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RLBGX vs. AGG
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between RLBGX and AGG is 0.02, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


-0.50.00.51.00.0

Performance

RLBGX vs. AGG - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in American Funds American Balanced Fund Class R-6 (RLBGX) and iShares Core U.S. Aggregate Bond ETF (AGG). The values are adjusted to include any dividend payments, if applicable.

0.00%100.00%200.00%300.00%400.00%JulyAugustSeptemberOctoberNovemberDecember
372.28%
47.74%
RLBGX
AGG

Key characteristics

Sharpe Ratio

RLBGX:

0.99

AGG:

0.30

Sortino Ratio

RLBGX:

1.27

AGG:

0.45

Omega Ratio

RLBGX:

1.20

AGG:

1.05

Calmar Ratio

RLBGX:

1.20

AGG:

0.13

Martin Ratio

RLBGX:

6.29

AGG:

0.86

Ulcer Index

RLBGX:

1.60%

AGG:

1.93%

Daily Std Dev

RLBGX:

10.13%

AGG:

5.49%

Max Drawdown

RLBGX:

-22.33%

AGG:

-18.43%

Current Drawdown

RLBGX:

-7.66%

AGG:

-8.88%

Returns By Period

In the year-to-date period, RLBGX achieves a 8.69% return, which is significantly higher than AGG's 1.37% return. Over the past 10 years, RLBGX has outperformed AGG with an annualized return of 8.48%, while AGG has yielded a comparatively lower 1.38% annualized return.


RLBGX

YTD

8.69%

1M

-5.39%

6M

-0.46%

1Y

9.34%

5Y*

7.25%

10Y*

8.48%

AGG

YTD

1.37%

1M

-0.21%

6M

1.37%

1Y

1.67%

5Y*

-0.32%

10Y*

1.38%

Compare stocks, funds, or ETFs

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


RLBGX vs. AGG - Expense Ratio Comparison

RLBGX has a 0.25% expense ratio, which is higher than AGG's 0.05% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


RLBGX
American Funds American Balanced Fund Class R-6
Expense ratio chart for RLBGX: current value at 0.25% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.25%
Expense ratio chart for AGG: current value at 0.05% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.05%

Risk-Adjusted Performance

RLBGX vs. AGG - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for American Funds American Balanced Fund Class R-6 (RLBGX) and iShares Core U.S. Aggregate Bond ETF (AGG). 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.


Sharpe ratio
The chart of Sharpe ratio for RLBGX, currently valued at 0.99, compared to the broader market-1.000.001.002.003.004.000.990.30
The chart of Sortino ratio for RLBGX, currently valued at 1.27, compared to the broader market-2.000.002.004.006.008.0010.001.270.45
The chart of Omega ratio for RLBGX, currently valued at 1.20, compared to the broader market0.501.001.502.002.503.003.501.201.05
The chart of Calmar ratio for RLBGX, currently valued at 1.20, compared to the broader market0.002.004.006.008.0010.0012.0014.001.200.13
The chart of Martin ratio for RLBGX, currently valued at 6.29, compared to the broader market0.0020.0040.0060.006.290.86
RLBGX
AGG

The current RLBGX Sharpe Ratio is 0.99, which is higher than the AGG Sharpe Ratio of 0.30. The chart below compares the historical Sharpe Ratios of RLBGX and AGG, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.000.501.001.502.002.503.003.50JulyAugustSeptemberOctoberNovemberDecember
0.99
0.30
RLBGX
AGG

Dividends

RLBGX vs. AGG - Dividend Comparison

RLBGX's dividend yield for the trailing twelve months is around 1.19%, less than AGG's 3.74% yield.


TTM20232022202120202019201820172016201520142013
RLBGX
American Funds American Balanced Fund Class R-6
1.19%2.66%2.02%1.50%1.63%2.20%2.41%2.07%2.07%2.84%8.51%1.83%
AGG
iShares Core U.S. Aggregate Bond ETF
3.74%3.13%2.39%1.77%2.14%2.70%2.96%2.32%2.39%2.45%2.40%2.32%

Drawdowns

RLBGX vs. AGG - Drawdown Comparison

The maximum RLBGX drawdown since its inception was -22.33%, which is greater than AGG's maximum drawdown of -18.43%. Use the drawdown chart below to compare losses from any high point for RLBGX and AGG. For additional features, visit the drawdowns tool.


-12.00%-10.00%-8.00%-6.00%-4.00%-2.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-7.66%
-8.88%
RLBGX
AGG

Volatility

RLBGX vs. AGG - Volatility Comparison

American Funds American Balanced Fund Class R-6 (RLBGX) has a higher volatility of 6.21% compared to iShares Core U.S. Aggregate Bond ETF (AGG) at 1.61%. This indicates that RLBGX's price experiences larger fluctuations and is considered to be riskier than AGG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


1.00%2.00%3.00%4.00%5.00%6.00%JulyAugustSeptemberOctoberNovemberDecember
6.21%
1.61%
RLBGX
AGG
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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