PortfoliosLab logoPortfoliosLab logo
AALTX vs. AIVSX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

AALTX vs. AIVSX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in American Funds 2050 Target Date Retirement Fund (AALTX) and American Funds Investment Company of America Class A (AIVSX). The values are adjusted to include any dividend payments, if applicable.

Loading graphics...

AALTX vs. AIVSX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
AALTX
American Funds 2050 Target Date Retirement Fund
-3.14%20.06%15.09%20.34%-19.14%16.96%19.07%24.59%-5.87%22.18%
AIVSX
American Funds Investment Company of America Class A
-4.87%20.47%24.90%28.56%-15.50%25.10%14.47%24.10%-8.21%19.54%

Returns By Period

In the year-to-date period, AALTX achieves a -3.14% return, which is significantly higher than AIVSX's -4.87% return. Over the past 10 years, AALTX has underperformed AIVSX with an annualized return of 10.80%, while AIVSX has yielded a comparatively higher 12.88% annualized return.


AALTX

1D
2.61%
1M
-6.25%
YTD
-3.14%
6M
-0.66%
1Y
17.54%
3Y*
14.94%
5Y*
7.65%
10Y*
10.80%

AIVSX

1D
3.05%
1M
-5.90%
YTD
-4.87%
6M
-3.21%
1Y
17.66%
3Y*
20.05%
5Y*
12.46%
10Y*
12.88%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


AALTX vs. AIVSX - Expense Ratio Comparison

AALTX has a 0.33% expense ratio, which is lower than AIVSX's 0.57% expense ratio.


Return for Risk

AALTX vs. AIVSX — Risk / Return Rank

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

AALTX
AALTX Risk / Return Rank: 7171
Overall Rank
AALTX Sharpe Ratio Rank: 6767
Sharpe Ratio Rank
AALTX Sortino Ratio Rank: 7171
Sortino Ratio Rank
AALTX Omega Ratio Rank: 6565
Omega Ratio Rank
AALTX Calmar Ratio Rank: 7474
Calmar Ratio Rank
AALTX Martin Ratio Rank: 7777
Martin Ratio Rank

AIVSX
AIVSX Risk / Return Rank: 6363
Overall Rank
AIVSX Sharpe Ratio Rank: 5454
Sharpe Ratio Rank
AIVSX Sortino Ratio Rank: 5959
Sortino Ratio Rank
AIVSX Omega Ratio Rank: 5757
Omega Ratio Rank
AIVSX Calmar Ratio Rank: 7272
Calmar Ratio Rank
AIVSX Martin Ratio Rank: 7474
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.

AALTX vs. AIVSX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for American Funds 2050 Target Date Retirement Fund (AALTX) and American Funds Investment Company of America Class A (AIVSX). 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.


AALTXAIVSXDifference

Sharpe ratio

Return per unit of total volatility

1.23

1.04

+0.19

Sortino ratio

Return per unit of downside risk

1.82

1.59

+0.24

Omega ratio

Gain probability vs. loss probability

1.26

1.23

+0.03

Calmar ratio

Return relative to maximum drawdown

1.80

1.72

+0.08

Martin ratio

Return relative to average drawdown

7.77

7.16

+0.61

AALTX vs. AIVSX - Sharpe Ratio Comparison

The current AALTX Sharpe Ratio is 1.23, which is comparable to the AIVSX Sharpe Ratio of 1.04. The chart below compares the historical Sharpe Ratios of AALTX and AIVSX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Loading graphics...

Sharpe Ratios by Period


AALTXAIVSXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.23

1.04

+0.19

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.54

0.78

-0.24

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.73

0.78

-0.05

Sharpe Ratio (All Time)

Calculated using the full available price history

0.50

0.67

-0.17

Correlation

The correlation between AALTX and AIVSX is 0.97, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Dividends

AALTX vs. AIVSX - Dividend Comparison

AALTX's dividend yield for the trailing twelve months is around 6.00%, less than AIVSX's 11.17% yield.


TTM20252024202320222021202020192018201720162015
AALTX
American Funds 2050 Target Date Retirement Fund
6.00%5.81%3.33%2.36%7.07%4.32%3.13%4.17%4.77%2.36%3.53%4.85%
AIVSX
American Funds Investment Company of America Class A
11.17%10.60%9.29%4.96%6.12%6.94%1.65%6.15%9.61%7.08%5.48%8.95%

Drawdowns

AALTX vs. AIVSX - Drawdown Comparison

The maximum AALTX drawdown since its inception was -50.02%, roughly equal to the maximum AIVSX drawdown of -50.90%. Use the drawdown chart below to compare losses from any high point for AALTX and AIVSX.


Loading graphics...

Drawdown Indicators


AALTXAIVSXDifference

Max Drawdown

Largest peak-to-trough decline

-50.02%

-50.90%

+0.88%

Max Drawdown (1Y)

Largest decline over 1 year

-9.98%

-10.76%

+0.78%

Max Drawdown (5Y)

Largest decline over 5 years

-26.68%

-24.31%

-2.37%

Max Drawdown (10Y)

Largest decline over 10 years

-29.30%

-31.09%

+1.79%

Current Drawdown

Current decline from peak

-7.09%

-7.34%

+0.25%

Average Drawdown

Average peak-to-trough decline

-7.23%

-5.93%

-1.30%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.32%

2.59%

-0.27%

Volatility

AALTX vs. AIVSX - Volatility Comparison

The current volatility for American Funds 2050 Target Date Retirement Fund (AALTX) is 5.39%, while American Funds Investment Company of America Class A (AIVSX) has a volatility of 5.75%. This indicates that AALTX experiences smaller price fluctuations and is considered to be less risky than AIVSX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading graphics...

Volatility by Period


AALTXAIVSXDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.39%

5.75%

-0.36%

Volatility (6M)

Calculated over the trailing 6-month period

9.02%

9.93%

-0.91%

Volatility (1Y)

Calculated over the trailing 1-year period

14.79%

17.56%

-2.77%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.21%

15.96%

-1.75%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

14.82%

16.55%

-1.73%