ABNDX vs. BND
Compare and contrast key facts about American Funds The Bond Fund of America (ABNDX) and Vanguard Total Bond Market ETF (BND).
ABNDX is managed by American Funds. It was launched on May 28, 1974. BND is a passively managed fund by Vanguard that tracks the performance of the Barclays Capital U.S. Aggregate Bond Index. It was launched on Apr 3, 2007.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: ABNDX or BND.
Performance
ABNDX vs. BND - Performance Comparison
Returns By Period
In the year-to-date period, ABNDX achieves a 1.09% return, which is significantly lower than BND's 1.66% return. Over the past 10 years, ABNDX has underperformed BND with an annualized return of 1.06%, while BND has yielded a comparatively higher 1.39% annualized return.
ABNDX
1.09%
-0.87%
3.19%
5.91%
-0.69%
1.06%
BND
1.66%
-0.79%
3.22%
6.06%
-0.33%
1.39%
Key characteristics
| ABNDX | BND | |
|---|---|---|
| Sharpe Ratio | 1.01 | 1.09 |
| Sortino Ratio | 1.48 | 1.59 |
| Omega Ratio | 1.18 | 1.19 |
| Calmar Ratio | 0.35 | 0.42 |
| Martin Ratio | 3.17 | 3.51 |
| Ulcer Index | 1.86% | 1.75% |
| Daily Std Dev | 5.86% | 5.65% |
| Max Drawdown | -20.29% | -18.84% |
| Current Drawdown | -11.71% | -9.11% |
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ABNDX vs. BND - Expense Ratio Comparison
ABNDX has a 0.55% expense ratio, which is higher than BND's 0.03% expense ratio.
Correlation
The correlation between ABNDX and BND is 0.86, 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.
Risk-Adjusted Performance
ABNDX vs. BND - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for American Funds The Bond Fund of America (ABNDX) and Vanguard Total Bond Market ETF (BND). 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.
Dividends
ABNDX vs. BND - Dividend Comparison
ABNDX's dividend yield for the trailing twelve months is around 4.24%, more than BND's 3.57% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
ABNDX American Funds The Bond Fund of America | 4.24% | 3.58% | 2.71% | 1.45% | 1.87% | 2.32% | 2.39% | 1.84% | 1.71% | 2.01% | 2.13% | 2.38% |
BND Vanguard Total Bond Market ETF | 3.57% | 3.09% | 2.60% | 1.97% | 2.22% | 2.72% | 2.81% | 2.54% | 2.51% | 2.57% | 2.79% | 2.78% |
Drawdowns
ABNDX vs. BND - Drawdown Comparison
The maximum ABNDX drawdown since its inception was -20.29%, which is greater than BND's maximum drawdown of -18.84%. Use the drawdown chart below to compare losses from any high point for ABNDX and BND. For additional features, visit the drawdowns tool.
Volatility
ABNDX vs. BND - Volatility Comparison
The current volatility for American Funds The Bond Fund of America (ABNDX) is 1.43%, while Vanguard Total Bond Market ETF (BND) has a volatility of 1.52%. This indicates that ABNDX experiences smaller price fluctuations and is considered to be less risky than BND based on this measure. The chart below showcases a comparison of their rolling one-month volatility.