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TEPAX vs. ASTEX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

TEPAX vs. ASTEX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in American Funds Tax-Exempt Preservation Portfolio (TEPAX) and American Funds Short-Term Tax Exempt Bond Fund (ASTEX). The values are adjusted to include any dividend payments, if applicable.

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TEPAX vs. ASTEX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
TEPAX
American Funds Tax-Exempt Preservation Portfolio
-0.02%4.36%2.14%3.63%-4.36%-0.03%3.52%4.14%0.90%2.43%
ASTEX
American Funds Short-Term Tax Exempt Bond Fund
0.12%5.34%2.46%2.91%-3.25%-0.29%2.91%3.26%0.94%1.63%

Returns By Period

In the year-to-date period, TEPAX achieves a -0.02% return, which is significantly lower than ASTEX's 0.12% return. Over a longer period, both investments have demonstrated similar performance, with their 10-year annualized returns being quite close: TEPAX at 1.51% and ASTEX at 1.51%.


TEPAX

1D
0.10%
1M
-1.42%
YTD
-0.02%
6M
0.67%
1Y
3.50%
3Y*
2.87%
5Y*
1.14%
10Y*
1.51%

ASTEX

1D
0.10%
1M
-1.08%
YTD
0.12%
6M
0.75%
1Y
3.52%
3Y*
3.20%
5Y*
1.44%
10Y*
1.51%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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TEPAX vs. ASTEX - Expense Ratio Comparison

TEPAX has a 0.34% expense ratio, which is lower than ASTEX's 0.53% expense ratio.


Return for Risk

TEPAX vs. ASTEX — Risk / Return Rank

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

TEPAX
TEPAX Risk / Return Rank: 8282
Overall Rank
TEPAX Sharpe Ratio Rank: 8686
Sharpe Ratio Rank
TEPAX Sortino Ratio Rank: 8484
Sortino Ratio Rank
TEPAX Omega Ratio Rank: 9595
Omega Ratio Rank
TEPAX Calmar Ratio Rank: 7373
Calmar Ratio Rank
TEPAX Martin Ratio Rank: 7171
Martin Ratio Rank

ASTEX
ASTEX Risk / Return Rank: 9090
Overall Rank
ASTEX Sharpe Ratio Rank: 8989
Sharpe Ratio Rank
ASTEX Sortino Ratio Rank: 9191
Sortino Ratio Rank
ASTEX Omega Ratio Rank: 9696
Omega Ratio Rank
ASTEX Calmar Ratio Rank: 8686
Calmar Ratio Rank
ASTEX Martin Ratio Rank: 8888
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.

TEPAX vs. ASTEX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for American Funds Tax-Exempt Preservation Portfolio (TEPAX) and American Funds Short-Term Tax Exempt Bond Fund (ASTEX). 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.


TEPAXASTEXDifference

Sharpe ratio

Return per unit of total volatility

1.75

1.84

-0.09

Sortino ratio

Return per unit of downside risk

2.30

2.66

-0.36

Omega ratio

Gain probability vs. loss probability

1.52

1.60

-0.09

Calmar ratio

Return relative to maximum drawdown

1.85

2.27

-0.42

Martin ratio

Return relative to average drawdown

7.26

9.69

-2.43

TEPAX vs. ASTEX - Sharpe Ratio Comparison

The current TEPAX Sharpe Ratio is 1.75, which is comparable to the ASTEX Sharpe Ratio of 1.84. The chart below compares the historical Sharpe Ratios of TEPAX and ASTEX, 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


TEPAXASTEXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.75

1.84

-0.09

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.59

0.83

-0.23

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.73

0.93

-0.19

Sharpe Ratio (All Time)

Calculated using the full available price history

0.83

1.08

-0.25

Correlation

The correlation between TEPAX and ASTEX 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

TEPAX vs. ASTEX - Dividend Comparison

TEPAX's dividend yield for the trailing twelve months is around 2.40%, less than ASTEX's 2.75% yield.


TTM20252024202320222021202020192018201720162015
TEPAX
American Funds Tax-Exempt Preservation Portfolio
2.40%2.39%2.44%1.96%1.11%0.87%1.44%1.79%1.72%1.79%2.22%2.36%
ASTEX
American Funds Short-Term Tax Exempt Bond Fund
2.75%3.66%2.53%1.73%0.78%0.68%1.31%1.62%1.44%1.32%0.97%1.03%

Drawdowns

TEPAX vs. ASTEX - Drawdown Comparison

The maximum TEPAX drawdown since its inception was -7.13%, which is greater than ASTEX's maximum drawdown of -5.73%. Use the drawdown chart below to compare losses from any high point for TEPAX and ASTEX.


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Drawdown Indicators


TEPAXASTEXDifference

Max Drawdown

Largest peak-to-trough decline

-7.13%

-5.73%

-1.40%

Max Drawdown (1Y)

Largest decline over 1 year

-2.07%

-1.90%

-0.17%

Max Drawdown (5Y)

Largest decline over 5 years

-7.12%

-5.62%

-1.50%

Max Drawdown (10Y)

Largest decline over 10 years

-7.13%

-5.73%

-1.40%

Current Drawdown

Current decline from peak

-1.62%

-1.18%

-0.44%

Average Drawdown

Average peak-to-trough decline

-1.25%

-0.70%

-0.55%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.53%

0.44%

+0.09%

Volatility

TEPAX vs. ASTEX - Volatility Comparison

American Funds Tax-Exempt Preservation Portfolio (TEPAX) has a higher volatility of 0.62% compared to American Funds Short-Term Tax Exempt Bond Fund (ASTEX) at 0.51%. This indicates that TEPAX's price experiences larger fluctuations and is considered to be riskier than ASTEX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


TEPAXASTEXDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.62%

0.51%

+0.11%

Volatility (6M)

Calculated over the trailing 6-month period

0.99%

0.98%

+0.01%

Volatility (1Y)

Calculated over the trailing 1-year period

2.14%

2.11%

+0.03%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

1.93%

1.75%

+0.18%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

2.06%

1.63%

+0.43%