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amer funds
Performance
Return for Risk
Dividends
Drawdowns
Volatility
Diversification

Asset Allocation


S&P 500 Index

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in amer funds, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends. The portfolio is never rebalanced.


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The earliest data available for this chart is Mar 26, 1993, corresponding to the inception date of CWGIX

Returns By Period

As of Apr 11, 2026, the amer funds returned 1.37% Year-To-Date and 11.90% of annualized return in the last 10 years.


1D1MYTD6M1Y3Y*5Y*10Y*
Benchmark
S&P 500 Index
-0.11%2.16%-0.42%4.03%27.10%18.38%10.55%12.70%
Portfolio
amer funds
0.32%2.20%1.37%5.86%29.87%18.89%9.68%11.90%
AGTHX
American Funds The Growth Fund of America Class A
0.49%1.68%-3.49%-0.43%28.07%22.50%9.44%14.97%
CAIBX
American Funds Capital Income Builder Class A
0.06%2.34%4.72%9.03%25.02%13.80%8.67%7.87%
AMECX
American Funds The Income Fund of America Class A
0.15%1.57%5.11%9.17%23.32%12.99%8.36%8.63%
CWGIX
American Funds Capital World Growth and Income Fund Class A
0.39%3.50%4.60%10.60%35.79%19.01%9.60%11.28%
ANCFX
American Funds Fundamental Investors Class A
0.39%2.20%2.11%8.09%35.55%22.74%12.72%13.98%
ANWPX
American Funds New Perspective Fund Class A
0.09%2.03%-0.54%3.46%28.32%17.03%7.64%12.93%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Monthly Returns

Based on dividend-adjusted daily data since Mar 29, 1993, amer funds's average daily return is +0.04%, while the average monthly return is +0.92%. At this rate, an investment would double in approximately 6.3 years.

Historically, 67% of months were positive and 33% were negative. The best month was Nov 2020 with a return of +11.3%, while the worst month was Oct 2008 at -17.1%. The longest winning streak lasted 15 consecutive months, and the longest losing streak was 6 months.

On a daily basis, amer funds closed higher 56% of trading days. The best single day was Oct 13, 2008 with a return of +9.6%, while the worst single day was Mar 16, 2020 at -10.4%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20262.91%0.52%-6.40%4.69%1.37%
20254.22%-1.17%-4.39%1.04%6.38%5.31%0.92%1.93%2.83%1.76%0.69%0.50%21.43%
20240.71%4.61%3.40%-3.52%3.64%2.25%1.51%2.43%2.18%-1.17%3.83%-2.16%18.80%
20236.64%-2.78%2.52%1.38%-0.63%5.43%3.20%-2.11%-4.21%-2.39%8.56%5.49%22.11%
2022-5.74%-2.93%1.85%-8.18%0.66%-8.58%6.45%-3.30%-8.23%5.84%7.01%-3.99%-19.10%
2021-0.35%2.21%2.36%4.11%1.18%1.25%0.68%2.50%-3.81%5.96%-2.56%3.58%18.07%

Benchmark Metrics

amer funds has an annualized alpha of 3.99%, beta of 0.74, and R² of 0.90 versus S&P 500 Index. Calculated based on daily prices since March 29, 1993.

  • This portfolio participates in less of S&P 500 Index's moves in both directions, but captures a larger share of gains (90.45%) than losses (79.63%) — typical of diversified or defensive assets.
  • This portfolio generated an annualized alpha of 3.99% versus S&P 500 Index — delivering returns beyond what market exposure alone would predict.

Alpha
3.99%
Beta
0.74
0.90
Upside Capture
90.45%
Downside Capture
79.63%

Expense Ratio

amer funds has an expense ratio of 0.63%, placing it in the medium range. Below, you can find the expense ratios of the portfolio's funds side by side and easily compare their relative costs.


Return for Risk

Risk / Return Rank

amer funds ranks 52 for risk / return — on par with similar portfolios. You're getting a typical balance of risk and reward. Not a standout, but not a red flag either — a reasonable choice if other factors align with your goals.


amer funds Risk / Return Rank: 5252
Overall Rank
amer funds Sharpe Ratio Rank: 4848
Sharpe Ratio Rank
amer funds Sortino Ratio Rank: 5050
Sortino Ratio Rank
amer funds Omega Ratio Rank: 4949
Omega Ratio Rank
amer funds Calmar Ratio Rank: 4949
Calmar Ratio Rank
amer funds Martin Ratio Rank: 6262
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.

Return / Risk — by metrics


PortfolioBenchmarkDifference

Sharpe ratio

Return per unit of total volatility

2.26

2.23

+0.03

Sortino ratio

Return per unit of downside risk

3.13

3.12

+0.02

Omega ratio

Gain probability vs. loss probability

1.42

1.42

0.00

Calmar ratio

Return relative to maximum drawdown

3.97

4.05

-0.08

Martin ratio

Return relative to average drawdown

17.97

17.91

+0.06


How much return does each position deliver for the risk it carries? Higher values mean better reward for the risk taken.

Risk / Return RankSharpe ratioSortino ratioOmega ratioCalmar ratioMartin ratio
AGTHX
American Funds The Growth Fund of America Class A
291.502.091.282.6310.24
CAIBX
American Funds Capital Income Builder Class A
843.134.491.604.5518.58
AMECX
American Funds The Income Fund of America Class A
843.144.471.604.4418.37
CWGIX
American Funds Capital World Growth and Income Fund Class A
752.683.721.504.2118.67
ANCFX
American Funds Fundamental Investors Class A
652.323.141.434.1519.12
ANWPX
American Funds New Perspective Fund Class A
461.992.831.373.1913.67

Sharpe Ratio

The Sharpe ratio helps investors understand how much return they're getting for the level of risk taken. A higher Sharpe ratio indicates better risk-adjusted performance, meaning more reward for each unit of risk.

amer funds Sharpe ratios as of Apr 11, 2026 (values are recalculated daily):

  • 1-Year: 2.26
  • 5-Year: 0.65
  • 10-Year: 0.77
  • All Time: 0.75

These values reflect how efficiently the investment has delivered returns relative to its volatility over different time periods. All figures are annualized and based on daily total returns (including price changes and dividends).

Compared to the broad market, where average Sharpe ratios range from 2.14 to 3.05, this portfolio's current Sharpe ratio falls between the 25th and 75th percentiles. This indicates that its risk-adjusted performance is in line with the majority of portfolios, suggesting a balanced approach to risk and return—likely suitable for a wide range of investors.

The chart below shows the rolling Sharpe ratio of amer funds compared to the selected benchmark. This view highlights how the investment's risk-adjusted performance has changed over time.


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Dividends

Dividend yield

amer funds provided a 9.06% dividend yield over the last twelve months.


TTM20252024202320222021202020192018201720162015
Portfolio9.06%9.25%7.33%4.52%4.30%7.13%2.91%4.89%7.76%5.87%4.47%5.45%
AGTHX
American Funds The Growth Fund of America Class A
11.08%10.69%8.99%7.40%4.05%8.18%4.30%7.15%11.99%7.03%6.61%8.87%
CAIBX
American Funds Capital Income Builder Class A
7.43%7.71%5.76%3.47%3.43%3.14%3.38%4.10%3.55%4.44%3.52%3.62%
AMECX
American Funds The Income Fund of America Class A
9.52%9.94%6.38%2.93%6.98%6.67%2.80%5.01%7.48%4.26%3.09%5.09%
CWGIX
American Funds Capital World Growth and Income Fund Class A
10.10%10.54%7.88%3.20%2.09%6.82%1.23%2.44%7.00%6.63%4.96%3.78%
ANCFX
American Funds Fundamental Investors Class A
8.37%8.54%8.90%5.80%4.98%10.97%2.61%6.91%9.31%7.28%4.71%6.08%
ANWPX
American Funds New Perspective Fund Class A
6.61%6.57%5.13%5.36%4.16%7.01%4.13%3.67%7.59%5.50%3.86%6.14%

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.


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Worst Drawdowns

The table below displays the maximum drawdowns of the amer funds. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.

The maximum drawdown for the amer funds was 48.57%, occurring on Mar 9, 2009. Recovery took 539 trading sessions.

The current amer funds drawdown is 2.49%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-48.57%Nov 1, 2007339Mar 9, 2009539Apr 27, 2011878
-30.08%Feb 20, 202023Mar 23, 202095Aug 6, 2020118
-28.53%Sep 5, 2000525Oct 9, 2002288Dec 1, 2003813
-26.54%Nov 9, 2021235Oct 14, 2022322Jan 29, 2024557
-18.26%May 2, 2011108Oct 3, 2011125Apr 2, 2012233

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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Diversification

Diversification Metrics


Number of Effective Assets

The portfolio contains 6 assets, with an effective number of assets of 5.71, reflecting the diversification based on asset allocation. This number of effective assets indicates a moderate level of diversification, where some assets may have a more significant influence on overall performance.

Asset Correlations Table

The table below displays the correlation coefficients between the individual components of the portfolio, the entire portfolio, and the chosen benchmark.

BenchmarkCAIBXAGTHXAMECXCWGIXANWPXANCFXPortfolio
Benchmark1.000.800.920.870.810.850.950.93
CAIBX0.801.000.740.920.890.840.840.89
AGTHX0.920.741.000.780.820.890.940.94
AMECX0.870.920.781.000.850.830.890.90
CWGIX0.810.890.820.851.000.960.880.94
ANWPX0.850.840.890.830.961.000.910.96
ANCFX0.950.840.940.890.880.911.000.97
Portfolio0.930.890.940.900.940.960.971.00
The correlation results are calculated based on daily price changes starting from Mar 29, 1993