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AABTX vs. NDARX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

AABTX vs. NDARX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in American Funds 2015 Target Date Retirement Fund (AABTX) and American Funds Retirement Income Portfolio - Enhanced (NDARX). The values are adjusted to include any dividend payments, if applicable.

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AABTX vs. NDARX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
AABTX
American Funds 2015 Target Date Retirement Fund
-0.16%13.11%8.07%9.23%-10.56%9.95%9.63%14.47%-2.98%10.84%
NDARX
American Funds Retirement Income Portfolio - Enhanced
-0.59%17.21%11.68%12.03%-10.98%15.09%7.10%17.88%-4.99%13.62%

Returns By Period

In the year-to-date period, AABTX achieves a -0.16% return, which is significantly higher than NDARX's -0.59% return. Over the past 10 years, AABTX has underperformed NDARX with an annualized return of 6.32%, while NDARX has yielded a comparatively higher 7.91% annualized return.


AABTX

1D
1.02%
1M
-3.17%
YTD
-0.16%
6M
1.47%
1Y
9.96%
3Y*
9.07%
5Y*
4.96%
10Y*
6.32%

NDARX

1D
1.62%
1M
-4.80%
YTD
-0.59%
6M
1.78%
1Y
13.91%
3Y*
12.31%
5Y*
7.28%
10Y*
7.91%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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AABTX vs. NDARX - Expense Ratio Comparison

AABTX has a 0.33% expense ratio, which is lower than NDARX's 0.34% expense ratio.


Return for Risk

AABTX vs. NDARX — Risk / Return Rank

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

AABTX
AABTX Risk / Return Rank: 8383
Overall Rank
AABTX Sharpe Ratio Rank: 8282
Sharpe Ratio Rank
AABTX Sortino Ratio Rank: 8282
Sortino Ratio Rank
AABTX Omega Ratio Rank: 8282
Omega Ratio Rank
AABTX Calmar Ratio Rank: 8484
Calmar Ratio Rank
AABTX Martin Ratio Rank: 8383
Martin Ratio Rank

NDARX
NDARX Risk / Return Rank: 7979
Overall Rank
NDARX Sharpe Ratio Rank: 7878
Sharpe Ratio Rank
NDARX Sortino Ratio Rank: 7979
Sortino Ratio Rank
NDARX Omega Ratio Rank: 7777
Omega Ratio Rank
NDARX Calmar Ratio Rank: 7878
Calmar Ratio Rank
NDARX Martin Ratio Rank: 8383
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.

AABTX vs. NDARX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for American Funds 2015 Target Date Retirement Fund (AABTX) and American Funds Retirement Income Portfolio - Enhanced (NDARX). 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.


AABTXNDARXDifference

Sharpe ratio

Return per unit of total volatility

1.59

1.47

+0.12

Sortino ratio

Return per unit of downside risk

2.19

2.06

+0.13

Omega ratio

Gain probability vs. loss probability

1.33

1.31

+0.03

Calmar ratio

Return relative to maximum drawdown

2.20

1.95

+0.24

Martin ratio

Return relative to average drawdown

8.77

8.65

+0.12

AABTX vs. NDARX - Sharpe Ratio Comparison

The current AABTX Sharpe Ratio is 1.59, which is comparable to the NDARX Sharpe Ratio of 1.47. The chart below compares the historical Sharpe Ratios of AABTX and NDARX, 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


AABTXNDARXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.59

1.47

+0.12

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.72

0.77

-0.05

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.87

0.78

+0.09

Sharpe Ratio (All Time)

Calculated using the full available price history

0.52

0.80

-0.27

Correlation

The correlation between AABTX and NDARX is 0.97, 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

AABTX vs. NDARX - Dividend Comparison

AABTX's dividend yield for the trailing twelve months is around 7.58%, more than NDARX's 5.27% yield.


TTM20252024202320222021202020192018201720162015
AABTX
American Funds 2015 Target Date Retirement Fund
7.58%7.57%5.27%3.52%3.72%4.95%4.07%4.05%4.28%2.71%3.02%5.56%
NDARX
American Funds Retirement Income Portfolio - Enhanced
5.27%5.78%3.07%3.37%5.60%4.29%2.91%4.03%4.29%2.68%2.86%0.00%

Drawdowns

AABTX vs. NDARX - Drawdown Comparison

The maximum AABTX drawdown since its inception was -42.44%, which is greater than NDARX's maximum drawdown of -23.62%. Use the drawdown chart below to compare losses from any high point for AABTX and NDARX.


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Drawdown Indicators


AABTXNDARXDifference

Max Drawdown

Largest peak-to-trough decline

-42.44%

-23.62%

-18.82%

Max Drawdown (1Y)

Largest decline over 1 year

-4.78%

-7.46%

+2.68%

Max Drawdown (5Y)

Largest decline over 5 years

-16.21%

-18.37%

+2.16%

Max Drawdown (10Y)

Largest decline over 10 years

-16.58%

-23.62%

+7.04%

Current Drawdown

Current decline from peak

-3.53%

-5.28%

+1.75%

Average Drawdown

Average peak-to-trough decline

-4.79%

-3.13%

-1.66%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.20%

1.68%

-0.48%

Volatility

AABTX vs. NDARX - Volatility Comparison

The current volatility for American Funds 2015 Target Date Retirement Fund (AABTX) is 2.49%, while American Funds Retirement Income Portfolio - Enhanced (NDARX) has a volatility of 3.75%. This indicates that AABTX experiences smaller price fluctuations and is considered to be less risky than NDARX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


AABTXNDARXDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.49%

3.75%

-1.26%

Volatility (6M)

Calculated over the trailing 6-month period

3.88%

5.99%

-2.11%

Volatility (1Y)

Calculated over the trailing 1-year period

6.46%

9.80%

-3.34%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

6.92%

9.45%

-2.53%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

7.25%

10.19%

-2.94%