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

Correlation

The correlation between AGTHX and VTSAX 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. VTSAX - 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 Total Stock Market Index Fund Admiral Shares (VTSAX). The values are adjusted to include any dividend payments, if applicable.

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Key characteristics

Sharpe Ratio

AGTHX:

0.77

VTSAX:

0.65

Sortino Ratio

AGTHX:

1.19

VTSAX:

1.08

Omega Ratio

AGTHX:

1.17

VTSAX:

1.16

Calmar Ratio

AGTHX:

0.81

VTSAX:

0.70

Martin Ratio

AGTHX:

2.88

VTSAX:

2.66

Ulcer Index

AGTHX:

6.03%

VTSAX:

5.09%

Daily Std Dev

AGTHX:

22.91%

VTSAX:

19.97%

Max Drawdown

AGTHX:

-51.65%

VTSAX:

-55.34%

Current Drawdown

AGTHX:

-3.95%

VTSAX:

-4.92%

Returns By Period

In the year-to-date period, AGTHX achieves a 2.44% return, which is significantly higher than VTSAX's -0.53% return. Over the past 10 years, AGTHX has outperformed VTSAX with an annualized return of 12.77%, while VTSAX has yielded a comparatively lower 12.01% annualized return.


AGTHX

YTD

2.44%

1M

13.55%

6M

0.88%

1Y

17.61%

5Y*

15.27%

10Y*

12.77%

VTSAX

YTD

-0.53%

1M

9.66%

6M

-2.42%

1Y

12.79%

5Y*

16.76%

10Y*

12.01%

*Annualized

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AGTHX vs. VTSAX - Expense Ratio Comparison

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


Risk-Adjusted Performance

AGTHX vs. VTSAX — 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 7373
Overall Rank
The Sharpe Ratio Rank of AGTHX is 7171
Sharpe Ratio Rank
The Sortino Ratio Rank of AGTHX is 7070
Sortino Ratio Rank
The Omega Ratio Rank of AGTHX is 7373
Omega Ratio Rank
The Calmar Ratio Rank of AGTHX is 7878
Calmar Ratio Rank
The Martin Ratio Rank of AGTHX is 7070
Martin Ratio Rank

VTSAX
The Risk-Adjusted Performance Rank of VTSAX is 6767
Overall Rank
The Sharpe Ratio Rank of VTSAX is 6262
Sharpe Ratio Rank
The Sortino Ratio Rank of VTSAX is 6464
Sortino Ratio Rank
The Omega Ratio Rank of VTSAX is 6868
Omega Ratio Rank
The Calmar Ratio Rank of VTSAX is 7373
Calmar Ratio Rank
The Martin Ratio Rank of VTSAX is 6767
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. VTSAX - 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 Total Stock Market Index Fund Admiral Shares (VTSAX). 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 0.77, which is comparable to the VTSAX Sharpe Ratio of 0.65. The chart below compares the historical Sharpe Ratios of AGTHX and VTSAX, 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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Dividends

AGTHX vs. VTSAX - Dividend Comparison

AGTHX's dividend yield for the trailing twelve months is around 8.77%, more than VTSAX's 1.30% yield.


TTM20242023202220212020201920182017201620152014
AGTHX
American Funds The Growth Fund of America Class A
8.77%8.99%6.81%0.75%8.18%4.30%7.15%11.99%7.03%6.61%8.87%9.90%
VTSAX
Vanguard Total Stock Market Index Fund Admiral Shares
1.30%1.26%1.43%1.65%1.20%1.41%1.77%2.04%1.71%1.92%1.98%1.76%

Drawdowns

AGTHX vs. VTSAX - Drawdown Comparison

The maximum AGTHX drawdown since its inception was -51.65%, smaller than the maximum VTSAX drawdown of -55.34%. Use the drawdown chart below to compare losses from any high point for AGTHX and VTSAX. For additional features, visit the drawdowns tool.


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Volatility

AGTHX vs. VTSAX - Volatility Comparison

American Funds The Growth Fund of America Class A (AGTHX) has a higher volatility of 6.94% compared to Vanguard Total Stock Market Index Fund Admiral Shares (VTSAX) at 6.32%. This indicates that AGTHX's price experiences larger fluctuations and is considered to be riskier than VTSAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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