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BFAM vs. ABALX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between BFAM and ABALX is 0.46, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


-0.50.00.51.0
Correlation: 0.5

Performance

BFAM vs. ABALX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Bright Horizons Family Solutions Inc. (BFAM) and American Funds American Balanced Fund Class A (ABALX). The values are adjusted to include any dividend payments, if applicable.

100.00%200.00%300.00%400.00%500.00%NovemberDecember2025FebruaryMarchApril
428.86%
107.68%
BFAM
ABALX

Key characteristics

Sharpe Ratio

BFAM:

0.32

ABALX:

0.20

Sortino Ratio

BFAM:

0.72

ABALX:

0.35

Omega Ratio

BFAM:

1.10

ABALX:

1.05

Calmar Ratio

BFAM:

0.25

ABALX:

0.19

Martin Ratio

BFAM:

0.95

ABALX:

0.66

Ulcer Index

BFAM:

11.60%

ABALX:

3.77%

Daily Std Dev

BFAM:

34.36%

ABALX:

12.45%

Max Drawdown

BFAM:

-69.32%

ABALX:

-39.31%

Current Drawdown

BFAM:

-35.96%

ABALX:

-10.12%

Returns By Period

In the year-to-date period, BFAM achieves a 4.96% return, which is significantly higher than ABALX's -3.68% return. Over the past 10 years, BFAM has outperformed ABALX with an annualized return of 8.46%, while ABALX has yielded a comparatively lower 4.64% annualized return.


BFAM

YTD

4.96%

1M

-9.55%

6M

-11.60%

1Y

12.18%

5Y*

-0.87%

10Y*

8.46%

ABALX

YTD

-3.68%

1M

-4.46%

6M

-8.70%

1Y

2.93%

5Y*

5.99%

10Y*

4.64%

*Annualized

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Risk-Adjusted Performance

BFAM vs. ABALX — Risk-Adjusted Performance Rank

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

BFAM
The Risk-Adjusted Performance Rank of BFAM is 6464
Overall Rank
The Sharpe Ratio Rank of BFAM is 6767
Sharpe Ratio Rank
The Sortino Ratio Rank of BFAM is 6161
Sortino Ratio Rank
The Omega Ratio Rank of BFAM is 6060
Omega Ratio Rank
The Calmar Ratio Rank of BFAM is 6666
Calmar Ratio Rank
The Martin Ratio Rank of BFAM is 6565
Martin Ratio Rank

ABALX
The Risk-Adjusted Performance Rank of ABALX is 4545
Overall Rank
The Sharpe Ratio Rank of ABALX is 4545
Sharpe Ratio Rank
The Sortino Ratio Rank of ABALX is 4343
Sortino Ratio Rank
The Omega Ratio Rank of ABALX is 4444
Omega Ratio Rank
The Calmar Ratio Rank of ABALX is 4848
Calmar Ratio Rank
The Martin Ratio Rank of ABALX is 4444
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.

BFAM vs. ABALX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Bright Horizons Family Solutions Inc. (BFAM) and American Funds American Balanced Fund Class A (ABALX). 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 BFAM, currently valued at 0.32, compared to the broader market-2.00-1.000.001.002.003.00
BFAM: 0.32
ABALX: 0.20
The chart of Sortino ratio for BFAM, currently valued at 0.72, compared to the broader market-6.00-4.00-2.000.002.004.00
BFAM: 0.72
ABALX: 0.35
The chart of Omega ratio for BFAM, currently valued at 1.10, compared to the broader market0.501.001.502.00
BFAM: 1.10
ABALX: 1.05
The chart of Calmar ratio for BFAM, currently valued at 0.25, compared to the broader market0.001.002.003.004.00
BFAM: 0.25
ABALX: 0.19
The chart of Martin ratio for BFAM, currently valued at 0.95, compared to the broader market-5.000.005.0010.0015.0020.00
BFAM: 0.95
ABALX: 0.66

The current BFAM Sharpe Ratio is 0.32, which is higher than the ABALX Sharpe Ratio of 0.20. The chart below compares the historical Sharpe Ratios of BFAM and ABALX, 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
0.32
0.20
BFAM
ABALX

Dividends

BFAM vs. ABALX - Dividend Comparison

BFAM has not paid dividends to shareholders, while ABALX's dividend yield for the trailing twelve months is around 2.18%.


TTM20242023202220212020201920182017201620152014
BFAM
Bright Horizons Family Solutions Inc.
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
ABALX
American Funds American Balanced Fund Class A
2.18%2.10%2.36%1.69%1.20%1.32%1.91%2.10%1.79%1.77%2.48%8.15%

Drawdowns

BFAM vs. ABALX - Drawdown Comparison

The maximum BFAM drawdown since its inception was -69.32%, which is greater than ABALX's maximum drawdown of -39.31%. Use the drawdown chart below to compare losses from any high point for BFAM and ABALX. For additional features, visit the drawdowns tool.


-40.00%-30.00%-20.00%-10.00%0.00%NovemberDecember2025FebruaryMarchApril
-35.96%
-10.12%
BFAM
ABALX

Volatility

BFAM vs. ABALX - Volatility Comparison

Bright Horizons Family Solutions Inc. (BFAM) has a higher volatility of 13.41% compared to American Funds American Balanced Fund Class A (ABALX) at 7.60%. This indicates that BFAM's price experiences larger fluctuations and is considered to be riskier than ABALX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.00%5.00%10.00%15.00%NovemberDecember2025FebruaryMarchApril
13.41%
7.60%
BFAM
ABALX
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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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