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ANBAX vs. LQD
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

ANBAX vs. LQD - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in American Funds Strategic Bond Fund (ANBAX) and iShares iBoxx $ Investment Grade Corporate Bond ETF (LQD). The values are adjusted to include any dividend payments, if applicable.

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ANBAX vs. LQD - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
ANBAX
American Funds Strategic Bond Fund
-0.81%7.18%-0.61%1.52%-12.74%-1.13%18.10%7.83%0.28%2.97%
LQD
iShares iBoxx $ Investment Grade Corporate Bond ETF
-0.27%7.90%0.86%9.40%-17.92%-1.84%10.97%17.37%-3.79%6.96%

Returns By Period

In the year-to-date period, ANBAX achieves a -0.81% return, which is significantly lower than LQD's -0.27% return.


ANBAX

1D
0.22%
1M
-2.07%
YTD
-0.81%
6M
-0.28%
1Y
2.20%
3Y*
1.23%
5Y*
-0.80%
10Y*

LQD

1D
0.11%
1M
-1.63%
YTD
-0.27%
6M
-0.34%
1Y
4.61%
3Y*
4.30%
5Y*
0.11%
10Y*
2.63%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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ANBAX vs. LQD - Expense Ratio Comparison

ANBAX has a 0.71% expense ratio, which is higher than LQD's 0.15% expense ratio.


Return for Risk

ANBAX vs. LQD — Risk / Return Rank

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

ANBAX
ANBAX Risk / Return Rank: 2222
Overall Rank
ANBAX Sharpe Ratio Rank: 1919
Sharpe Ratio Rank
ANBAX Sortino Ratio Rank: 1616
Sortino Ratio Rank
ANBAX Omega Ratio Rank: 1616
Omega Ratio Rank
ANBAX Calmar Ratio Rank: 3131
Calmar Ratio Rank
ANBAX Martin Ratio Rank: 2828
Martin Ratio Rank

LQD
LQD Risk / Return Rank: 3939
Overall Rank
LQD Sharpe Ratio Rank: 3535
Sharpe Ratio Rank
LQD Sortino Ratio Rank: 3232
Sortino Ratio Rank
LQD Omega Ratio Rank: 3030
Omega Ratio Rank
LQD Calmar Ratio Rank: 5656
Calmar Ratio Rank
LQD Martin Ratio Rank: 4242
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.

ANBAX vs. LQD - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for American Funds Strategic Bond Fund (ANBAX) and iShares iBoxx $ Investment Grade Corporate Bond ETF (LQD). 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.


ANBAXLQDDifference

Sharpe ratio

Return per unit of total volatility

0.55

0.70

-0.15

Sortino ratio

Return per unit of downside risk

0.78

0.99

-0.21

Omega ratio

Gain probability vs. loss probability

1.11

1.13

-0.02

Calmar ratio

Return relative to maximum drawdown

0.94

1.48

-0.54

Martin ratio

Return relative to average drawdown

3.30

4.06

-0.76

ANBAX vs. LQD - Sharpe Ratio Comparison

The current ANBAX Sharpe Ratio is 0.55, which is comparable to the LQD Sharpe Ratio of 0.70. The chart below compares the historical Sharpe Ratios of ANBAX and LQD, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


ANBAXLQDDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.55

0.70

-0.15

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.13

0.01

-0.14

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.30

Sharpe Ratio (All Time)

Calculated using the full available price history

0.40

0.54

-0.14

Correlation

The correlation between ANBAX and LQD is 0.73, 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.


Dividends

ANBAX vs. LQD - Dividend Comparison

ANBAX's dividend yield for the trailing twelve months is around 3.00%, less than LQD's 4.56% yield.


TTM20252024202320222021202020192018201720162015
ANBAX
American Funds Strategic Bond Fund
3.00%2.78%3.07%2.91%5.31%1.74%3.87%3.09%3.51%1.76%0.00%0.00%
LQD
iShares iBoxx $ Investment Grade Corporate Bond ETF
4.56%4.48%4.45%3.99%3.30%2.30%2.66%3.29%3.67%3.10%3.34%3.47%

Drawdowns

ANBAX vs. LQD - Drawdown Comparison

The maximum ANBAX drawdown since its inception was -19.33%, smaller than the maximum LQD drawdown of -24.95%. Use the drawdown chart below to compare losses from any high point for ANBAX and LQD.


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Drawdown Indicators


ANBAXLQDDifference

Max Drawdown

Largest peak-to-trough decline

-19.33%

-24.95%

+5.62%

Max Drawdown (1Y)

Largest decline over 1 year

-3.54%

-3.38%

-0.16%

Max Drawdown (5Y)

Largest decline over 5 years

-19.33%

-24.95%

+5.62%

Max Drawdown (10Y)

Largest decline over 10 years

-24.95%

Current Drawdown

Current decline from peak

-7.70%

-4.42%

-3.28%

Average Drawdown

Average peak-to-trough decline

-5.65%

-3.99%

-1.66%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.01%

1.23%

-0.22%

Volatility

ANBAX vs. LQD - Volatility Comparison

The current volatility for American Funds Strategic Bond Fund (ANBAX) is 1.93%, while iShares iBoxx $ Investment Grade Corporate Bond ETF (LQD) has a volatility of 2.66%. This indicates that ANBAX experiences smaller price fluctuations and is considered to be less risky than LQD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


ANBAXLQDDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.93%

2.66%

-0.73%

Volatility (6M)

Calculated over the trailing 6-month period

2.65%

3.76%

-1.11%

Volatility (1Y)

Calculated over the trailing 1-year period

4.68%

6.60%

-1.92%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

6.28%

8.65%

-2.37%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

5.43%

8.67%

-3.24%