PortfoliosLab logoPortfoliosLab logo
EBNAX vs. AIVSX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

EBNAX vs. AIVSX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in American Funds Emerging Markets Bond Fund (EBNAX) and American Funds Investment Company of America Class A (AIVSX). The values are adjusted to include any dividend payments, if applicable.

Loading graphics...

EBNAX vs. AIVSX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
EBNAX
American Funds Emerging Markets Bond Fund
-1.90%15.91%0.33%12.11%-14.03%-3.96%7.65%13.16%-4.67%13.57%
AIVSX
American Funds Investment Company of America Class A
-4.87%20.47%24.90%28.56%-15.50%25.10%14.47%24.10%-8.21%19.54%

Returns By Period

In the year-to-date period, EBNAX achieves a -1.90% return, which is significantly higher than AIVSX's -4.87% return.


EBNAX

1D
0.51%
1M
-3.75%
YTD
-1.90%
6M
0.30%
1Y
9.55%
3Y*
7.58%
5Y*
2.17%
10Y*

AIVSX

1D
3.05%
1M
-5.90%
YTD
-4.87%
6M
-3.21%
1Y
17.66%
3Y*
20.05%
5Y*
12.46%
10Y*
12.88%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


EBNAX vs. AIVSX - Expense Ratio Comparison

EBNAX has a 0.98% expense ratio, which is higher than AIVSX's 0.57% expense ratio.


Return for Risk

EBNAX vs. AIVSX — Risk / Return Rank

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

EBNAX
EBNAX Risk / Return Rank: 8989
Overall Rank
EBNAX Sharpe Ratio Rank: 9292
Sharpe Ratio Rank
EBNAX Sortino Ratio Rank: 9292
Sortino Ratio Rank
EBNAX Omega Ratio Rank: 9090
Omega Ratio Rank
EBNAX Calmar Ratio Rank: 8282
Calmar Ratio Rank
EBNAX Martin Ratio Rank: 8686
Martin Ratio Rank

AIVSX
AIVSX Risk / Return Rank: 6363
Overall Rank
AIVSX Sharpe Ratio Rank: 5454
Sharpe Ratio Rank
AIVSX Sortino Ratio Rank: 5959
Sortino Ratio Rank
AIVSX Omega Ratio Rank: 5757
Omega Ratio Rank
AIVSX Calmar Ratio Rank: 7272
Calmar Ratio Rank
AIVSX Martin Ratio Rank: 7474
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.

EBNAX vs. AIVSX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for American Funds Emerging Markets Bond Fund (EBNAX) and American Funds Investment Company of America Class A (AIVSX). 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.


EBNAXAIVSXDifference

Sharpe ratio

Return per unit of total volatility

2.08

1.04

+1.04

Sortino ratio

Return per unit of downside risk

2.85

1.59

+1.27

Omega ratio

Gain probability vs. loss probability

1.42

1.23

+0.19

Calmar ratio

Return relative to maximum drawdown

2.16

1.72

+0.44

Martin ratio

Return relative to average drawdown

9.54

7.16

+2.38

EBNAX vs. AIVSX - Sharpe Ratio Comparison

The current EBNAX Sharpe Ratio is 2.08, which is higher than the AIVSX Sharpe Ratio of 1.04. The chart below compares the historical Sharpe Ratios of EBNAX and AIVSX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Loading graphics...

Sharpe Ratios by Period


EBNAXAIVSXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.08

1.04

+1.04

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.33

0.78

-0.46

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.78

Sharpe Ratio (All Time)

Calculated using the full available price history

0.47

0.67

-0.20

Correlation

The correlation between EBNAX and AIVSX is 0.40, 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

EBNAX vs. AIVSX - Dividend Comparison

EBNAX's dividend yield for the trailing twelve months is around 5.58%, less than AIVSX's 11.17% yield.


TTM20252024202320222021202020192018201720162015
EBNAX
American Funds Emerging Markets Bond Fund
5.58%6.12%7.26%5.45%5.39%4.85%4.89%6.09%5.90%6.59%1.85%0.00%
AIVSX
American Funds Investment Company of America Class A
11.17%10.60%9.29%4.96%6.12%6.94%1.65%6.15%9.61%7.08%5.48%8.95%

Drawdowns

EBNAX vs. AIVSX - Drawdown Comparison

The maximum EBNAX drawdown since its inception was -26.27%, smaller than the maximum AIVSX drawdown of -50.90%. Use the drawdown chart below to compare losses from any high point for EBNAX and AIVSX.


Loading graphics...

Drawdown Indicators


EBNAXAIVSXDifference

Max Drawdown

Largest peak-to-trough decline

-26.27%

-50.90%

+24.63%

Max Drawdown (1Y)

Largest decline over 1 year

-4.93%

-10.76%

+5.83%

Max Drawdown (5Y)

Largest decline over 5 years

-25.72%

-24.31%

-1.41%

Max Drawdown (10Y)

Largest decline over 10 years

-31.09%

Current Drawdown

Current decline from peak

-4.45%

-7.34%

+2.89%

Average Drawdown

Average peak-to-trough decline

-5.96%

-5.93%

-0.03%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.12%

2.59%

-1.47%

Volatility

EBNAX vs. AIVSX - Volatility Comparison

The current volatility for American Funds Emerging Markets Bond Fund (EBNAX) is 2.29%, while American Funds Investment Company of America Class A (AIVSX) has a volatility of 5.75%. This indicates that EBNAX experiences smaller price fluctuations and is considered to be less risky than AIVSX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading graphics...

Volatility by Period


EBNAXAIVSXDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.29%

5.75%

-3.46%

Volatility (6M)

Calculated over the trailing 6-month period

3.31%

9.93%

-6.62%

Volatility (1Y)

Calculated over the trailing 1-year period

4.79%

17.56%

-12.77%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

6.66%

15.96%

-9.30%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

6.93%

16.55%

-9.62%