PortfoliosLab logoPortfoliosLab logo
RBFFX vs. PNIIX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

RBFFX vs. PNIIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in American Funds The Bond Fund of America (RBFFX) and Principal Bond Market Index Fund (PNIIX). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period

In the year-to-date period, RBFFX achieves a 0.13% return, which is significantly lower than PNIIX's 0.59% return. Over the past 10 years, RBFFX has outperformed PNIIX with an annualized return of 1.99%, while PNIIX has yielded a comparatively lower 1.44% annualized return.


RBFFX

1D
0.18%
1M
0.91%
YTD
0.13%
6M
0.59%
1Y
4.60%
3Y*
4.01%
5Y*
-0.00%
10Y*
1.99%

PNIIX

1D
0.23%
1M
0.82%
YTD
0.59%
6M
0.59%
1Y
4.61%
3Y*
3.93%
5Y*
-0.08%
10Y*
1.44%
*Multi-year figures are annualized to reflect compound growth (CAGR)

RBFFX vs. PNIIX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
RBFFX
American Funds The Bond Fund of America
0.13%7.49%1.47%4.65%-13.03%-0.64%11.07%8.13%0.17%3.53%
PNIIX
Principal Bond Market Index Fund
0.59%7.01%1.17%5.55%-13.26%-1.68%7.28%8.47%-0.20%3.31%

Correlation

The correlation between RBFFX and PNIIX is 0.88, 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

0.88

Correlation (3Y)
Calculated over the trailing 3-year period

0.93

Correlation (5Y)
Calculated over the trailing 5-year period

0.95

Correlation (10Y)
Calculated over the trailing 10-year period

0.92

Correlation (All Time)
Calculated using the full available price history since Dec 31, 2009

0.91

The correlation between RBFFX and PNIIX has been stable across timeframes, ranging from 0.88 to 0.95 - a consistent structural relationship.

Compare stocks, funds, or ETFs

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


Return for Risk

RBFFX vs. PNIIX — Risk / Return Rank

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

RBFFX
RBFFX Risk / Return Rank: 2020
Overall Rank
RBFFX Sharpe Ratio Rank: 2121
Sharpe Ratio Rank
RBFFX Sortino Ratio Rank: 2222
Sortino Ratio Rank
RBFFX Omega Ratio Rank: 1919
Omega Ratio Rank
RBFFX Calmar Ratio Rank: 2020
Calmar Ratio Rank
RBFFX Martin Ratio Rank: 1717
Martin Ratio Rank

PNIIX
PNIIX Risk / Return Rank: 2121
Overall Rank
PNIIX Sharpe Ratio Rank: 2020
Sharpe Ratio Rank
PNIIX Sortino Ratio Rank: 2222
Sortino Ratio Rank
PNIIX Omega Ratio Rank: 2020
Omega Ratio Rank
PNIIX Calmar Ratio Rank: 2323
Calmar Ratio Rank
PNIIX Martin Ratio Rank: 2121
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.

RBFFX vs. PNIIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for American Funds The Bond Fund of America (RBFFX) and Principal Bond Market Index Fund (PNIIX). 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.


RBFFXPNIIXDifference
Sharpe ratioReturn per unit of total volatility

-0.01

Sortino ratioReturn per unit of downside risk

-0.01

Omega ratioGain probability vs. loss probability

1.21

1.22

0.00

Calmar ratioReturn relative to maximum drawdown

1.53

1.68

-0.15

Martin ratioReturn relative to average drawdown

4.29

4.84

-0.55

RBFFX vs. PNIIX - Sharpe Ratio Comparison

The current RBFFX Sharpe Ratio is 1.21, which is comparable to the PNIIX Sharpe Ratio of 1.21. The chart below compares the historical Sharpe Ratios of RBFFX and PNIIX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


Loading charts...

Drawdowns

RBFFX vs. PNIIX - Drawdown Comparison

The maximum RBFFX drawdown since its inception was -17.62%, smaller than the maximum PNIIX drawdown of -18.76%. Use the drawdown chart below to compare losses from any high point for RBFFX and PNIIX.


Loading charts...

Drawdown Indicators


RBFFXPNIIXDifference

Max Drawdown

Largest peak-to-trough decline

-17.62%

-18.76%

+1.14%

Max Drawdown (1Y)

Largest decline over 1 year

-3.09%

-2.76%

-0.33%

Max Drawdown (3Y)

Largest decline over 3 years

-6.11%

-6.25%

+0.14%

Max Drawdown (5Y)

Largest decline over 5 years

-17.62%

-18.14%

+0.52%

Max Drawdown (10Y)

Largest decline over 10 years

-17.62%

-18.76%

+1.14%

Current Drawdown

Current decline from peak

-1.59%

-2.53%

+0.94%

Average Drawdown

Average peak-to-trough decline

-2.81%

-3.44%

+0.63%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.09%

0.95%

+0.14%

Volatility

RBFFX vs. PNIIX - Volatility Comparison

American Funds The Bond Fund of America (RBFFX) and Principal Bond Market Index Fund (PNIIX) have volatilities of 1.23% and 1.24%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


RBFFXPNIIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.23%

1.24%

-0.01%

Volatility (6M)

Calculated over the trailing 6-month period

2.90%

2.81%

+0.09%

Volatility (1Y)

Calculated over the trailing 1-year period

3.90%

3.82%

+0.08%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

5.97%

6.32%

-0.35%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

4.90%

5.09%

-0.19%

RBFFX vs. PNIIX - Expense Ratio Comparison

RBFFX has a 0.29% expense ratio, which is higher than PNIIX's 0.15% expense ratio.


Dividends

RBFFX vs. PNIIX - Dividend Comparison

RBFFX's dividend yield for the trailing twelve months is around 4.45%, more than PNIIX's 3.99% yield.


PositionTTM20252024202320222021202020192018201720162015
PNIIX
Principal Bond Market Index Fund
3.99%4.01%3.60%4.18%1.66%2.03%18.60%2.40%2.51%2.35%1.78%2.10%
RBFFX
American Funds The Bond Fund of America
4.45%4.43%4.61%3.53%2.42%2.31%5.34%3.76%2.67%2.14%2.07%2.30%

Frequently Asked Questions


RBFFX and PNIIX have a correlation of 0.88, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

PNIIX has higher volatility (1.24%) compared to RBFFX (1.23%). In terms of maximum drawdown, RBFFX dropped -17.62% vs PNIIX's -18.76%.

PNIIX currently has the higher Sharpe Ratio (1.21 vs 1.21), 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.

Portfolio Optimizer

Find the right allocation for RBFFX and PNIIX

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer