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NAARX vs. NDARX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between NAARX and NDARX is 0.92, 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.


-0.50.00.51.00.9

Performance

NAARX vs. NDARX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in American Funds Retirement Income Portfolio - Conservative (NAARX) and American Funds Retirement Income Portfolio - Enhanced (NDARX). The values are adjusted to include any dividend payments, if applicable.

-1.00%0.00%1.00%2.00%3.00%4.00%5.00%SeptemberOctoberNovemberDecember2025February
2.65%
5.33%
NAARX
NDARX

Key characteristics

Sharpe Ratio

NAARX:

2.02

NDARX:

2.07

Sortino Ratio

NAARX:

2.78

NDARX:

2.84

Omega Ratio

NAARX:

1.39

NDARX:

1.39

Calmar Ratio

NAARX:

1.92

NDARX:

3.62

Martin Ratio

NAARX:

8.93

NDARX:

12.69

Ulcer Index

NAARX:

1.20%

NDARX:

1.20%

Daily Std Dev

NAARX:

5.29%

NDARX:

7.36%

Max Drawdown

NAARX:

-16.36%

NDARX:

-23.62%

Current Drawdown

NAARX:

0.00%

NDARX:

0.00%

Returns By Period

In the year-to-date period, NAARX achieves a 3.27% return, which is significantly lower than NDARX's 4.46% return.


NAARX

YTD

3.27%

1M

2.21%

6M

2.65%

1Y

10.77%

5Y*

3.86%

10Y*

N/A

NDARX

YTD

4.46%

1M

2.80%

6M

5.33%

1Y

15.52%

5Y*

6.09%

10Y*

N/A

*Annualized

Compare stocks, funds, or ETFs

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


NAARX vs. NDARX - Expense Ratio Comparison

Both NAARX and NDARX have an expense ratio of 0.34%.


NAARX
American Funds Retirement Income Portfolio - Conservative
Expense ratio chart for NAARX: current value at 0.34% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.34%
Expense ratio chart for NDARX: current value at 0.34% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.34%

Risk-Adjusted Performance

NAARX vs. NDARX — Risk-Adjusted Performance Rank

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

NAARX
The Risk-Adjusted Performance Rank of NAARX is 8686
Overall Rank
The Sharpe Ratio Rank of NAARX is 8888
Sharpe Ratio Rank
The Sortino Ratio Rank of NAARX is 8787
Sortino Ratio Rank
The Omega Ratio Rank of NAARX is 8787
Omega Ratio Rank
The Calmar Ratio Rank of NAARX is 8282
Calmar Ratio Rank
The Martin Ratio Rank of NAARX is 8484
Martin Ratio Rank

NDARX
The Risk-Adjusted Performance Rank of NDARX is 8989
Overall Rank
The Sharpe Ratio Rank of NDARX is 8888
Sharpe Ratio Rank
The Sortino Ratio Rank of NDARX is 8787
Sortino Ratio Rank
The Omega Ratio Rank of NDARX is 8787
Omega Ratio Rank
The Calmar Ratio Rank of NDARX is 9292
Calmar Ratio Rank
The Martin Ratio Rank of NDARX is 9191
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

NAARX vs. NDARX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for American Funds Retirement Income Portfolio - Conservative (NAARX) and American Funds Retirement Income Portfolio - Enhanced (NDARX). 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.


Sharpe ratio
The chart of Sharpe ratio for NAARX, currently valued at 2.02, compared to the broader market-1.000.001.002.003.004.002.022.07
The chart of Sortino ratio for NAARX, currently valued at 2.78, compared to the broader market0.002.004.006.008.0010.0012.002.782.84
The chart of Omega ratio for NAARX, currently valued at 1.39, compared to the broader market1.002.003.004.001.391.39
The chart of Calmar ratio for NAARX, currently valued at 1.92, compared to the broader market0.005.0010.0015.0020.001.923.62
The chart of Martin ratio for NAARX, currently valued at 8.93, compared to the broader market0.0020.0040.0060.0080.008.9312.69
NAARX
NDARX

The current NAARX Sharpe Ratio is 2.02, which is comparable to the NDARX Sharpe Ratio of 2.07. The chart below compares the historical Sharpe Ratios of NAARX and NDARX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio1.001.502.002.503.003.50SeptemberOctoberNovemberDecember2025February
2.02
2.07
NAARX
NDARX

Dividends

NAARX vs. NDARX - Dividend Comparison

NAARX's dividend yield for the trailing twelve months is around 3.26%, more than NDARX's 2.90% yield.


TTM2024202320222021202020192018201720162015
NAARX
American Funds Retirement Income Portfolio - Conservative
3.26%3.36%3.17%3.19%2.01%3.12%2.59%2.54%2.05%2.07%0.69%
NDARX
American Funds Retirement Income Portfolio - Enhanced
2.90%3.03%3.03%2.93%2.25%2.59%2.61%2.88%2.39%2.50%0.71%

Drawdowns

NAARX vs. NDARX - Drawdown Comparison

The maximum NAARX drawdown since its inception was -16.36%, smaller than the maximum NDARX drawdown of -23.62%. Use the drawdown chart below to compare losses from any high point for NAARX and NDARX. For additional features, visit the drawdowns tool.


-3.50%-3.00%-2.50%-2.00%-1.50%-1.00%-0.50%0.00%SeptemberOctoberNovemberDecember2025February00
NAARX
NDARX

Volatility

NAARX vs. NDARX - Volatility Comparison

The current volatility for American Funds Retirement Income Portfolio - Conservative (NAARX) is 1.36%, while American Funds Retirement Income Portfolio - Enhanced (NDARX) has a volatility of 1.87%. This indicates that NAARX experiences smaller price fluctuations and is considered to be less risky than NDARX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


1.00%1.50%2.00%2.50%3.00%SeptemberOctoberNovemberDecember2025February
1.36%
1.87%
NAARX
NDARX
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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