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ANBAX vs. DIA
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between ANBAX and DIA is -0.14. 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.


-0.50.00.51.0
Correlation: -0.1

Performance

ANBAX vs. DIA - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in American Funds Strategic Bond Fund (ANBAX) and SPDR Dow Jones Industrial Average ETF (DIA). The values are adjusted to include any dividend payments, if applicable.

0.00%50.00%100.00%150.00%200.00%NovemberDecember2025FebruaryMarchApril
13.15%
184.96%
ANBAX
DIA

Key characteristics

Sharpe Ratio

ANBAX:

1.08

DIA:

0.68

Sortino Ratio

ANBAX:

1.62

DIA:

1.02

Omega Ratio

ANBAX:

1.20

DIA:

1.13

Calmar Ratio

ANBAX:

0.33

DIA:

0.95

Martin Ratio

ANBAX:

2.32

DIA:

2.86

Ulcer Index

ANBAX:

2.54%

DIA:

2.97%

Daily Std Dev

ANBAX:

5.46%

DIA:

12.51%

Max Drawdown

ANBAX:

-20.46%

DIA:

-51.87%

Current Drawdown

ANBAX:

-11.15%

DIA:

-5.79%

Returns By Period

In the year-to-date period, ANBAX achieves a 3.80% return, which is significantly higher than DIA's -0.44% return.


ANBAX

YTD

3.80%

1M

0.33%

6M

-0.72%

1Y

5.78%

5Y*

-0.72%

10Y*

N/A

DIA

YTD

-0.44%

1M

-2.14%

6M

0.79%

1Y

9.51%

5Y*

17.12%

10Y*

11.36%

*Annualized

Compare stocks, funds, or ETFs

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


ANBAX vs. DIA - Expense Ratio Comparison

ANBAX has a 0.71% expense ratio, which is higher than DIA's 0.16% expense ratio.


ANBAX
American Funds Strategic Bond Fund
Expense ratio chart for ANBAX: current value is 0.71%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
ANBAX: 0.71%
Expense ratio chart for DIA: current value is 0.16%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
DIA: 0.16%

Risk-Adjusted Performance

ANBAX vs. DIA — Risk-Adjusted Performance Rank

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

ANBAX
The Risk-Adjusted Performance Rank of ANBAX is 7373
Overall Rank
The Sharpe Ratio Rank of ANBAX is 8181
Sharpe Ratio Rank
The Sortino Ratio Rank of ANBAX is 8282
Sortino Ratio Rank
The Omega Ratio Rank of ANBAX is 8282
Omega Ratio Rank
The Calmar Ratio Rank of ANBAX is 5656
Calmar Ratio Rank
The Martin Ratio Rank of ANBAX is 6666
Martin Ratio Rank

DIA
The Risk-Adjusted Performance Rank of DIA is 6464
Overall Rank
The Sharpe Ratio Rank of DIA is 6262
Sharpe Ratio Rank
The Sortino Ratio Rank of DIA is 6363
Sortino Ratio Rank
The Omega Ratio Rank of DIA is 6060
Omega Ratio Rank
The Calmar Ratio Rank of DIA is 7272
Calmar Ratio Rank
The Martin Ratio Rank of DIA is 6565
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.

ANBAX vs. DIA - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for American Funds Strategic Bond Fund (ANBAX) and SPDR Dow Jones Industrial Average ETF (DIA). 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 ANBAX, currently valued at 1.08, compared to the broader market-1.000.001.002.003.004.00
ANBAX: 1.08
DIA: 0.68
The chart of Sortino ratio for ANBAX, currently valued at 1.62, compared to the broader market0.002.004.006.008.00
ANBAX: 1.62
DIA: 1.02
The chart of Omega ratio for ANBAX, currently valued at 1.20, compared to the broader market0.501.001.502.002.503.003.50
ANBAX: 1.20
DIA: 1.13
The chart of Calmar ratio for ANBAX, currently valued at 0.33, compared to the broader market0.002.004.006.008.0010.0012.00
ANBAX: 0.33
DIA: 0.95
The chart of Martin ratio for ANBAX, currently valued at 2.32, compared to the broader market0.0010.0020.0030.0040.0050.0060.00
ANBAX: 2.32
DIA: 2.86

The current ANBAX Sharpe Ratio is 1.08, which is higher than the DIA Sharpe Ratio of 0.68. The chart below compares the historical Sharpe Ratios of ANBAX and DIA, 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 Ratio0.001.002.003.00NovemberDecember2025FebruaryMarchApril
1.08
0.68
ANBAX
DIA

Dividends

ANBAX vs. DIA - Dividend Comparison

ANBAX's dividend yield for the trailing twelve months is around 3.09%, more than DIA's 1.59% yield.


TTM20242023202220212020201920182017201620152014
ANBAX
American Funds Strategic Bond Fund
3.09%3.07%2.91%5.31%1.74%1.88%0.97%3.51%1.13%0.50%0.00%0.00%
DIA
SPDR Dow Jones Industrial Average ETF
1.59%1.61%1.81%1.91%1.58%1.87%2.09%2.24%1.97%2.26%2.33%2.02%

Drawdowns

ANBAX vs. DIA - Drawdown Comparison

The maximum ANBAX drawdown since its inception was -20.46%, smaller than the maximum DIA drawdown of -51.87%. Use the drawdown chart below to compare losses from any high point for ANBAX and DIA. For additional features, visit the drawdowns tool.


-15.00%-10.00%-5.00%0.00%NovemberDecember2025FebruaryMarchApril
-11.15%
-5.79%
ANBAX
DIA

Volatility

ANBAX vs. DIA - Volatility Comparison

The current volatility for American Funds Strategic Bond Fund (ANBAX) is 1.32%, while SPDR Dow Jones Industrial Average ETF (DIA) has a volatility of 4.72%. This indicates that ANBAX experiences smaller price fluctuations and is considered to be less risky than DIA based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


1.00%2.00%3.00%4.00%5.00%NovemberDecember2025FebruaryMarchApril
1.32%
4.72%
ANBAX
DIA
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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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