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AGBVX vs. UDBPX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

AGBVX vs. UDBPX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in American Century Global Bond Fund (AGBVX) and UBS Sustainable Development Bank Bond Fund (UDBPX). The values are adjusted to include any dividend payments, if applicable.

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AGBVX vs. UDBPX - Yearly Performance Comparison


2026 (YTD)20252024202320222021202020192018
AGBVX
American Century Global Bond Fund
-0.09%4.86%2.26%6.58%-12.84%-1.24%4.58%8.41%0.86%
UDBPX
UBS Sustainable Development Bank Bond Fund
0.17%6.96%1.55%4.53%-10.41%-2.43%6.80%6.79%2.03%

Returns By Period

In the year-to-date period, AGBVX achieves a -0.09% return, which is significantly lower than UDBPX's 0.17% return.


AGBVX

1D
0.35%
1M
-1.12%
YTD
-0.09%
6M
0.69%
1Y
3.69%
3Y*
3.41%
5Y*
0.05%
10Y*
1.50%

UDBPX

1D
-0.10%
1M
-1.12%
YTD
0.17%
6M
0.76%
1Y
4.22%
3Y*
3.41%
5Y*
0.46%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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AGBVX vs. UDBPX - Expense Ratio Comparison

AGBVX has a 0.80% expense ratio, which is higher than UDBPX's 0.25% expense ratio.


Return for Risk

AGBVX vs. UDBPX — Risk / Return Rank

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

AGBVX
AGBVX Risk / Return Rank: 4848
Overall Rank
AGBVX Sharpe Ratio Rank: 5454
Sharpe Ratio Rank
AGBVX Sortino Ratio Rank: 5252
Sortino Ratio Rank
AGBVX Omega Ratio Rank: 4343
Omega Ratio Rank
AGBVX Calmar Ratio Rank: 4343
Calmar Ratio Rank
AGBVX Martin Ratio Rank: 4646
Martin Ratio Rank

UDBPX
UDBPX Risk / Return Rank: 5959
Overall Rank
UDBPX Sharpe Ratio Rank: 5353
Sharpe Ratio Rank
UDBPX Sortino Ratio Rank: 5656
Sortino Ratio Rank
UDBPX Omega Ratio Rank: 4040
Omega Ratio Rank
UDBPX Calmar Ratio Rank: 8484
Calmar Ratio Rank
UDBPX Martin Ratio Rank: 6060
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.

AGBVX vs. UDBPX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for American Century Global Bond Fund (AGBVX) and UBS Sustainable Development Bank Bond Fund (UDBPX). 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.


AGBVXUDBPXDifference

Sharpe ratio

Return per unit of total volatility

1.18

1.16

+0.02

Sortino ratio

Return per unit of downside risk

1.66

1.75

-0.09

Omega ratio

Gain probability vs. loss probability

1.22

1.21

+0.01

Calmar ratio

Return relative to maximum drawdown

1.45

2.46

-1.01

Martin ratio

Return relative to average drawdown

5.87

7.36

-1.49

AGBVX vs. UDBPX - Sharpe Ratio Comparison

The current AGBVX Sharpe Ratio is 1.18, which is comparable to the UDBPX Sharpe Ratio of 1.16. The chart below compares the historical Sharpe Ratios of AGBVX and UDBPX, 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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Sharpe Ratios by Period


AGBVXUDBPXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.18

1.16

+0.02

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.01

0.10

-0.08

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.41

Sharpe Ratio (All Time)

Calculated using the full available price history

0.54

0.45

+0.09

Correlation

The correlation between AGBVX and UDBPX is 0.81, 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.


Dividends

AGBVX vs. UDBPX - Dividend Comparison

AGBVX's dividend yield for the trailing twelve months is around 4.03%, more than UDBPX's 3.52% yield.


TTM20252024202320222021202020192018201720162015
AGBVX
American Century Global Bond Fund
4.03%4.68%2.71%1.88%7.39%2.15%0.90%1.72%6.01%1.91%1.43%0.44%
UDBPX
UBS Sustainable Development Bank Bond Fund
3.52%3.12%2.84%2.15%1.46%1.03%4.11%2.69%0.52%0.00%0.00%0.00%

Drawdowns

AGBVX vs. UDBPX - Drawdown Comparison

The maximum AGBVX drawdown since its inception was -16.32%, which is greater than UDBPX's maximum drawdown of -15.45%. Use the drawdown chart below to compare losses from any high point for AGBVX and UDBPX.


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Drawdown Indicators


AGBVXUDBPXDifference

Max Drawdown

Largest peak-to-trough decline

-16.32%

-15.45%

-0.87%

Max Drawdown (1Y)

Largest decline over 1 year

-2.71%

-1.94%

-0.77%

Max Drawdown (5Y)

Largest decline over 5 years

-16.32%

-14.55%

-1.77%

Max Drawdown (10Y)

Largest decline over 10 years

-16.32%

Current Drawdown

Current decline from peak

-1.91%

-1.32%

-0.59%

Average Drawdown

Average peak-to-trough decline

-3.35%

-5.19%

+1.84%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.67%

0.65%

+0.02%

Volatility

AGBVX vs. UDBPX - Volatility Comparison

American Century Global Bond Fund (AGBVX) and UBS Sustainable Development Bank Bond Fund (UDBPX) have volatilities of 1.42% and 1.38%, 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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Volatility by Period


AGBVXUDBPXDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.42%

1.38%

+0.04%

Volatility (6M)

Calculated over the trailing 6-month period

1.99%

2.26%

-0.27%

Volatility (1Y)

Calculated over the trailing 1-year period

3.15%

3.82%

-0.67%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

4.36%

4.97%

-0.61%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

3.69%

4.52%

-0.83%