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AAMTX vs. ^GSPC
Performance
Risk-Adjusted Performance
Drawdowns
Volatility

Correlation

The correlation between AAMTX and ^GSPC is 0.96, 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.


-0.50.00.51.01.0

Performance

AAMTX vs. ^GSPC - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in American Funds 2055 Target Date Retirement Fund (AAMTX) and S&P 500 (^GSPC). The values are adjusted to include any dividend payments, if applicable.

-5.00%0.00%5.00%10.00%JulyAugustSeptemberOctoberNovemberDecember
6.90%
10.26%
AAMTX
^GSPC

Key characteristics

Sharpe Ratio

AAMTX:

1.61

^GSPC:

2.16

Sortino Ratio

AAMTX:

2.19

^GSPC:

2.87

Omega Ratio

AAMTX:

1.29

^GSPC:

1.40

Calmar Ratio

AAMTX:

2.56

^GSPC:

3.19

Martin Ratio

AAMTX:

10.21

^GSPC:

13.87

Ulcer Index

AAMTX:

1.76%

^GSPC:

1.95%

Daily Std Dev

AAMTX:

11.19%

^GSPC:

12.54%

Max Drawdown

AAMTX:

-29.32%

^GSPC:

-56.78%

Current Drawdown

AAMTX:

-1.76%

^GSPC:

-0.82%

Returns By Period

In the year-to-date period, AAMTX achieves a 17.32% return, which is significantly lower than ^GSPC's 26.63% return. Over the past 10 years, AAMTX has underperformed ^GSPC with an annualized return of 9.43%, while ^GSPC has yielded a comparatively higher 11.23% annualized return.


AAMTX

YTD

17.32%

1M

0.66%

6M

6.73%

1Y

17.98%

5Y*

9.63%

10Y*

9.43%

^GSPC

YTD

26.63%

1M

1.18%

6M

10.44%

1Y

27.03%

5Y*

13.30%

10Y*

11.23%

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Risk-Adjusted Performance

AAMTX vs. ^GSPC - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for American Funds 2055 Target Date Retirement Fund (AAMTX) and S&P 500 (^GSPC). 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.


Sharpe ratio
The chart of Sharpe ratio for AAMTX, currently valued at 1.61, compared to the broader market-1.000.001.002.003.004.001.612.16
The chart of Sortino ratio for AAMTX, currently valued at 2.19, compared to the broader market-2.000.002.004.006.008.0010.002.192.87
The chart of Omega ratio for AAMTX, currently valued at 1.29, compared to the broader market0.501.001.502.002.503.003.501.291.40
The chart of Calmar ratio for AAMTX, currently valued at 2.56, compared to the broader market0.002.004.006.008.0010.0012.0014.002.563.19
The chart of Martin ratio for AAMTX, currently valued at 10.21, compared to the broader market0.0020.0040.0060.0010.2113.87
AAMTX
^GSPC

The current AAMTX Sharpe Ratio is 1.61, which is comparable to the ^GSPC Sharpe Ratio of 2.16. The chart below compares the historical Sharpe Ratios of AAMTX and ^GSPC, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio1.001.502.002.503.003.50JulyAugustSeptemberOctoberNovemberDecember
1.61
2.16
AAMTX
^GSPC

Drawdowns

AAMTX vs. ^GSPC - Drawdown Comparison

The maximum AAMTX drawdown since its inception was -29.32%, smaller than the maximum ^GSPC drawdown of -56.78%. Use the drawdown chart below to compare losses from any high point for AAMTX and ^GSPC. For additional features, visit the drawdowns tool.


-8.00%-6.00%-4.00%-2.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-1.76%
-0.82%
AAMTX
^GSPC

Volatility

AAMTX vs. ^GSPC - Volatility Comparison

The current volatility for American Funds 2055 Target Date Retirement Fund (AAMTX) is 3.73%, while S&P 500 (^GSPC) has a volatility of 3.96%. This indicates that AAMTX experiences smaller price fluctuations and is considered to be less risky than ^GSPC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%3.00%4.00%5.00%6.00%JulyAugustSeptemberOctoberNovemberDecember
3.73%
3.96%
AAMTX
^GSPC
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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