AMBFX vs. PRWCX
Compare and contrast key facts about American Funds American Balanced Fund® Class F-2 (AMBFX) and T. Rowe Price Capital Appreciation Fund (PRWCX).
AMBFX is managed by American Funds. It was launched on Aug 5, 2008. PRWCX is managed by T. Rowe Price. It was launched on Jun 30, 1986.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: AMBFX or PRWCX.
Key characteristics
| AMBFX | PRWCX | |
|---|---|---|
| YTD Return | 15.30% | 13.98% |
| 1Y Return | 22.46% | 20.62% |
| 3Y Return (Ann) | 5.52% | 6.30% |
| 5Y Return (Ann) | 8.89% | 11.41% |
| 10Y Return (Ann) | 8.59% | 10.76% |
| Sharpe Ratio | 2.68 | 2.76 |
| Sortino Ratio | 3.80 | 3.83 |
| Omega Ratio | 1.50 | 1.52 |
| Calmar Ratio | 4.15 | 6.16 |
| Martin Ratio | 18.33 | 22.09 |
| Ulcer Index | 1.22% | 0.93% |
| Daily Std Dev | 8.32% | 7.45% |
| Max Drawdown | -33.83% | -41.77% |
| Current Drawdown | -1.33% | -0.74% |
Correlation
The correlation between AMBFX and PRWCX is 0.93, 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.
Performance
AMBFX vs. PRWCX - Performance Comparison
In the year-to-date period, AMBFX achieves a 15.30% return, which is significantly higher than PRWCX's 13.98% return. Over the past 10 years, AMBFX has underperformed PRWCX with an annualized return of 8.59%, while PRWCX has yielded a comparatively higher 10.76% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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AMBFX vs. PRWCX - Expense Ratio Comparison
AMBFX has a 0.35% expense ratio, which is lower than PRWCX's 0.68% expense ratio.
Risk-Adjusted Performance
AMBFX vs. PRWCX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for American Funds American Balanced Fund® Class F-2 (AMBFX) and T. Rowe Price Capital Appreciation Fund (PRWCX). 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.
Dividends
AMBFX vs. PRWCX - Dividend Comparison
AMBFX's dividend yield for the trailing twelve months is around 2.34%, more than PRWCX's 1.85% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
AMBFX American Funds American Balanced Fund® Class F-2 | 2.34% | 2.57% | 1.90% | 1.40% | 1.53% | 2.10% | 2.31% | 1.97% | 1.98% | 2.72% | 8.40% | 1.73% |
PRWCX T. Rowe Price Capital Appreciation Fund | 1.85% | 2.11% | 1.57% | 0.95% | 1.17% | 1.54% | 2.53% | 1.31% | 1.57% | 1.52% | 1.42% | 1.13% |
Drawdowns
AMBFX vs. PRWCX - Drawdown Comparison
The maximum AMBFX drawdown since its inception was -33.83%, smaller than the maximum PRWCX drawdown of -41.77%. Use the drawdown chart below to compare losses from any high point for AMBFX and PRWCX. For additional features, visit the drawdowns tool.
Volatility
AMBFX vs. PRWCX - Volatility Comparison
American Funds American Balanced Fund® Class F-2 (AMBFX) and T. Rowe Price Capital Appreciation Fund (PRWCX) have volatilities of 2.29% and 2.36%, 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.