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ABNDX vs. IMOEX

Last updated Feb 24, 2024

Compare and contrast key facts about American Funds The Bond Fund of America (ABNDX) and MOEX Russia Index (IMOEX).

ABNDX is managed by American Funds. It was launched on May 28, 1974.

Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: ABNDX or IMOEX.

Key characteristics


ABNDXIMOEX
YTD Return-1.93%1.39%
1Y Return2.28%42.03%
3Y Return (Ann)-3.44%-2.96%
5Y Return (Ann)0.90%4.83%
10Y Return (Ann)1.53%7.88%
Sharpe Ratio0.353.14
Daily Std Dev7.58%12.80%
Max Drawdown-17.75%-83.89%
Current Drawdown-11.62%-26.71%

Correlation

-0.07
-1.001.00

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.

ABNDX vs. IMOEX - Performance Comparison

In the year-to-date period, ABNDX achieves a -1.93% return, which is significantly lower than IMOEX's 1.39% return. Over the past 10 years, ABNDX has underperformed IMOEX with an annualized return of 1.53%, while IMOEX has yielded a comparatively higher 7.88% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


-5.00%0.00%5.00%10.00%SeptemberOctoberNovemberDecember2024February
3.43%
2.35%
ABNDX
IMOEX

Compare stocks, funds, or ETFs


American Funds The Bond Fund of America

MOEX Russia Index

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 ratioSortino ratioOmega ratioCalmar ratioUlcer Index
ABNDX
American Funds The Bond Fund of America
0.40
IMOEX
MOEX Russia Index
0.55

ABNDX vs. IMOEX - Sharpe Ratio Comparison

The current ABNDX Sharpe Ratio is 0.40, which roughly equals the IMOEX Sharpe Ratio of 0.55. The chart below compares the 12-month rolling Sharpe Ratio of ABNDX and IMOEX.


Rolling 12-month Sharpe Ratio-0.500.000.501.00SeptemberOctoberNovemberDecember2024February
0.40
0.55
ABNDX
IMOEX

ABNDX vs. IMOEX - Drawdown Comparison

The maximum ABNDX drawdown since its inception was -17.75%, smaller than the maximum IMOEX drawdown of -83.89%. The drawdown chart below compares losses from any high point along the way for ABNDX and IMOEX


-50.00%-40.00%-30.00%-20.00%-10.00%SeptemberOctoberNovemberDecember2024February
-11.62%
-44.36%
ABNDX
IMOEX

ABNDX vs. IMOEX - Volatility Comparison

The current volatility for American Funds The Bond Fund of America (ABNDX) is 2.29%, while MOEX Russia Index (IMOEX) has a volatility of 3.54%. 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.


2.00%4.00%6.00%8.00%SeptemberOctoberNovemberDecember2024February
2.29%
3.54%
ABNDX
IMOEX