PortfoliosLab logo
PortfoliosLab logo
Tools
Performance Analysis
Portfolio Analysis
Factor Model
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
American Century Diversified Bond Fund (ACBPX)
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Fund Info

ISIN

US0249326002

CUSIP

024932600

Issuer

American Century Investments

Inception Date

Apr 1, 1993

Min. Investment

$5,000,000

Asset Class

Bond

Expense Ratio

ACBPX features an expense ratio of 0.39%, falling within the medium range.


Expense ratio chart for ACBPX: current value at 0.39% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.39%

Share Price Chart


Loading data...

Compare to other instruments

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


Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in American Century Diversified Bond Fund, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.


100.00%200.00%300.00%400.00%500.00%600.00%JulyAugustSeptemberOctoberNovemberDecember
113.66%
584.39%
ACBPX (American Century Diversified Bond Fund)
Benchmark (^GSPC)

Returns By Period

American Century Diversified Bond Fund had a return of 1.42% year-to-date (YTD) and 1.85% in the last 12 months. Over the past 10 years, American Century Diversified Bond Fund had an annualized return of 0.96%, while the S&P 500 had an annualized return of 11.01%, indicating that American Century Diversified Bond Fund did not perform as well as the benchmark.


ACBPX

YTD

1.42%

1M

-0.44%

6M

0.91%

1Y

1.85%

5Y*

-0.82%

10Y*

0.96%

^GSPC (Benchmark)

YTD

23.11%

1M

-0.36%

6M

7.02%

1Y

23.15%

5Y*

12.80%

10Y*

11.01%

Monthly Returns

The table below presents the monthly returns of ACBPX, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20240.29%-1.58%0.92%-2.58%1.86%1.03%2.38%1.49%1.42%-2.69%0.76%1.42%
20233.33%-2.55%2.52%0.63%-0.93%-0.62%-0.12%-0.63%-2.97%-1.43%4.80%3.55%5.35%
2022-2.05%-1.06%-2.88%-3.41%-0.09%-1.62%2.08%-2.52%-4.33%-1.59%3.75%-0.61%-13.68%
2021-0.41%-1.38%-0.99%0.90%0.09%0.95%1.17%0.01%-0.76%-0.18%0.46%-1.19%-1.37%
20202.13%1.70%-1.78%2.03%1.01%0.82%1.53%-0.64%-0.03%-0.19%1.11%-2.34%5.36%
20191.23%0.08%1.82%0.07%1.88%1.07%0.24%2.64%-0.60%0.23%-0.15%-0.16%8.61%
2018-0.85%-1.11%0.43%-0.72%0.15%-0.04%0.26%0.38%-0.42%-1.17%0.36%1.49%-1.26%
20170.29%0.67%-0.08%0.80%0.66%0.08%0.46%0.85%-0.53%0.02%-0.26%0.48%3.49%
20161.15%0.58%1.13%0.57%-0.07%1.76%0.74%-0.07%-0.08%-0.71%-2.45%0.08%2.58%
20152.04%-0.80%0.37%-0.26%-0.36%-1.18%0.85%-0.35%0.58%0.28%-0.17%-0.53%0.42%
20141.56%0.51%0.05%0.80%0.98%0.32%-0.24%1.06%-0.61%0.78%0.76%0.12%6.24%
2013-0.63%0.46%0.12%1.03%-1.76%-1.99%0.21%-0.63%0.88%0.78%-0.15%-1.36%-3.07%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of ACBPX is 10, meaning it’s performing worse than 90% of other mutual funds on our website when it comes to balancing risk and reward. Below is a breakdown of how it compares using common performance measures.


The Risk-Adjusted Performance Rank of ACBPX is 1010
Overall Rank
The Sharpe Ratio Rank of ACBPX is 1212
Sharpe Ratio Rank
The Sortino Ratio Rank of ACBPX is 1111
Sortino Ratio Rank
The Omega Ratio Rank of ACBPX is 1010
Omega Ratio Rank
The Calmar Ratio Rank of ACBPX is 99
Calmar Ratio Rank
The Martin Ratio Rank of ACBPX is 1010
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

Risk-Adjusted Performance Indicators

The charts below present risk-adjusted performance metrics for American Century Diversified Bond Fund (ACBPX) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.


Sharpe ratio
The chart of Sharpe ratio for ACBPX, currently valued at 0.32, compared to the broader market-1.000.001.002.003.004.000.321.90
The chart of Sortino ratio for ACBPX, currently valued at 0.48, compared to the broader market-2.000.002.004.006.008.0010.000.482.54
The chart of Omega ratio for ACBPX, currently valued at 1.06, compared to the broader market0.501.001.502.002.503.003.501.061.35
The chart of Calmar ratio for ACBPX, currently valued at 0.12, compared to the broader market0.005.0010.0015.000.122.81
The chart of Martin ratio for ACBPX, currently valued at 0.89, compared to the broader market0.0020.0040.0060.000.8912.39
ACBPX
^GSPC

The current American Century Diversified Bond Fund Sharpe ratio is 0.32. This value is calculated based on the past 1 year of trading data and takes into account price changes and dividends.

Use the chart below to compare the Sharpe ratio of American Century Diversified Bond Fund with the selected benchmark, providing insights into the investment's historical performance in terms of risk-adjusted returns. Go to the Sharpe ratio tool for more fine-grained control over the calculation options.


Rolling 12-month Sharpe Ratio0.001.002.003.004.00JulyAugustSeptemberOctoberNovemberDecember
0.32
1.90
ACBPX (American Century Diversified Bond Fund)
Benchmark (^GSPC)

Dividends

Dividend History

American Century Diversified Bond Fund provided a 4.16% dividend yield over the last twelve months, with an annual payout of $0.38 per share. The fund has been increasing its distributions for 2 consecutive years.


2.00%2.50%3.00%3.50%4.00%$0.00$0.10$0.20$0.30$0.4020132014201520162017201820192020202120222023
Dividends
Dividend Yield
PeriodTTM20232022202120202019201820172016201520142013
Dividend$0.38$0.40$0.26$0.21$0.21$0.27$0.29$0.25$0.27$0.31$0.29$0.27

Dividend yield

4.16%4.32%2.79%1.87%1.82%2.49%2.81%2.30%2.51%2.88%2.66%2.58%

Monthly Dividends

The table displays the monthly dividend distributions for American Century Diversified Bond Fund. The dividends shown in the table have been adjusted to account for any splits that may have occurred.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2024$0.03$0.03$0.03$0.03$0.04$0.03$0.04$0.04$0.03$0.04$0.00$0.00$0.34
2023$0.03$0.03$0.03$0.06$0.03$0.03$0.03$0.03$0.03$0.03$0.03$0.03$0.40
2022$0.02$0.02$0.02$0.02$0.02$0.02$0.02$0.02$0.02$0.02$0.03$0.03$0.26
2021$0.03$0.01$0.02$0.02$0.02$0.02$0.02$0.02$0.02$0.01$0.02$0.02$0.21
2020$0.02$0.02$0.02$0.02$0.01$0.01$0.02$0.02$0.02$0.02$0.02$0.02$0.21
2019$0.03$0.02$0.00$0.03$0.03$0.03$0.03$0.03$0.02$0.03$0.02$0.02$0.27
2018$0.02$0.02$0.03$0.02$0.03$0.03$0.03$0.03$0.03$0.03$0.03$0.01$0.29
2017$0.02$0.02$0.02$0.02$0.02$0.02$0.02$0.02$0.02$0.02$0.02$0.02$0.25
2016$0.02$0.02$0.02$0.02$0.02$0.02$0.02$0.02$0.02$0.02$0.02$0.03$0.27
2015$0.02$0.02$0.02$0.02$0.02$0.02$0.02$0.02$0.02$0.02$0.02$0.07$0.31
2014$0.02$0.03$0.03$0.03$0.03$0.03$0.02$0.02$0.02$0.02$0.02$0.02$0.29
2013$0.02$0.02$0.02$0.02$0.02$0.02$0.02$0.02$0.02$0.02$0.02$0.02$0.27

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.


-14.00%-12.00%-10.00%-8.00%-6.00%-4.00%-2.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-11.17%
-3.58%
ACBPX (American Century Diversified Bond Fund)
Benchmark (^GSPC)

Worst Drawdowns

The table below displays the maximum drawdowns of the American Century Diversified Bond 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 American Century Diversified Bond Fund was 20.56%, occurring on Oct 24, 2022. The portfolio has not yet recovered.

The current American Century Diversified Bond Fund drawdown is 11.17%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-20.56%Dec 1, 2020483Oct 24, 2022
-11.52%Oct 6, 1998420May 18, 2000548Aug 1, 2002968
-7.63%Mar 9, 20209Mar 19, 202069Jun 26, 202078
-5.18%Dec 7, 2012187Sep 5, 2013232Aug 7, 2014419
-5.05%Sep 16, 200831Oct 28, 200844Dec 31, 200875

Volatility

Volatility Chart

The current American Century Diversified Bond Fund volatility is 1.49%, 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.


1.00%2.00%3.00%4.00%5.00%6.00%JulyAugustSeptemberOctoberNovemberDecember
1.49%
3.64%
ACBPX (American Century Diversified Bond Fund)
Benchmark (^GSPC)
PortfoliosLab logo
Performance Analysis
Portfolio AnalysisPortfolio PerformanceStock ComparisonSharpe RatioMartin RatioTreynor RatioSortino RatioOmega RatioCalmar RatioSummers Ratio
Community
Discussions


Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

Copyright © 2024 PortfoliosLab