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ABNDX vs. GOOGL
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

ABNDX vs. GOOGL - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in American Funds The Bond Fund of America (ABNDX) and Alphabet Inc Class A (GOOGL). The values are adjusted to include any dividend payments, if applicable.

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ABNDX vs. GOOGL - 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%
GOOGL
Alphabet Inc Class A
-4.92%65.99%36.01%58.32%-39.09%65.30%30.85%28.18%-0.80%32.93%

Returns By Period

In the year-to-date period, ABNDX achieves a -0.59% return, which is significantly higher than GOOGL's -4.92% return. Over the past 10 years, ABNDX has underperformed GOOGL with an annualized return of 1.70%, while GOOGL has yielded a comparatively higher 22.79% 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%

GOOGL

1D
3.42%
1M
-2.91%
YTD
-4.92%
6M
21.60%
1Y
89.99%
3Y*
42.45%
5Y*
23.00%
10Y*
22.79%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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Return for Risk

ABNDX vs. GOOGL — 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

GOOGL
GOOGL Risk / Return Rank: 9595
Overall Rank
GOOGL Sharpe Ratio Rank: 9696
Sharpe Ratio Rank
GOOGL Sortino Ratio Rank: 9696
Sortino Ratio Rank
GOOGL Omega Ratio Rank: 9494
Omega Ratio Rank
GOOGL Calmar Ratio Rank: 9292
Calmar Ratio Rank
GOOGL Martin Ratio Rank: 9595
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. GOOGL - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for American Funds The Bond Fund of America (ABNDX) and Alphabet Inc Class A (GOOGL). 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.


ABNDXGOOGLDifference

Sharpe ratio

Return per unit of total volatility

0.85

2.95

-2.10

Sortino ratio

Return per unit of downside risk

1.22

3.90

-2.68

Omega ratio

Gain probability vs. loss probability

1.15

1.48

-0.33

Calmar ratio

Return relative to maximum drawdown

1.43

4.57

-3.13

Martin ratio

Return relative to average drawdown

4.07

17.62

-13.55

ABNDX vs. GOOGL - Sharpe Ratio Comparison

The current ABNDX Sharpe Ratio is 0.85, which is lower than the GOOGL Sharpe Ratio of 2.95. The chart below compares the historical Sharpe Ratios of ABNDX and GOOGL, 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


ABNDXGOOGLDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.85

2.95

-2.10

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.04

0.75

-0.79

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.35

0.79

-0.44

Sharpe Ratio (All Time)

Calculated using the full available price history

1.00

0.64

+0.36

Correlation

The correlation between ABNDX and GOOGL is -0.07. This indicates that the assets' prices tend to move in opposite directions. Negative correlation can be particularly beneficial for diversification and risk management, as one asset may offset the losses of the other during market fluctuations.


Dividends

ABNDX vs. GOOGL - Dividend Comparison

ABNDX's dividend yield for the trailing twelve months is around 3.79%, more than GOOGL's 0.28% 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%
GOOGL
Alphabet Inc Class A
0.28%0.27%0.32%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

ABNDX vs. GOOGL - Drawdown Comparison

The maximum ABNDX drawdown since its inception was -18.18%, smaller than the maximum GOOGL drawdown of -65.29%. Use the drawdown chart below to compare losses from any high point for ABNDX and GOOGL.


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Drawdown Indicators


ABNDXGOOGLDifference

Max Drawdown

Largest peak-to-trough decline

-18.18%

-65.29%

+47.11%

Max Drawdown (1Y)

Largest decline over 1 year

-2.94%

-20.37%

+17.43%

Max Drawdown (5Y)

Largest decline over 5 years

-18.15%

-44.32%

+26.17%

Max Drawdown (10Y)

Largest decline over 10 years

-18.18%

-44.32%

+26.14%

Current Drawdown

Current decline from peak

-3.73%

-13.41%

+9.68%

Average Drawdown

Average peak-to-trough decline

-3.22%

-19.15%

+15.93%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.03%

5.28%

-4.25%

Volatility

ABNDX vs. GOOGL - Volatility Comparison

The current volatility for American Funds The Bond Fund of America (ABNDX) is 1.49%, while Alphabet Inc Class A (GOOGL) has a volatility of 9.76%. This indicates that ABNDX experiences smaller price fluctuations and is considered to be less risky than GOOGL based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


ABNDXGOOGLDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.49%

9.76%

-8.27%

Volatility (6M)

Calculated over the trailing 6-month period

2.47%

19.99%

-17.52%

Volatility (1Y)

Calculated over the trailing 1-year period

4.37%

30.72%

-26.35%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

5.91%

30.87%

-24.96%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

4.86%

28.85%

-23.99%