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ABNDX vs. IMOEX
Performance
Risk-Adjusted Performance
Drawdowns
Volatility

Correlation

The correlation between ABNDX and IMOEX 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.


-0.50.00.51.0-0.1

Performance

ABNDX vs. IMOEX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in American Funds The Bond Fund of America (ABNDX) and MOEX Russia Index (IMOEX). The values are adjusted to include any dividend payments, if applicable.

-60.00%-40.00%-20.00%0.00%20.00%JulyAugustSeptemberOctoberNovemberDecember
20.19%
-40.19%
ABNDX
IMOEX

Key characteristics

Sharpe Ratio

ABNDX:

0.16

IMOEX:

-0.69

Sortino Ratio

ABNDX:

0.25

IMOEX:

-0.91

Omega Ratio

ABNDX:

1.03

IMOEX:

0.89

Calmar Ratio

ABNDX:

0.05

IMOEX:

-0.33

Martin Ratio

ABNDX:

0.42

IMOEX:

-0.90

Ulcer Index

ABNDX:

2.10%

IMOEX:

16.16%

Daily Std Dev

ABNDX:

5.61%

IMOEX:

20.71%

Max Drawdown

ABNDX:

-20.29%

IMOEX:

-83.89%

Current Drawdown

ABNDX:

-12.42%

IMOEX:

-36.94%

Returns By Period

In the year-to-date period, ABNDX achieves a 0.28% return, which is significantly higher than IMOEX's -12.76% return. Over the past 10 years, ABNDX has underperformed IMOEX with an annualized return of 0.98%, while IMOEX has yielded a comparatively higher 6.68% annualized return.


ABNDX

YTD

0.28%

1M

-0.80%

6M

0.72%

1Y

0.87%

5Y*

-0.86%

10Y*

0.98%

IMOEX

YTD

-12.76%

1M

4.75%

6M

-13.11%

1Y

-12.76%

5Y*

-2.28%

10Y*

6.68%

Compare stocks, funds, or ETFs

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


Risk-Adjusted Performance

ABNDX vs. IMOEX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for American Funds The Bond Fund of America (ABNDX) and MOEX Russia Index (IMOEX). 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 ABNDX, currently valued at 0.31, compared to the broader market-1.000.001.002.003.004.000.31-0.81
The chart of Sortino ratio for ABNDX, currently valued at 0.47, compared to the broader market-2.000.002.004.006.008.0010.000.47-1.11
The chart of Omega ratio for ABNDX, currently valued at 1.06, compared to the broader market0.501.001.502.002.503.003.501.060.87
The chart of Calmar ratio for ABNDX, currently valued at 0.11, compared to the broader market0.002.004.006.008.0010.0012.0014.000.11-0.36
The chart of Martin ratio for ABNDX, currently valued at 0.79, compared to the broader market0.0020.0040.0060.000.79-1.26
ABNDX
IMOEX

The current ABNDX Sharpe Ratio is 0.16, which is higher than the IMOEX Sharpe Ratio of -0.69. The chart below compares the historical Sharpe Ratios of ABNDX and IMOEX, 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 Ratio-1.000.001.002.00JulyAugustSeptemberOctoberNovemberDecember
0.31
-0.81
ABNDX
IMOEX

Drawdowns

ABNDX vs. IMOEX - Drawdown Comparison

The maximum ABNDX drawdown since its inception was -20.29%, smaller than the maximum IMOEX drawdown of -83.89%. Use the drawdown chart below to compare losses from any high point for ABNDX and IMOEX. For additional features, visit the drawdowns tool.


-60.00%-50.00%-40.00%-30.00%-20.00%-10.00%JulyAugustSeptemberOctoberNovemberDecember
-12.42%
-55.23%
ABNDX
IMOEX

Volatility

ABNDX vs. IMOEX - Volatility Comparison

The current volatility for American Funds The Bond Fund of America (ABNDX) is 1.23%, while MOEX Russia Index (IMOEX) has a volatility of 17.16%. This indicates that ABNDX experiences smaller price fluctuations and is considered to be less risky than IMOEX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.00%5.00%10.00%15.00%JulyAugustSeptemberOctoberNovemberDecember
1.23%
17.16%
ABNDX
IMOEX
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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.

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