PortfoliosLab logoPortfoliosLab logo
RPAR vs. ABALX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

RPAR vs. ABALX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in RPAR Risk Parity ETF (RPAR) and American Funds American Balanced Fund Class A (ABALX). The values are adjusted to include any dividend payments, if applicable.

Loading graphics...

RPAR vs. ABALX - Yearly Performance Comparison


2026 (YTD)2025202420232022202120202019
RPAR
RPAR Risk Parity ETF
3.85%17.91%0.06%6.03%-22.82%7.56%19.40%0.11%
ABALX
American Funds American Balanced Fund Class A
-2.86%18.45%14.63%13.65%-12.13%15.75%10.85%0.80%

Returns By Period

In the year-to-date period, RPAR achieves a 3.85% return, which is significantly higher than ABALX's -2.86% return.


RPAR

1D
1.55%
1M
-5.97%
YTD
3.85%
6M
6.09%
1Y
15.70%
3Y*
7.21%
5Y*
2.25%
10Y*

ABALX

1D
-0.14%
1M
-6.82%
YTD
-2.86%
6M
0.85%
1Y
15.33%
3Y*
13.40%
5Y*
8.00%
10Y*
8.98%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Compare stocks, funds, or ETFs

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


RPAR vs. ABALX - Expense Ratio Comparison

RPAR has a 0.51% expense ratio, which is lower than ABALX's 0.56% expense ratio.


Return for Risk

RPAR vs. ABALX — Risk / Return Rank

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

RPAR
RPAR Risk / Return Rank: 7575
Overall Rank
RPAR Sharpe Ratio Rank: 7676
Sharpe Ratio Rank
RPAR Sortino Ratio Rank: 7676
Sortino Ratio Rank
RPAR Omega Ratio Rank: 7171
Omega Ratio Rank
RPAR Calmar Ratio Rank: 7979
Calmar Ratio Rank
RPAR Martin Ratio Rank: 7474
Martin Ratio Rank

ABALX
ABALX Risk / Return Rank: 8181
Overall Rank
ABALX Sharpe Ratio Rank: 7979
Sharpe Ratio Rank
ABALX Sortino Ratio Rank: 8282
Sortino Ratio Rank
ABALX Omega Ratio Rank: 7878
Omega Ratio Rank
ABALX Calmar Ratio Rank: 8383
Calmar Ratio Rank
ABALX Martin Ratio Rank: 8484
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.

RPAR vs. ABALX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for RPAR Risk Parity ETF (RPAR) and American Funds American Balanced Fund Class A (ABALX). 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.


RPARABALXDifference

Sharpe ratio

Return per unit of total volatility

1.34

1.43

-0.08

Sortino ratio

Return per unit of downside risk

1.86

2.09

-0.23

Omega ratio

Gain probability vs. loss probability

1.25

1.29

-0.04

Calmar ratio

Return relative to maximum drawdown

2.05

2.00

+0.04

Martin ratio

Return relative to average drawdown

7.30

8.51

-1.21

RPAR vs. ABALX - Sharpe Ratio Comparison

The current RPAR Sharpe Ratio is 1.34, which is comparable to the ABALX Sharpe Ratio of 1.43. The chart below compares the historical Sharpe Ratios of RPAR and ABALX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Loading graphics...

Sharpe Ratios by Period


RPARABALXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.34

1.43

-0.08

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.18

0.77

-0.59

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.85

Sharpe Ratio (All Time)

Calculated using the full available price history

0.32

0.79

-0.46

Correlation

The correlation between RPAR and ABALX is 0.63, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Dividends

RPAR vs. ABALX - Dividend Comparison

RPAR's dividend yield for the trailing twelve months is around 2.15%, less than ABALX's 8.54% yield.


TTM20252024202320222021202020192018201720162015
RPAR
RPAR Risk Parity ETF
2.15%2.55%2.51%3.16%4.01%2.02%0.76%0.23%0.00%0.00%0.00%0.00%
ABALX
American Funds American Balanced Fund Class A
8.54%8.27%6.87%2.05%2.30%4.30%4.35%3.49%5.49%4.72%4.24%5.60%

Drawdowns

RPAR vs. ABALX - Drawdown Comparison

The maximum RPAR drawdown since its inception was -30.16%, smaller than the maximum ABALX drawdown of -40.20%. Use the drawdown chart below to compare losses from any high point for RPAR and ABALX.


Loading graphics...

Drawdown Indicators


RPARABALXDifference

Max Drawdown

Largest peak-to-trough decline

-30.16%

-40.20%

+10.04%

Max Drawdown (1Y)

Largest decline over 1 year

-8.10%

-7.33%

-0.77%

Max Drawdown (5Y)

Largest decline over 5 years

-30.16%

-18.76%

-11.40%

Max Drawdown (10Y)

Largest decline over 10 years

-22.34%

Current Drawdown

Current decline from peak

-5.97%

-7.03%

+1.06%

Average Drawdown

Average peak-to-trough decline

-11.83%

-3.86%

-7.97%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.27%

1.73%

+0.54%

Volatility

RPAR vs. ABALX - Volatility Comparison

RPAR Risk Parity ETF (RPAR) has a higher volatility of 4.81% compared to American Funds American Balanced Fund Class A (ABALX) at 3.26%. This indicates that RPAR's price experiences larger fluctuations and is considered to be riskier than ABALX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading graphics...

Volatility by Period


RPARABALXDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.81%

3.26%

+1.55%

Volatility (6M)

Calculated over the trailing 6-month period

7.74%

6.74%

+1.00%

Volatility (1Y)

Calculated over the trailing 1-year period

11.75%

11.11%

+0.64%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

12.36%

10.42%

+1.94%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

12.74%

10.61%

+2.13%