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VGSBX vs. AMFIX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

VGSBX vs. AMFIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in VY BrandywineGLOBAL - Bond Portfolio (VGSBX) and AAMA Income Fund (AMFIX). The values are adjusted to include any dividend payments, if applicable.

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VGSBX vs. AMFIX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
VGSBX
VY BrandywineGLOBAL - Bond Portfolio
0.21%6.12%0.68%5.65%-11.86%1.15%17.48%10.01%-1.55%-0.59%
AMFIX
AAMA Income Fund
0.21%3.74%3.48%3.84%-6.26%-1.37%2.24%2.47%0.89%-0.44%

Returns By Period

As of year-to-date, both investments have demonstrated similar returns, with VGSBX at 0.21% and AMFIX at 0.21%.


VGSBX

1D
0.21%
1M
-0.53%
YTD
0.21%
6M
1.07%
1Y
4.09%
3Y*
2.46%
5Y*
0.14%
10Y*
2.87%

AMFIX

1D
0.17%
1M
-0.49%
YTD
0.21%
6M
1.06%
1Y
2.97%
3Y*
3.23%
5Y*
0.72%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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VGSBX vs. AMFIX - Expense Ratio Comparison

VGSBX has a 0.55% expense ratio, which is lower than AMFIX's 0.92% expense ratio.


Return for Risk

VGSBX vs. AMFIX — Risk / Return Rank

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

VGSBX
VGSBX Risk / Return Rank: 6868
Overall Rank
VGSBX Sharpe Ratio Rank: 6262
Sharpe Ratio Rank
VGSBX Sortino Ratio Rank: 6969
Sortino Ratio Rank
VGSBX Omega Ratio Rank: 5757
Omega Ratio Rank
VGSBX Calmar Ratio Rank: 8585
Calmar Ratio Rank
VGSBX Martin Ratio Rank: 6969
Martin Ratio Rank

AMFIX
AMFIX Risk / Return Rank: 9898
Overall Rank
AMFIX Sharpe Ratio Rank: 9898
Sharpe Ratio Rank
AMFIX Sortino Ratio Rank: 9898
Sortino Ratio Rank
AMFIX Omega Ratio Rank: 9797
Omega Ratio Rank
AMFIX Calmar Ratio Rank: 9797
Calmar Ratio Rank
AMFIX Martin Ratio Rank: 9898
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.

VGSBX vs. AMFIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for VY BrandywineGLOBAL - Bond Portfolio (VGSBX) and AAMA Income Fund (AMFIX). 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.


VGSBXAMFIXDifference

Sharpe ratio

Return per unit of total volatility

1.12

3.05

-1.94

Sortino ratio

Return per unit of downside risk

1.73

4.95

-3.21

Omega ratio

Gain probability vs. loss probability

1.22

1.69

-0.47

Calmar ratio

Return relative to maximum drawdown

2.12

4.18

-2.06

Martin ratio

Return relative to average drawdown

6.58

21.12

-14.54

VGSBX vs. AMFIX - Sharpe Ratio Comparison

The current VGSBX Sharpe Ratio is 1.12, which is lower than the AMFIX Sharpe Ratio of 3.05. The chart below compares the historical Sharpe Ratios of VGSBX and AMFIX, 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


VGSBXAMFIXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.12

3.05

-1.94

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.02

0.34

-0.32

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.47

Sharpe Ratio (All Time)

Calculated using the full available price history

0.49

0.56

-0.07

Correlation

The correlation between VGSBX and AMFIX is 0.70, 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

VGSBX vs. AMFIX - Dividend Comparison

VGSBX's dividend yield for the trailing twelve months is around 3.92%, more than AMFIX's 2.22% yield.


TTM2025202420232022202120202019201820172016
VGSBX
VY BrandywineGLOBAL - Bond Portfolio
3.92%3.93%4.56%2.18%6.85%8.48%2.48%1.89%2.29%2.31%2.34%
AMFIX
AAMA Income Fund
2.22%2.08%2.44%1.70%0.83%0.57%0.83%1.24%1.24%0.40%0.00%

Drawdowns

VGSBX vs. AMFIX - Drawdown Comparison

The maximum VGSBX drawdown since its inception was -18.20%, which is greater than AMFIX's maximum drawdown of -9.35%. Use the drawdown chart below to compare losses from any high point for VGSBX and AMFIX.


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Drawdown Indicators


VGSBXAMFIXDifference

Max Drawdown

Largest peak-to-trough decline

-18.20%

-9.35%

-8.85%

Max Drawdown (1Y)

Largest decline over 1 year

-2.73%

-0.74%

-1.99%

Max Drawdown (5Y)

Largest decline over 5 years

-18.20%

-8.91%

-9.29%

Max Drawdown (10Y)

Largest decline over 10 years

-18.20%

Current Drawdown

Current decline from peak

-0.74%

-0.49%

-0.25%

Average Drawdown

Average peak-to-trough decline

-3.50%

-2.06%

-1.44%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.88%

0.15%

+0.73%

Volatility

VGSBX vs. AMFIX - Volatility Comparison

VY BrandywineGLOBAL - Bond Portfolio (VGSBX) has a higher volatility of 0.72% compared to AAMA Income Fund (AMFIX) at 0.48%. This indicates that VGSBX's price experiences larger fluctuations and is considered to be riskier than AMFIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


VGSBXAMFIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.72%

0.48%

+0.24%

Volatility (6M)

Calculated over the trailing 6-month period

2.02%

0.72%

+1.30%

Volatility (1Y)

Calculated over the trailing 1-year period

4.91%

0.98%

+3.93%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

7.86%

2.16%

+5.70%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

6.20%

1.75%

+4.45%