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AGTHX vs. RETSX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

AGTHX vs. RETSX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in American Funds The Growth Fund of America Class A (AGTHX) and Russell Investment Tax-Managed U.S. Large Cap Fund (RETSX). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, AGTHX achieves a -7.43% return, which is significantly lower than RETSX's -4.14% return. Over the past 10 years, AGTHX has outperformed RETSX with an annualized return of 14.44%, while RETSX has yielded a comparatively lower 12.05% annualized return.


AGTHX

1D
-0.35%
1M
-5.05%
YTD
-7.43%
6M
-6.96%
1Y
29.88%
3Y*
20.45%
5Y*
9.11%
10Y*
14.44%

RETSX

1D
0.14%
1M
-3.50%
YTD
-4.14%
6M
-2.49%
1Y
27.10%
3Y*
15.26%
5Y*
9.42%
10Y*
12.05%
*Multi-year figures are annualized to reflect compound growth (CAGR)

AGTHX vs. RETSX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
AGTHX
American Funds The Growth Fund of America Class A
-7.43%19.73%28.02%37.22%-30.75%19.32%37.83%28.16%-3.15%26.14%
RETSX
Russell Investment Tax-Managed U.S. Large Cap Fund
-4.14%14.45%20.43%24.74%-18.96%24.82%17.70%28.94%-6.97%21.51%

Correlation

The correlation between AGTHX and RETSX is 0.93, indicating a strong positive relationship between their price movements. Combining them offers limited diversification — they'll tend to fall together during downturns. For meaningful risk reduction, look for holdings with correlations below 0.5.


AGTHX vs. RETSX - Expense Ratio Comparison

AGTHX has a 0.61% expense ratio, which is lower than RETSX's 0.92% expense ratio.


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Return for Risk

AGTHX vs. RETSX — Risk / Return Rank

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

AGTHX
AGTHX Risk / Return Rank: 3131
Overall Rank
AGTHX Sharpe Ratio Rank: 2626
Sharpe Ratio Rank
AGTHX Sortino Ratio Rank: 3131
Sortino Ratio Rank
AGTHX Omega Ratio Rank: 3030
Omega Ratio Rank
AGTHX Calmar Ratio Rank: 3535
Calmar Ratio Rank
AGTHX Martin Ratio Rank: 3535
Martin Ratio Rank

RETSX
RETSX Risk / Return Rank: 3131
Overall Rank
RETSX Sharpe Ratio Rank: 2525
Sharpe Ratio Rank
RETSX Sortino Ratio Rank: 2929
Sortino Ratio Rank
RETSX Omega Ratio Rank: 3131
Omega Ratio Rank
RETSX Calmar Ratio Rank: 3131
Calmar Ratio Rank
RETSX Martin Ratio Rank: 4141
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.

AGTHX vs. RETSX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for American Funds The Growth Fund of America Class A (AGTHX) and Russell Investment Tax-Managed U.S. Large Cap Fund (RETSX). 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.


AGTHXRETSXDifference

Sharpe ratio

Return per unit of total volatility

0.79

0.76

+0.02

Sortino ratio

Return per unit of downside risk

1.27

1.21

+0.06

Omega ratio

Gain probability vs. loss probability

1.18

1.18

0.00

Calmar ratio

Return relative to maximum drawdown

1.28

1.19

+0.09

Martin ratio

Return relative to average drawdown

4.72

5.26

-0.54

AGTHX vs. RETSX - Sharpe Ratio Comparison

The current AGTHX Sharpe Ratio is 0.79, which is comparable to the RETSX Sharpe Ratio of 0.76. The chart below compares the historical Sharpe Ratios of AGTHX and RETSX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


AGTHXRETSXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.79

0.76

+0.02

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.45

0.57

-0.11

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.74

0.68

+0.06

Sharpe Ratio (All Time)

Calculated using the full available price history

0.68

0.43

+0.25

Drawdowns

AGTHX vs. RETSX - Drawdown Comparison

The maximum AGTHX drawdown since its inception was -51.91%, smaller than the maximum RETSX drawdown of -57.35%. Use the drawdown chart below to compare losses from any high point for AGTHX and RETSX.


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Drawdown Indicators


AGTHXRETSXDifference

Max Drawdown

Largest peak-to-trough decline

-51.91%

-57.35%

+5.44%

Max Drawdown (1Y)

Largest decline over 1 year

-13.76%

-9.29%

-4.47%

Max Drawdown (5Y)

Largest decline over 5 years

-36.38%

-25.62%

-10.76%

Max Drawdown (10Y)

Largest decline over 10 years

-36.38%

-33.52%

-2.86%

Current Drawdown

Current decline from peak

-10.08%

-6.02%

-4.06%

Average Drawdown

Average peak-to-trough decline

-9.23%

-10.59%

+1.36%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.74%

2.77%

+0.97%

Volatility

AGTHX vs. RETSX - Volatility Comparison

American Funds The Growth Fund of America Class A (AGTHX) has a higher volatility of 6.67% compared to Russell Investment Tax-Managed U.S. Large Cap Fund (RETSX) at 5.14%. This indicates that AGTHX's price experiences larger fluctuations and is considered to be riskier than RETSX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


AGTHXRETSXDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.67%

5.14%

+1.53%

Volatility (6M)

Calculated over the trailing 6-month period

12.17%

9.36%

+2.81%

Volatility (1Y)

Calculated over the trailing 1-year period

21.03%

18.19%

+2.84%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

20.22%

16.71%

+3.51%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

19.64%

17.80%

+1.84%

Dividends

AGTHX vs. RETSX - Dividend Comparison

AGTHX's dividend yield for the trailing twelve months is around 11.55%, more than RETSX's 0.46% yield.


TTM20252024202320222021202020192018201720162015
AGTHX
American Funds The Growth Fund of America Class A
11.55%10.69%8.99%7.40%4.05%8.18%4.30%7.15%11.99%7.03%6.61%8.87%
RETSX
Russell Investment Tax-Managed U.S. Large Cap Fund
0.46%0.44%0.49%0.54%0.59%0.14%0.47%0.78%0.90%1.02%0.84%0.76%