PortfoliosLab logoPortfoliosLab logo
ABNFX vs. VCPIX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

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.

Loading charts...

Returns By Period

In the year-to-date period, ABNFX achieves a -0.25% return, which is significantly lower than VCPIX's 0.62% return.


ABNFX

1D
-0.36%
1M
0.55%
YTD
-0.25%
6M
0.20%
1Y
3.88%
3Y*
3.83%
5Y*
-0.16%
10Y*
1.83%

VCPIX

1D
-0.23%
1M
0.63%
YTD
0.62%
6M
0.85%
1Y
4.93%
3Y*
5.18%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

ABNFX vs. VCPIX - Yearly Performance Comparison


2026 (YTD)20252024202320222021
ABNFX
American Funds The Bond Fund of America® Class F-2
-0.25%7.42%1.42%4.29%-13.08%0.37%
VCPIX
Vanguard Core-Plus Bond Fund Investor Shares
0.62%8.01%2.83%6.64%-12.68%0.35%

Correlation

The correlation between ABNFX and VCPIX is 0.91, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.91

Correlation (3Y)
Calculated over the trailing 3-year period

0.94

Correlation (All Time)
Calculated using the full available price history since Oct 14, 2021

0.95

The correlation between ABNFX and VCPIX has been stable across timeframes, ranging from 0.91 to 0.95 - a consistent structural relationship.

Compare stocks, funds, or ETFs

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


Return for Risk

ABNFX vs. VCPIX — Risk / Return Rank

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

ABNFX
ABNFX Risk / Return Rank: 1616
Overall Rank
ABNFX Sharpe Ratio Rank: 1616
Sharpe Ratio Rank
ABNFX Sortino Ratio Rank: 1717
Sortino Ratio Rank
ABNFX Omega Ratio Rank: 1515
Omega Ratio Rank
ABNFX Calmar Ratio Rank: 1616
Calmar Ratio Rank
ABNFX Martin Ratio Rank: 1515
Martin Ratio Rank

VCPIX
VCPIX Risk / Return Rank: 3030
Overall Rank
VCPIX Sharpe Ratio Rank: 3131
Sharpe Ratio Rank
VCPIX Sortino Ratio Rank: 3232
Sortino Ratio Rank
VCPIX Omega Ratio Rank: 3030
Omega Ratio Rank
VCPIX Calmar Ratio Rank: 2929
Calmar Ratio Rank
VCPIX Martin Ratio Rank: 2727
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

ABNFX vs. VCPIX - Risk-Adjusted Trends 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


ABNFXVCPIXDifference
Sharpe ratioReturn per unit of total volatility

-0.41

Sortino ratioReturn per unit of downside risk

-0.58

Omega ratioGain probability vs. loss probability

1.19

1.27

-0.08

Calmar ratioReturn relative to maximum drawdown

1.35

1.91

-0.56

Martin ratioReturn relative to average drawdown

3.77

5.93

-2.15

ABNFX vs. VCPIX - Sharpe Ratio Comparison

The current ABNFX Sharpe Ratio is 1.07, which is comparable to the VCPIX Sharpe Ratio of 1.48. The chart below compares the historical Sharpe Ratios of ABNFX and VCPIX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


Loading charts...

Drawdowns

ABNFX vs. VCPIX - Drawdown Comparison

The maximum ABNFX drawdown since its inception was -17.69%, roughly equal to the maximum VCPIX drawdown of -17.33%. Use the drawdown chart below to compare losses from any high point for ABNFX and VCPIX.


Loading charts...

Drawdown Indicators


ABNFXVCPIXDifference

Max Drawdown

Largest peak-to-trough decline

-17.69%

-17.33%

-0.36%

Max Drawdown (1Y)

Largest decline over 1 year

-3.09%

-2.72%

-0.37%

Max Drawdown (3Y)

Largest decline over 3 years

-6.12%

-5.68%

-0.44%

Max Drawdown (5Y)

Largest decline over 5 years

-17.65%

Max Drawdown (10Y)

Largest decline over 10 years

-17.69%

Current Drawdown

Current decline from peak

-2.35%

-1.12%

-1.23%

Average Drawdown

Average peak-to-trough decline

-3.28%

-6.53%

+3.25%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.10%

0.87%

+0.23%

Volatility

ABNFX vs. VCPIX - Volatility Comparison

American Funds The Bond Fund of America® Class F-2 (ABNFX) has a higher volatility of 1.20% compared to Vanguard Core-Plus Bond Fund Investor Shares (VCPIX) at 1.01%. This indicates that ABNFX's price experiences larger fluctuations and is considered to be riskier than VCPIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


ABNFXVCPIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.20%

1.01%

+0.19%

Volatility (6M)

Calculated over the trailing 6-month period

2.92%

2.68%

+0.24%

Volatility (1Y)

Calculated over the trailing 1-year period

3.92%

3.51%

+0.41%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

5.97%

5.67%

+0.30%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

4.90%

5.67%

-0.77%

ABNFX vs. VCPIX - Expense Ratio Comparison

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


Dividends

ABNFX vs. VCPIX - Dividend Comparison

ABNFX's dividend yield for the trailing twelve months is around 4.40%, less than VCPIX's 4.74% yield.


PositionTTM20252024202320222021202020192018201720162015
ABNFX
American Funds The Bond Fund of America® Class F-2
4.40%4.37%4.55%3.19%2.37%2.07%5.15%3.72%2.65%2.10%2.31%2.24%
VCPIX
Vanguard Core-Plus Bond Fund Investor Shares
4.74%4.76%5.08%4.46%3.15%0.25%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


With a correlation of 0.91, ABNFX and VCPIX move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

ABNFX has higher volatility (1.20%) compared to VCPIX (1.01%). In terms of maximum drawdown, ABNFX dropped -17.69% vs VCPIX's -17.33%.

VCPIX currently has the higher Sharpe Ratio (1.48 vs 1.07), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

Portfolio Optimizer

Find the right allocation for ABNFX and VCPIX

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer