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AHITX vs. VSGDX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

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.

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AHITX vs. VSGDX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
AHITX
American Funds American High-Income Trust
-1.14%8.28%9.45%11.43%-10.38%8.32%7.01%11.86%-1.80%7.30%
VSGDX
Vanguard Short-Term Federal Fund Admiral Shares
0.06%5.94%4.26%3.92%-5.22%-0.58%4.46%4.21%1.37%0.80%

Returns By Period

In the year-to-date period, AHITX achieves a -1.14% return, which is significantly lower than VSGDX's 0.06% return. Over the past 10 years, AHITX has outperformed VSGDX with an annualized return of 6.05%, while VSGDX has yielded a comparatively lower 1.88% annualized return.


AHITX

1D
0.00%
1M
-2.41%
YTD
-1.14%
6M
0.13%
1Y
5.89%
3Y*
8.26%
5Y*
4.33%
10Y*
6.05%

VSGDX

1D
0.29%
1M
-0.96%
YTD
0.06%
6M
1.23%
1Y
3.94%
3Y*
4.28%
5Y*
1.65%
10Y*
1.88%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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AHITX vs. VSGDX - Expense Ratio Comparison

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


Return for Risk

AHITX vs. VSGDX — Risk / Return Rank

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

AHITX
AHITX Risk / Return Rank: 7979
Overall Rank
AHITX Sharpe Ratio Rank: 8181
Sharpe Ratio Rank
AHITX Sortino Ratio Rank: 7777
Sortino Ratio Rank
AHITX Omega Ratio Rank: 8585
Omega Ratio Rank
AHITX Calmar Ratio Rank: 7575
Calmar Ratio Rank
AHITX Martin Ratio Rank: 7777
Martin Ratio Rank

VSGDX
VSGDX Risk / Return Rank: 9393
Overall Rank
VSGDX Sharpe Ratio Rank: 9191
Sharpe Ratio Rank
VSGDX Sortino Ratio Rank: 9696
Sortino Ratio Rank
VSGDX Omega Ratio Rank: 9090
Omega Ratio Rank
VSGDX Calmar Ratio Rank: 9595
Calmar Ratio Rank
VSGDX Martin Ratio Rank: 9494
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

AHITX vs. VSGDX - Risk-Adjusted Trends 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.


AHITXVSGDXDifference

Sharpe ratio

Return per unit of total volatility

1.47

1.94

-0.47

Sortino ratio

Return per unit of downside risk

1.90

3.33

-1.43

Omega ratio

Gain probability vs. loss probability

1.34

1.41

-0.06

Calmar ratio

Return relative to maximum drawdown

1.74

3.38

-1.64

Martin ratio

Return relative to average drawdown

7.46

12.49

-5.04

AHITX vs. VSGDX - Sharpe Ratio Comparison

The current AHITX Sharpe Ratio is 1.47, which is comparable to the VSGDX Sharpe Ratio of 1.94. 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.


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Sharpe Ratios by Period


AHITXVSGDXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.47

1.94

-0.47

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.88

0.63

+0.26

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

1.11

0.88

+0.23

Sharpe Ratio (All Time)

Calculated using the full available price history

1.42

1.24

+0.18

Correlation

The correlation between AHITX and VSGDX is 0.12, 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.


Dividends

AHITX vs. VSGDX - Dividend Comparison

AHITX's dividend yield for the trailing twelve months is around 5.90%, more than VSGDX's 3.58% yield.


TTM20252024202320222021202020192018201720162015
AHITX
American Funds American High-Income Trust
5.90%6.26%6.25%5.87%4.17%4.27%5.81%6.19%6.31%5.99%5.05%6.92%
VSGDX
Vanguard Short-Term Federal Fund Admiral Shares
3.58%3.79%3.56%3.42%1.78%1.45%1.78%2.42%2.02%1.46%1.43%1.30%

Drawdowns

AHITX vs. VSGDX - Drawdown Comparison

The maximum AHITX drawdown since its inception was -34.81%, which is greater than VSGDX's maximum drawdown of -7.29%. Use the drawdown chart below to compare losses from any high point for AHITX and VSGDX.


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Drawdown Indicators


AHITXVSGDXDifference

Max Drawdown

Largest peak-to-trough decline

-34.81%

-7.29%

-27.52%

Max Drawdown (1Y)

Largest decline over 1 year

-3.38%

-1.35%

-2.03%

Max Drawdown (5Y)

Largest decline over 5 years

-13.93%

-7.29%

-6.64%

Max Drawdown (10Y)

Largest decline over 10 years

-21.22%

-7.29%

-13.93%

Current Drawdown

Current decline from peak

-2.41%

-0.96%

-1.45%

Average Drawdown

Average peak-to-trough decline

-2.68%

-0.73%

-1.95%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.79%

0.36%

+0.43%

Volatility

AHITX vs. VSGDX - Volatility Comparison

American Funds American High-Income Trust (AHITX) has a higher volatility of 1.16% compared to Vanguard Short-Term Federal Fund Admiral Shares (VSGDX) at 0.74%. 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.


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Volatility by Period


AHITXVSGDXDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.16%

0.74%

+0.42%

Volatility (6M)

Calculated over the trailing 6-month period

2.27%

1.36%

+0.91%

Volatility (1Y)

Calculated over the trailing 1-year period

4.27%

2.26%

+2.01%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

4.93%

2.64%

+2.29%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

5.47%

2.14%

+3.33%