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AGBVX vs. VGT
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between AGBVX and VGT is 0.01, 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.


-0.50.00.51.00.0

Performance

AGBVX vs. VGT - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in American Century Global Bond Fund (AGBVX) and Vanguard Information Technology ETF (VGT). The values are adjusted to include any dividend payments, if applicable.

0.00%200.00%400.00%600.00%800.00%1,000.00%JulyAugustSeptemberOctoberNovemberDecember
22.52%
993.64%
AGBVX
VGT

Key characteristics

Sharpe Ratio

AGBVX:

0.19

VGT:

1.55

Sortino Ratio

AGBVX:

0.27

VGT:

2.05

Omega Ratio

AGBVX:

1.03

VGT:

1.28

Calmar Ratio

AGBVX:

0.07

VGT:

2.18

Martin Ratio

AGBVX:

0.54

VGT:

7.80

Ulcer Index

AGBVX:

1.46%

VGT:

4.26%

Daily Std Dev

AGBVX:

4.24%

VGT:

21.45%

Max Drawdown

AGBVX:

-16.91%

VGT:

-54.63%

Current Drawdown

AGBVX:

-8.48%

VGT:

-2.41%

Returns By Period

In the year-to-date period, AGBVX achieves a 0.67% return, which is significantly lower than VGT's 31.34% return. Over the past 10 years, AGBVX has underperformed VGT with an annualized return of 1.09%, while VGT has yielded a comparatively higher 20.77% annualized return.


AGBVX

YTD

0.67%

1M

-1.26%

6M

1.05%

1Y

0.79%

5Y*

-0.92%

10Y*

1.09%

VGT

YTD

31.34%

1M

2.11%

6M

9.77%

1Y

31.45%

5Y*

22.00%

10Y*

20.77%

Compare stocks, funds, or ETFs

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


AGBVX vs. VGT - Expense Ratio Comparison

AGBVX has a 0.80% expense ratio, which is higher than VGT's 0.10% expense ratio.


AGBVX
American Century Global Bond Fund
Expense ratio chart for AGBVX: current value at 0.80% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.80%
Expense ratio chart for VGT: current value at 0.10% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.10%

Risk-Adjusted Performance

AGBVX vs. VGT - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for American Century Global Bond Fund (AGBVX) and Vanguard Information Technology ETF (VGT). 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 AGBVX, currently valued at 0.19, compared to the broader market-1.000.001.002.003.004.000.191.55
The chart of Sortino ratio for AGBVX, currently valued at 0.27, compared to the broader market-2.000.002.004.006.008.0010.000.272.05
The chart of Omega ratio for AGBVX, currently valued at 1.03, compared to the broader market0.501.001.502.002.503.003.501.031.28
The chart of Calmar ratio for AGBVX, currently valued at 0.07, compared to the broader market0.002.004.006.008.0010.0012.0014.000.072.18
The chart of Martin ratio for AGBVX, currently valued at 0.54, compared to the broader market0.0020.0040.0060.000.547.80
AGBVX
VGT

The current AGBVX Sharpe Ratio is 0.19, which is lower than the VGT Sharpe Ratio of 1.55. The chart below compares the historical Sharpe Ratios of AGBVX and VGT, 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 Ratio0.000.501.001.502.002.50JulyAugustSeptemberOctoberNovemberDecember
0.19
1.55
AGBVX
VGT

Dividends

AGBVX vs. VGT - Dividend Comparison

AGBVX's dividend yield for the trailing twelve months is around 1.12%, more than VGT's 0.59% yield.


TTM20232022202120202019201820172016201520142013
AGBVX
American Century Global Bond Fund
1.12%1.88%7.40%1.42%0.60%1.71%6.00%1.66%1.15%0.44%4.48%4.33%
VGT
Vanguard Information Technology ETF
0.59%0.65%0.91%0.64%0.82%1.11%1.29%0.99%1.31%1.28%1.12%1.05%

Drawdowns

AGBVX vs. VGT - Drawdown Comparison

The maximum AGBVX drawdown since its inception was -16.91%, smaller than the maximum VGT drawdown of -54.63%. Use the drawdown chart below to compare losses from any high point for AGBVX and VGT. For additional features, visit the drawdowns tool.


-15.00%-10.00%-5.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-8.48%
-2.41%
AGBVX
VGT

Volatility

AGBVX vs. VGT - Volatility Comparison

The current volatility for American Century Global Bond Fund (AGBVX) is 1.93%, while Vanguard Information Technology ETF (VGT) has a volatility of 5.62%. This indicates that AGBVX experiences smaller price fluctuations and is considered to be less risky than VGT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.00%2.00%4.00%6.00%8.00%10.00%JulyAugustSeptemberOctoberNovemberDecember
1.93%
5.62%
AGBVX
VGT
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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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