PortfoliosLab logo
PortfoliosLab logo
Tools
Performance Analysis
Portfolio Analysis
Factor Model
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
AFMFX vs. PRK
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between AFMFX and PRK is 0.50, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


-0.50.00.51.00.5

Performance

AFMFX vs. PRK - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in American Funds American Mutual Fund Class F-3 (AFMFX) and Park National Corporation (PRK). The values are adjusted to include any dividend payments, if applicable.

60.00%80.00%100.00%120.00%140.00%JulyAugustSeptemberOctoberNovemberDecember
109.43%
106.55%
AFMFX
PRK

Key characteristics

Sharpe Ratio

AFMFX:

0.95

PRK:

0.97

Sortino Ratio

AFMFX:

1.24

PRK:

1.67

Omega Ratio

AFMFX:

1.19

PRK:

1.21

Calmar Ratio

AFMFX:

1.06

PRK:

2.10

Martin Ratio

AFMFX:

6.60

PRK:

5.01

Ulcer Index

AFMFX:

1.54%

PRK:

7.01%

Daily Std Dev

AFMFX:

10.67%

PRK:

36.14%

Max Drawdown

AFMFX:

-29.79%

PRK:

-65.54%

Current Drawdown

AFMFX:

-9.62%

PRK:

-15.93%

Returns By Period

In the year-to-date period, AFMFX achieves a 8.97% return, which is significantly lower than PRK's 33.62% return.


AFMFX

YTD

8.97%

1M

-7.33%

6M

0.82%

1Y

9.51%

5Y*

8.65%

10Y*

N/A

PRK

YTD

33.62%

1M

-9.61%

6M

27.28%

1Y

33.87%

5Y*

14.82%

10Y*

11.47%

Compare stocks, funds, or ETFs

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


Risk-Adjusted Performance

AFMFX vs. PRK - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for American Funds American Mutual Fund Class F-3 (AFMFX) and Park National Corporation (PRK). 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 AFMFX, currently valued at 0.95, compared to the broader market-1.000.001.002.003.004.000.950.97
The chart of Sortino ratio for AFMFX, currently valued at 1.24, compared to the broader market-2.000.002.004.006.008.0010.001.241.67
The chart of Omega ratio for AFMFX, currently valued at 1.19, compared to the broader market0.501.001.502.002.503.003.501.191.21
The chart of Calmar ratio for AFMFX, currently valued at 1.06, compared to the broader market0.005.0010.0015.001.062.10
The chart of Martin ratio for AFMFX, currently valued at 6.60, compared to the broader market0.0020.0040.0060.006.605.01
AFMFX
PRK

The current AFMFX Sharpe Ratio is 0.95, which is comparable to the PRK Sharpe Ratio of 0.97. The chart below compares the historical Sharpe Ratios of AFMFX and PRK, 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
0.95
0.97
AFMFX
PRK

Dividends

AFMFX vs. PRK - Dividend Comparison

AFMFX's dividend yield for the trailing twelve months is around 1.43%, less than PRK's 2.75% yield.


TTM20232022202120202019201820172016201520142013
AFMFX
American Funds American Mutual Fund Class F-3
1.43%2.43%2.33%1.93%2.22%2.31%2.56%2.28%0.00%0.00%0.00%0.00%
PRK
Park National Corporation
2.75%3.16%3.31%3.29%4.08%4.14%4.79%3.62%3.14%4.16%4.25%4.42%

Drawdowns

AFMFX vs. PRK - Drawdown Comparison

The maximum AFMFX drawdown since its inception was -29.79%, smaller than the maximum PRK drawdown of -65.54%. Use the drawdown chart below to compare losses from any high point for AFMFX and PRK. For additional features, visit the drawdowns tool.


-15.00%-10.00%-5.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-9.62%
-15.93%
AFMFX
PRK

Volatility

AFMFX vs. PRK - Volatility Comparison

The current volatility for American Funds American Mutual Fund Class F-3 (AFMFX) is 6.12%, while Park National Corporation (PRK) has a volatility of 8.88%. This indicates that AFMFX experiences smaller price fluctuations and is considered to be less risky than PRK based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.00%5.00%10.00%15.00%20.00%JulyAugustSeptemberOctoberNovemberDecember
6.12%
8.88%
AFMFX
PRK
PortfoliosLab logo
Performance Analysis
Portfolio AnalysisPortfolio PerformanceStock ComparisonSharpe RatioMartin RatioTreynor RatioSortino RatioOmega RatioCalmar RatioSummers Ratio
Community
Discussions


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.

Copyright © 2024 PortfoliosLab