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CBFAX vs. WARAX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

CBFAX vs. WARAX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in American Funds Global Balanced Fund (CBFAX) and Allspring Absolute Return Fund (WARAX). The values are adjusted to include any dividend payments, if applicable.

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CBFAX vs. WARAX - 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%
WARAX
Allspring Absolute Return Fund
14.79%8.07%5.93%12.53%-2.75%2.25%-3.25%11.65%-5.78%12.11%

Returns By Period

In the year-to-date period, CBFAX achieves a -2.00% return, which is significantly lower than WARAX's 14.79% return. Over the past 10 years, CBFAX has outperformed WARAX with an annualized return of 6.38%, while WARAX has yielded a comparatively lower 5.60% 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%

WARAX

1D
0.48%
1M
1.12%
YTD
14.79%
6M
17.82%
1Y
21.60%
3Y*
13.03%
5Y*
7.02%
10Y*
5.60%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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CBFAX vs. WARAX - Expense Ratio Comparison

CBFAX has a 0.84% expense ratio, which is higher than WARAX's 0.70% expense ratio.


Return for Risk

CBFAX vs. WARAX — 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

WARAX
WARAX Risk / Return Rank: 9494
Overall Rank
WARAX Sharpe Ratio Rank: 9696
Sharpe Ratio Rank
WARAX Sortino Ratio Rank: 9595
Sortino Ratio Rank
WARAX Omega Ratio Rank: 9393
Omega Ratio Rank
WARAX Calmar Ratio Rank: 9898
Calmar Ratio Rank
WARAX Martin Ratio Rank: 9090
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. WARAX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for American Funds Global Balanced Fund (CBFAX) and Allspring Absolute Return Fund (WARAX). 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.


CBFAXWARAXDifference

Sharpe ratio

Return per unit of total volatility

1.38

2.45

-1.07

Sortino ratio

Return per unit of downside risk

1.95

3.28

-1.33

Omega ratio

Gain probability vs. loss probability

1.28

1.45

-0.17

Calmar ratio

Return relative to maximum drawdown

1.79

4.34

-2.55

Martin ratio

Return relative to average drawdown

7.38

10.20

-2.82

CBFAX vs. WARAX - Sharpe Ratio Comparison

The current CBFAX Sharpe Ratio is 1.38, which is lower than the WARAX Sharpe Ratio of 2.45. The chart below compares the historical Sharpe Ratios of CBFAX and WARAX, 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


CBFAXWARAXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.38

2.45

-1.07

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.52

0.93

-0.41

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.62

0.71

-0.09

Sharpe Ratio (All Time)

Calculated using the full available price history

0.60

0.59

+0.01

Correlation

The correlation between CBFAX and WARAX is 0.75, 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. WARAX - Dividend Comparison

CBFAX's dividend yield for the trailing twelve months is around 6.47%, more than WARAX's 1.74% 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%
WARAX
Allspring Absolute Return Fund
1.74%2.00%10.90%2.80%2.34%3.23%3.34%3.38%2.66%1.77%0.76%1.35%

Drawdowns

CBFAX vs. WARAX - Drawdown Comparison

The maximum CBFAX drawdown since its inception was -23.35%, roughly equal to the maximum WARAX drawdown of -23.16%. Use the drawdown chart below to compare losses from any high point for CBFAX and WARAX.


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Drawdown Indicators


CBFAXWARAXDifference

Max Drawdown

Largest peak-to-trough decline

-23.35%

-23.16%

-0.19%

Max Drawdown (1Y)

Largest decline over 1 year

-6.73%

-5.06%

-1.67%

Max Drawdown (5Y)

Largest decline over 5 years

-22.56%

-14.64%

-7.92%

Max Drawdown (10Y)

Largest decline over 10 years

-23.35%

-23.16%

-0.19%

Current Drawdown

Current decline from peak

-6.73%

-0.24%

-6.49%

Average Drawdown

Average peak-to-trough decline

-3.73%

-3.88%

+0.15%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.63%

2.15%

-0.52%

Volatility

CBFAX vs. WARAX - Volatility Comparison

American Funds Global Balanced Fund (CBFAX) and Allspring Absolute Return Fund (WARAX) have volatilities of 3.53% and 3.66%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


CBFAXWARAXDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.53%

3.66%

-0.13%

Volatility (6M)

Calculated over the trailing 6-month period

6.07%

7.21%

-1.14%

Volatility (1Y)

Calculated over the trailing 1-year period

9.43%

8.83%

+0.60%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

9.82%

7.60%

+2.22%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

10.40%

7.91%

+2.49%