BALFX vs. NTSX
Compare and contrast key facts about American Funds American Balanced Fund (BALFX) and WisdomTree U.S. Efficient Core Fund (NTSX).
BALFX is managed by American Funds. It was launched on Mar 15, 2001. NTSX is an actively managed fund by WisdomTree. It was launched on Aug 2, 2018.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: BALFX or NTSX.
Key characteristics
| BALFX | NTSX | |
|---|---|---|
| YTD Return | 16.43% | 23.39% |
| 1Y Return | 25.42% | 35.52% |
| 3Y Return (Ann) | 5.67% | 4.42% |
| 5Y Return (Ann) | 9.06% | 12.33% |
| Sharpe Ratio | 3.17 | 2.97 |
| Sortino Ratio | 4.50 | 4.05 |
| Omega Ratio | 1.61 | 1.53 |
| Calmar Ratio | 3.67 | 2.09 |
| Martin Ratio | 21.85 | 19.78 |
| Ulcer Index | 1.22% | 1.90% |
| Daily Std Dev | 8.39% | 12.60% |
| Max Drawdown | -39.30% | -31.34% |
| Current Drawdown | -0.14% | 0.00% |
Correlation
The correlation between BALFX and NTSX is 0.91, 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
BALFX vs. NTSX - Performance Comparison
In the year-to-date period, BALFX achieves a 16.43% return, which is significantly lower than NTSX's 23.39% 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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BALFX vs. NTSX - Expense Ratio Comparison
BALFX has a 0.62% expense ratio, which is higher than NTSX's 0.20% expense ratio.
Risk-Adjusted Performance
BALFX vs. NTSX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for American Funds American Balanced Fund (BALFX) and WisdomTree U.S. Efficient Core Fund (NTSX). 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
BALFX vs. NTSX - Dividend Comparison
BALFX's dividend yield for the trailing twelve months is around 2.08%, more than NTSX's 1.04% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
BALFX American Funds American Balanced Fund | 2.08% | 2.31% | 1.63% | 1.13% | 1.28% | 1.85% | 2.02% | 1.71% | 1.71% | 2.40% | 8.02% | 1.51% |
NTSX WisdomTree U.S. Efficient Core Fund | 1.04% | 1.21% | 1.36% | 0.82% | 0.92% | 1.53% | 0.62% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
BALFX vs. NTSX - Drawdown Comparison
The maximum BALFX drawdown since its inception was -39.30%, which is greater than NTSX's maximum drawdown of -31.34%. Use the drawdown chart below to compare losses from any high point for BALFX and NTSX. For additional features, visit the drawdowns tool.
Volatility
BALFX vs. NTSX - Volatility Comparison
The current volatility for American Funds American Balanced Fund (BALFX) is 2.36%, while WisdomTree U.S. Efficient Core Fund (NTSX) has a volatility of 3.60%. This indicates that BALFX experiences smaller price fluctuations and is considered to be less risky than NTSX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.