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CBAAX vs. CGNAX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

CBAAX vs. CGNAX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in American Funds Moderate Growth and Income Portfolio (CBAAX) and American Funds Growth and Income Portfolio (CGNAX). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, CBAAX achieves a 7.62% return, which is significantly lower than CGNAX's 9.17% return. Over the past 10 years, CBAAX has underperformed CGNAX with an annualized return of 9.12%, while CGNAX has yielded a comparatively higher 10.79% annualized return.


CBAAX

1D
0.28%
1M
0.35%
YTD
7.62%
6M
7.62%
1Y
15.69%
3Y*
14.10%
5Y*
7.53%
10Y*
9.12%

CGNAX

1D
0.43%
1M
0.48%
YTD
9.17%
6M
9.17%
1Y
17.87%
3Y*
16.66%
5Y*
9.16%
10Y*
10.79%
*Multi-year figures are annualized to reflect compound growth (CAGR)

CBAAX vs. CGNAX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
CBAAX
American Funds Moderate Growth and Income Portfolio
7.62%16.62%11.27%13.82%-13.58%13.79%13.20%19.42%-4.63%16.65%
CGNAX
American Funds Growth and Income Portfolio
9.17%17.85%14.51%18.73%-15.96%16.36%16.31%21.78%-5.88%18.99%

Correlation

The correlation between CBAAX and CGNAX is 0.99 - these two move nearly in lockstep. At this level, holding both provides almost no diversification benefit. If you already own one, adding the other does little to reduce portfolio risk.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.99

Correlation (3Y)
Calculated over the trailing 3-year period

0.99

Correlation (5Y)
Calculated over the trailing 5-year period

0.99

Correlation (10Y)
Calculated over the trailing 10-year period

0.99

Correlation (All Time)
Calculated using the full available price history since May 21, 2012

0.99

The correlation between CBAAX and CGNAX has been stable across timeframes, ranging from 0.99 to 0.99 - a consistent structural relationship.

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Return for Risk

CBAAX vs. CGNAX — Risk / Return Rank

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

CBAAX
CBAAX Risk / Return Rank: 5454
Overall Rank
CBAAX Sharpe Ratio Rank: 5656
Sharpe Ratio Rank
CBAAX Sortino Ratio Rank: 5555
Sortino Ratio Rank
CBAAX Omega Ratio Rank: 5858
Omega Ratio Rank
CBAAX Calmar Ratio Rank: 4545
Calmar Ratio Rank
CBAAX Martin Ratio Rank: 5757
Martin Ratio Rank

CGNAX
CGNAX Risk / Return Rank: 4949
Overall Rank
CGNAX Sharpe Ratio Rank: 4949
Sharpe Ratio Rank
CGNAX Sortino Ratio Rank: 4848
Sortino Ratio Rank
CGNAX Omega Ratio Rank: 4949
Omega Ratio Rank
CGNAX Calmar Ratio Rank: 4343
Calmar Ratio Rank
CGNAX Martin Ratio Rank: 5656
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.

CBAAX vs. CGNAX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for American Funds Moderate Growth and Income Portfolio (CBAAX) and American Funds Growth and Income Portfolio (CGNAX). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


CBAAXCGNAXDifference
Sharpe ratioReturn per unit of total volatility

+0.10

Sortino ratioReturn per unit of downside risk

+0.14

Omega ratioGain probability vs. loss probability

1.33

1.31

+0.02

Calmar ratioReturn relative to maximum drawdown

2.15

2.13

+0.01

Martin ratioReturn relative to average drawdown

9.44

9.47

-0.02

CBAAX vs. CGNAX - Sharpe Ratio Comparison

The current CBAAX Sharpe Ratio is 1.76, which is comparable to the CGNAX Sharpe Ratio of 1.65. The chart below compares the historical Sharpe Ratios of CBAAX and CGNAX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

CBAAX vs. CGNAX - Drawdown Comparison

The maximum CBAAX drawdown since its inception was -23.16%, smaller than the maximum CGNAX drawdown of -26.56%. Use the drawdown chart below to compare losses from any high point for CBAAX and CGNAX.


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Drawdown Indicators


CBAAXCGNAXDifference

Max Drawdown

Largest peak-to-trough decline

-23.16%

-26.56%

+3.40%

Max Drawdown (1Y)

Largest decline over 1 year

-7.31%

-8.28%

+0.97%

Max Drawdown (3Y)

Largest decline over 3 years

-10.62%

-13.09%

+2.47%

Max Drawdown (5Y)

Largest decline over 5 years

-20.72%

-23.14%

+2.42%

Max Drawdown (10Y)

Largest decline over 10 years

-23.16%

-26.56%

+3.40%

Current Drawdown

Current decline from peak

-0.03%

0.00%

-0.03%

Average Drawdown

Average peak-to-trough decline

-2.92%

-3.44%

+0.52%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.66%

1.86%

-0.20%

Volatility

CBAAX vs. CGNAX - Volatility Comparison

The current volatility for American Funds Moderate Growth and Income Portfolio (CBAAX) is 3.49%, while American Funds Growth and Income Portfolio (CGNAX) has a volatility of 4.21%. This indicates that CBAAX experiences smaller price fluctuations and is considered to be less risky than CGNAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


CBAAXCGNAXDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.49%

4.21%

-0.72%

Volatility (6M)

Calculated over the trailing 6-month period

7.40%

8.79%

-1.39%

Volatility (1Y)

Calculated over the trailing 1-year period

8.94%

10.69%

-1.75%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

10.48%

12.71%

-2.23%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

10.79%

13.15%

-2.36%

CBAAX vs. CGNAX - Expense Ratio Comparison

CBAAX has a 0.35% expense ratio, which is lower than CGNAX's 0.36% expense ratio.


Dividends

CBAAX vs. CGNAX - Dividend Comparison

CBAAX's dividend yield for the trailing twelve months is around 5.49%, more than CGNAX's 5.17% yield.


PositionTTM20252024202320222021202020192018201720162015
CBAAX
American Funds Moderate Growth and Income Portfolio
5.49%5.81%3.56%2.26%5.97%4.95%2.54%3.80%4.65%3.43%3.59%3.59%
CGNAX
American Funds Growth and Income Portfolio
5.17%5.48%4.79%2.78%6.42%5.11%3.97%5.48%6.06%3.40%4.30%4.51%

Frequently Asked Questions


With a correlation of 0.99, CBAAX and CGNAX move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

CGNAX has higher volatility (4.21%) compared to CBAAX (3.49%). In terms of maximum drawdown, CBAAX dropped -23.16% vs CGNAX's -26.56%.

CBAAX currently has the higher Sharpe Ratio (1.76 vs 1.65), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

Portfolio Optimizer

Find the right allocation for CBAAX and CGNAX

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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