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

Correlation

The correlation between ABNFX and VCPIX is 0.14, 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. VCPIX - 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-Plus Bond Fund Investor Shares (VCPIX). The values are adjusted to include any dividend payments, if applicable.

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Key characteristics

Sharpe Ratio

ABNFX:

1.02

VCPIX:

1.19

Sortino Ratio

ABNFX:

1.54

VCPIX:

1.82

Omega Ratio

ABNFX:

1.18

VCPIX:

1.21

Calmar Ratio

ABNFX:

0.39

VCPIX:

0.67

Martin Ratio

ABNFX:

2.62

VCPIX:

3.49

Ulcer Index

ABNFX:

2.12%

VCPIX:

1.72%

Daily Std Dev

ABNFX:

5.37%

VCPIX:

4.96%

Max Drawdown

ABNFX:

-19.92%

VCPIX:

-17.33%

Current Drawdown

ABNFX:

-8.75%

VCPIX:

-3.04%

Returns By Period

In the year-to-date period, ABNFX achieves a 2.21% return, which is significantly lower than VCPIX's 2.34% return.


ABNFX

YTD

2.21%

1M

1.00%

6M

1.52%

1Y

5.74%

5Y*

-0.88%

10Y*

1.46%

VCPIX

YTD

2.34%

1M

1.23%

6M

1.47%

1Y

6.12%

5Y*

N/A

10Y*

N/A

*Annualized

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ABNFX vs. VCPIX - Expense Ratio Comparison

ABNFX has a 0.35% expense ratio, which is higher than VCPIX's 0.30% expense ratio.


Risk-Adjusted Performance

ABNFX vs. VCPIX — 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

VCPIX
The Risk-Adjusted Performance Rank of VCPIX is 8282
Overall Rank
The Sharpe Ratio Rank of VCPIX is 8585
Sharpe Ratio Rank
The Sortino Ratio Rank of VCPIX is 8686
Sortino Ratio Rank
The Omega Ratio Rank of VCPIX is 8484
Omega Ratio Rank
The Calmar Ratio Rank of VCPIX is 7676
Calmar Ratio Rank
The Martin Ratio Rank of VCPIX is 8080
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. VCPIX - 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-Plus Bond Fund Investor Shares (VCPIX). 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 VCPIX Sharpe Ratio of 1.19. The chart below compares the historical Sharpe Ratios of ABNFX and VCPIX, 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. VCPIX - Dividend Comparison

ABNFX's dividend yield for the trailing twelve months is around 4.53%, less than VCPIX's 4.79% 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%
VCPIX
Vanguard Core-Plus Bond Fund Investor Shares
4.79%4.71%4.48%3.16%0.26%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

ABNFX vs. VCPIX - Drawdown Comparison

The maximum ABNFX drawdown since its inception was -19.92%, which is greater than VCPIX's maximum drawdown of -17.33%. Use the drawdown chart below to compare losses from any high point for ABNFX and VCPIX. For additional features, visit the drawdowns tool.


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Volatility

ABNFX vs. VCPIX - Volatility Comparison

American Funds The Bond Fund of America® Class F-2 (ABNFX) and Vanguard Core-Plus Bond Fund Investor Shares (VCPIX) have volatilities of 1.69% and 1.62%, 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.


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