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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.

-40.00%-30.00%-20.00%-10.00%0.00%SeptemberOctoberNovemberDecember2025
-1.83%
-12.21%
ABNDX
IMOEX

Key characteristics

Sharpe Ratio

ABNDX:

0.42

IMOEX:

-0.42

Sortino Ratio

ABNDX:

0.62

IMOEX:

-0.48

Omega Ratio

ABNDX:

1.07

IMOEX:

0.94

Calmar Ratio

ABNDX:

0.15

IMOEX:

-0.21

Martin Ratio

ABNDX:

0.97

IMOEX:

-0.55

Ulcer Index

ABNDX:

2.38%

IMOEX:

17.07%

Daily Std Dev

ABNDX:

5.51%

IMOEX:

21.87%

Max Drawdown

ABNDX:

-20.29%

IMOEX:

-83.89%

Current Drawdown

ABNDX:

-11.49%

IMOEX:

-31.24%

Returns By Period

In the year-to-date period, ABNDX achieves a 0.18% return, which is significantly lower than IMOEX's 2.26% return. Over the past 10 years, ABNDX has underperformed IMOEX with an annualized return of 0.85%, while IMOEX has yielded a comparatively higher 5.96% annualized return.


ABNDX

YTD

0.18%

1M

0.18%

6M

-1.83%

1Y

0.99%

5Y*

-0.81%

10Y*

0.85%

IMOEX

YTD

2.26%

1M

2.26%

6M

1.70%

1Y

-8.72%

5Y*

-0.85%

10Y*

5.96%

*Annualized

Compare stocks, funds, or ETFs

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Risk-Adjusted Performance

ABNDX vs. IMOEX — Risk-Adjusted Performance Rank

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

ABNDX
The Risk-Adjusted Performance Rank of ABNDX is 1414
Overall Rank
The Sharpe Ratio Rank of ABNDX is 1717
Sharpe Ratio Rank
The Sortino Ratio Rank of ABNDX is 1616
Sortino Ratio Rank
The Omega Ratio Rank of ABNDX is 1414
Omega Ratio Rank
The Calmar Ratio Rank of ABNDX is 1212
Calmar Ratio Rank
The Martin Ratio Rank of ABNDX is 1313
Martin Ratio Rank

IMOEX
The Risk-Adjusted Performance Rank of IMOEX is 44
Overall Rank
The Sharpe Ratio Rank of IMOEX is 44
Sharpe Ratio Rank
The Sortino Ratio Rank of IMOEX is 44
Sortino Ratio Rank
The Omega Ratio Rank of IMOEX is 44
Omega Ratio Rank
The Calmar Ratio Rank of IMOEX is 33
Calmar Ratio Rank
The Martin Ratio Rank of IMOEX is 44
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

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 0.71, compared to the broader market-1.000.001.002.003.004.000.71-0.47
The chart of Sortino ratio for ABNDX, currently valued at 1.04, compared to the broader market0.002.004.006.008.0010.0012.001.04-0.52
The chart of Omega ratio for ABNDX, currently valued at 1.13, compared to the broader market1.002.003.004.001.130.94
The chart of Calmar ratio for ABNDX, currently valued at 0.23, compared to the broader market0.005.0010.0015.000.23-0.22
The chart of Martin ratio for ABNDX, currently valued at 1.65, compared to the broader market0.0020.0040.0060.0080.001.65-0.69
ABNDX
IMOEX

The current ABNDX Sharpe Ratio is 0.42, which is higher than the IMOEX Sharpe Ratio of -0.42. 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-1.000.001.002.00SeptemberOctoberNovemberDecember2025
0.71
-0.47
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%SeptemberOctoberNovemberDecember2025
-11.49%
-51.18%
ABNDX
IMOEX

Volatility

ABNDX vs. IMOEX - Volatility Comparison

The current volatility for American Funds The Bond Fund of America (ABNDX) is 1.36%, while MOEX Russia Index (IMOEX) has a volatility of 7.48%. 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%SeptemberOctoberNovemberDecember2025
1.36%
7.48%
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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