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

Correlation

The correlation between ABNFX and VCORX is 0.94, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


-0.50.00.51.00.9

Performance

ABNFX vs. VCORX - 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 Vanguard Core Bond Fund Investor Shares (VCORX). The values are adjusted to include any dividend payments, if applicable.

-3.00%-2.00%-1.00%0.00%1.00%2.00%SeptemberOctoberNovemberDecember2025February
-0.73%
-0.45%
ABNFX
VCORX

Key characteristics

Sharpe Ratio

ABNFX:

0.65

VCORX:

0.81

Sortino Ratio

ABNFX:

0.95

VCORX:

1.19

Omega Ratio

ABNFX:

1.12

VCORX:

1.14

Calmar Ratio

ABNFX:

0.23

VCORX:

0.31

Martin Ratio

ABNFX:

1.66

VCORX:

2.14

Ulcer Index

ABNFX:

2.12%

VCORX:

1.93%

Daily Std Dev

ABNFX:

5.30%

VCORX:

5.05%

Max Drawdown

ABNFX:

-19.92%

VCORX:

-19.06%

Current Drawdown

ABNFX:

-10.15%

VCORX:

-8.01%

Returns By Period

In the year-to-date period, ABNFX achieves a 0.65% return, which is significantly lower than VCORX's 1.02% return.


ABNFX

YTD

0.65%

1M

1.84%

6M

-0.56%

1Y

4.16%

5Y*

-0.43%

10Y*

1.26%

VCORX

YTD

1.02%

1M

2.05%

6M

-0.24%

1Y

4.72%

5Y*

-0.18%

10Y*

N/A

*Annualized

Compare stocks, funds, or ETFs

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


ABNFX vs. VCORX - Expense Ratio Comparison

ABNFX has a 0.35% expense ratio, which is higher than VCORX's 0.20% expense ratio.


ABNFX
American Funds The Bond Fund of America® Class F-2
Expense ratio chart for ABNFX: current value at 0.35% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.35%
Expense ratio chart for VCORX: current value at 0.20% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.20%

Risk-Adjusted Performance

ABNFX vs. VCORX — 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 3131
Overall Rank
The Sharpe Ratio Rank of ABNFX is 3636
Sharpe Ratio Rank
The Sortino Ratio Rank of ABNFX is 3636
Sortino Ratio Rank
The Omega Ratio Rank of ABNFX is 3232
Omega Ratio Rank
The Calmar Ratio Rank of ABNFX is 2121
Calmar Ratio Rank
The Martin Ratio Rank of ABNFX is 2929
Martin Ratio Rank

VCORX
The Risk-Adjusted Performance Rank of VCORX is 3636
Overall Rank
The Sharpe Ratio Rank of VCORX is 4242
Sharpe Ratio Rank
The Sortino Ratio Rank of VCORX is 4343
Sortino Ratio Rank
The Omega Ratio Rank of VCORX is 3636
Omega Ratio Rank
The Calmar Ratio Rank of VCORX is 2626
Calmar Ratio Rank
The Martin Ratio Rank of VCORX is 3434
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. VCORX - 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 Vanguard Core Bond Fund Investor Shares (VCORX). 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 ABNFX, currently valued at 0.65, compared to the broader market-1.000.001.002.003.004.000.650.81
The chart of Sortino ratio for ABNFX, currently valued at 0.95, compared to the broader market0.002.004.006.008.0010.0012.000.951.19
The chart of Omega ratio for ABNFX, currently valued at 1.12, compared to the broader market1.002.003.004.001.121.14
The chart of Calmar ratio for ABNFX, currently valued at 0.23, compared to the broader market0.005.0010.0015.0020.000.230.31
The chart of Martin ratio for ABNFX, currently valued at 1.66, compared to the broader market0.0020.0040.0060.0080.001.662.14
ABNFX
VCORX

The current ABNFX Sharpe Ratio is 0.65, which is comparable to the VCORX Sharpe Ratio of 0.81. The chart below compares the historical Sharpe Ratios of ABNFX and VCORX, 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 Ratio0.000.501.001.502.00SeptemberOctoberNovemberDecember2025February
0.65
0.81
ABNFX
VCORX

Dividends

ABNFX vs. VCORX - Dividend Comparison

ABNFX's dividend yield for the trailing twelve months is around 4.56%, less than VCORX's 4.64% yield.


TTM20242023202220212020201920182017201620152014
ABNFX
American Funds The Bond Fund of America® Class F-2
4.56%4.56%3.84%2.97%1.68%2.12%2.57%2.66%2.10%1.97%2.23%2.40%
VCORX
Vanguard Core Bond Fund Investor Shares
4.64%4.56%3.99%2.91%1.11%1.65%2.92%2.99%2.09%1.59%0.00%0.00%

Drawdowns

ABNFX vs. VCORX - Drawdown Comparison

The maximum ABNFX drawdown since its inception was -19.92%, roughly equal to the maximum VCORX drawdown of -19.06%. Use the drawdown chart below to compare losses from any high point for ABNFX and VCORX. For additional features, visit the drawdowns tool.


-12.00%-11.00%-10.00%-9.00%-8.00%-7.00%-6.00%SeptemberOctoberNovemberDecember2025February
-10.15%
-8.01%
ABNFX
VCORX

Volatility

ABNFX vs. VCORX - Volatility Comparison

American Funds The Bond Fund of America® Class F-2 (ABNFX) and Vanguard Core Bond Fund Investor Shares (VCORX) have volatilities of 1.51% and 1.54%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


1.00%1.20%1.40%1.60%1.80%SeptemberOctoberNovemberDecember2025February
1.51%
1.54%
ABNFX
VCORX
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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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