AMCPX vs. VGIT
Compare and contrast key facts about American Funds AMCAP Fund Class A (AMCPX) and Vanguard Intermediate-Term Treasury ETF (VGIT).
AMCPX is managed by American Funds. It was launched on Jan 5, 1967. VGIT is a passively managed fund by Vanguard that tracks the performance of the Barclays U.S. 3-10 Year Government Float Adjusted Index. It was launched on Nov 19, 2009.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: AMCPX or VGIT.
Performance
AMCPX vs. VGIT - Performance Comparison
Returns By Period
In the year-to-date period, AMCPX achieves a 18.63% return, which is significantly higher than VGIT's 1.34% return. Over the past 10 years, AMCPX has outperformed VGIT with an annualized return of 4.82%, while VGIT has yielded a comparatively lower 1.11% annualized return.
AMCPX
18.63%
0.53%
8.10%
22.91%
6.54%
4.82%
VGIT
1.34%
-1.01%
2.91%
4.71%
-0.24%
1.11%
Key characteristics
| AMCPX | VGIT | |
|---|---|---|
| Sharpe Ratio | 1.69 | 0.95 |
| Sortino Ratio | 2.31 | 1.39 |
| Omega Ratio | 1.30 | 1.17 |
| Calmar Ratio | 1.02 | 0.36 |
| Martin Ratio | 10.80 | 2.74 |
| Ulcer Index | 2.18% | 1.70% |
| Daily Std Dev | 13.96% | 4.92% |
| Max Drawdown | -52.11% | -16.05% |
| Current Drawdown | -5.12% | -8.69% |
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AMCPX vs. VGIT - Expense Ratio Comparison
AMCPX has a 0.65% expense ratio, which is higher than VGIT's 0.04% expense ratio.
Correlation
The correlation between AMCPX and VGIT is -0.23. This indicates that the assets' prices tend to move in opposite directions. Negative correlation can be particularly beneficial for diversification and risk management, as one asset may offset the losses of the other during market fluctuations.
Risk-Adjusted Performance
AMCPX vs. VGIT - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for American Funds AMCAP Fund Class A (AMCPX) and Vanguard Intermediate-Term Treasury ETF (VGIT). 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.
Dividends
AMCPX vs. VGIT - Dividend Comparison
AMCPX's dividend yield for the trailing twelve months is around 0.27%, less than VGIT's 3.57% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
AMCPX American Funds AMCAP Fund Class A | 0.27% | 0.57% | 0.00% | 0.00% | 0.19% | 0.53% | 0.64% | 0.41% | 0.44% | 3.70% | 3.29% | 8.41% |
VGIT Vanguard Intermediate-Term Treasury ETF | 3.57% | 2.72% | 1.74% | 1.69% | 2.23% | 2.24% | 2.05% | 1.67% | 1.69% | 1.69% | 1.54% | 1.63% |
Drawdowns
AMCPX vs. VGIT - Drawdown Comparison
The maximum AMCPX drawdown since its inception was -52.11%, which is greater than VGIT's maximum drawdown of -16.05%. Use the drawdown chart below to compare losses from any high point for AMCPX and VGIT. For additional features, visit the drawdowns tool.
Volatility
AMCPX vs. VGIT - Volatility Comparison
American Funds AMCAP Fund Class A (AMCPX) has a higher volatility of 4.35% compared to Vanguard Intermediate-Term Treasury ETF (VGIT) at 1.15%. This indicates that AMCPX's price experiences larger fluctuations and is considered to be riskier than VGIT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.