AIDDX Performance — International Bond Fund, R6 Class
Data updated: 2024-03-27
AIDDX returned −2.92% over one year to Jan 2024. The annualised 3-year return is −8.76%. The fund trailed its Alternative category average: $100 invested three years ago grew to $76, against $107 for the category, and to $97 over one year, against $110. Volatility over the past three years was 10.63% a year. In the 12 months to Jan 2024 the fund lost a net $612.2M, and assets reached $63.15M.
AIDDX Growth of $100
What $100 invested in International Bond Fund grew to, compounded from monthly returns reported on SEC Form N-PORT, against the Alternative category average over the same months.
| Period | AIDDX | Category average |
|---|---|---|
| 1 year (Feb 2023 – Jan 2024) | $97 | $110 |
| 3 years (Feb 2021 – Jan 2024) | $76 | $107 |
| Since data start (Aug 2019 – Jan 2024) | $84 | $120 |
AIDDX Trailing Returns
Total returns to Jan 2024, from SEC N-PORT.
| Period | Total return |
|---|---|
| 1 year | −2.92% |
| 3 years (annualised) | −8.76% |
AIDDX Annual Returns
Calendar-year total returns of International Bond Fund, compounded from monthly SEC N-PORT returns. Partial years show the months covered.
| Year | Total return |
|---|---|
| 2024 (Jan–Jan) | −0.56% |
| 2023 | +1.32% |
| 2022 | −19.80% |
| 2021 | −6.87% |
| 2020 | +9.97% |
| 2019 (Aug–Dec) | +0.99% |
AIDDX Monthly Returns
Monthly total returns as reported on SEC Form N-PORT.
| Year | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024 | −0.6% | — | — | — | — | — | — | — | — | — | — | — |
| 2023 | +3.8% | −4.6% | +4.0% | +0.1% | −2.8% | −0.3% | +1.0% | −1.9% | −3.8% | −1.1% | +5.7% | +1.7% |
| 2022 | −1.9% | −1.5% | −3.5% | −6.5% | 0.0% | −5.1% | +2.0% | −5.4% | −6.3% | +0.1% | +6.9% | +0.2% |
| 2021 | −0.9% | −1.8% | −2.3% | +1.7% | +1.2% | −2.0% | +1.4% | −0.6% | −2.2% | −0.7% | −0.5% | −0.2% |
| 2020 | +0.8% | −0.5% | −5.8% | +2.0% | +0.9% | +1.2% | +4.8% | +0.7% | −0.8% | +0.7% | +3.0% | +2.8% |
| 2019 | — | — | — | — | — | — | — | +1.5% | −1.4% | +1.1% | −1.4% | +1.2% |
AIDDX Risk
Risk measures from monthly returns over Feb 2021 – Jan 2024.
- 3-year volatility (annualised): 10.63%
- 3-year Sharpe ratio: -1.25 (vs 4.5% risk-free rate)
- Best month: +6.89% (Nov 2022)
- Worst month: −6.51% (Apr 2022)
AIDDX Fund Flows
Monthly money in and out of International Bond Fund, from SEC Form N-PORT.
- 12-month net flow: −$612.2M
- 12-month gross sales (incl. reinvestments): $60.4M
- Sales ÷ redemptions: 0.09×
| Month | Sales | Redemptions | Net flow |
|---|---|---|---|
| Jan 2024 | $291K | $2.5M | −$2.2M |
| Dec 2023 | $407K | $461.5M | −$461.1M |
| Nov 2023 | $1.7M | $9.8M | −$8.1M |
| Oct 2023 | $2.4M | $2.2M | $209K |
| Sep 2023 | $4.0M | $1.8M | $2.1M |
| Aug 2023 | $13.7M | $179.8M | −$166.1M |
| Jul 2023 | $4.0M | $3.9M | $59K |
| Jun 2023 | $5.2M | $1.4M | $3.9M |
| May 2023 | $7.7M | $2.0M | $5.7M |
| Apr 2023 | $4.2M | $2.9M | $1.3M |
| Mar 2023 | $12.8M | $3.4M | $9.4M |
| Feb 2023 | $4.0M | $1.4M | $2.6M |
AIDDX Assets Under Management
Net assets of International Bond Fund by report date, from SEC N-PORT filings.
| Report date | Net assets |
|---|---|
| 2024-01-31 | $63.15M |
| 2023-10-31 | $501.04M |
| 2023-07-31 | $705.90M |
| 2023-04-30 | $710.29M |
| 2023-01-31 | $701.50M |
| 2022-10-31 | $634.65M |
| 2022-07-31 | $692.67M |
| 2022-04-30 | $705.12M |
| 2022-01-31 | $796.44M |
| 2021-10-31 | $827.35M |
| 2021-07-31 | $836.84M |
| 2021-04-30 | $799.78M |
For information only. Not investment advice: figures are as reported in SEC filings and may contain errors or be out of date. Past performance does not guarantee future results.