EJ Fund
An EJ Fund Mix
Asset Allocation
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in EJ Fund, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends. The portfolio is rebalanced Every year.
The earliest data available for this chart is Apr 1, 2016, corresponding to the inception date of ANBAX
Returns By Period
| YTD | 1M | 6M | 1Y | 5Y* | 10Y* | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | -3.93% | 11.36% | -1.09% | 10.19% | 14.74% | 10.35% |
| EJ Fund | 1.77% | 6.66% | -0.52% | 6.24% | 5.75% | N/A |
| Portfolio components: | ||||||
AMCPX American Funds AMCAP Fund Class A | -2.72% | 14.33% | -5.17% | 2.22% | 6.13% | 4.19% |
ABNDX American Funds The Bond Fund of America | 1.76% | -1.84% | 1.29% | 5.08% | -1.23% | 1.09% |
CAIBX American Funds Capital Income Builder Class A | 6.26% | 7.36% | 5.08% | 14.80% | 10.07% | 5.76% |
CWBFX American Funds Capital World Bond Fund | 5.33% | 0.99% | 2.58% | 5.73% | -1.59% | 0.10% |
ANCFX American Funds Fundamental Investors Class A | -0.17% | 13.59% | -4.85% | 4.77% | 9.98% | 5.60% |
ANBAX American Funds Strategic Bond Fund | 4.02% | -0.86% | 2.32% | 6.48% | -1.16% | N/A |
AWSHX American Funds Washington Mutual Investors Fund Class A | 0.61% | 9.93% | -1.80% | 4.07% | 10.42% | 5.93% |
Monthly Returns
The table below presents the monthly returns of EJ Fund, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2025 | 2.73% | 0.22% | -2.54% | 0.62% | 0.80% | 1.77% | |||||||
| 2024 | 0.35% | 2.41% | 2.42% | -3.43% | 2.79% | 0.79% | 2.29% | 2.16% | 1.69% | -1.75% | 2.66% | -4.79% | 7.46% |
| 2023 | 4.66% | -2.96% | 2.53% | 1.19% | -1.02% | 2.65% | 2.15% | -1.56% | -3.81% | -1.88% | 7.29% | 3.40% | 12.71% |
| 2022 | -4.03% | -1.79% | 0.24% | -6.18% | 0.86% | -7.59% | 4.75% | -3.21% | -7.06% | 4.13% | 5.77% | -2.85% | -16.70% |
| 2021 | -0.78% | 1.64% | 1.99% | 3.02% | 1.32% | -1.07% | 1.17% | 1.53% | -2.85% | 3.94% | -1.62% | 1.48% | 9.98% |
| 2020 | -0.05% | -3.82% | -7.85% | 7.33% | 3.08% | 0.94% | 3.10% | 2.57% | -1.76% | -1.78% | 7.32% | 1.36% | 9.81% |
| 2019 | 4.78% | 1.66% | 1.50% | 2.12% | -3.35% | 3.83% | 0.26% | -0.44% | 0.54% | 1.54% | 2.24% | -0.27% | 15.11% |
| 2018 | 3.29% | -2.62% | -1.03% | 0.09% | 1.03% | -0.91% | 1.74% | 0.73% | 0.39% | -4.51% | 1.73% | -6.52% | -6.81% |
| 2017 | 1.70% | 2.01% | 0.30% | 0.98% | 1.52% | -0.82% | 1.81% | 0.26% | 1.50% | 1.26% | 1.33% | -1.10% | 11.24% |
| 2016 | 0.81% | 0.50% | 0.62% | 1.98% | -0.06% | 0.30% | -1.44% | 0.90% | -0.39% | 3.23% |
Expense Ratio
EJ Fund has an expense ratio of 0.63%, placing it in the medium range. Below, you can find the expense ratios of the portfolio's funds side by side and easily compare their relative costs.
Risk-Adjusted Performance
Risk-Adjusted Performance Rank
The current rank of EJ Fund is 36, indicating average performance compared to other portfolios on our website. Here’s a breakdown of how it compares using common performance measures.
Risk-Adjusted Performance Indicators
This table presents a comparison of risk-adjusted performance metrics for positions. 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.
| Sharpe ratio | Sortino ratio | Omega ratio | Calmar ratio | Martin ratio | |
|---|---|---|---|---|---|
AMCPX American Funds AMCAP Fund Class A | 0.20 | 0.41 | 1.06 | 0.17 | 0.55 |
ABNDX American Funds The Bond Fund of America | 1.13 | 1.68 | 1.20 | 0.40 | 2.77 |
CAIBX American Funds Capital Income Builder Class A | 1.54 | 2.08 | 1.32 | 1.84 | 8.89 |
CWBFX American Funds Capital World Bond Fund | 1.20 | 1.85 | 1.22 | 0.31 | 2.09 |
ANCFX American Funds Fundamental Investors Class A | 0.31 | 0.54 | 1.09 | 0.30 | 0.91 |
ANBAX American Funds Strategic Bond Fund | 1.39 | 2.12 | 1.26 | 0.45 | 3.07 |
AWSHX American Funds Washington Mutual Investors Fund Class A | 0.31 | 0.53 | 1.08 | 0.34 | 1.23 |
Dividends
Dividend yield
EJ Fund provided a 2.20% dividend yield over the last twelve months.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 2.20% | 2.29% | 2.19% | 2.24% | 1.52% | 1.76% | 1.83% | 2.28% | 1.75% | 1.71% | 2.45% | 3.93% |
| Portfolio components: | ||||||||||||
AMCPX American Funds AMCAP Fund Class A | 0.40% | 0.39% | 0.57% | 0.00% | 0.00% | 0.19% | 0.53% | 0.64% | 0.41% | 0.44% | 3.70% | 3.29% |
ABNDX American Funds The Bond Fund of America | 3.90% | 4.29% | 3.58% | 2.71% | 1.45% | 1.87% | 2.32% | 2.39% | 1.84% | 1.71% | 2.01% | 2.13% |
CAIBX American Funds Capital Income Builder Class A | 3.19% | 3.35% | 3.36% | 3.43% | 3.14% | 3.38% | 3.29% | 3.80% | 3.41% | 3.52% | 3.62% | 4.67% |
CWBFX American Funds Capital World Bond Fund | 3.06% | 3.01% | 2.47% | 1.99% | 2.01% | 1.86% | 1.92% | 2.16% | 1.80% | 1.69% | 0.58% | 3.27% |
ANCFX American Funds Fundamental Investors Class A | 1.14% | 1.14% | 1.17% | 1.60% | 1.24% | 1.48% | 1.51% | 1.89% | 1.47% | 1.59% | 3.01% | 10.00% |
ANBAX American Funds Strategic Bond Fund | 3.08% | 3.07% | 2.91% | 5.31% | 1.74% | 1.88% | 0.97% | 3.51% | 1.13% | 0.50% | 0.00% | 0.00% |
AWSHX American Funds Washington Mutual Investors Fund Class A | 1.40% | 1.40% | 1.67% | 1.95% | 1.41% | 1.73% | 1.83% | 2.09% | 1.87% | 1.92% | 2.12% | 2.05% |
Drawdowns
Drawdowns Chart
The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.
Worst Drawdowns
The table below displays the maximum drawdowns of the EJ Fund. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.
The maximum drawdown for the EJ Fund was 23.81%, occurring on Oct 14, 2022. Recovery took 438 trading sessions.
The current EJ Fund drawdown is 3.77%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -23.81% | Nov 10, 2021 | 234 | Oct 14, 2022 | 438 | Jul 16, 2024 | 672 |
| -21.36% | Feb 20, 2020 | 23 | Mar 23, 2020 | 94 | Aug 5, 2020 | 117 |
| -13.87% | Jan 29, 2018 | 229 | Dec 24, 2018 | 145 | Jul 24, 2019 | 374 |
| -11.08% | Dec 17, 2024 | 76 | Apr 8, 2025 | — | — | — |
| -4.86% | Sep 3, 2020 | 41 | Oct 30, 2020 | 6 | Nov 9, 2020 | 47 |
Volatility
Volatility Chart
The current EJ Fund volatility is 6.78%, representing the average percentage change in the investments's value, either up or down over the past month. The chart below shows the rolling one-month volatility.
Diversification
Diversification Metrics
Number of Effective Assets
The portfolio contains 7 assets, with an effective number of assets of 6.56, reflecting the diversification based on asset allocation. This number of effective assets indicates a moderate level of diversification, where some assets may have a more significant influence on overall performance.
Asset Correlations Table
| ^GSPC | ABNDX | ANBAX | CWBFX | AMCPX | CAIBX | AWSHX | ANCFX | Portfolio | |
|---|---|---|---|---|---|---|---|---|---|
| ^GSPC | 1.00 | -0.04 | -0.11 | 0.13 | 0.94 | 0.84 | 0.94 | 0.96 | 0.94 |
| ABNDX | -0.04 | 1.00 | 0.87 | 0.72 | -0.02 | 0.11 | -0.06 | -0.04 | 0.13 |
| ANBAX | -0.11 | 0.87 | 1.00 | 0.66 | -0.09 | 0.04 | -0.13 | -0.11 | 0.05 |
| CWBFX | 0.13 | 0.72 | 0.66 | 1.00 | 0.14 | 0.34 | 0.12 | 0.16 | 0.31 |
| AMCPX | 0.94 | -0.02 | -0.09 | 0.14 | 1.00 | 0.78 | 0.88 | 0.95 | 0.94 |
| CAIBX | 0.84 | 0.11 | 0.04 | 0.34 | 0.78 | 1.00 | 0.88 | 0.86 | 0.91 |
| AWSHX | 0.94 | -0.06 | -0.13 | 0.12 | 0.88 | 0.88 | 1.00 | 0.94 | 0.94 |
| ANCFX | 0.96 | -0.04 | -0.11 | 0.16 | 0.95 | 0.86 | 0.94 | 1.00 | 0.96 |
| Portfolio | 0.94 | 0.13 | 0.05 | 0.31 | 0.94 | 0.91 | 0.94 | 0.96 | 1.00 |