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NBARX vs. MGK
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

NBARX vs. MGK - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in American Funds Retirement Income Portfolio - Moderate (NBARX) and Vanguard Mega Cap Growth ETF (MGK). The values are adjusted to include any dividend payments, if applicable.

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NBARX vs. MGK - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
NBARX
American Funds Retirement Income Portfolio - Moderate
-0.15%15.67%9.16%9.25%-10.06%12.14%7.41%15.42%-3.81%11.18%
MGK
Vanguard Mega Cap Growth ETF
-9.86%20.67%32.94%51.67%-33.59%28.58%41.01%37.38%-2.91%29.49%

Returns By Period

In the year-to-date period, NBARX achieves a -0.15% return, which is significantly higher than MGK's -9.86% return. Over the past 10 years, NBARX has underperformed MGK with an annualized return of 6.72%, while MGK has yielded a comparatively higher 16.97% annualized return.


NBARX

1D
1.27%
1M
-4.29%
YTD
-0.15%
6M
1.94%
1Y
11.98%
3Y*
10.35%
5Y*
5.99%
10Y*
6.72%

MGK

1D
1.17%
1M
-4.13%
YTD
-9.86%
6M
-7.94%
1Y
19.83%
3Y*
22.59%
5Y*
12.64%
10Y*
16.97%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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NBARX vs. MGK - Expense Ratio Comparison

NBARX has a 0.32% expense ratio, which is higher than MGK's 0.05% expense ratio.


Return for Risk

NBARX vs. MGK — Risk / Return Rank

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

NBARX
NBARX Risk / Return Rank: 8181
Overall Rank
NBARX Sharpe Ratio Rank: 8181
Sharpe Ratio Rank
NBARX Sortino Ratio Rank: 8181
Sortino Ratio Rank
NBARX Omega Ratio Rank: 7979
Omega Ratio Rank
NBARX Calmar Ratio Rank: 8181
Calmar Ratio Rank
NBARX Martin Ratio Rank: 8282
Martin Ratio Rank

MGK
MGK Risk / Return Rank: 4646
Overall Rank
MGK Sharpe Ratio Rank: 4545
Sharpe Ratio Rank
MGK Sortino Ratio Rank: 5050
Sortino Ratio Rank
MGK Omega Ratio Rank: 4848
Omega Ratio Rank
MGK Calmar Ratio Rank: 4545
Calmar Ratio Rank
MGK Martin Ratio Rank: 4444
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.

NBARX vs. MGK - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for American Funds Retirement Income Portfolio - Moderate (NBARX) and Vanguard Mega Cap Growth ETF (MGK). 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.


NBARXMGKDifference

Sharpe ratio

Return per unit of total volatility

1.55

0.85

+0.70

Sortino ratio

Return per unit of downside risk

2.14

1.39

+0.75

Omega ratio

Gain probability vs. loss probability

1.32

1.19

+0.12

Calmar ratio

Return relative to maximum drawdown

2.04

1.23

+0.81

Martin ratio

Return relative to average drawdown

8.60

4.27

+4.33

NBARX vs. MGK - Sharpe Ratio Comparison

The current NBARX Sharpe Ratio is 1.55, which is higher than the MGK Sharpe Ratio of 0.85. The chart below compares the historical Sharpe Ratios of NBARX and MGK, 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


NBARXMGKDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.55

0.85

+0.70

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.76

0.56

+0.20

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.82

0.78

+0.04

Sharpe Ratio (All Time)

Calculated using the full available price history

0.85

0.60

+0.24

Correlation

The correlation between NBARX and MGK is 0.73, 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

NBARX vs. MGK - Dividend Comparison

NBARX's dividend yield for the trailing twelve months is around 5.18%, more than MGK's 0.39% yield.


TTM20252024202320222021202020192018201720162015
NBARX
American Funds Retirement Income Portfolio - Moderate
5.18%5.69%3.25%3.46%5.04%3.48%3.97%3.87%3.89%2.50%2.55%0.00%
MGK
Vanguard Mega Cap Growth ETF
0.39%0.35%0.43%0.50%0.70%0.41%0.65%0.85%1.12%1.23%1.53%1.43%

Drawdowns

NBARX vs. MGK - Drawdown Comparison

The maximum NBARX drawdown since its inception was -18.50%, smaller than the maximum MGK drawdown of -47.97%. Use the drawdown chart below to compare losses from any high point for NBARX and MGK.


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Drawdown Indicators


NBARXMGKDifference

Max Drawdown

Largest peak-to-trough decline

-18.50%

-47.97%

+29.47%

Max Drawdown (1Y)

Largest decline over 1 year

-6.17%

-16.85%

+10.68%

Max Drawdown (5Y)

Largest decline over 5 years

-16.86%

-36.01%

+19.15%

Max Drawdown (10Y)

Largest decline over 10 years

-18.50%

-36.01%

+17.51%

Current Drawdown

Current decline from peak

-4.70%

-12.56%

+7.86%

Average Drawdown

Average peak-to-trough decline

-2.70%

-7.51%

+4.81%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.47%

4.87%

-3.40%

Volatility

NBARX vs. MGK - Volatility Comparison

The current volatility for American Funds Retirement Income Portfolio - Moderate (NBARX) is 3.21%, while Vanguard Mega Cap Growth ETF (MGK) has a volatility of 7.13%. This indicates that NBARX experiences smaller price fluctuations and is considered to be less risky than MGK based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


NBARXMGKDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.21%

7.13%

-3.92%

Volatility (6M)

Calculated over the trailing 6-month period

4.93%

12.93%

-8.00%

Volatility (1Y)

Calculated over the trailing 1-year period

7.98%

23.35%

-15.37%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

7.93%

22.63%

-14.70%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

8.20%

21.82%

-13.62%