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ASBAX vs. SWSBX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

ASBAX vs. SWSBX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in American Funds Short-Term Bond Fund of America (ASBAX) and Schwab Short-Term Bond Index Fund (SWSBX). The values are adjusted to include any dividend payments, if applicable.

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ASBAX vs. SWSBX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
ASBAX
American Funds Short-Term Bond Fund of America
-0.26%5.05%4.31%3.60%-4.16%-0.88%3.53%2.81%1.10%0.46%
SWSBX
Schwab Short-Term Bond Index Fund
-0.27%6.06%3.42%3.95%-5.89%-1.28%4.47%4.96%1.34%0.85%

Returns By Period

The year-to-date returns for both stocks are quite close, with ASBAX having a -0.26% return and SWSBX slightly lower at -0.27%.


ASBAX

1D
0.10%
1M
-0.93%
YTD
-0.26%
6M
0.79%
1Y
3.11%
3Y*
3.72%
5Y*
1.51%
10Y*
1.57%

SWSBX

1D
0.21%
1M
-1.23%
YTD
-0.27%
6M
0.88%
1Y
3.63%
3Y*
3.74%
5Y*
1.25%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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ASBAX vs. SWSBX - Expense Ratio Comparison

ASBAX has a 0.66% expense ratio, which is higher than SWSBX's 0.06% expense ratio.


Return for Risk

ASBAX vs. SWSBX — Risk / Return Rank

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

ASBAX
ASBAX Risk / Return Rank: 9292
Overall Rank
ASBAX Sharpe Ratio Rank: 8989
Sharpe Ratio Rank
ASBAX Sortino Ratio Rank: 9595
Sortino Ratio Rank
ASBAX Omega Ratio Rank: 9292
Omega Ratio Rank
ASBAX Calmar Ratio Rank: 9393
Calmar Ratio Rank
ASBAX Martin Ratio Rank: 9393
Martin Ratio Rank

SWSBX
SWSBX Risk / Return Rank: 9090
Overall Rank
SWSBX Sharpe Ratio Rank: 8787
Sharpe Ratio Rank
SWSBX Sortino Ratio Rank: 9393
Sortino Ratio Rank
SWSBX Omega Ratio Rank: 8787
Omega Ratio Rank
SWSBX Calmar Ratio Rank: 9292
Calmar Ratio Rank
SWSBX Martin Ratio Rank: 9090
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.

ASBAX vs. SWSBX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for American Funds Short-Term Bond Fund of America (ASBAX) and Schwab Short-Term Bond Index Fund (SWSBX). 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.


ASBAXSWSBXDifference

Sharpe ratio

Return per unit of total volatility

1.81

1.71

+0.11

Sortino ratio

Return per unit of downside risk

3.19

2.83

+0.35

Omega ratio

Gain probability vs. loss probability

1.44

1.36

+0.07

Calmar ratio

Return relative to maximum drawdown

2.95

2.79

+0.17

Martin ratio

Return relative to average drawdown

11.57

10.25

+1.31

ASBAX vs. SWSBX - Sharpe Ratio Comparison

The current ASBAX Sharpe Ratio is 1.81, which is comparable to the SWSBX Sharpe Ratio of 1.71. The chart below compares the historical Sharpe Ratios of ASBAX and SWSBX, 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


ASBAXSWSBXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.81

1.71

+0.11

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.69

0.42

+0.27

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.87

Sharpe Ratio (All Time)

Calculated using the full available price history

0.96

0.76

+0.20

Correlation

The correlation between ASBAX and SWSBX is 0.78, 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

ASBAX vs. SWSBX - Dividend Comparison

ASBAX's dividend yield for the trailing twelve months is around 3.50%, less than SWSBX's 3.79% yield.


TTM20252024202320222021202020192018201720162015
ASBAX
American Funds Short-Term Bond Fund of America
3.50%3.87%3.99%2.88%1.02%0.42%2.08%1.66%1.70%1.21%0.83%1.21%
SWSBX
Schwab Short-Term Bond Index Fund
3.79%4.09%3.66%2.36%1.11%0.97%1.82%2.41%2.12%1.56%0.00%0.00%

Drawdowns

ASBAX vs. SWSBX - Drawdown Comparison

The maximum ASBAX drawdown since its inception was -6.29%, smaller than the maximum SWSBX drawdown of -9.06%. Use the drawdown chart below to compare losses from any high point for ASBAX and SWSBX.


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Drawdown Indicators


ASBAXSWSBXDifference

Max Drawdown

Largest peak-to-trough decline

-6.29%

-9.06%

+2.77%

Max Drawdown (1Y)

Largest decline over 1 year

-1.24%

-1.54%

+0.30%

Max Drawdown (5Y)

Largest decline over 5 years

-6.23%

-9.06%

+2.83%

Max Drawdown (10Y)

Largest decline over 10 years

-6.29%

Current Drawdown

Current decline from peak

-0.93%

-1.23%

+0.30%

Average Drawdown

Average peak-to-trough decline

-0.68%

-1.81%

+1.13%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.32%

0.42%

-0.10%

Volatility

ASBAX vs. SWSBX - Volatility Comparison

The current volatility for American Funds Short-Term Bond Fund of America (ASBAX) is 0.60%, while Schwab Short-Term Bond Index Fund (SWSBX) has a volatility of 0.73%. This indicates that ASBAX experiences smaller price fluctuations and is considered to be less risky than SWSBX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


ASBAXSWSBXDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.60%

0.73%

-0.13%

Volatility (6M)

Calculated over the trailing 6-month period

1.22%

1.49%

-0.27%

Volatility (1Y)

Calculated over the trailing 1-year period

1.93%

2.40%

-0.47%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

2.20%

2.95%

-0.75%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

1.81%

2.47%

-0.66%