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AGTHX vs. VFIAX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between AGTHX and VFIAX is 0.94, 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.


Performance

AGTHX vs. VFIAX - 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 Vanguard 500 Index Fund Admiral Shares (VFIAX). The values are adjusted to include any dividend payments, if applicable.

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Key characteristics

Sharpe Ratio

AGTHX:

0.66

VFIAX:

0.59

Sortino Ratio

AGTHX:

0.98

VFIAX:

0.88

Omega Ratio

AGTHX:

1.14

VFIAX:

1.13

Calmar Ratio

AGTHX:

0.64

VFIAX:

0.56

Martin Ratio

AGTHX:

2.27

VFIAX:

2.13

Ulcer Index

AGTHX:

6.07%

VFIAX:

4.91%

Daily Std Dev

AGTHX:

22.95%

VFIAX:

19.70%

Max Drawdown

AGTHX:

-51.65%

VFIAX:

-55.20%

Current Drawdown

AGTHX:

-5.10%

VFIAX:

-5.22%

Returns By Period

In the year-to-date period, AGTHX achieves a 1.22% return, which is significantly higher than VFIAX's -0.84% return. Both investments have delivered pretty close results over the past 10 years, with AGTHX having a 12.65% annualized return and VFIAX not far behind at 12.62%.


AGTHX

YTD

1.22%

1M

7.12%

6M

-0.20%

1Y

13.99%

3Y*

18.07%

5Y*

13.99%

10Y*

12.65%

VFIAX

YTD

-0.84%

1M

5.15%

6M

-2.45%

1Y

10.82%

3Y*

15.46%

5Y*

16.15%

10Y*

12.62%

*Annualized

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AGTHX vs. VFIAX - Expense Ratio Comparison

AGTHX has a 0.61% expense ratio, which is higher than VFIAX's 0.04% expense ratio.


Go deeper with the Portfolio Analysis tool — backtest performance, assess risk, compare to benchmarks, and more

Risk-Adjusted Performance

AGTHX vs. VFIAX — Risk-Adjusted Performance Rank

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

AGTHX
The Risk-Adjusted Performance Rank of AGTHX is 6363
Overall Rank
The Sharpe Ratio Rank of AGTHX is 5757
Sharpe Ratio Rank
The Sortino Ratio Rank of AGTHX is 6363
Sortino Ratio Rank
The Omega Ratio Rank of AGTHX is 6666
Omega Ratio Rank
The Calmar Ratio Rank of AGTHX is 6767
Calmar Ratio Rank
The Martin Ratio Rank of AGTHX is 6161
Martin Ratio Rank

VFIAX
The Risk-Adjusted Performance Rank of VFIAX is 5757
Overall Rank
The Sharpe Ratio Rank of VFIAX is 5151
Sharpe Ratio Rank
The Sortino Ratio Rank of VFIAX is 5555
Sortino Ratio Rank
The Omega Ratio Rank of VFIAX is 5959
Omega Ratio Rank
The Calmar Ratio Rank of VFIAX is 6161
Calmar Ratio Rank
The Martin Ratio Rank of VFIAX is 5858
Martin 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.

AGTHX vs. VFIAX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for American Funds The Growth Fund of America Class A (AGTHX) and Vanguard 500 Index Fund Admiral Shares (VFIAX). 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.


The current AGTHX Sharpe Ratio is 0.66, which is comparable to the VFIAX Sharpe Ratio of 0.59. The chart below compares the historical Sharpe Ratios of AGTHX and VFIAX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Go to the full Sharpe Ratio tool to analyze any stock or portfolio. Customize time frames, set your own risk-free rate, and more

Dividends

AGTHX vs. VFIAX - Dividend Comparison

AGTHX's dividend yield for the trailing twelve months is around 8.88%, more than VFIAX's 1.30% yield.


TTM20242023202220212020201920182017201620152014
AGTHX
American Funds The Growth Fund of America Class A
8.88%8.99%6.81%0.75%8.18%4.30%7.15%11.99%7.03%6.61%8.87%9.90%
VFIAX
Vanguard 500 Index Fund Admiral Shares
1.30%1.24%1.45%1.68%1.24%1.53%1.87%2.05%1.78%2.02%2.10%1.85%

Drawdowns

AGTHX vs. VFIAX - Drawdown Comparison

The maximum AGTHX drawdown since its inception was -51.65%, smaller than the maximum VFIAX drawdown of -55.20%. Use the drawdown chart below to compare losses from any high point for AGTHX and VFIAX.


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Go to the full Drawdowns tool for more analysis options, including inflation-adjusted drawdowns, and more

Volatility

AGTHX vs. VFIAX - Volatility Comparison

American Funds The Growth Fund of America Class A (AGTHX) has a higher volatility of 5.23% compared to Vanguard 500 Index Fund Admiral Shares (VFIAX) at 4.37%. This indicates that AGTHX's price experiences larger fluctuations and is considered to be riskier than VFIAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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