QDIBX vs. ABNFX
QDIBX (Fisher Investments Institutional Group Fixed Income Fund for Retirement Plans) and ABNFX (American Funds The Bond Fund of America® Class F-2) are both Intermediate Core Bond funds. Over the past 5 years, QDIBX returned 0.04%/yr vs -0.15%/yr for ABNFX. Their correlation of 0.90 suggests significant overlap in exposure. QDIBX charges 0.03%/yr vs 0.35%/yr for ABNFX.
Performance
QDIBX vs. ABNFX - Performance Comparison
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Returns By Period
In the year-to-date period, QDIBX achieves a 0.11% return, which is significantly higher than ABNFX's 0.10% return.
QDIBX
- 1D
- 0.11%
- 1M
- 0.79%
- YTD
- 0.11%
- 6M
- 0.34%
- 1Y
- 4.19%
- 3Y*
- 4.47%
- 5Y*
- 0.04%
- 10Y*
- —
ABNFX
- 1D
- 0.18%
- 1M
- 0.91%
- YTD
- 0.10%
- 6M
- 0.56%
- 1Y
- 4.53%
- 3Y*
- 3.95%
- 5Y*
- -0.15%
- 10Y*
- 1.91%
QDIBX vs. ABNFX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
QDIBX Fisher Investments Institutional Group Fixed Income Fund for Retirement Plans | 0.11% | 7.72% | 1.66% | 6.71% | -14.11% | -0.17% | 6.77% | -0.10% |
ABNFX American Funds The Bond Fund of America® Class F-2 | 0.10% | 7.42% | 1.42% | 4.29% | -13.08% | -0.88% | 10.86% | 0.28% |
Correlation
The correlation between QDIBX and ABNFX is 0.90, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.90 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.93 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.94 |
Correlation (All Time) Calculated using the full available price history since Dec 13, 2019 | 0.90 |
The correlation between QDIBX and ABNFX has been stable across timeframes, ranging from 0.90 to 0.94 - a consistent structural relationship.
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Return for Risk
QDIBX vs. ABNFX — Risk / Return Rank
QDIBX
ABNFX
QDIBX vs. ABNFX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Fisher Investments Institutional Group Fixed Income Fund for Retirement Plans (QDIBX) and American Funds The Bond Fund of America® Class F-2 (ABNFX). 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| QDIBX | ABNFX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.03 | ||
| Sortino ratioReturn per unit of downside risk | -0.06 | ||
| Omega ratioGain probability vs. loss probability | 1.21 | 1.21 | 0.00 |
| Calmar ratioReturn relative to maximum drawdown | 1.46 | 1.50 | -0.04 |
| Martin ratioReturn relative to average drawdown | 4.09 | 4.22 | -0.13 |
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Drawdowns
QDIBX vs. ABNFX - Drawdown Comparison
The maximum QDIBX drawdown since its inception was -19.63%, which is greater than ABNFX's maximum drawdown of -17.69%. Use the drawdown chart below to compare losses from any high point for QDIBX and ABNFX.
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Drawdown Indicators
| QDIBX | ABNFX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -19.63% | -17.69% | -1.94% |
Max Drawdown (1Y)Largest decline over 1 year | -2.97% | -3.09% | +0.12% |
Max Drawdown (3Y)Largest decline over 3 years | -5.37% | -6.12% | +0.75% |
Max Drawdown (5Y)Largest decline over 5 years | -19.63% | -17.65% | -1.98% |
Max Drawdown (10Y)Largest decline over 10 years | — | -17.69% | — |
Current DrawdownCurrent decline from peak | -1.65% | -2.00% | +0.35% |
Average DrawdownAverage peak-to-trough decline | -6.35% | -3.28% | -3.07% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.06% | 1.10% | -0.04% |
Volatility
QDIBX vs. ABNFX - Volatility Comparison
The current volatility for Fisher Investments Institutional Group Fixed Income Fund for Retirement Plans (QDIBX) is 1.01%, while American Funds The Bond Fund of America® Class F-2 (ABNFX) has a volatility of 1.23%. This indicates that QDIBX experiences smaller price fluctuations and is considered to be less risky than ABNFX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| QDIBX | ABNFX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.01% | 1.23% | -0.22% |
Volatility (6M)Calculated over the trailing 6-month period | 2.65% | 2.90% | -0.25% |
Volatility (1Y)Calculated over the trailing 1-year period | 3.73% | 3.89% | -0.16% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 6.59% | 5.96% | +0.63% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 6.25% | 4.90% | +1.35% |
QDIBX vs. ABNFX - Expense Ratio Comparison
QDIBX has a 0.03% expense ratio, which is lower than ABNFX's 0.35% expense ratio.
Dividends
QDIBX vs. ABNFX - Dividend Comparison
QDIBX's dividend yield for the trailing twelve months is around 3.49%, less than ABNFX's 4.39% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
ABNFX American Funds The Bond Fund of America® Class F-2 | 4.39% | 4.37% | 4.55% | 3.19% | 2.37% | 2.07% | 5.15% | 3.72% | 2.65% | 2.10% | 2.31% | 2.24% |
QDIBX Fisher Investments Institutional Group Fixed Income Fund for Retirement Plans | 3.49% | 3.50% | 3.55% | 3.65% | 2.51% | 1.80% | 3.25% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
QDIBX and ABNFX have a correlation of 0.90, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
ABNFX has higher volatility (1.23%) compared to QDIBX (1.01%). In terms of maximum drawdown, QDIBX dropped -19.63% vs ABNFX's -17.69%.
ABNFX currently has the higher Sharpe Ratio (1.19 vs 1.16), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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