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ACBPX vs. CRAIX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

ACBPX vs. CRAIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in American Century Diversified Bond Fund (ACBPX) and CCM Community Impact Bond Fund (CRAIX). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

The year-to-date returns for both investments are quite close, with ACBPX having a 0.35% return and CRAIX slightly higher at 0.36%. Over the past 10 years, ACBPX has outperformed CRAIX with an annualized return of 1.38%, while CRAIX has yielded a comparatively lower 1.00% annualized return.


ACBPX

1D
0.22%
1M
0.92%
YTD
0.35%
6M
0.85%
1Y
4.98%
3Y*
3.72%
5Y*
-0.40%
10Y*
1.38%

CRAIX

1D
0.21%
1M
0.47%
YTD
0.36%
6M
0.51%
1Y
4.10%
3Y*
3.73%
5Y*
0.17%
10Y*
1.00%
*Multi-year figures are annualized to reflect compound growth (CAGR)

ACBPX vs. CRAIX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
ACBPX
American Century Diversified Bond Fund
0.35%7.42%0.80%4.66%-14.28%-0.65%8.26%8.59%-1.25%3.49%
CRAIX
CCM Community Impact Bond Fund
0.36%6.40%1.97%3.98%-10.19%-1.72%3.99%5.44%0.10%2.81%

Correlation

The correlation between ACBPX and CRAIX is 0.88, 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

0.88

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

0.92

Correlation (5Y)
Calculated over the trailing 5-year period

0.92

Correlation (10Y)
Calculated over the trailing 10-year period

0.88

Correlation (All Time)
Calculated using the full available price history since Aug 30, 1999

0.85

The correlation between ACBPX and CRAIX has been stable across timeframes, ranging from 0.85 to 0.92 - a consistent structural relationship.

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Return for Risk

ACBPX vs. CRAIX — Risk / Return Rank

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

ACBPX
ACBPX Risk / Return Rank: 2424
Overall Rank
ACBPX Sharpe Ratio Rank: 2424
Sharpe Ratio Rank
ACBPX Sortino Ratio Rank: 2626
Sortino Ratio Rank
ACBPX Omega Ratio Rank: 2323
Omega Ratio Rank
ACBPX Calmar Ratio Rank: 2525
Calmar Ratio Rank
ACBPX Martin Ratio Rank: 2121
Martin Ratio Rank

CRAIX
CRAIX Risk / Return Rank: 2929
Overall Rank
CRAIX Sharpe Ratio Rank: 2929
Sharpe Ratio Rank
CRAIX Sortino Ratio Rank: 3030
Sortino Ratio Rank
CRAIX Omega Ratio Rank: 2929
Omega Ratio Rank
CRAIX Calmar Ratio Rank: 3131
Calmar Ratio Rank
CRAIX 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.

ACBPX vs. CRAIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for American Century Diversified Bond Fund (ACBPX) and CCM Community Impact Bond Fund (CRAIX). 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.


ACBPXCRAIXDifference
Sharpe ratioReturn per unit of total volatility

-0.14

Sortino ratioReturn per unit of downside risk

-0.17

Omega ratioGain probability vs. loss probability

1.23

1.27

-0.03

Calmar ratioReturn relative to maximum drawdown

1.75

1.97

-0.22

Martin ratioReturn relative to average drawdown

4.90

5.80

-0.90

ACBPX vs. CRAIX - Sharpe Ratio Comparison

The current ACBPX Sharpe Ratio is 1.30, which is comparable to the CRAIX Sharpe Ratio of 1.44. The chart below compares the historical Sharpe Ratios of ACBPX and CRAIX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

ACBPX vs. CRAIX - Drawdown Comparison

The maximum ACBPX drawdown since its inception was -18.99%, which is greater than CRAIX's maximum drawdown of -14.53%. Use the drawdown chart below to compare losses from any high point for ACBPX and CRAIX.


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Drawdown Indicators


ACBPXCRAIXDifference

Max Drawdown

Largest peak-to-trough decline

-18.99%

-14.53%

-4.46%

Max Drawdown (1Y)

Largest decline over 1 year

-2.93%

-2.15%

-0.78%

Max Drawdown (3Y)

Largest decline over 3 years

-6.90%

-4.84%

-2.06%

Max Drawdown (5Y)

Largest decline over 5 years

-18.99%

-14.28%

-4.71%

Max Drawdown (10Y)

Largest decline over 10 years

-18.99%

-14.53%

-4.46%

Current Drawdown

Current decline from peak

-3.56%

-1.17%

-2.39%

Average Drawdown

Average peak-to-trough decline

-3.37%

-2.46%

-0.91%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.04%

0.73%

+0.31%

Volatility

ACBPX vs. CRAIX - Volatility Comparison

American Century Diversified Bond Fund (ACBPX) has a higher volatility of 1.25% compared to CCM Community Impact Bond Fund (CRAIX) at 1.03%. This indicates that ACBPX's price experiences larger fluctuations and is considered to be riskier than CRAIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


ACBPXCRAIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.25%

1.03%

+0.22%

Volatility (6M)

Calculated over the trailing 6-month period

2.93%

2.24%

+0.69%

Volatility (1Y)

Calculated over the trailing 1-year period

3.93%

2.94%

+0.99%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

6.14%

4.60%

+1.54%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

5.04%

3.65%

+1.39%

ACBPX vs. CRAIX - Expense Ratio Comparison

ACBPX has a 0.39% expense ratio, which is lower than CRAIX's 0.88% expense ratio.


Dividends

ACBPX vs. CRAIX - Dividend Comparison

ACBPX's dividend yield for the trailing twelve months is around 4.57%, more than CRAIX's 3.09% yield.


PositionTTM20252024202320222021202020192018201720162015
ACBPX
American Century Diversified Bond Fund
4.57%4.60%3.89%3.32%2.07%2.60%4.57%2.48%2.83%2.30%2.63%2.88%
CRAIX
CCM Community Impact Bond Fund
3.09%3.01%2.92%2.48%1.61%1.18%1.77%2.32%2.30%2.78%2.28%2.12%

Frequently Asked Questions


ACBPX and CRAIX have a correlation of 0.88, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

ACBPX has higher volatility (1.25%) compared to CRAIX (1.03%). In terms of maximum drawdown, ACBPX dropped -18.99% vs CRAIX's -14.53%.

CRAIX currently has the higher Sharpe Ratio (1.44 vs 1.30), 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.

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