CTHAX vs. AOBLX
CTHAX (American Funds College 2030 Fund) and AOBLX (Victory Pioneer Balanced Fund Class A) are both Diversified Portfolio funds. Over the past 10 years, CTHAX returned 6.74%/yr vs 10.36%/yr for AOBLX. Their correlation of 0.89 suggests significant overlap in exposure. CTHAX charges 0.41%/yr vs 0.93%/yr for AOBLX.
Performance
CTHAX vs. AOBLX - Performance Comparison
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Returns By Period
In the year-to-date period, CTHAX achieves a 2.61% return, which is significantly lower than AOBLX's 14.19% return. Over the past 10 years, CTHAX has underperformed AOBLX with an annualized return of 6.74%, while AOBLX has yielded a comparatively higher 10.36% annualized return.
CTHAX
- 1D
- 0.14%
- 1M
- 0.57%
- YTD
- 2.61%
- 6M
- 2.72%
- 1Y
- 9.27%
- 3Y*
- 9.03%
- 5Y*
- 4.46%
- 10Y*
- 6.74%
AOBLX
- 1D
- 0.98%
- 1M
- 1.91%
- YTD
- 14.19%
- 6M
- 14.00%
- 1Y
- 33.04%
- 3Y*
- 16.90%
- 5Y*
- 9.62%
- 10Y*
- 10.36%
CTHAX vs. AOBLX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
CTHAX American Funds College 2030 Fund | 2.61% | 11.55% | 7.66% | 9.26% | -11.69% | 9.28% | 10.86% | 16.63% | -3.63% | 15.27% |
AOBLX Victory Pioneer Balanced Fund Class A | 14.19% | 19.59% | 9.46% | 15.00% | -14.64% | 15.10% | 13.15% | 21.75% | -4.63% | 14.99% |
Correlation
The correlation between CTHAX and AOBLX is 0.82, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.82 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.84 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.87 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.88 |
Correlation (All Time) Calculated using the full available price history since Jan 2, 2013 | 0.89 |
The correlation between CTHAX and AOBLX has been stable across timeframes, ranging from 0.82 to 0.89 - a consistent structural relationship.
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Return for Risk
CTHAX vs. AOBLX — Risk / Return Rank
CTHAX
AOBLX
CTHAX vs. AOBLX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for American Funds College 2030 Fund (CTHAX) and Victory Pioneer Balanced Fund Class A (AOBLX). 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.
| CTHAX | AOBLX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.21 | ||
| Sortino ratioReturn per unit of downside risk | -1.64 | ||
| Omega ratioGain probability vs. loss probability | 1.40 | 1.61 | -0.21 |
| Calmar ratioReturn relative to maximum drawdown | 2.33 | 5.08 | -2.75 |
| Martin ratioReturn relative to average drawdown | 9.64 | 23.52 | -13.88 |
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Drawdowns
CTHAX vs. AOBLX - Drawdown Comparison
The maximum CTHAX drawdown since its inception was -17.17%, smaller than the maximum AOBLX drawdown of -36.70%. Use the drawdown chart below to compare losses from any high point for CTHAX and AOBLX.
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Drawdown Indicators
| CTHAX | AOBLX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -17.17% | -36.70% | +19.53% |
Max Drawdown (1Y)Largest decline over 1 year | -4.03% | -6.42% | +2.39% |
Max Drawdown (3Y)Largest decline over 3 years | -6.16% | -13.52% | +7.36% |
Max Drawdown (5Y)Largest decline over 5 years | -17.11% | -20.48% | +3.37% |
Max Drawdown (10Y)Largest decline over 10 years | -17.17% | -24.31% | +7.14% |
Current DrawdownCurrent decline from peak | -0.35% | -0.27% | -0.08% |
Average DrawdownAverage peak-to-trough decline | -2.80% | -3.81% | +1.01% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.97% | 1.38% | -0.41% |
Volatility
CTHAX vs. AOBLX - Volatility Comparison
The current volatility for American Funds College 2030 Fund (CTHAX) is 1.60%, while Victory Pioneer Balanced Fund Class A (AOBLX) has a volatility of 3.68%. This indicates that CTHAX experiences smaller price fluctuations and is considered to be less risky than AOBLX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| CTHAX | AOBLX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.60% | 3.68% | -2.08% |
Volatility (6M)Calculated over the trailing 6-month period | 3.64% | 7.84% | -4.20% |
Volatility (1Y)Calculated over the trailing 1-year period | 4.53% | 9.94% | -5.41% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 6.75% | 11.15% | -4.40% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 7.84% | 11.34% | -3.50% |
CTHAX vs. AOBLX - Expense Ratio Comparison
CTHAX has a 0.41% expense ratio, which is lower than AOBLX's 0.93% expense ratio.
Dividends
CTHAX vs. AOBLX - Dividend Comparison
CTHAX's dividend yield for the trailing twelve months is around 5.41%, more than AOBLX's 3.16% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
AOBLX Victory Pioneer Balanced Fund Class A | 3.16% | 3.48% | 2.28% | 1.52% | 2.97% | 8.33% | 4.31% | 5.78% | 9.70% | 9.22% | 2.51% | 3.97% |
CTHAX American Funds College 2030 Fund | 5.41% | 5.55% | 3.94% | 2.98% | 4.05% | 12.40% | 5.63% | 4.55% | 6.43% | 3.74% | 4.26% | 4.01% |
Frequently Asked Questions
CTHAX and AOBLX have a correlation of 0.82, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
AOBLX has higher volatility (3.68%) compared to CTHAX (1.60%). In terms of maximum drawdown, CTHAX dropped -17.17% vs AOBLX's -36.70%.
AOBLX currently has the higher Sharpe Ratio (3.28 vs 2.07), 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.
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