PortfoliosLab logo
AMCPX vs. CWGIX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between AMCPX and CWGIX is 0.80, 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.


-0.50.00.51.0
Correlation: 0.8

Performance

AMCPX vs. CWGIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in American Funds AMCAP Fund Class A (AMCPX) and American Funds Capital World Growth and Income Fund Class A (CWGIX). The values are adjusted to include any dividend payments, if applicable.

1,000.00%1,500.00%2,000.00%2,500.00%NovemberDecember2025FebruaryMarchApril
1,078.57%
2,419.75%
AMCPX
CWGIX

Key characteristics

Sharpe Ratio

AMCPX:

-0.03

CWGIX:

0.49

Sortino Ratio

AMCPX:

0.11

CWGIX:

0.77

Omega Ratio

AMCPX:

1.02

CWGIX:

1.11

Calmar Ratio

AMCPX:

-0.02

CWGIX:

0.52

Martin Ratio

AMCPX:

-0.07

CWGIX:

2.29

Ulcer Index

AMCPX:

7.33%

CWGIX:

3.51%

Daily Std Dev

AMCPX:

21.45%

CWGIX:

16.46%

Max Drawdown

AMCPX:

-52.11%

CWGIX:

-53.36%

Current Drawdown

AMCPX:

-15.36%

CWGIX:

-5.72%

Returns By Period

In the year-to-date period, AMCPX achieves a -5.90% return, which is significantly lower than CWGIX's 0.15% return. Over the past 10 years, AMCPX has underperformed CWGIX with an annualized return of 3.84%, while CWGIX has yielded a comparatively higher 7.54% annualized return.


AMCPX

YTD

-5.90%

1M

-2.24%

6M

-9.37%

1Y

0.10%

5Y*

5.79%

10Y*

3.84%

CWGIX

YTD

0.15%

1M

-1.81%

6M

-0.91%

1Y

8.35%

5Y*

12.22%

10Y*

7.54%

*Annualized

Compare stocks, funds, or ETFs

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


AMCPX vs. CWGIX - Expense Ratio Comparison

AMCPX has a 0.65% expense ratio, which is lower than CWGIX's 0.75% expense ratio.


Expense ratio chart for CWGIX: current value is 0.75%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
CWGIX: 0.75%
Expense ratio chart for AMCPX: current value is 0.65%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
AMCPX: 0.65%

Risk-Adjusted Performance

AMCPX vs. CWGIX — Risk-Adjusted Performance Rank

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

AMCPX
The Risk-Adjusted Performance Rank of AMCPX is 2020
Overall Rank
The Sharpe Ratio Rank of AMCPX is 2020
Sharpe Ratio Rank
The Sortino Ratio Rank of AMCPX is 2121
Sortino Ratio Rank
The Omega Ratio Rank of AMCPX is 2121
Omega Ratio Rank
The Calmar Ratio Rank of AMCPX is 2020
Calmar Ratio Rank
The Martin Ratio Rank of AMCPX is 2020
Martin Ratio Rank

CWGIX
The Risk-Adjusted Performance Rank of CWGIX is 5858
Overall Rank
The Sharpe Ratio Rank of CWGIX is 5454
Sharpe Ratio Rank
The Sortino Ratio Rank of CWGIX is 5353
Sortino Ratio Rank
The Omega Ratio Rank of CWGIX is 5454
Omega Ratio Rank
The Calmar Ratio Rank of CWGIX is 6565
Calmar Ratio Rank
The Martin Ratio Rank of CWGIX is 6262
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.

AMCPX vs. CWGIX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for American Funds AMCAP Fund Class A (AMCPX) and American Funds Capital World Growth and Income Fund Class A (CWGIX). 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 chart of Sharpe ratio for AMCPX, currently valued at -0.03, compared to the broader market-1.000.001.002.003.00
AMCPX: -0.03
CWGIX: 0.49
The chart of Sortino ratio for AMCPX, currently valued at 0.11, compared to the broader market-2.000.002.004.006.008.00
AMCPX: 0.11
CWGIX: 0.77
The chart of Omega ratio for AMCPX, currently valued at 1.02, compared to the broader market0.501.001.502.002.503.00
AMCPX: 1.02
CWGIX: 1.11
The chart of Calmar ratio for AMCPX, currently valued at -0.02, compared to the broader market0.002.004.006.008.0010.00
AMCPX: -0.02
CWGIX: 0.52
The chart of Martin ratio for AMCPX, currently valued at -0.07, compared to the broader market0.0010.0020.0030.0040.0050.00
AMCPX: -0.07
CWGIX: 2.29

The current AMCPX Sharpe Ratio is -0.03, which is lower than the CWGIX Sharpe Ratio of 0.49. The chart below compares the historical Sharpe Ratios of AMCPX and CWGIX, 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 Ratio-1.000.001.002.003.00NovemberDecember2025FebruaryMarchApril
-0.03
0.49
AMCPX
CWGIX

Dividends

AMCPX vs. CWGIX - Dividend Comparison

AMCPX's dividend yield for the trailing twelve months is around 0.41%, less than CWGIX's 7.89% yield.


TTM20242023202220212020201920182017201620152014
AMCPX
American Funds AMCAP Fund Class A
0.41%0.39%0.57%0.00%0.00%0.19%0.53%0.64%0.41%0.44%3.70%3.29%
CWGIX
American Funds Capital World Growth and Income Fund Class A
7.89%7.88%3.42%2.09%6.82%1.23%2.44%7.38%6.73%5.26%4.06%2.28%

Drawdowns

AMCPX vs. CWGIX - Drawdown Comparison

The maximum AMCPX drawdown since its inception was -52.11%, roughly equal to the maximum CWGIX drawdown of -53.36%. Use the drawdown chart below to compare losses from any high point for AMCPX and CWGIX. For additional features, visit the drawdowns tool.


-25.00%-20.00%-15.00%-10.00%-5.00%0.00%NovemberDecember2025FebruaryMarchApril
-15.36%
-5.72%
AMCPX
CWGIX

Volatility

AMCPX vs. CWGIX - Volatility Comparison

American Funds AMCAP Fund Class A (AMCPX) has a higher volatility of 14.34% compared to American Funds Capital World Growth and Income Fund Class A (CWGIX) at 11.18%. This indicates that AMCPX's price experiences larger fluctuations and is considered to be riskier than CWGIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%4.00%6.00%8.00%10.00%12.00%14.00%NovemberDecember2025FebruaryMarchApril
14.34%
11.18%
AMCPX
CWGIX