PortfoliosLab logoPortfoliosLab logo
AGBVX vs. VTABX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

AGBVX vs. VTABX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in American Century Global Bond Fund (AGBVX) and Vanguard Total International Bond Index Fund Admiral Shares (VTABX). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period

In the year-to-date period, AGBVX achieves a 1.24% return, which is significantly higher than VTABX's 1.08% return. Over the past 10 years, AGBVX has underperformed VTABX with an annualized return of 1.53%, while VTABX has yielded a comparatively higher 1.83% annualized return.


AGBVX

1D
0.12%
1M
0.99%
YTD
1.24%
6M
1.48%
1Y
4.00%
3Y*
4.11%
5Y*
0.17%
10Y*
1.53%

VTABX

1D
0.00%
1M
1.07%
YTD
1.08%
6M
1.45%
1Y
2.37%
3Y*
4.40%
5Y*
0.45%
10Y*
1.83%
*Multi-year figures are annualized to reflect compound growth (CAGR)

AGBVX vs. VTABX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
AGBVX
American Century Global Bond Fund
1.24%4.86%2.26%6.58%-12.84%-1.24%4.58%8.41%-0.33%3.74%
VTABX
Vanguard Total International Bond Index Fund Admiral Shares
1.08%2.96%3.92%8.77%-12.92%-2.22%4.54%8.83%2.97%2.39%

Correlation

The correlation between AGBVX and VTABX is 0.83, 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

0.83

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

0.88

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

0.88

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

0.83

Correlation (All Time)
Calculated using the full available price history since Jun 4, 2013

0.82

The correlation between AGBVX and VTABX has been stable across timeframes, ranging from 0.82 to 0.88 - 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

AGBVX vs. VTABX — Risk / Return Rank

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

AGBVX
AGBVX Risk / Return Rank: 2525
Overall Rank
AGBVX Sharpe Ratio Rank: 2727
Sharpe Ratio Rank
AGBVX Sortino Ratio Rank: 2727
Sortino Ratio Rank
AGBVX Omega Ratio Rank: 2929
Omega Ratio Rank
AGBVX Calmar Ratio Rank: 1919
Calmar Ratio Rank
AGBVX Martin Ratio Rank: 2222
Martin Ratio Rank

VTABX
VTABX Risk / Return Rank: 99
Overall Rank
VTABX Sharpe Ratio Rank: 1010
Sharpe Ratio Rank
VTABX Sortino Ratio Rank: 99
Sortino Ratio Rank
VTABX Omega Ratio Rank: 99
Omega Ratio Rank
VTABX Calmar Ratio Rank: 99
Calmar Ratio Rank
VTABX Martin Ratio Rank: 88
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. VTABX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for American Century Global Bond Fund (AGBVX) and Vanguard Total International Bond Index Fund Admiral Shares (VTABX). 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.


AGBVXVTABXDifference
Sharpe ratioReturn per unit of total volatility

+0.61

Sortino ratioReturn per unit of downside risk

+0.89

Omega ratioGain probability vs. loss probability

1.26

1.14

+0.12

Calmar ratioReturn relative to maximum drawdown

1.48

0.80

+0.68

Martin ratioReturn relative to average drawdown

5.00

2.18

+2.81

AGBVX vs. VTABX - Sharpe Ratio Comparison

The current AGBVX Sharpe Ratio is 1.37, which is higher than the VTABX Sharpe Ratio of 0.76. The chart below compares the historical Sharpe Ratios of AGBVX and VTABX, 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

AGBVX vs. VTABX - Drawdown Comparison

The maximum AGBVX drawdown since its inception was -16.32%, roughly equal to the maximum VTABX drawdown of -16.16%. Use the drawdown chart below to compare losses from any high point for AGBVX and VTABX.


Loading charts...

Drawdown Indicators


AGBVXVTABXDifference

Max Drawdown

Largest peak-to-trough decline

-16.32%

-16.16%

-0.16%

Max Drawdown (1Y)

Largest decline over 1 year

-2.71%

-2.90%

+0.19%

Max Drawdown (3Y)

Largest decline over 3 years

-4.78%

-2.90%

-1.88%

Max Drawdown (5Y)

Largest decline over 5 years

-16.32%

-15.81%

-0.51%

Max Drawdown (10Y)

Largest decline over 10 years

-16.32%

-16.16%

-0.16%

Current Drawdown

Current decline from peak

-0.59%

-0.79%

+0.20%

Average Drawdown

Average peak-to-trough decline

-3.32%

-3.04%

-0.28%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.80%

1.07%

-0.27%

Volatility

AGBVX vs. VTABX - Volatility Comparison

The current volatility for American Century Global Bond Fund (AGBVX) is 0.93%, while Vanguard Total International Bond Index Fund Admiral Shares (VTABX) has a volatility of 1.01%. This indicates that AGBVX experiences smaller price fluctuations and is considered to be less risky than VTABX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


AGBVXVTABXDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.93%

1.01%

-0.08%

Volatility (6M)

Calculated over the trailing 6-month period

2.39%

2.62%

-0.23%

Volatility (1Y)

Calculated over the trailing 1-year period

2.94%

3.07%

-0.13%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

4.41%

4.45%

-0.04%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

3.72%

3.62%

+0.10%

AGBVX vs. VTABX - Expense Ratio Comparison

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


Dividends

AGBVX vs. VTABX - Dividend Comparison

AGBVX's dividend yield for the trailing twelve months is around 5.24%, more than VTABX's 4.44% yield.


PositionTTM20252024202320222021202020192018201720162015
AGBVX
American Century Global Bond Fund
5.24%4.68%2.71%1.88%7.39%2.15%0.90%1.72%6.01%1.91%1.43%0.44%
VTABX
Vanguard Total International Bond Index Fund Admiral Shares
4.44%4.36%4.33%4.39%1.48%3.70%1.08%4.28%3.00%2.23%1.80%1.64%

Frequently Asked Questions


AGBVX and VTABX have a correlation of 0.83, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

VTABX has higher volatility (1.01%) compared to AGBVX (0.93%). In terms of maximum drawdown, AGBVX dropped -16.32% vs VTABX's -16.16%.

AGBVX currently has the higher Sharpe Ratio (1.37 vs 0.76), 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 AGBVX and VTABX

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