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AIBAX vs. ^GSPC
Performance
Risk-Adjusted Performance
Drawdowns
Volatility

Correlation

The correlation between AIBAX and ^GSPC is -1.00. This indicates that the assets' prices tend to move in opposite directions. Negative correlation can be particularly beneficial for diversification and risk management, as one asset may offset the losses of the other during market fluctuations.


Performance

AIBAX vs. ^GSPC - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in American Funds Intermediate Bond Fund of America (AIBAX) and S&P 500 (^GSPC). The values are adjusted to include any dividend payments, if applicable.

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Key characteristics

Daily Std Dev

AIBAX:

4.97%

^GSPC:

19.37%

Max Drawdown

AIBAX:

-0.48%

^GSPC:

-56.78%

Current Drawdown

AIBAX:

-0.40%

^GSPC:

-7.88%

Returns By Period


AIBAX

YTD

N/A

1M

N/A

6M

N/A

1Y

N/A

5Y*

N/A

10Y*

N/A

^GSPC

YTD

-3.77%

1M

5.53%

6M

-5.60%

1Y

8.37%

5Y*

14.61%

10Y*

10.35%

*Annualized

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Risk-Adjusted Performance

AIBAX vs. ^GSPC — Risk-Adjusted Performance Rank

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

AIBAX
The Risk-Adjusted Performance Rank of AIBAX is 8888
Overall Rank
The Sharpe Ratio Rank of AIBAX is 9090
Sharpe Ratio Rank
The Sortino Ratio Rank of AIBAX is 9191
Sortino Ratio Rank
The Omega Ratio Rank of AIBAX is 8989
Omega Ratio Rank
The Calmar Ratio Rank of AIBAX is 8181
Calmar Ratio Rank
The Martin Ratio Rank of AIBAX is 8787
Martin Ratio Rank

^GSPC
The Risk-Adjusted Performance Rank of ^GSPC is 6868
Overall Rank
The Sharpe Ratio Rank of ^GSPC is 6262
Sharpe Ratio Rank
The Sortino Ratio Rank of ^GSPC is 6565
Sortino Ratio Rank
The Omega Ratio Rank of ^GSPC is 7070
Omega Ratio Rank
The Calmar Ratio Rank of ^GSPC is 6868
Calmar Ratio Rank
The Martin Ratio Rank of ^GSPC is 7474
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

AIBAX vs. ^GSPC - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for American Funds Intermediate Bond Fund of America (AIBAX) and S&P 500 (^GSPC). 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.



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Drawdowns

AIBAX vs. ^GSPC - Drawdown Comparison

The maximum AIBAX drawdown since its inception was -0.48%, smaller than the maximum ^GSPC drawdown of -56.78%. Use the drawdown chart below to compare losses from any high point for AIBAX and ^GSPC. For additional features, visit the drawdowns tool.


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Volatility

AIBAX vs. ^GSPC - Volatility Comparison


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