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

Correlation

The correlation between RLBGX and EFA is 0.84, 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.


-0.50.00.51.00.8

Performance

RLBGX vs. EFA - 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 MSCI EAFE ETF (EFA). The values are adjusted to include any dividend payments, if applicable.

200.00%250.00%300.00%350.00%400.00%JulyAugustSeptemberOctoberNovemberDecember
372.28%
184.54%
RLBGX
EFA

Key characteristics

Sharpe Ratio

RLBGX:

0.99

EFA:

0.42

Sortino Ratio

RLBGX:

1.27

EFA:

0.66

Omega Ratio

RLBGX:

1.20

EFA:

1.08

Calmar Ratio

RLBGX:

1.20

EFA:

0.55

Martin Ratio

RLBGX:

6.29

EFA:

1.56

Ulcer Index

RLBGX:

1.60%

EFA:

3.48%

Daily Std Dev

RLBGX:

10.13%

EFA:

12.84%

Max Drawdown

RLBGX:

-22.33%

EFA:

-61.04%

Current Drawdown

RLBGX:

-7.66%

EFA:

-9.84%

Returns By Period

In the year-to-date period, RLBGX achieves a 8.69% return, which is significantly higher than EFA's 2.79% return. Over the past 10 years, RLBGX has outperformed EFA with an annualized return of 8.48%, while EFA has yielded a comparatively lower 4.98% annualized return.


RLBGX

YTD

8.69%

1M

-5.39%

6M

-0.46%

1Y

9.34%

5Y*

7.25%

10Y*

8.48%

EFA

YTD

2.79%

1M

-1.45%

6M

-2.34%

1Y

3.74%

5Y*

4.63%

10Y*

4.98%

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. EFA - Expense Ratio Comparison

RLBGX has a 0.25% expense ratio, which is lower than EFA's 0.32% expense ratio.


EFA
iShares MSCI EAFE ETF
Expense ratio chart for EFA: current value at 0.32% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.32%
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%

Risk-Adjusted Performance

RLBGX vs. EFA - 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 MSCI EAFE ETF (EFA). 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-1.000.001.002.003.004.000.990.42
The chart of Sortino ratio for RLBGX, currently valued at 1.27, compared to the broader market-2.000.002.004.006.008.0010.001.270.66
The chart of Omega ratio for RLBGX, currently valued at 1.20, compared to the broader market0.501.001.502.002.503.003.501.201.08
The chart of Calmar ratio for RLBGX, currently valued at 1.20, compared to the broader market0.002.004.006.008.0010.0012.0014.001.200.55
The chart of Martin ratio for RLBGX, currently valued at 6.29, compared to the broader market0.0020.0040.0060.006.291.56
RLBGX
EFA

The current RLBGX Sharpe Ratio is 0.99, which is higher than the EFA Sharpe Ratio of 0.42. The chart below compares the historical Sharpe Ratios of RLBGX and EFA, 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 Ratio0.001.002.003.004.00JulyAugustSeptemberOctoberNovemberDecember
0.99
0.42
RLBGX
EFA

Dividends

RLBGX vs. EFA - Dividend Comparison

RLBGX's dividend yield for the trailing twelve months is around 1.19%, less than EFA's 3.26% 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%
EFA
iShares MSCI EAFE ETF
3.26%2.98%2.69%3.33%2.13%3.10%3.39%2.57%3.07%2.76%3.72%2.54%

Drawdowns

RLBGX vs. EFA - Drawdown Comparison

The maximum RLBGX drawdown since its inception was -22.33%, smaller than the maximum EFA drawdown of -61.04%. Use the drawdown chart below to compare losses from any high point for RLBGX and EFA. For additional features, visit the drawdowns tool.


-10.00%-8.00%-6.00%-4.00%-2.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-7.66%
-9.84%
RLBGX
EFA

Volatility

RLBGX vs. EFA - Volatility Comparison

American Funds American Balanced Fund Class R-6 (RLBGX) has a higher volatility of 6.21% compared to iShares MSCI EAFE ETF (EFA) at 3.53%. This indicates that RLBGX's price experiences larger fluctuations and is considered to be riskier than EFA 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%
3.53%
RLBGX
EFA
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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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