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

Correlation

The correlation between AGVHX and ^GSPC is 0.92, 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.


-0.50.00.51.00.9

Performance

AGVHX vs. ^GSPC - Performance Comparison

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

40.00%50.00%60.00%70.00%80.00%90.00%100.00%JulyAugustSeptemberOctoberNovemberDecember
58.67%
96.90%
AGVHX
^GSPC

Key characteristics

Sharpe Ratio

AGVHX:

1.91

^GSPC:

2.77

Sortino Ratio

AGVHX:

2.65

^GSPC:

3.66

Omega Ratio

AGVHX:

1.34

^GSPC:

1.51

Calmar Ratio

AGVHX:

3.39

^GSPC:

3.99

Martin Ratio

AGVHX:

11.97

^GSPC:

17.73

Ulcer Index

AGVHX:

1.67%

^GSPC:

1.91%

Daily Std Dev

AGVHX:

10.46%

^GSPC:

12.23%

Max Drawdown

AGVHX:

-29.73%

^GSPC:

-56.78%

Current Drawdown

AGVHX:

-0.28%

^GSPC:

0.00%

Returns By Period

In the year-to-date period, AGVHX achieves a 14.69% return, which is significantly lower than ^GSPC's 27.68% return.


AGVHX

YTD

14.69%

1M

0.78%

6M

6.63%

1Y

19.07%

5Y (annualized)

9.51%

10Y (annualized)

N/A

^GSPC

YTD

27.68%

1M

1.58%

6M

13.90%

1Y

32.27%

5Y (annualized)

14.27%

10Y (annualized)

11.62%

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

AGVHX vs. ^GSPC - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for American Funds Global Insight Fund (AGVHX) 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 AGVHX, currently valued at 1.91, compared to the broader market-1.000.001.002.003.004.001.912.77
The chart of Sortino ratio for AGVHX, currently valued at 2.65, compared to the broader market-2.000.002.004.006.008.0010.0012.002.653.66
The chart of Omega ratio for AGVHX, currently valued at 1.34, compared to the broader market1.002.003.004.001.341.51
The chart of Calmar ratio for AGVHX, currently valued at 3.39, compared to the broader market0.005.0010.0015.003.393.99
The chart of Martin ratio for AGVHX, currently valued at 11.97, compared to the broader market0.0020.0040.0060.0080.0011.9717.73
AGVHX
^GSPC

The current AGVHX Sharpe Ratio is 1.91, which is lower than the ^GSPC Sharpe Ratio of 2.77. The chart below compares the historical Sharpe Ratios of AGVHX 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
1.91
2.77
AGVHX
^GSPC

Drawdowns

AGVHX vs. ^GSPC - Drawdown Comparison

The maximum AGVHX drawdown since its inception was -29.73%, smaller than the maximum ^GSPC drawdown of -56.78%. Use the drawdown chart below to compare losses from any high point for AGVHX and ^GSPC. For additional features, visit the drawdowns tool.


-8.00%-6.00%-4.00%-2.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-0.28%
0
AGVHX
^GSPC

Volatility

AGVHX vs. ^GSPC - Volatility Comparison

American Funds Global Insight Fund (AGVHX) and S&P 500 (^GSPC) have volatilities of 2.18% and 2.22%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


2.00%3.00%4.00%5.00%6.00%JulyAugustSeptemberOctoberNovemberDecember
2.18%
2.22%
AGVHX
^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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