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ANCFX vs. CWBFX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

ANCFX vs. CWBFX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in American Funds Fundamental Investors Class A (ANCFX) and American Funds Capital World Bond Fund (CWBFX). The values are adjusted to include any dividend payments, if applicable.

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ANCFX vs. CWBFX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
ANCFX
American Funds Fundamental Investors Class A
-6.13%24.21%22.73%25.86%-16.66%22.43%14.92%27.07%-8.13%22.80%
CWBFX
American Funds Capital World Bond Fund
-2.63%7.78%-3.25%5.81%-17.52%-5.17%9.91%7.66%-1.81%7.26%

Returns By Period

In the year-to-date period, ANCFX achieves a -6.13% return, which is significantly lower than CWBFX's -2.63% return. Over the past 10 years, ANCFX has outperformed CWBFX with an annualized return of 12.92%, while CWBFX has yielded a comparatively lower 0.15% annualized return.


ANCFX

1D
-0.62%
1M
-9.88%
YTD
-6.13%
6M
-2.09%
1Y
20.46%
3Y*
19.35%
5Y*
11.57%
10Y*
12.92%

CWBFX

1D
0.13%
1M
-4.32%
YTD
-2.63%
6M
-2.45%
1Y
1.95%
3Y*
1.50%
5Y*
-2.49%
10Y*
0.15%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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ANCFX vs. CWBFX - Expense Ratio Comparison

ANCFX has a 0.59% expense ratio, which is lower than CWBFX's 0.95% expense ratio.


Return for Risk

ANCFX vs. CWBFX — Risk / Return Rank

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

ANCFX
ANCFX Risk / Return Rank: 7070
Overall Rank
ANCFX Sharpe Ratio Rank: 6767
Sharpe Ratio Rank
ANCFX Sortino Ratio Rank: 7272
Sortino Ratio Rank
ANCFX Omega Ratio Rank: 6767
Omega Ratio Rank
ANCFX Calmar Ratio Rank: 7171
Calmar Ratio Rank
ANCFX Martin Ratio Rank: 7575
Martin Ratio Rank

CWBFX
CWBFX Risk / Return Rank: 1616
Overall Rank
CWBFX Sharpe Ratio Rank: 1515
Sharpe Ratio Rank
CWBFX Sortino Ratio Rank: 1313
Sortino Ratio Rank
CWBFX Omega Ratio Rank: 1111
Omega Ratio Rank
CWBFX Calmar Ratio Rank: 2020
Calmar Ratio Rank
CWBFX Martin Ratio Rank: 2020
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.

ANCFX vs. CWBFX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for American Funds Fundamental Investors Class A (ANCFX) and American Funds Capital World Bond Fund (CWBFX). 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.


ANCFXCWBFXDifference

Sharpe ratio

Return per unit of total volatility

1.16

0.37

+0.79

Sortino ratio

Return per unit of downside risk

1.75

0.56

+1.19

Omega ratio

Gain probability vs. loss probability

1.25

1.07

+0.18

Calmar ratio

Return relative to maximum drawdown

1.61

0.58

+1.03

Martin ratio

Return relative to average drawdown

7.19

2.05

+5.14

ANCFX vs. CWBFX - Sharpe Ratio Comparison

The current ANCFX Sharpe Ratio is 1.16, which is higher than the CWBFX Sharpe Ratio of 0.37. The chart below compares the historical Sharpe Ratios of ANCFX and CWBFX, 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


ANCFXCWBFXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.16

0.37

+0.79

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.70

-0.38

+1.08

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.73

0.03

+0.71

Sharpe Ratio (All Time)

Calculated using the full available price history

0.61

0.85

-0.24

Correlation

The correlation between ANCFX and CWBFX is 0.09, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


Dividends

ANCFX vs. CWBFX - Dividend Comparison

ANCFX's dividend yield for the trailing twelve months is around 9.11%, more than CWBFX's 2.84% yield.


TTM20252024202320222021202020192018201720162015
ANCFX
American Funds Fundamental Investors Class A
9.11%8.54%8.90%5.80%4.98%10.97%2.61%6.91%9.31%7.28%4.71%6.08%
CWBFX
American Funds Capital World Bond Fund
2.84%2.68%3.01%2.47%1.99%2.63%3.18%2.26%1.87%1.80%2.05%0.58%

Drawdowns

ANCFX vs. CWBFX - Drawdown Comparison

The maximum ANCFX drawdown since its inception was -53.29%, which is greater than CWBFX's maximum drawdown of -27.91%. Use the drawdown chart below to compare losses from any high point for ANCFX and CWBFX.


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Drawdown Indicators


ANCFXCWBFXDifference

Max Drawdown

Largest peak-to-trough decline

-53.29%

-27.91%

-25.38%

Max Drawdown (1Y)

Largest decline over 1 year

-11.35%

-4.45%

-6.90%

Max Drawdown (5Y)

Largest decline over 5 years

-25.07%

-26.34%

+1.27%

Max Drawdown (10Y)

Largest decline over 10 years

-33.93%

-27.91%

-6.02%

Current Drawdown

Current decline from peak

-10.66%

-16.19%

+5.53%

Average Drawdown

Average peak-to-trough decline

-7.34%

-4.14%

-3.20%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.54%

1.26%

+1.28%

Volatility

ANCFX vs. CWBFX - Volatility Comparison

American Funds Fundamental Investors Class A (ANCFX) has a higher volatility of 4.98% compared to American Funds Capital World Bond Fund (CWBFX) at 2.04%. This indicates that ANCFX's price experiences larger fluctuations and is considered to be riskier than CWBFX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


ANCFXCWBFXDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.98%

2.04%

+2.94%

Volatility (6M)

Calculated over the trailing 6-month period

10.64%

3.10%

+7.54%

Volatility (1Y)

Calculated over the trailing 1-year period

17.94%

5.48%

+12.46%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.67%

6.49%

+10.18%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.65%

5.63%

+12.02%