rank

FTHRX
FTHRX Risk / Return Rank: 8080
Overall Rank
FTHRX Sharpe Ratio Rank: 7878
Sharpe Ratio Rank
FTHRX Sortino Ratio Rank: 8383
Sortino Ratio Rank
FTHRX Omega Ratio Rank: 7171
Omega Ratio Rank
FTHRX Calmar Ratio Rank: 8686
Calmar Ratio Rank
FTHRX Martin Ratio Rank: 8080
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.

UUSTX vs. FTHRX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for USAA Ultra Short-Term Bond Fund (UUSTX) and Fidelity Intermediate Bond Fund (FTHRX). 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.


UUSTXFTHRXDifference

Sharpe ratio

Return per unit of total volatility

3.04

1.41

+1.63

Sortino ratio

Return per unit of downside risk

9.27

2.11

+7.16

Omega ratio

Gain probability vs. loss probability

2.89

1.26

+1.63

Calmar ratio

Return relative to maximum drawdown

7.90

2.19

+5.71

Martin ratio

Return relative to average drawdown

31.96

7.84

+24.12

UUSTX vs. FTHRX - Sharpe Ratio Comparison

The current UUSTX Sharpe Ratio is 3.04, which is higher than the FTHRX Sharpe Ratio of 1.41. The chart below compares the historical Sharpe Ratios of UUSTX and FTHRX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Loading graphics...

Sharpe Ratios by Period


UUSTXFTHRXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

3.04

1.41

+1.63

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

2.28

0.28

+1.99

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

1.96

0.61

+1.34

Sharpe Ratio (All Time)

Calculated using the full available price history

1.79

0.91

+0.88

Correlation

The correlation between UUSTX and FTHRX is 0.50, 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

UUSTX vs. FTHRX - Dividend Comparison

UUSTX's dividend yield for the trailing twelve months is around 4.30%, more than FTHRX's 3.35% yield.


TTM20252024202320222021202020192018201720162015
UUSTX
USAA Ultra Short-Term Bond Fund
4.30%4.81%5.30%3.87%2.01%0.87%2.10%2.66%2.38%1.60%1.31%1.33%
FTHRX
Fidelity Intermediate Bond Fund
3.35%3.59%3.49%2.94%1.55%1.53%4.16%2.49%2.48%2.20%2.63%2.13%

Drawdowns

UUSTX vs. FTHRX - Drawdown Comparison

The maximum UUSTX drawdown since its inception was -7.34%, smaller than the maximum FTHRX drawdown of -19.01%. Use the drawdown chart below to compare losses from any high point for UUSTX and FTHRX.


Loading graphics...

Drawdown Indicators


UUSTXFTHRXDifference

Max Drawdown

Largest peak-to-trough decline

-7.34%

-19.01%

+11.67%

Max Drawdown (1Y)

Largest decline over 1 year

-0.59%

-2.11%

+1.52%

Max Drawdown (5Y)

Largest decline over 5 years

-2.53%

-13.18%

+10.65%

Max Drawdown (10Y)

Largest decline over 10 years

-7.34%

-13.25%

+5.91%

Current Drawdown

Current decline from peak

-0.49%

-1.72%

+1.23%

Average Drawdown

Average peak-to-trough decline

-0.27%

-3.07%

+2.80%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.15%

0.59%

-0.44%

Volatility

UUSTX vs. FTHRX - Volatility Comparison

The current volatility for USAA Ultra Short-Term Bond Fund (UUSTX) is 0.28%, while Fidelity Intermediate Bond Fund (FTHRX) has a volatility of 1.11%. This indicates that UUSTX experiences smaller price fluctuations and is considered to be less risky than FTHRX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading graphics...

Volatility by Period


UUSTXFTHRXDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.28%

1.11%

-0.83%

Volatility (6M)

Calculated over the trailing 6-month period

1.07%

1.84%

-0.77%

Volatility (1Y)

Calculated over the trailing 1-year period

1.52%

3.08%

-1.56%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

1.48%

4.00%

-2.52%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

1.49%

3.39%

-1.90%