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American Funds
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Diversification

Asset Allocation


AEPGX 10%AIVSX 10%ANCFX 10%AGTHX 10%SMCWX 10%CWGIX 10%AWSHX 10%ANWPX 10%AAMTX 10%GWPAX 10%EquityEquityMulti-AssetMulti-Asset
PositionCategory/SectorWeight
AAMTX
American Funds 2055 Target Date Retirement Fund
Target Retirement Date

10%

AEPGX
American Funds EuroPacific Growth Fund Class A
Foreign Large Cap Equities

10%

AGTHX
American Funds The Growth Fund of America Class A
Large Cap Growth Equities

10%

AIVSX
American Funds Investment Company of America Class A
Large Cap Blend Equities

10%

ANCFX
American Funds Fundamental Investors Class A
Large Cap Blend Equities

10%

ANWPX
American Funds New Perspective Fund Class A
Large Cap Growth Equities, Global Equities

10%

AWSHX
American Funds Washington Mutual Investors Fund Class A
Large Cap Blend Equities

10%

CWGIX
American Funds Capital World Growth and Income Fund Class A
Global Equities

10%

GWPAX
American Funds Growth Portfolio Class A
Diversified Portfolio

10%

SMCWX
American Funds SMALLCAP World Fund Class A
Foreign Small & Mid Cap Equities, Mid Cap Growth Equities

10%

S&P 500

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in American 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 rebalanced Quarterly


260.00%280.00%300.00%320.00%340.00%FebruaryMarchAprilMayJuneJuly
291.80%
316.86%
American Funds
Benchmark (^GSPC)
Portfolio components

The earliest data available for this chart is May 18, 2012, corresponding to the inception date of GWPAX

Returns By Period

As of Jul 25, 2024, the American Funds returned 10.22% Year-To-Date and 9.65% of annualized return in the last 10 years.


Year-To-Date1 month6 months1 year5 years (annualized)10 years (annualized)
^GSPC
S&P 500
13.20%-1.28%10.32%18.23%12.31%10.58%
American Funds9.77%-1.18%8.88%15.78%10.34%9.61%
AEPGX
American Funds EuroPacific Growth Fund Class A
5.60%-1.89%5.95%7.23%4.31%4.37%
AIVSX
American Funds Investment Company of America Class A
13.96%-0.52%11.63%23.05%13.69%11.35%
ANCFX
American Funds Fundamental Investors Class A
12.87%-2.04%10.95%20.91%12.48%11.56%
AGTHX
American Funds The Growth Fund of America Class A
13.77%-2.68%11.03%23.44%13.60%12.80%
SMCWX
American Funds SMALLCAP World Fund Class A
2.07%1.90%4.89%5.23%6.53%7.80%
CWGIX
American Funds Capital World Growth and Income Fund Class A
8.63%-1.58%7.81%13.81%8.97%7.48%
AWSHX
American Funds Washington Mutual Investors Fund Class A
11.66%0.17%10.05%18.31%11.44%10.79%
AAMTX
American Funds 2055 Target Date Retirement Fund
8.81%-1.01%8.03%14.33%9.39%8.82%
ANWPX
American Funds New Perspective Fund Class A
9.43%-2.47%8.75%14.16%11.25%10.51%
GWPAX
American Funds Growth Portfolio Class A
10.88%-1.63%9.41%18.00%10.65%9.83%

Monthly Returns

The table below presents the monthly returns of American Funds, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20240.38%5.11%3.19%-3.82%3.72%2.01%9.77%
20237.39%-2.73%2.66%1.32%-0.39%5.72%3.38%-2.40%-4.66%-2.76%9.19%5.93%23.80%
2022-7.23%-3.11%1.51%-8.92%0.40%-8.89%7.05%-3.55%-8.64%6.25%7.60%-4.28%-21.54%
2021-0.47%2.66%1.93%4.54%1.13%0.66%0.63%2.95%-4.02%5.68%-3.12%3.42%16.69%
2020-1.02%-6.58%-13.19%11.71%5.97%3.06%5.12%6.13%-2.66%-2.25%12.02%5.50%22.85%
20197.71%2.75%1.79%3.31%-5.79%6.24%0.36%-1.93%0.85%2.62%3.67%3.33%27.10%
20186.13%-3.53%-1.73%0.73%1.45%0.01%2.33%0.82%0.27%-8.09%1.77%-6.85%-7.32%
20173.38%2.40%1.38%1.90%2.18%0.42%2.78%0.24%2.21%2.52%1.68%1.30%24.78%
2016-5.86%-1.00%6.76%1.50%1.03%-0.32%4.07%0.42%0.88%-2.00%1.65%1.03%7.92%
2015-1.12%5.13%-0.85%1.98%1.13%-1.79%1.32%-6.08%-3.29%7.23%0.36%-1.87%1.46%
2014-3.03%5.07%-0.65%-0.13%2.53%1.80%-2.06%3.04%-2.24%1.53%1.88%-0.69%6.95%
20134.38%0.42%2.61%2.73%1.38%-1.97%4.80%-2.09%5.21%3.72%2.30%2.94%29.49%

Expense Ratio

American Funds features an expense ratio of 0.67%, falling within the medium range. Below you can find the expense ratios of portfolio funds side-by-side and effortlessly compare their relative costs.


Expense ratio chart for SMCWX: current value at 1.02% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%1.02%
Expense ratio chart for AEPGX: current value at 0.80% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.80%
Expense ratio chart for CWGIX: current value at 0.75% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.75%
Expense ratio chart for GWPAX: current value at 0.73% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.73%
Expense ratio chart for ANWPX: current value at 0.72% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.72%
Expense ratio chart for AGTHX: current value at 0.61% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.61%
Expense ratio chart for ANCFX: current value at 0.59% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.59%
Expense ratio chart for AWSHX: current value at 0.58% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.58%
Expense ratio chart for AIVSX: current value at 0.57% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.57%
Expense ratio chart for AAMTX: current value at 0.33% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.33%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of American Funds is 40, suggesting that the investment has average results relative to other portfolios in terms of risk-adjusted performance. This ranking is determined by the cumulative values of the indicators listed below.


The Risk-Adjusted Performance Rank of American Funds is 4040
American Funds
The Sharpe Ratio Rank of American Funds is 4242Sharpe Ratio Rank
The Sortino Ratio Rank of American Funds is 4343Sortino Ratio Rank
The Omega Ratio Rank of American Funds is 4343Omega Ratio Rank
The Calmar Ratio Rank of American Funds is 3030Calmar Ratio Rank
The Martin Ratio Rank of American Funds is 4040Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

Risk-Adjusted Performance Indicators

This table presents a comparison of risk-adjusted performance metrics for positions. 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.


American Funds
Sharpe ratio
The chart of Sharpe ratio for American Funds, currently valued at 1.33, compared to the broader market-1.000.001.002.003.004.001.33
Sortino ratio
The chart of Sortino ratio for American Funds, currently valued at 1.94, compared to the broader market-2.000.002.004.006.001.94
Omega ratio
The chart of Omega ratio for American Funds, currently valued at 1.24, compared to the broader market0.801.001.201.401.601.801.24
Calmar ratio
The chart of Calmar ratio for American Funds, currently valued at 0.84, compared to the broader market0.002.004.006.008.000.84
Martin ratio
The chart of Martin ratio for American Funds, currently valued at 4.58, compared to the broader market0.0010.0020.0030.0040.004.58
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 1.58, compared to the broader market-1.000.001.002.003.004.001.58
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 2.22, compared to the broader market-2.000.002.004.006.002.22
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.28, compared to the broader market0.801.001.201.401.601.801.28
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 1.29, compared to the broader market0.002.004.006.008.001.29
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 5.98, compared to the broader market0.0010.0020.0030.0040.005.98

Portfolio components
Sharpe ratioSortino ratioOmega ratioCalmar ratioMartin ratio
AEPGX
American Funds EuroPacific Growth Fund Class A
0.590.931.110.241.51
AIVSX
American Funds Investment Company of America Class A
1.962.751.352.568.59
ANCFX
American Funds Fundamental Investors Class A
1.682.371.301.887.11
AGTHX
American Funds The Growth Fund of America Class A
1.281.901.270.976.24
SMCWX
American Funds SMALLCAP World Fund Class A
0.400.681.080.160.99
CWGIX
American Funds Capital World Growth and Income Fund Class A
1.261.841.230.994.22
AWSHX
American Funds Washington Mutual Investors Fund Class A
1.822.611.332.317.62
AAMTX
American Funds 2055 Target Date Retirement Fund
1.351.951.240.834.48
ANWPX
American Funds New Perspective Fund Class A
1.171.701.210.613.92
GWPAX
American Funds Growth Portfolio Class A
1.381.961.240.765.06

Sharpe Ratio

The current American Funds Sharpe ratio is 1.42. This value is calculated based on the past 1 year of trading data and takes into account price changes and dividends.

Compared to the broad market, where average Sharpe ratios range from 1.23 to 1.94, this portfolio's current Sharpe ratio lies between the 25th and 75th percentiles. This indicates that the its risk-adjusted performance is in line with the majority of portfolios. This suggests a balanced approach to risk and return, which might be suitable for a broad range of investors.

Use the chart below to compare the Sharpe ratio of American Funds with the selected benchmark, providing insights into the investment's historical performance in terms of risk-adjusted returns. Go to the Sharpe ratio tool for more fine-grained control over the calculation options.


Rolling 12-month Sharpe Ratio1.001.502.002.503.00FebruaryMarchAprilMayJuneJuly
1.33
1.58
American Funds
Benchmark (^GSPC)
Portfolio components

Dividends

Dividend yield

American Funds granted a 4.17% dividend yield in the last twelve months.


TTM20232022202120202019201820172016201520142013
American Funds4.17%4.05%4.30%6.51%2.54%5.13%8.24%5.68%4.13%5.97%6.82%4.30%
AEPGX
American Funds EuroPacific Growth Fund Class A
5.55%3.57%1.72%5.15%0.17%2.79%6.34%4.66%1.24%3.05%1.38%0.91%
AIVSX
American Funds Investment Company of America Class A
4.80%4.96%6.12%6.94%1.65%6.51%11.61%7.25%5.45%9.75%11.66%9.04%
ANCFX
American Funds Fundamental Investors Class A
5.00%5.80%4.98%10.97%2.61%7.34%10.96%7.68%4.66%6.28%9.83%3.46%
AGTHX
American Funds The Growth Fund of America Class A
5.98%6.81%0.75%8.18%4.55%7.89%12.71%7.54%6.61%8.87%9.90%6.71%
SMCWX
American Funds SMALLCAP World Fund Class A
0.62%0.64%0.00%9.24%1.60%4.24%7.06%4.48%0.35%6.49%10.48%4.95%
CWGIX
American Funds Capital World Growth and Income Fund Class A
3.17%3.42%2.09%6.82%1.23%2.44%7.38%6.70%5.23%4.02%2.24%2.19%
AWSHX
American Funds Washington Mutual Investors Fund Class A
8.15%6.14%6.31%3.23%3.06%6.76%8.09%7.40%6.36%6.22%7.00%4.96%
AAMTX
American Funds 2055 Target Date Retirement Fund
2.04%2.22%6.92%4.15%2.98%3.92%4.46%2.18%3.19%4.06%4.11%3.17%
ANWPX
American Funds New Perspective Fund Class A
4.89%5.36%4.16%7.01%4.13%3.67%7.59%5.50%3.86%6.14%7.58%6.26%
GWPAX
American Funds Growth Portfolio Class A
1.45%1.61%9.94%3.42%3.42%5.77%6.19%3.39%4.36%4.84%3.99%1.36%

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way.


-5.00%-4.00%-3.00%-2.00%-1.00%0.00%FebruaryMarchAprilMayJuneJuly
-4.58%
-4.73%
American Funds
Benchmark (^GSPC)
Portfolio components

Worst Drawdowns

The table below displays the maximum drawdowns of the American 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 American Funds was 32.07%, occurring on Mar 23, 2020. Recovery took 84 trading sessions.

The current American Funds drawdown is 4.19%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-32.07%Feb 20, 202023Mar 23, 202084Jul 22, 2020107
-29.73%Nov 17, 2021229Oct 14, 2022339Feb 22, 2024568
-18.53%Jan 29, 2018230Dec 24, 201885Apr 29, 2019315
-16.87%Jun 24, 2015161Feb 11, 2016122Aug 5, 2016283
-8.14%Jul 7, 201472Oct 15, 201427Nov 21, 201499

Volatility

Volatility Chart

The current American Funds volatility is 3.69%, representing the average percentage change in the investments's value, either up or down over the past month. The chart below shows the rolling one-month volatility.


1.50%2.00%2.50%3.00%3.50%4.00%FebruaryMarchAprilMayJuneJuly
3.69%
3.80%
American Funds
Benchmark (^GSPC)
Portfolio components

Diversification

Asset Correlations Table

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

AEPGXAWSHXSMCWXAGTHXAIVSXCWGIXANWPXANCFXGWPAXAAMTX
AEPGX1.000.750.860.800.790.930.910.820.870.88
AWSHX0.751.000.790.860.950.890.860.950.890.93
SMCWX0.860.791.000.890.840.880.910.880.930.92
AGTHX0.800.860.891.000.930.900.940.950.970.95
AIVSX0.790.950.840.931.000.930.910.970.950.96
CWGIX0.930.890.880.900.931.000.950.940.950.97
ANWPX0.910.860.910.940.910.951.000.940.960.96
ANCFX0.820.950.880.950.970.940.941.000.970.98
GWPAX0.870.890.930.970.950.950.960.971.000.98
AAMTX0.880.930.920.950.960.970.960.980.981.00
The correlation results are calculated based on daily price changes starting from May 21, 2012