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CBFAX vs. AMECX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

CBFAX vs. AMECX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in American Funds Global Balanced Fund (CBFAX) and American Funds The Income Fund of America Class A (AMECX). The values are adjusted to include any dividend payments, if applicable.

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CBFAX vs. AMECX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
CBFAX
American Funds Global Balanced Fund
-2.00%17.10%6.50%13.69%-14.29%9.14%10.45%17.22%-6.18%13.96%
AMECX
American Funds The Income Fund of America Class A
1.48%17.77%10.84%6.79%-6.40%17.37%4.49%18.50%-5.27%12.58%

Returns By Period

In the year-to-date period, CBFAX achieves a -2.00% return, which is significantly lower than AMECX's 1.48% return. Over the past 10 years, CBFAX has underperformed AMECX with an annualized return of 6.38%, while AMECX has yielded a comparatively higher 8.21% annualized return.


CBFAX

1D
-0.08%
1M
-6.64%
YTD
-2.00%
6M
0.71%
1Y
12.77%
3Y*
10.11%
5Y*
5.04%
10Y*
6.38%

AMECX

1D
0.23%
1M
-5.74%
YTD
1.48%
6M
4.22%
1Y
14.19%
3Y*
11.95%
5Y*
7.95%
10Y*
8.21%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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CBFAX vs. AMECX - Expense Ratio Comparison

CBFAX has a 0.84% expense ratio, which is higher than AMECX's 0.56% expense ratio.


Return for Risk

CBFAX vs. AMECX — Risk / Return Rank

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

CBFAX
CBFAX Risk / Return Rank: 7676
Overall Rank
CBFAX Sharpe Ratio Rank: 7777
Sharpe Ratio Rank
CBFAX Sortino Ratio Rank: 7878
Sortino Ratio Rank
CBFAX Omega Ratio Rank: 7373
Omega Ratio Rank
CBFAX Calmar Ratio Rank: 7676
Calmar Ratio Rank
CBFAX Martin Ratio Rank: 7777
Martin Ratio Rank

AMECX
AMECX Risk / Return Rank: 8181
Overall Rank
AMECX Sharpe Ratio Rank: 8383
Sharpe Ratio Rank
AMECX Sortino Ratio Rank: 8383
Sortino Ratio Rank
AMECX Omega Ratio Rank: 8282
Omega Ratio Rank
AMECX Calmar Ratio Rank: 7575
Calmar Ratio Rank
AMECX Martin Ratio Rank: 8181
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.

CBFAX vs. AMECX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for American Funds Global Balanced Fund (CBFAX) and American Funds The Income Fund of America Class A (AMECX). 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.


CBFAXAMECXDifference

Sharpe ratio

Return per unit of total volatility

1.38

1.55

-0.17

Sortino ratio

Return per unit of downside risk

1.95

2.13

-0.18

Omega ratio

Gain probability vs. loss probability

1.28

1.32

-0.04

Calmar ratio

Return relative to maximum drawdown

1.79

1.71

+0.08

Martin ratio

Return relative to average drawdown

7.38

8.01

-0.64

CBFAX vs. AMECX - Sharpe Ratio Comparison

The current CBFAX Sharpe Ratio is 1.38, which is comparable to the AMECX Sharpe Ratio of 1.55. The chart below compares the historical Sharpe Ratios of CBFAX and AMECX, 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


CBFAXAMECXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.38

1.55

-0.17

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.52

0.85

-0.33

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.62

0.77

-0.16

Sharpe Ratio (All Time)

Calculated using the full available price history

0.60

0.72

-0.11

Correlation

The correlation between CBFAX and AMECX 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.


Dividends

CBFAX vs. AMECX - Dividend Comparison

CBFAX's dividend yield for the trailing twelve months is around 6.47%, less than AMECX's 9.86% yield.


TTM20252024202320222021202020192018201720162015
CBFAX
American Funds Global Balanced Fund
6.47%6.32%5.50%1.58%1.49%6.01%1.21%1.83%2.25%3.11%1.93%3.20%
AMECX
American Funds The Income Fund of America Class A
9.86%9.94%6.38%2.93%6.98%6.67%2.80%5.01%7.48%4.26%3.09%5.09%

Drawdowns

CBFAX vs. AMECX - Drawdown Comparison

The maximum CBFAX drawdown since its inception was -23.35%, smaller than the maximum AMECX drawdown of -41.92%. Use the drawdown chart below to compare losses from any high point for CBFAX and AMECX.


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Drawdown Indicators


CBFAXAMECXDifference

Max Drawdown

Largest peak-to-trough decline

-23.35%

-41.92%

+18.57%

Max Drawdown (1Y)

Largest decline over 1 year

-6.73%

-8.19%

+1.46%

Max Drawdown (5Y)

Largest decline over 5 years

-22.56%

-15.78%

-6.78%

Max Drawdown (10Y)

Largest decline over 10 years

-23.35%

-26.13%

+2.78%

Current Drawdown

Current decline from peak

-6.73%

-5.74%

-0.99%

Average Drawdown

Average peak-to-trough decline

-3.73%

-4.46%

+0.73%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.63%

1.74%

-0.11%

Volatility

CBFAX vs. AMECX - Volatility Comparison

American Funds Global Balanced Fund (CBFAX) has a higher volatility of 3.53% compared to American Funds The Income Fund of America Class A (AMECX) at 2.94%. This indicates that CBFAX's price experiences larger fluctuations and is considered to be riskier than AMECX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


CBFAXAMECXDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.53%

2.94%

+0.59%

Volatility (6M)

Calculated over the trailing 6-month period

6.07%

5.49%

+0.58%

Volatility (1Y)

Calculated over the trailing 1-year period

9.43%

9.48%

-0.05%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

9.82%

9.44%

+0.38%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

10.40%

10.66%

-0.26%