PortfoliosLab logo
PortfoliosLab logo
Tools
Performance Analysis
Portfolio Analysis
Factor Model
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
ABALX vs. AEPGX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

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.


-0.50.00.51.00.6

Performance

ABALX vs. AEPGX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in American Funds American Balanced Fund Class A (ABALX) and American Funds EuroPacific Growth Fund Class A (AEPGX). The values are adjusted to include any dividend payments, if applicable.

2,600.00%2,800.00%3,000.00%3,200.00%3,400.00%JulyAugustSeptemberOctoberNovemberDecember
2,669.40%
2,959.20%
ABALX
AEPGX

Key characteristics

Sharpe Ratio

ABALX:

0.97

AEPGX:

0.09

Sortino Ratio

ABALX:

1.25

AEPGX:

0.21

Omega Ratio

ABALX:

1.20

AEPGX:

1.03

Calmar Ratio

ABALX:

1.18

AEPGX:

0.05

Martin Ratio

ABALX:

6.12

AEPGX:

0.35

Ulcer Index

ABALX:

1.60%

AEPGX:

3.39%

Daily Std Dev

ABALX:

10.12%

AEPGX:

13.58%

Max Drawdown

ABALX:

-39.31%

AEPGX:

-52.42%

Current Drawdown

ABALX:

-7.61%

AEPGX:

-24.65%

Returns By Period

In the year-to-date period, ABALX achieves a 8.45% return, which is significantly higher than AEPGX's -1.11% return. Over the past 10 years, ABALX has outperformed AEPGX with an annualized return of 8.16%, while AEPGX has yielded a comparatively lower 2.39% annualized return.


ABALX

YTD

8.45%

1M

-5.34%

6M

-0.56%

1Y

9.06%

5Y*

6.93%

10Y*

8.16%

AEPGX

YTD

-1.11%

1M

-5.16%

6M

-5.77%

1Y

0.05%

5Y*

0.44%

10Y*

2.39%

Compare stocks, funds, or ETFs

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


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.


Sharpe ratio
The chart of Sharpe ratio for ABALX, currently valued at 0.97, compared to the broader market-1.000.001.002.003.004.000.970.09
The chart of Sortino ratio for ABALX, currently valued at 1.25, compared to the broader market-2.000.002.004.006.008.0010.001.250.21
The chart of Omega ratio for ABALX, currently valued at 1.20, compared to the broader market0.501.001.502.002.503.003.501.201.03
The chart of Calmar ratio for ABALX, currently valued at 1.18, compared to the broader market0.002.004.006.008.0010.0012.0014.001.180.05
The chart of Martin ratio for ABALX, currently valued at 6.12, compared to the broader market0.0020.0040.0060.006.120.35
ABALX
AEPGX

The current ABALX Sharpe Ratio is 0.97, which is higher than the AEPGX Sharpe Ratio of 0.09. The chart below compares the historical Sharpe Ratios of ABALX and AEPGX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.000.501.001.502.002.503.003.50JulyAugustSeptemberOctoberNovemberDecember
0.97
0.09
ABALX
AEPGX

Dividends

ABALX vs. AEPGX - Dividend Comparison

ABALX's dividend yield for the trailing twelve months is around 0.96%, more than AEPGX's 0.38% yield.


TTM20232022202120202019201820172016201520142013
ABALX
American Funds American Balanced Fund Class A
0.96%2.36%1.69%1.20%1.32%1.91%2.10%1.79%1.77%2.47%8.09%1.54%
AEPGX
American Funds EuroPacific Growth Fund Class A
0.38%1.63%1.18%1.45%0.17%1.04%1.36%0.86%1.24%1.75%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.


-25.00%-20.00%-15.00%-10.00%-5.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-7.61%
-24.65%
ABALX
AEPGX

Volatility

ABALX vs. AEPGX - Volatility Comparison

American Funds American Balanced Fund Class A (ABALX) has a higher volatility of 6.16% compared to American Funds EuroPacific Growth Fund Class A (AEPGX) at 5.73%. This indicates that ABALX's price experiences larger fluctuations and is considered to be riskier 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%JulyAugustSeptemberOctoberNovemberDecember
6.16%
5.73%
ABALX
AEPGX
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