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RFNBX vs. BKTSX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

RFNBX vs. BKTSX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in American Funds Fundamental Investors Fund Class R2 (RFNBX) and iShares Total U.S. Stock Market Index Fund Class K (BKTSX). The values are adjusted to include any dividend payments, if applicable.

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RFNBX vs. BKTSX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
RFNBX
American Funds Fundamental Investors Fund Class R2
-2.69%23.22%21.80%24.89%-17.32%21.49%12.51%26.09%-8.89%21.82%
BKTSX
iShares Total U.S. Stock Market Index Fund Class K
-3.25%17.15%23.83%26.02%-19.05%25.56%20.82%31.12%-5.37%21.02%

Returns By Period

In the year-to-date period, RFNBX achieves a -2.69% return, which is significantly higher than BKTSX's -3.25% return. Over the past 10 years, RFNBX has underperformed BKTSX with an annualized return of 12.31%, while BKTSX has yielded a comparatively higher 13.72% annualized return.


RFNBX

1D
0.88%
1M
-4.46%
YTD
-2.69%
6M
0.24%
1Y
22.59%
3Y*
19.93%
5Y*
11.23%
10Y*
12.31%

BKTSX

1D
0.74%
1M
-3.44%
YTD
-3.25%
6M
-1.39%
1Y
17.54%
3Y*
18.17%
5Y*
10.78%
10Y*
13.72%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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RFNBX vs. BKTSX - Expense Ratio Comparison

RFNBX has a 1.36% expense ratio, which is higher than BKTSX's 0.02% expense ratio.


Return for Risk

RFNBX vs. BKTSX — Risk / Return Rank

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

RFNBX
RFNBX Risk / Return Rank: 6868
Overall Rank
RFNBX Sharpe Ratio Rank: 6161
Sharpe Ratio Rank
RFNBX Sortino Ratio Rank: 6767
Sortino Ratio Rank
RFNBX Omega Ratio Rank: 6161
Omega Ratio Rank
RFNBX Calmar Ratio Rank: 7474
Calmar Ratio Rank
RFNBX Martin Ratio Rank: 7878
Martin Ratio Rank

BKTSX
BKTSX Risk / Return Rank: 4848
Overall Rank
BKTSX Sharpe Ratio Rank: 4242
Sharpe Ratio Rank
BKTSX Sortino Ratio Rank: 4444
Sortino Ratio Rank
BKTSX Omega Ratio Rank: 4747
Omega Ratio Rank
BKTSX Calmar Ratio Rank: 4747
Calmar Ratio Rank
BKTSX Martin Ratio Rank: 5959
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.

RFNBX vs. BKTSX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for American Funds Fundamental Investors Fund Class R2 (RFNBX) and iShares Total U.S. Stock Market Index Fund Class K (BKTSX). 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.


RFNBXBKTSXDifference

Sharpe ratio

Return per unit of total volatility

1.29

1.00

+0.29

Sortino ratio

Return per unit of downside risk

1.94

1.52

+0.42

Omega ratio

Gain probability vs. loss probability

1.27

1.23

+0.04

Calmar ratio

Return relative to maximum drawdown

2.12

1.53

+0.59

Martin ratio

Return relative to average drawdown

9.09

7.29

+1.79

RFNBX vs. BKTSX - Sharpe Ratio Comparison

The current RFNBX Sharpe Ratio is 1.29, which is comparable to the BKTSX Sharpe Ratio of 1.00. The chart below compares the historical Sharpe Ratios of RFNBX and BKTSX, 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


RFNBXBKTSXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.29

1.00

+0.29

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.67

0.62

+0.05

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.70

0.75

-0.05

Sharpe Ratio (All Time)

Calculated using the full available price history

0.57

0.75

-0.18

Correlation

The correlation between RFNBX and BKTSX is 0.96, 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

RFNBX vs. BKTSX - Dividend Comparison

RFNBX's dividend yield for the trailing twelve months is around 8.11%, more than BKTSX's 1.17% yield.


TTM20252024202320222021202020192018201720162015
RFNBX
American Funds Fundamental Investors Fund Class R2
8.11%7.90%8.19%5.13%4.16%10.27%0.83%6.20%8.38%6.54%3.99%5.32%
BKTSX
iShares Total U.S. Stock Market Index Fund Class K
1.17%1.14%1.27%1.46%1.64%1.58%1.51%2.15%2.49%2.17%1.54%0.00%

Drawdowns

RFNBX vs. BKTSX - Drawdown Comparison

The maximum RFNBX drawdown since its inception was -53.81%, which is greater than BKTSX's maximum drawdown of -34.97%. Use the drawdown chart below to compare losses from any high point for RFNBX and BKTSX.


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Drawdown Indicators


RFNBXBKTSXDifference

Max Drawdown

Largest peak-to-trough decline

-53.81%

-34.97%

-18.84%

Max Drawdown (1Y)

Largest decline over 1 year

-10.78%

-8.87%

-1.91%

Max Drawdown (5Y)

Largest decline over 5 years

-25.53%

-24.98%

-0.55%

Max Drawdown (10Y)

Largest decline over 10 years

-33.96%

-34.97%

+1.01%

Current Drawdown

Current decline from peak

-7.34%

-5.50%

-1.84%

Average Drawdown

Average peak-to-trough decline

-7.29%

-4.59%

-2.70%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.65%

2.60%

+0.05%

Volatility

RFNBX vs. BKTSX - Volatility Comparison

American Funds Fundamental Investors Fund Class R2 (RFNBX) has a higher volatility of 5.90% compared to iShares Total U.S. Stock Market Index Fund Class K (BKTSX) at 5.47%. This indicates that RFNBX's price experiences larger fluctuations and is considered to be riskier than BKTSX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


RFNBXBKTSXDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.90%

5.47%

+0.43%

Volatility (6M)

Calculated over the trailing 6-month period

11.07%

9.74%

+1.33%

Volatility (1Y)

Calculated over the trailing 1-year period

18.16%

18.57%

-0.41%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.72%

17.37%

-0.65%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.68%

18.39%

-0.71%