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BFAM vs. ABALX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

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.

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BFAM vs. ABALX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
BFAM
Bright Horizons Family Solutions Inc.
-19.00%-8.53%17.63%49.35%-49.87%-27.23%15.10%34.85%18.56%34.25%
ABALX
American Funds American Balanced Fund Class A
-2.86%18.45%14.63%13.65%-12.13%15.75%10.85%18.60%-3.35%14.69%

Returns By Period

In the year-to-date period, BFAM achieves a -19.00% return, which is significantly lower than ABALX's -2.86% return. Over the past 10 years, BFAM has underperformed ABALX with an annualized return of 2.42%, while ABALX has yielded a comparatively higher 8.98% annualized return.


BFAM

1D
1.65%
1M
10.21%
YTD
-19.00%
6M
-24.35%
1Y
-35.35%
3Y*
2.18%
5Y*
-14.21%
10Y*
2.42%

ABALX

1D
-0.14%
1M
-6.82%
YTD
-2.86%
6M
0.85%
1Y
15.33%
3Y*
13.40%
5Y*
8.00%
10Y*
8.98%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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Return for Risk

BFAM vs. ABALX — Risk / Return Rank

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

BFAM
BFAM Risk / Return Rank: 1010
Overall Rank
BFAM Sharpe Ratio Rank: 77
Sharpe Ratio Rank
BFAM Sortino Ratio Rank: 88
Sortino Ratio Rank
BFAM Omega Ratio Rank: 88
Omega Ratio Rank
BFAM Calmar Ratio Rank: 1717
Calmar Ratio Rank
BFAM Martin Ratio Rank: 99
Martin Ratio Rank

ABALX
ABALX Risk / Return Rank: 8181
Overall Rank
ABALX Sharpe Ratio Rank: 7979
Sharpe Ratio Rank
ABALX Sortino Ratio Rank: 8282
Sortino Ratio Rank
ABALX Omega Ratio Rank: 7878
Omega Ratio Rank
ABALX Calmar Ratio Rank: 8383
Calmar Ratio Rank
ABALX Martin Ratio Rank: 8484
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.

BFAM vs. ABALX - Risk-Adjusted Trends 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.


BFAMABALXDifference

Sharpe ratio

Return per unit of total volatility

-0.88

1.43

-2.31

Sortino ratio

Return per unit of downside risk

-1.23

2.09

-3.32

Omega ratio

Gain probability vs. loss probability

0.83

1.29

-0.47

Calmar ratio

Return relative to maximum drawdown

-0.72

2.00

-2.72

Martin ratio

Return relative to average drawdown

-1.55

8.51

-10.06

BFAM vs. ABALX - Sharpe Ratio Comparison

The current BFAM Sharpe Ratio is -0.88, which is lower than the ABALX Sharpe Ratio of 1.43. 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.


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Sharpe Ratios by Period


BFAMABALXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.88

1.43

-2.31

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.39

0.77

-1.16

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.07

0.85

-0.78

Sharpe Ratio (All Time)

Calculated using the full available price history

0.26

0.79

-0.53

Correlation

The correlation between BFAM and ABALX is 0.43, 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.


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 8.54%.


TTM20252024202320222021202020192018201720162015
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
8.54%8.27%6.87%2.05%2.30%4.30%4.35%3.49%5.49%4.72%4.24%5.60%

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 -40.20%. Use the drawdown chart below to compare losses from any high point for BFAM and ABALX.


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Drawdown Indicators


BFAMABALXDifference

Max Drawdown

Largest peak-to-trough decline

-69.32%

-40.20%

-29.12%

Max Drawdown (1Y)

Largest decline over 1 year

-49.13%

-7.33%

-41.80%

Max Drawdown (5Y)

Largest decline over 5 years

-69.10%

-18.76%

-50.34%

Max Drawdown (10Y)

Largest decline over 10 years

-69.32%

-22.34%

-46.98%

Current Drawdown

Current decline from peak

-54.80%

-7.03%

-47.77%

Average Drawdown

Average peak-to-trough decline

-19.09%

-3.86%

-15.23%

Ulcer Index

Depth and duration of drawdowns from previous peaks

22.71%

1.73%

+20.98%

Volatility

BFAM vs. ABALX - Volatility Comparison

Bright Horizons Family Solutions Inc. (BFAM) has a higher volatility of 7.58% compared to American Funds American Balanced Fund Class A (ABALX) at 3.26%. 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.


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Volatility by Period


BFAMABALXDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.58%

3.26%

+4.32%

Volatility (6M)

Calculated over the trailing 6-month period

33.66%

6.74%

+26.92%

Volatility (1Y)

Calculated over the trailing 1-year period

40.27%

11.11%

+29.16%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

36.98%

10.42%

+26.56%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

35.10%

10.61%

+24.49%