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CWBFX vs. ANWPX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

CWBFX vs. ANWPX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in American Funds Capital World Bond Fund (CWBFX) and American Funds New Perspective Fund Class A (ANWPX). The values are adjusted to include any dividend payments, if applicable.

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CWBFX vs. ANWPX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
CWBFX
American Funds Capital World Bond Fund
-2.08%7.78%-3.25%5.81%-17.52%-5.17%9.91%7.66%-1.81%7.26%
ANWPX
American Funds New Perspective Fund Class A
-5.30%21.33%16.76%24.63%-25.92%17.64%33.42%30.10%-5.99%28.91%

Returns By Period

In the year-to-date period, CWBFX achieves a -2.08% return, which is significantly higher than ANWPX's -5.30% return. Over the past 10 years, CWBFX has underperformed ANWPX with an annualized return of 0.20%, while ANWPX has yielded a comparatively higher 12.32% annualized return.


CWBFX

1D
0.57%
1M
-2.97%
YTD
-2.08%
6M
-2.02%
1Y
2.27%
3Y*
1.69%
5Y*
-2.42%
10Y*
0.20%

ANWPX

1D
3.10%
1M
-6.93%
YTD
-5.30%
6M
-3.65%
1Y
16.52%
3Y*
14.90%
5Y*
7.06%
10Y*
12.32%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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CWBFX vs. ANWPX - Expense Ratio Comparison

CWBFX has a 0.95% expense ratio, which is higher than ANWPX's 0.72% expense ratio.


Return for Risk

CWBFX vs. ANWPX — Risk / Return Rank

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

CWBFX
CWBFX Risk / Return Rank: 1616
Overall Rank
CWBFX Sharpe Ratio Rank: 1515
Sharpe Ratio Rank
CWBFX Sortino Ratio Rank: 1313
Sortino Ratio Rank
CWBFX Omega Ratio Rank: 1212
Omega Ratio Rank
CWBFX Calmar Ratio Rank: 2121
Calmar Ratio Rank
CWBFX Martin Ratio Rank: 2020
Martin Ratio Rank

ANWPX
ANWPX Risk / Return Rank: 5555
Overall Rank
ANWPX Sharpe Ratio Rank: 5252
Sharpe Ratio Rank
ANWPX Sortino Ratio Rank: 5757
Sortino Ratio Rank
ANWPX Omega Ratio Rank: 5050
Omega Ratio Rank
ANWPX Calmar Ratio Rank: 5858
Calmar Ratio Rank
ANWPX Martin Ratio Rank: 5959
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.

CWBFX vs. ANWPX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for American Funds Capital World Bond Fund (CWBFX) and American Funds New Perspective Fund Class A (ANWPX). 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.


CWBFXANWPXDifference

Sharpe ratio

Return per unit of total volatility

0.46

1.01

-0.55

Sortino ratio

Return per unit of downside risk

0.69

1.55

-0.86

Omega ratio

Gain probability vs. loss probability

1.08

1.21

-0.13

Calmar ratio

Return relative to maximum drawdown

0.70

1.42

-0.72

Martin ratio

Return relative to average drawdown

2.42

5.78

-3.36

CWBFX vs. ANWPX - Sharpe Ratio Comparison

The current CWBFX Sharpe Ratio is 0.46, which is lower than the ANWPX Sharpe Ratio of 1.01. The chart below compares the historical Sharpe Ratios of CWBFX and ANWPX, 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


CWBFXANWPXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.46

1.01

-0.55

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.37

0.41

-0.79

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.04

0.70

-0.66

Sharpe Ratio (All Time)

Calculated using the full available price history

0.85

0.65

+0.20

Correlation

The correlation between CWBFX and ANWPX is 0.22, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


Dividends

CWBFX vs. ANWPX - Dividend Comparison

CWBFX's dividend yield for the trailing twelve months is around 2.83%, less than ANWPX's 6.94% yield.


TTM20252024202320222021202020192018201720162015
CWBFX
American Funds Capital World Bond Fund
2.83%2.68%3.01%2.47%1.99%2.63%3.18%2.26%1.87%1.80%2.05%0.58%
ANWPX
American Funds New Perspective Fund Class A
6.94%6.57%5.13%5.36%4.16%7.01%4.13%3.67%7.59%5.50%3.86%6.14%

Drawdowns

CWBFX vs. ANWPX - Drawdown Comparison

The maximum CWBFX drawdown since its inception was -27.91%, smaller than the maximum ANWPX drawdown of -52.34%. Use the drawdown chart below to compare losses from any high point for CWBFX and ANWPX.


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Drawdown Indicators


CWBFXANWPXDifference

Max Drawdown

Largest peak-to-trough decline

-27.91%

-52.34%

+24.43%

Max Drawdown (1Y)

Largest decline over 1 year

-4.45%

-11.75%

+7.30%

Max Drawdown (5Y)

Largest decline over 5 years

-26.34%

-34.45%

+8.11%

Max Drawdown (10Y)

Largest decline over 10 years

-27.91%

-34.45%

+6.54%

Current Drawdown

Current decline from peak

-15.72%

-8.73%

-6.99%

Average Drawdown

Average peak-to-trough decline

-4.14%

-8.13%

+3.99%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.28%

2.89%

-1.61%

Volatility

CWBFX vs. ANWPX - Volatility Comparison

The current volatility for American Funds Capital World Bond Fund (CWBFX) is 2.07%, while American Funds New Perspective Fund Class A (ANWPX) has a volatility of 6.24%. This indicates that CWBFX experiences smaller price fluctuations and is considered to be less risky than ANWPX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


CWBFXANWPXDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.07%

6.24%

-4.17%

Volatility (6M)

Calculated over the trailing 6-month period

3.14%

10.32%

-7.18%

Volatility (1Y)

Calculated over the trailing 1-year period

5.50%

17.02%

-11.52%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

6.50%

17.15%

-10.65%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

5.63%

17.77%

-12.14%