RPAR vs. ABALX
Compare and contrast key facts about RPAR Risk Parity ETF (RPAR) and American Funds American Balanced Fund Class A (ABALX).
RPAR is an actively managed fund by Toroso Investments. It was launched on Dec 13, 2019. ABALX is managed by American Funds. It was launched on Jul 26, 1975.
Performance
RPAR vs. ABALX - Performance Comparison
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RPAR vs. ABALX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
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%
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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
RPAR
ABALX
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.
| RPAR | ABALX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.34 | 1.43 | -0.08 |
Sortino ratioReturn per unit of downside risk | 1.86 | 2.09 | -0.23 |
Omega ratioGain probability vs. loss probability | 1.25 | 1.29 | -0.04 |
Calmar ratioReturn relative to maximum drawdown | 2.05 | 2.00 | +0.04 |
Martin ratioReturn relative to average drawdown | 7.30 | 8.51 | -1.21 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| RPAR | ABALX | Difference | |
|---|---|---|---|
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.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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.
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Drawdown Indicators
| RPAR | ABALX | Difference | |
|---|---|---|---|
Max DrawdownLargest 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 DrawdownCurrent decline from peak | -5.97% | -7.03% | +1.06% |
Average DrawdownAverage peak-to-trough decline | -11.83% | -3.86% | -7.97% |
Ulcer IndexDepth 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.
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Volatility by Period
| RPAR | ABALX | Difference | |
|---|---|---|---|
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% |