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ABALX vs. AEPGX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Key characteristics


ABALXAEPGX
YTD Return14.47%11.32%
1Y Return25.16%23.78%
3Y Return (Ann)6.48%-0.53%
5Y Return (Ann)9.45%6.16%
10Y Return (Ann)8.79%5.88%
Sharpe Ratio3.021.81
Sortino Ratio4.332.60
Omega Ratio1.571.33
Calmar Ratio2.360.79
Martin Ratio20.229.91
Ulcer Index1.30%2.36%
Daily Std Dev8.68%12.91%
Max Drawdown-39.31%-52.42%
Current Drawdown-0.14%-9.74%

Correlation

-0.50.00.51.00.6

The correlation between ABALX and AEPGX is 0.60, 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.

Performance

ABALX vs. AEPGX - Performance Comparison

In the year-to-date period, ABALX achieves a 14.47% return, which is significantly higher than AEPGX's 11.32% return. Over the past 10 years, ABALX has outperformed AEPGX with an annualized return of 8.79%, while AEPGX has yielded a comparatively lower 5.88% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


2,500.00%3,000.00%3,500.00%4,000.00%MayJuneJulyAugustSeptemberOctober
2,823.35%
3,999.05%
ABALX
AEPGX

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ABALX vs. AEPGX - Expense Ratio Comparison

ABALX has a 0.56% expense ratio, which is lower than AEPGX's 0.80% expense ratio.


AEPGX
American Funds EuroPacific Growth Fund Class A
Expense ratio chart for AEPGX: current value at 0.80% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.80%
Expense ratio chart for ABALX: current value at 0.56% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.56%

Risk-Adjusted Performance

ABALX vs. AEPGX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for American Funds American Balanced Fund Class A (ABALX) and American Funds EuroPacific Growth Fund Class A (AEPGX). 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.


ABALX
Sharpe ratio
The chart of Sharpe ratio for ABALX, currently valued at 3.02, compared to the broader market0.002.004.003.02
Sortino ratio
The chart of Sortino ratio for ABALX, currently valued at 4.33, compared to the broader market0.005.0010.004.33
Omega ratio
The chart of Omega ratio for ABALX, currently valued at 1.57, compared to the broader market1.002.003.004.001.57
Calmar ratio
The chart of Calmar ratio for ABALX, currently valued at 2.36, compared to the broader market0.005.0010.0015.0020.002.36
Martin ratio
The chart of Martin ratio for ABALX, currently valued at 20.22, compared to the broader market0.0020.0040.0060.0080.00100.0020.22
AEPGX
Sharpe ratio
The chart of Sharpe ratio for AEPGX, currently valued at 1.81, compared to the broader market0.002.004.001.81
Sortino ratio
The chart of Sortino ratio for AEPGX, currently valued at 2.60, compared to the broader market0.005.0010.002.60
Omega ratio
The chart of Omega ratio for AEPGX, currently valued at 1.33, compared to the broader market1.002.003.004.001.33
Calmar ratio
The chart of Calmar ratio for AEPGX, currently valued at 0.79, compared to the broader market0.005.0010.0015.0020.000.79
Martin ratio
The chart of Martin ratio for AEPGX, currently valued at 9.91, compared to the broader market0.0020.0040.0060.0080.00100.009.91

ABALX vs. AEPGX - Sharpe Ratio Comparison

The current ABALX Sharpe Ratio is 3.02, which is higher than the AEPGX Sharpe Ratio of 1.81. The chart below compares the historical Sharpe Ratios of ABALX and AEPGX, offering insights into how both instruments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.501.001.502.002.503.00MayJuneJulyAugustSeptemberOctober
3.02
1.81
ABALX
AEPGX

Dividends

ABALX vs. AEPGX - Dividend Comparison

ABALX's dividend yield for the trailing twelve months is around 2.16%, less than AEPGX's 5.27% yield.


TTM20232022202120202019201820172016201520142013
ABALX
American Funds American Balanced Fund Class A
2.16%2.36%2.30%4.30%4.35%4.00%6.17%5.37%4.21%5.97%8.09%1.54%
AEPGX
American Funds EuroPacific Growth Fund Class A
5.27%3.57%1.72%5.15%0.17%2.79%6.34%4.66%1.24%3.05%1.38%0.91%

Drawdowns

ABALX vs. AEPGX - Drawdown Comparison

The maximum ABALX drawdown since its inception was -39.31%, smaller than the maximum AEPGX drawdown of -52.42%. Use the drawdown chart below to compare losses from any high point for ABALX and AEPGX. For additional features, visit the drawdowns tool.


-15.00%-10.00%-5.00%0.00%MayJuneJulyAugustSeptemberOctober
-0.14%
-9.74%
ABALX
AEPGX

Volatility

ABALX vs. AEPGX - Volatility Comparison

The current volatility for American Funds American Balanced Fund Class A (ABALX) is 1.81%, while American Funds EuroPacific Growth Fund Class A (AEPGX) has a volatility of 3.90%. This indicates that ABALX experiences smaller price fluctuations and is considered to be less risky than AEPGX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


1.00%2.00%3.00%4.00%5.00%6.00%MayJuneJulyAugustSeptemberOctober
1.81%
3.90%
ABALX
AEPGX