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AHITX vs. VSGDX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between AHITX and VSGDX is 0.11, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


-0.50.00.51.00.1

Performance

AHITX vs. VSGDX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in American Funds American High-Income Trust (AHITX) and Vanguard Short-Term Federal Fund Admiral Shares (VSGDX). The values are adjusted to include any dividend payments, if applicable.

50.00%100.00%150.00%200.00%250.00%300.00%JulyAugustSeptemberOctoberNovemberDecember
314.08%
61.12%
AHITX
VSGDX

Key characteristics

Sharpe Ratio

AHITX:

3.65

VSGDX:

2.07

Sortino Ratio

AHITX:

6.40

VSGDX:

3.28

Omega Ratio

AHITX:

1.89

VSGDX:

1.43

Calmar Ratio

AHITX:

6.98

VSGDX:

1.17

Martin Ratio

AHITX:

27.81

VSGDX:

9.61

Ulcer Index

AHITX:

0.47%

VSGDX:

0.55%

Daily Std Dev

AHITX:

3.60%

VSGDX:

2.57%

Max Drawdown

AHITX:

-34.94%

VSGDX:

-8.19%

Current Drawdown

AHITX:

0.00%

VSGDX:

-0.59%

Returns By Period

In the year-to-date period, AHITX achieves a 9.73% return, which is significantly higher than VSGDX's 4.06% return. Over the past 10 years, AHITX has outperformed VSGDX with an annualized return of 5.15%, while VSGDX has yielded a comparatively lower 1.29% annualized return.


AHITX

YTD

9.73%

1M

0.41%

6M

6.14%

1Y

13.24%

5Y (annualized)

5.76%

10Y (annualized)

5.15%

VSGDX

YTD

4.06%

1M

0.39%

6M

3.30%

1Y

5.51%

5Y (annualized)

1.07%

10Y (annualized)

1.29%

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


AHITX vs. VSGDX - Expense Ratio Comparison

AHITX has a 0.69% expense ratio, which is higher than VSGDX's 0.10% expense ratio.


AHITX
American Funds American High-Income Trust
Expense ratio chart for AHITX: current value at 0.69% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.69%
Expense ratio chart for VSGDX: current value at 0.10% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.10%

Risk-Adjusted Performance

AHITX vs. VSGDX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for American Funds American High-Income Trust (AHITX) and Vanguard Short-Term Federal Fund Admiral Shares (VSGDX). 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 AHITX, currently valued at 3.65, compared to the broader market-1.000.001.002.003.004.003.652.07
The chart of Sortino ratio for AHITX, currently valued at 6.40, compared to the broader market-2.000.002.004.006.008.0010.0012.006.403.28
The chart of Omega ratio for AHITX, currently valued at 1.89, compared to the broader market1.002.003.004.001.891.43
The chart of Calmar ratio for AHITX, currently valued at 6.98, compared to the broader market0.005.0010.0015.006.981.17
The chart of Martin ratio for AHITX, currently valued at 27.81, compared to the broader market0.0020.0040.0060.0080.0027.819.61
AHITX
VSGDX

The current AHITX Sharpe Ratio is 3.65, which is higher than the VSGDX Sharpe Ratio of 2.07. The chart below compares the historical Sharpe Ratios of AHITX and VSGDX, 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 Ratio1.002.003.004.005.00JulyAugustSeptemberOctoberNovemberDecember
3.65
2.07
AHITX
VSGDX

Dividends

AHITX vs. VSGDX - Dividend Comparison

AHITX's dividend yield for the trailing twelve months is around 5.67%, more than VSGDX's 3.25% yield.


TTM20232022202120202019201820172016201520142013
AHITX
American Funds American High-Income Trust
5.67%6.43%5.52%4.28%5.81%6.19%6.31%5.47%5.60%6.95%6.37%6.27%
VSGDX
Vanguard Short-Term Federal Fund Admiral Shares
3.25%3.42%1.77%0.58%1.40%2.41%2.02%1.41%1.18%0.97%0.71%0.64%

Drawdowns

AHITX vs. VSGDX - Drawdown Comparison

The maximum AHITX drawdown since its inception was -34.94%, which is greater than VSGDX's maximum drawdown of -8.19%. Use the drawdown chart below to compare losses from any high point for AHITX and VSGDX. For additional features, visit the drawdowns tool.


-2.50%-2.00%-1.50%-1.00%-0.50%0.00%JulyAugustSeptemberOctoberNovemberDecember0
-0.59%
AHITX
VSGDX

Volatility

AHITX vs. VSGDX - Volatility Comparison

American Funds American High-Income Trust (AHITX) has a higher volatility of 0.61% compared to Vanguard Short-Term Federal Fund Admiral Shares (VSGDX) at 0.52%. This indicates that AHITX's price experiences larger fluctuations and is considered to be riskier than VSGDX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.40%0.60%0.80%1.00%1.20%1.40%JulyAugustSeptemberOctoberNovemberDecember
0.61%
0.52%
AHITX
VSGDX
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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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