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GLRBX vs. EKBAX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

GLRBX vs. EKBAX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in James Balanced: Golden Rainbow Fund (GLRBX) and Allspring Diversified Capital Builder Fund (EKBAX). The values are adjusted to include any dividend payments, if applicable.

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GLRBX vs. EKBAX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
GLRBX
James Balanced: Golden Rainbow Fund
-2.31%13.16%12.27%11.52%-12.77%12.69%1.54%12.10%-10.60%6.03%
EKBAX
Allspring Diversified Capital Builder Fund
4.55%21.87%21.75%22.23%-13.47%19.61%12.66%32.99%-5.55%14.43%

Returns By Period

In the year-to-date period, GLRBX achieves a -2.31% return, which is significantly lower than EKBAX's 4.55% return. Over the past 10 years, GLRBX has underperformed EKBAX with an annualized return of 4.22%, while EKBAX has yielded a comparatively higher 13.80% annualized return.


GLRBX

1D
-0.10%
1M
-5.20%
YTD
-2.31%
6M
-0.18%
1Y
11.55%
3Y*
10.41%
5Y*
5.70%
10Y*
4.22%

EKBAX

1D
-2.41%
1M
-6.94%
YTD
4.55%
6M
11.28%
1Y
36.95%
3Y*
21.81%
5Y*
13.92%
10Y*
13.80%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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GLRBX vs. EKBAX - Expense Ratio Comparison

GLRBX has a 1.18% expense ratio, which is higher than EKBAX's 1.10% expense ratio.


Return for Risk

GLRBX vs. EKBAX — Risk / Return Rank

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

GLRBX
GLRBX Risk / Return Rank: 7979
Overall Rank
GLRBX Sharpe Ratio Rank: 7777
Sharpe Ratio Rank
GLRBX Sortino Ratio Rank: 8080
Sortino Ratio Rank
GLRBX Omega Ratio Rank: 7676
Omega Ratio Rank
GLRBX Calmar Ratio Rank: 8181
Calmar Ratio Rank
GLRBX Martin Ratio Rank: 8282
Martin Ratio Rank

EKBAX
EKBAX Risk / Return Rank: 9090
Overall Rank
EKBAX Sharpe Ratio Rank: 8989
Sharpe Ratio Rank
EKBAX Sortino Ratio Rank: 8888
Sortino Ratio Rank
EKBAX Omega Ratio Rank: 8888
Omega Ratio Rank
EKBAX Calmar Ratio Rank: 9191
Calmar Ratio Rank
EKBAX Martin Ratio Rank: 9595
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.

GLRBX vs. EKBAX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for James Balanced: Golden Rainbow Fund (GLRBX) and Allspring Diversified Capital Builder Fund (EKBAX). 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.


GLRBXEKBAXDifference

Sharpe ratio

Return per unit of total volatility

1.39

1.80

-0.40

Sortino ratio

Return per unit of downside risk

2.02

2.37

-0.35

Omega ratio

Gain probability vs. loss probability

1.29

1.38

-0.09

Calmar ratio

Return relative to maximum drawdown

1.95

2.64

-0.69

Martin ratio

Return relative to average drawdown

8.29

12.94

-4.66

GLRBX vs. EKBAX - Sharpe Ratio Comparison

The current GLRBX Sharpe Ratio is 1.39, which is comparable to the EKBAX Sharpe Ratio of 1.80. The chart below compares the historical Sharpe Ratios of GLRBX and EKBAX, 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


GLRBXEKBAXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.39

1.80

-0.40

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.69

0.78

-0.10

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.51

0.80

-0.28

Sharpe Ratio (All Time)

Calculated using the full available price history

0.64

0.46

+0.18

Correlation

The correlation between GLRBX and EKBAX is 0.84, 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

GLRBX vs. EKBAX - Dividend Comparison

GLRBX's dividend yield for the trailing twelve months is around 5.11%, less than EKBAX's 9.20% yield.


TTM20252024202320222021202020192018201720162015
GLRBX
James Balanced: Golden Rainbow Fund
5.11%4.95%3.31%2.05%5.18%6.72%1.14%1.90%11.45%7.69%1.59%2.59%
EKBAX
Allspring Diversified Capital Builder Fund
9.20%9.61%5.28%6.16%12.50%6.89%2.03%9.49%7.14%6.20%10.05%11.47%

Drawdowns

GLRBX vs. EKBAX - Drawdown Comparison

The maximum GLRBX drawdown since its inception was -21.59%, smaller than the maximum EKBAX drawdown of -55.64%. Use the drawdown chart below to compare losses from any high point for GLRBX and EKBAX.


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Drawdown Indicators


GLRBXEKBAXDifference

Max Drawdown

Largest peak-to-trough decline

-21.59%

-55.64%

+34.05%

Max Drawdown (1Y)

Largest decline over 1 year

-5.75%

-13.29%

+7.54%

Max Drawdown (5Y)

Largest decline over 5 years

-16.73%

-24.84%

+8.11%

Max Drawdown (10Y)

Largest decline over 10 years

-16.86%

-32.33%

+15.47%

Current Drawdown

Current decline from peak

-5.55%

-7.32%

+1.77%

Average Drawdown

Average peak-to-trough decline

-3.28%

-8.03%

+4.75%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.35%

2.71%

-1.36%

Volatility

GLRBX vs. EKBAX - Volatility Comparison

The current volatility for James Balanced: Golden Rainbow Fund (GLRBX) is 2.86%, while Allspring Diversified Capital Builder Fund (EKBAX) has a volatility of 5.70%. This indicates that GLRBX experiences smaller price fluctuations and is considered to be less risky than EKBAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


GLRBXEKBAXDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.86%

5.70%

-2.84%

Volatility (6M)

Calculated over the trailing 6-month period

5.23%

12.79%

-7.56%

Volatility (1Y)

Calculated over the trailing 1-year period

8.64%

20.75%

-12.11%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

8.33%

17.86%

-9.53%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

8.23%

17.40%

-9.17%