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Asset Comparison and Correlation

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Investment horizon: 
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 BlackRock GNMA Inv C  vs   American Funds US Government S
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Daily Returns (%)
UGSBX   BGPCX   
 
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Timeline
Assuming 30 trading days horizon, BlackRock GNMA Inv C is expected to under-perform the American. In addition to that, BlackRock is 1.1 times more volatile than American Funds US Government Sec B. It trades about -0.45 of its total potential returns per unit of risk. American Funds US Government Sec B is currently generating about -0.4 per unit of volatility. If you would invest  1,419  in American Funds US Government Sec B on April 18, 2013 and sell it today you would lose (11.00) from holding American Funds US Government Sec B or give up 0.78% of portfolio value over 30 days.

Diversification

Very weak diversification
Overlapping area represents amount of risk that can be diversified away by holding BlackRock GNMA Inv C and American Funds US Government S in the same portfolio assuming nothing else is changed

Correlation Coefficient

0.47
Parameters
Time Period1 Month [change]
DirectionPositive UGSBX Moved Up vs BGPCX
StrengthWeak
Accuracy86.36%
ValuesDaily Returns
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Predicted Return Density
 
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Returns   
UGSBX   BGPCX   

BlackRock GNMA Inv C

Alpha
 
Profile
    
BlackRock
Performance
0
Out Of
100
Over 30
Days
?
Over the last 30 days BlackRock GNMA Inv C has generated negative risk-adjusted returns adding no value to investors with long positions.
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Backtest
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Match ups for BlackRock

Vanguard GNMA Adm vs. BlackRock GNMA Inv C
Vanguard GNMA Inv vs. BlackRock GNMA Inv C
Franklin US Government Secs A vs. BlackRock GNMA Inv C
Franklin US Government Secs Adv vs. BlackRock GNMA Inv C
Franklin US Government Secs C vs. BlackRock GNMA Inv C
Franklin US Government Secs B vs. BlackRock GNMA Inv C
Franklin US Government Secs R vs. BlackRock GNMA Inv C
Fidelity GNMA Fund vs. BlackRock GNMA Inv C
American Funds US Government Sec B vs. BlackRock GNMA Inv C
American Funds US Government Sec 529E vs. BlackRock GNMA Inv C
  

American Funds US Government Sec B

Alpha
 
Profile
    
American
Performance
0
Out Of
100
Over 30
Days
?
Over the last 30 days American Funds US Government Sec B has generated negative risk-adjusted returns adding no value to investors with long positions.
Check Performance
Backtest
Predict Price
    

Match ups for American

Vanguard GNMA Adm vs. American Funds US Government Sec B
Vanguard GNMA Inv vs. American Funds US Government Sec B
Franklin US Government Secs A vs. American Funds US Government Sec B
Franklin US Government Secs Adv vs. American Funds US Government Sec B
Franklin US Government Secs C vs. American Funds US Government Sec B
Franklin US Government Secs B vs. American Funds US Government Sec B
Franklin US Government Secs R vs. American Funds US Government Sec B
Fidelity GNMA Fund vs. American Funds US Government Sec B
American Funds US Government Sec 529E vs. American Funds US Government Sec B


 
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