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

AGVHX vs. ^GSPC

Last updated May 10, 2025

Compare and contrast key facts about American Funds Global Insight Fund (AGVHX) and S&P 500 (^GSPC).

AGVHX is managed by American Funds. It was launched on Mar 31, 2011.

Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: AGVHX or ^GSPC.

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.

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.

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Key characteristics

Sharpe Ratio

AGVHX:

0.57

^GSPC:

0.44

Sortino Ratio

AGVHX:

0.94

^GSPC:

0.79

Omega Ratio

AGVHX:

1.13

^GSPC:

1.12

Calmar Ratio

AGVHX:

0.66

^GSPC:

0.48

Martin Ratio

AGVHX:

3.01

^GSPC:

1.85

Ulcer Index

AGVHX:

3.13%

^GSPC:

4.92%

Daily Std Dev

AGVHX:

15.14%

^GSPC:

19.37%

Max Drawdown

AGVHX:

-29.73%

^GSPC:

-56.78%

Current Drawdown

AGVHX:

-1.49%

^GSPC:

-7.88%

Returns By Period

In the year-to-date period, AGVHX achieves a 4.62% return, which is significantly higher than ^GSPC's -3.77% return.

AGVHX

YTD

4.62%

1M

8.27%

6M

1.53%

1Y

8.60%

5Y*

11.11%

10Y*

N/A

^GSPC

YTD

-3.77%

1M

3.72%

6M

-5.60%

1Y

8.55%

5Y*

14.11%

10Y*

10.45%

*Annualized

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Risk-Adjusted Performance

AGVHX vs. ^GSPC — Risk-Adjusted Performance Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
AGVHX
The Risk-Adjusted Performance Rank of AGVHX is 6969
Overall Rank
The Sharpe Ratio Rank of AGVHX is 6262
Sharpe Ratio Rank
The Sortino Ratio Rank of AGVHX is 6464
Sortino Ratio Rank
The Omega Ratio Rank of AGVHX is 6666
Omega Ratio Rank
The Calmar Ratio Rank of AGVHX is 7676
Calmar Ratio Rank
The Martin Ratio Rank of AGVHX is 7676
Martin Ratio Rank
^GSPC
The Risk-Adjusted Performance Rank of ^GSPC is 6565
Overall Rank
The Sharpe Ratio Rank of ^GSPC is 5757
Sharpe Ratio Rank
The Sortino Ratio Rank of ^GSPC is 6363
Sortino Ratio Rank
The Omega Ratio Rank of ^GSPC is 6767
Omega Ratio Rank
The Calmar Ratio Rank of ^GSPC is 6868
Calmar Ratio Rank
The Martin Ratio Rank of ^GSPC is 7272
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.

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.

The current AGVHX Sharpe Ratio is 0.57, which is comparable to the ^GSPC Sharpe Ratio of 0.44. 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.

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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.

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Volatility

AGVHX vs. ^GSPC - Volatility Comparison

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