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ABNFX vs. CGCP
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between ABNFX and CGCP is 0.16, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


Performance

ABNFX vs. CGCP - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in American Funds The Bond Fund of America® Class F-2 (ABNFX) and Capital Group Core Plus Income ETF (CGCP). The values are adjusted to include any dividend payments, if applicable.

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Key characteristics

Sharpe Ratio

ABNFX:

1.02

CGCP:

1.01

Sortino Ratio

ABNFX:

1.54

CGCP:

1.44

Omega Ratio

ABNFX:

1.18

CGCP:

1.18

Calmar Ratio

ABNFX:

0.39

CGCP:

0.86

Martin Ratio

ABNFX:

2.62

CGCP:

2.79

Ulcer Index

ABNFX:

2.12%

CGCP:

1.81%

Daily Std Dev

ABNFX:

5.37%

CGCP:

5.00%

Max Drawdown

ABNFX:

-19.92%

CGCP:

-15.07%

Current Drawdown

ABNFX:

-8.75%

CGCP:

-1.75%

Returns By Period

In the year-to-date period, ABNFX achieves a 2.21% return, which is significantly higher than CGCP's 1.40% return.


ABNFX

YTD

2.21%

1M

1.00%

6M

1.52%

1Y

5.74%

5Y*

-0.88%

10Y*

1.46%

CGCP

YTD

1.40%

1M

1.44%

6M

0.65%

1Y

5.32%

5Y*

N/A

10Y*

N/A

*Annualized

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ABNFX vs. CGCP - Expense Ratio Comparison

ABNFX has a 0.35% expense ratio, which is higher than CGCP's 0.34% expense ratio.


Risk-Adjusted Performance

ABNFX vs. CGCP — Risk-Adjusted Performance Rank

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

ABNFX
The Risk-Adjusted Performance Rank of ABNFX is 7474
Overall Rank
The Sharpe Ratio Rank of ABNFX is 8282
Sharpe Ratio Rank
The Sortino Ratio Rank of ABNFX is 8383
Sortino Ratio Rank
The Omega Ratio Rank of ABNFX is 7979
Omega Ratio Rank
The Calmar Ratio Rank of ABNFX is 5757
Calmar Ratio Rank
The Martin Ratio Rank of ABNFX is 7272
Martin Ratio Rank

CGCP
The Risk-Adjusted Performance Rank of CGCP is 7979
Overall Rank
The Sharpe Ratio Rank of CGCP is 8383
Sharpe Ratio Rank
The Sortino Ratio Rank of CGCP is 8181
Sortino Ratio Rank
The Omega Ratio Rank of CGCP is 7878
Omega Ratio Rank
The Calmar Ratio Rank of CGCP is 8080
Calmar Ratio Rank
The Martin Ratio Rank of CGCP is 7373
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.

ABNFX vs. CGCP - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for American Funds The Bond Fund of America® Class F-2 (ABNFX) and Capital Group Core Plus Income ETF (CGCP). 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.


The current ABNFX Sharpe Ratio is 1.02, which is comparable to the CGCP Sharpe Ratio of 1.01. The chart below compares the historical Sharpe Ratios of ABNFX and CGCP, 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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Dividends

ABNFX vs. CGCP - Dividend Comparison

ABNFX's dividend yield for the trailing twelve months is around 4.53%, less than CGCP's 5.17% yield.


TTM20242023202220212020201920182017201620152014
ABNFX
American Funds The Bond Fund of America® Class F-2
4.53%4.55%3.84%3.10%2.07%5.28%2.56%2.65%2.09%1.79%2.23%2.40%
CGCP
Capital Group Core Plus Income ETF
5.17%5.17%4.98%2.96%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

ABNFX vs. CGCP - Drawdown Comparison

The maximum ABNFX drawdown since its inception was -19.92%, which is greater than CGCP's maximum drawdown of -15.07%. Use the drawdown chart below to compare losses from any high point for ABNFX and CGCP. For additional features, visit the drawdowns tool.


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Volatility

ABNFX vs. CGCP - Volatility Comparison

The current volatility for American Funds The Bond Fund of America® Class F-2 (ABNFX) is 1.69%, while Capital Group Core Plus Income ETF (CGCP) has a volatility of 1.79%. This indicates that ABNFX experiences smaller price fluctuations and is considered to be less risky than CGCP based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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