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NDARX vs. OIBFX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

NDARX vs. OIBFX - Performance Comparison

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

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NDARX vs. OIBFX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
NDARX
American Funds Retirement Income Portfolio - Enhanced
-0.59%17.21%11.68%12.03%-10.98%15.09%7.10%17.88%-4.99%13.62%
OIBFX
JPMorgan Investor Balanced Fund
-2.04%12.69%9.25%15.06%-13.62%10.92%14.23%17.19%-4.77%13.30%

Returns By Period

In the year-to-date period, NDARX achieves a -0.59% return, which is significantly higher than OIBFX's -2.04% return. Over the past 10 years, NDARX has outperformed OIBFX with an annualized return of 7.91%, while OIBFX has yielded a comparatively lower 7.35% annualized return.


NDARX

1D
1.62%
1M
-4.80%
YTD
-0.59%
6M
1.78%
1Y
13.91%
3Y*
12.31%
5Y*
7.28%
10Y*
7.91%

OIBFX

1D
0.93%
1M
-4.05%
YTD
-2.04%
6M
-0.78%
1Y
9.87%
3Y*
9.86%
5Y*
5.11%
10Y*
7.35%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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NDARX vs. OIBFX - Expense Ratio Comparison

NDARX has a 0.34% expense ratio, which is higher than OIBFX's 0.32% expense ratio.


Return for Risk

NDARX vs. OIBFX — Risk / Return Rank

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

NDARX
NDARX Risk / Return Rank: 7979
Overall Rank
NDARX Sharpe Ratio Rank: 7878
Sharpe Ratio Rank
NDARX Sortino Ratio Rank: 7979
Sortino Ratio Rank
NDARX Omega Ratio Rank: 7777
Omega Ratio Rank
NDARX Calmar Ratio Rank: 7878
Calmar Ratio Rank
NDARX Martin Ratio Rank: 8383
Martin Ratio Rank

OIBFX
OIBFX Risk / Return Rank: 6060
Overall Rank
OIBFX Sharpe Ratio Rank: 5959
Sharpe Ratio Rank
OIBFX Sortino Ratio Rank: 5959
Sortino Ratio Rank
OIBFX Omega Ratio Rank: 5757
Omega Ratio Rank
OIBFX Calmar Ratio Rank: 6161
Calmar Ratio Rank
OIBFX Martin Ratio Rank: 6464
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.

NDARX vs. OIBFX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for American Funds Retirement Income Portfolio - Enhanced (NDARX) and JPMorgan Investor Balanced Fund (OIBFX). 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.


NDARXOIBFXDifference

Sharpe ratio

Return per unit of total volatility

1.47

1.16

+0.31

Sortino ratio

Return per unit of downside risk

2.06

1.66

+0.39

Omega ratio

Gain probability vs. loss probability

1.31

1.24

+0.06

Calmar ratio

Return relative to maximum drawdown

1.95

1.61

+0.34

Martin ratio

Return relative to average drawdown

8.65

6.79

+1.86

NDARX vs. OIBFX - Sharpe Ratio Comparison

The current NDARX Sharpe Ratio is 1.47, which is comparable to the OIBFX Sharpe Ratio of 1.16. The chart below compares the historical Sharpe Ratios of NDARX and OIBFX, 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


NDARXOIBFXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.47

1.16

+0.31

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.77

0.58

+0.19

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.78

0.81

-0.03

Sharpe Ratio (All Time)

Calculated using the full available price history

0.80

0.73

+0.07

Correlation

The correlation between NDARX and OIBFX is 0.95, 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

NDARX vs. OIBFX - Dividend Comparison

NDARX's dividend yield for the trailing twelve months is around 5.27%, less than OIBFX's 5.70% yield.


TTM20252024202320222021202020192018201720162015
NDARX
American Funds Retirement Income Portfolio - Enhanced
5.27%5.78%3.07%3.37%5.60%4.29%2.91%4.03%4.29%2.68%2.86%0.00%
OIBFX
JPMorgan Investor Balanced Fund
5.70%6.10%6.00%3.51%7.07%4.40%6.20%6.72%7.91%6.95%3.81%5.21%

Drawdowns

NDARX vs. OIBFX - Drawdown Comparison

The maximum NDARX drawdown since its inception was -23.62%, smaller than the maximum OIBFX drawdown of -29.42%. Use the drawdown chart below to compare losses from any high point for NDARX and OIBFX.


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Drawdown Indicators


NDARXOIBFXDifference

Max Drawdown

Largest peak-to-trough decline

-23.62%

-29.42%

+5.80%

Max Drawdown (1Y)

Largest decline over 1 year

-7.46%

-6.40%

-1.06%

Max Drawdown (5Y)

Largest decline over 5 years

-18.37%

-18.74%

+0.37%

Max Drawdown (10Y)

Largest decline over 10 years

-23.62%

-21.08%

-2.54%

Current Drawdown

Current decline from peak

-5.28%

-4.66%

-0.62%

Average Drawdown

Average peak-to-trough decline

-3.13%

-3.50%

+0.37%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.68%

1.52%

+0.16%

Volatility

NDARX vs. OIBFX - Volatility Comparison

American Funds Retirement Income Portfolio - Enhanced (NDARX) has a higher volatility of 3.75% compared to JPMorgan Investor Balanced Fund (OIBFX) at 3.12%. This indicates that NDARX's price experiences larger fluctuations and is considered to be riskier than OIBFX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


NDARXOIBFXDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.75%

3.12%

+0.63%

Volatility (6M)

Calculated over the trailing 6-month period

5.99%

5.06%

+0.93%

Volatility (1Y)

Calculated over the trailing 1-year period

9.80%

8.80%

+1.00%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

9.45%

8.87%

+0.58%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

10.19%

9.13%

+1.06%