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GBLAX vs. ANCFX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

GBLAX vs. ANCFX - Performance Comparison

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

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GBLAX vs. ANCFX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
GBLAX
American Funds Global Balanced Fund Class A
-0.20%17.12%6.56%13.68%-14.25%9.18%10.47%17.26%-6.13%13.99%
ANCFX
American Funds Fundamental Investors Class A
-3.35%24.21%22.73%25.86%-16.66%22.43%14.92%27.07%-8.13%22.80%

Returns By Period

In the year-to-date period, GBLAX achieves a -0.20% return, which is significantly higher than ANCFX's -3.35% return. Over the past 10 years, GBLAX has underperformed ANCFX with an annualized return of 6.62%, while ANCFX has yielded a comparatively higher 13.25% annualized return.


GBLAX

1D
1.83%
1M
-4.53%
YTD
-0.20%
6M
2.19%
1Y
14.55%
3Y*
10.81%
5Y*
5.27%
10Y*
6.62%

ANCFX

1D
2.96%
1M
-7.05%
YTD
-3.35%
6M
0.12%
1Y
23.25%
3Y*
20.52%
5Y*
11.90%
10Y*
13.25%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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GBLAX vs. ANCFX - Expense Ratio Comparison

GBLAX has a 0.80% expense ratio, which is higher than ANCFX's 0.59% expense ratio.


Return for Risk

GBLAX vs. ANCFX — Risk / Return Rank

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

GBLAX
GBLAX Risk / Return Rank: 7979
Overall Rank
GBLAX Sharpe Ratio Rank: 7878
Sharpe Ratio Rank
GBLAX Sortino Ratio Rank: 8080
Sortino Ratio Rank
GBLAX Omega Ratio Rank: 7575
Omega Ratio Rank
GBLAX Calmar Ratio Rank: 8080
Calmar Ratio Rank
GBLAX Martin Ratio Rank: 8080
Martin Ratio Rank

ANCFX
ANCFX Risk / Return Rank: 7979
Overall Rank
ANCFX Sharpe Ratio Rank: 7373
Sharpe Ratio Rank
ANCFX Sortino Ratio Rank: 7878
Sortino Ratio Rank
ANCFX Omega Ratio Rank: 7373
Omega Ratio Rank
ANCFX Calmar Ratio Rank: 8484
Calmar Ratio Rank
ANCFX Martin Ratio Rank: 8787
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.

GBLAX vs. ANCFX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for American Funds Global Balanced Fund Class A (GBLAX) and American Funds Fundamental Investors Class A (ANCFX). 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.


GBLAXANCFXDifference

Sharpe ratio

Return per unit of total volatility

1.55

1.33

+0.22

Sortino ratio

Return per unit of downside risk

2.21

2.00

+0.22

Omega ratio

Gain probability vs. loss probability

1.31

1.28

+0.03

Calmar ratio

Return relative to maximum drawdown

2.22

2.13

+0.09

Martin ratio

Return relative to average drawdown

9.00

9.34

-0.34

GBLAX vs. ANCFX - Sharpe Ratio Comparison

The current GBLAX Sharpe Ratio is 1.55, which is comparable to the ANCFX Sharpe Ratio of 1.33. The chart below compares the historical Sharpe Ratios of GBLAX and ANCFX, 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


GBLAXANCFXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.55

1.33

+0.22

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.54

0.72

-0.18

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.64

0.75

-0.12

Sharpe Ratio (All Time)

Calculated using the full available price history

0.62

0.62

+0.01

Correlation

The correlation between GBLAX and ANCFX is 0.90, 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

GBLAX vs. ANCFX - Dividend Comparison

GBLAX's dividend yield for the trailing twelve months is around 6.38%, less than ANCFX's 8.85% yield.


TTM20252024202320222021202020192018201720162015
GBLAX
American Funds Global Balanced Fund Class A
6.38%6.34%5.53%1.61%1.52%6.02%1.24%1.87%2.30%3.15%2.00%3.28%
ANCFX
American Funds Fundamental Investors Class A
8.85%8.54%8.90%5.80%4.98%10.97%2.61%6.91%9.31%7.28%4.71%6.08%

Drawdowns

GBLAX vs. ANCFX - Drawdown Comparison

The maximum GBLAX drawdown since its inception was -23.36%, smaller than the maximum ANCFX drawdown of -53.29%. Use the drawdown chart below to compare losses from any high point for GBLAX and ANCFX.


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Drawdown Indicators


GBLAXANCFXDifference

Max Drawdown

Largest peak-to-trough decline

-23.36%

-53.29%

+29.93%

Max Drawdown (1Y)

Largest decline over 1 year

-6.75%

-11.35%

+4.60%

Max Drawdown (5Y)

Largest decline over 5 years

-22.55%

-25.07%

+2.52%

Max Drawdown (10Y)

Largest decline over 10 years

-23.36%

-33.93%

+10.57%

Current Drawdown

Current decline from peak

-5.03%

-8.02%

+2.99%

Average Drawdown

Average peak-to-trough decline

-3.72%

-7.34%

+3.62%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.66%

2.59%

-0.93%

Volatility

GBLAX vs. ANCFX - Volatility Comparison

The current volatility for American Funds Global Balanced Fund Class A (GBLAX) is 4.16%, while American Funds Fundamental Investors Class A (ANCFX) has a volatility of 6.04%. This indicates that GBLAX experiences smaller price fluctuations and is considered to be less risky than ANCFX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


GBLAXANCFXDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.16%

6.04%

-1.88%

Volatility (6M)

Calculated over the trailing 6-month period

6.34%

11.03%

-4.69%

Volatility (1Y)

Calculated over the trailing 1-year period

9.60%

18.13%

-8.53%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

9.86%

16.72%

-6.86%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

10.42%

17.67%

-7.25%