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ABNDX vs. FTRFX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

ABNDX vs. FTRFX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in American Funds The Bond Fund of America (ABNDX) and Federated Hermes Total Return Bond Fund (FTRFX). The values are adjusted to include any dividend payments, if applicable.

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ABNDX vs. FTRFX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
ABNDX
American Funds The Bond Fund of America
-0.59%7.16%1.17%4.34%-13.24%-1.33%10.72%7.83%-0.12%3.21%
FTRFX
Federated Hermes Total Return Bond Fund
-1.11%7.28%1.02%4.23%-13.31%-0.47%9.19%9.42%-1.14%4.10%

Returns By Period

In the year-to-date period, ABNDX achieves a -0.59% return, which is significantly higher than FTRFX's -1.11% return. Over the past 10 years, ABNDX has underperformed FTRFX with an annualized return of 1.70%, while FTRFX has yielded a comparatively higher 1.91% annualized return.


ABNDX

1D
0.27%
1M
-1.74%
YTD
-0.59%
6M
0.17%
1Y
3.38%
3Y*
3.04%
5Y*
-0.22%
10Y*
1.70%

FTRFX

1D
0.53%
1M
-2.28%
YTD
-1.11%
6M
0.27%
1Y
3.42%
3Y*
2.82%
5Y*
-0.20%
10Y*
1.91%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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ABNDX vs. FTRFX - Expense Ratio Comparison

ABNDX has a 0.55% expense ratio, which is lower than FTRFX's 0.69% expense ratio.


Return for Risk

ABNDX vs. FTRFX — Risk / Return Rank

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

ABNDX
ABNDX Risk / Return Rank: 3838
Overall Rank
ABNDX Sharpe Ratio Rank: 3737
Sharpe Ratio Rank
ABNDX Sortino Ratio Rank: 3535
Sortino Ratio Rank
ABNDX Omega Ratio Rank: 2525
Omega Ratio Rank
ABNDX Calmar Ratio Rank: 5858
Calmar Ratio Rank
ABNDX Martin Ratio Rank: 3737
Martin Ratio Rank

FTRFX
FTRFX Risk / Return Rank: 5555
Overall Rank
FTRFX Sharpe Ratio Rank: 5353
Sharpe Ratio Rank
FTRFX Sortino Ratio Rank: 5555
Sortino Ratio Rank
FTRFX Omega Ratio Rank: 4949
Omega Ratio Rank
FTRFX Calmar Ratio Rank: 7070
Calmar Ratio Rank
FTRFX Martin Ratio Rank: 4848
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.

ABNDX vs. FTRFX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for American Funds The Bond Fund of America (ABNDX) and Federated Hermes Total Return Bond Fund (FTRFX). 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.


ABNDXFTRFXDifference

Sharpe ratio

Return per unit of total volatility

0.85

1.00

-0.16

Sortino ratio

Return per unit of downside risk

1.22

1.50

-0.29

Omega ratio

Gain probability vs. loss probability

1.15

1.20

-0.06

Calmar ratio

Return relative to maximum drawdown

1.43

1.62

-0.19

Martin ratio

Return relative to average drawdown

4.07

4.79

-0.72

ABNDX vs. FTRFX - Sharpe Ratio Comparison

The current ABNDX Sharpe Ratio is 0.85, which is comparable to the FTRFX Sharpe Ratio of 1.00. The chart below compares the historical Sharpe Ratios of ABNDX and FTRFX, 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


ABNDXFTRFXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.85

1.00

-0.16

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.04

-0.03

0.00

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.35

0.40

-0.05

Sharpe Ratio (All Time)

Calculated using the full available price history

1.00

1.01

0.00

Correlation

The correlation between ABNDX and FTRFX is 0.80, 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

ABNDX vs. FTRFX - Dividend Comparison

ABNDX's dividend yield for the trailing twelve months is around 3.79%, less than FTRFX's 3.93% yield.


TTM20252024202320222021202020192018201720162015
ABNDX
American Funds The Bond Fund of America
3.79%4.13%4.30%3.24%2.17%1.62%5.03%3.49%2.38%1.84%1.77%2.00%
FTRFX
Federated Hermes Total Return Bond Fund
3.93%4.22%3.48%2.95%2.25%3.17%4.36%3.08%3.19%2.91%3.33%3.23%

Drawdowns

ABNDX vs. FTRFX - Drawdown Comparison

The maximum ABNDX drawdown since its inception was -18.18%, roughly equal to the maximum FTRFX drawdown of -17.95%. Use the drawdown chart below to compare losses from any high point for ABNDX and FTRFX.


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Drawdown Indicators


ABNDXFTRFXDifference

Max Drawdown

Largest peak-to-trough decline

-18.18%

-17.95%

-0.23%

Max Drawdown (1Y)

Largest decline over 1 year

-2.94%

-2.80%

-0.14%

Max Drawdown (5Y)

Largest decline over 5 years

-18.15%

-17.95%

-0.20%

Max Drawdown (10Y)

Largest decline over 10 years

-18.18%

-17.95%

-0.23%

Current Drawdown

Current decline from peak

-3.73%

-4.08%

+0.35%

Average Drawdown

Average peak-to-trough decline

-3.22%

-2.24%

-0.98%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.03%

0.95%

+0.08%

Volatility

ABNDX vs. FTRFX - Volatility Comparison

American Funds The Bond Fund of America (ABNDX) has a higher volatility of 1.49% compared to Federated Hermes Total Return Bond Fund (FTRFX) at 1.35%. This indicates that ABNDX's price experiences larger fluctuations and is considered to be riskier than FTRFX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


ABNDXFTRFXDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.49%

1.35%

+0.14%

Volatility (6M)

Calculated over the trailing 6-month period

2.47%

2.55%

-0.08%

Volatility (1Y)

Calculated over the trailing 1-year period

4.37%

4.55%

-0.18%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

5.91%

5.83%

+0.08%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

4.86%

4.76%

+0.10%