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AMCPX vs. VTI
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

AMCPX vs. VTI - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in American Funds AMCAP Fund Class A (AMCPX) and Vanguard Total Stock Market ETF (VTI). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, AMCPX achieves a 5.53% return, which is significantly lower than VTI's 10.35% return. Over the past 10 years, AMCPX has underperformed VTI with an annualized return of 12.36%, while VTI has yielded a comparatively higher 15.31% annualized return.


AMCPX

1D
1.49%
1M
1.54%
YTD
5.53%
6M
5.33%
1Y
20.65%
3Y*
18.68%
5Y*
9.06%
10Y*
12.36%

VTI

1D
-0.32%
1M
0.55%
YTD
10.35%
6M
9.59%
1Y
27.18%
3Y*
21.19%
5Y*
12.36%
10Y*
15.31%
*Multi-year figures are annualized to reflect compound growth (CAGR)

AMCPX vs. VTI - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
AMCPX
American Funds AMCAP Fund Class A
5.53%17.68%21.11%31.04%-28.67%20.57%21.42%26.35%-4.42%22.08%
VTI
Vanguard Total Stock Market ETF
10.35%17.10%23.81%26.05%-19.52%25.68%21.08%30.67%-5.23%21.21%

Correlation

The correlation between AMCPX and VTI is 0.94, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.94

Correlation (3Y)
Calculated over the trailing 3-year period

0.96

Correlation (5Y)
Calculated over the trailing 5-year period

0.96

Correlation (10Y)
Calculated over the trailing 10-year period

0.96

Correlation (All Time)
Calculated using the full available price history since May 31, 2001

0.96

The correlation between AMCPX and VTI has been stable across timeframes, ranging from 0.94 to 0.96 - a consistent structural relationship.

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Return for Risk

AMCPX vs. VTI — Risk / Return Rank

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

AMCPX
AMCPX Risk / Return Rank: 2323
Overall Rank
AMCPX Sharpe Ratio Rank: 2424
Sharpe Ratio Rank
AMCPX Sortino Ratio Rank: 2323
Sortino Ratio Rank
AMCPX Omega Ratio Rank: 2525
Omega Ratio Rank
AMCPX Calmar Ratio Rank: 1818
Calmar Ratio Rank
AMCPX Martin Ratio Rank: 2525
Martin Ratio Rank

VTI
VTI Risk / Return Rank: 6868
Overall Rank
VTI Sharpe Ratio Rank: 6868
Sharpe Ratio Rank
VTI Sortino Ratio Rank: 6666
Sortino Ratio Rank
VTI Omega Ratio Rank: 6767
Omega Ratio Rank
VTI Calmar Ratio Rank: 6464
Calmar Ratio Rank
VTI Martin Ratio Rank: 7474
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.

AMCPX vs. VTI - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for American Funds AMCAP Fund Class A (AMCPX) and Vanguard Total Stock Market ETF (VTI). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


AMCPXVTIDifference
Sharpe ratioReturn per unit of total volatility

-0.82

Sortino ratioReturn per unit of downside risk

-1.02

Omega ratioGain probability vs. loss probability

1.24

1.38

-0.14

Calmar ratioReturn relative to maximum drawdown

1.43

3.06

-1.63

Martin ratioReturn relative to average drawdown

5.70

13.68

-7.98

AMCPX vs. VTI - Sharpe Ratio Comparison

The current AMCPX Sharpe Ratio is 1.32, which is lower than the VTI Sharpe Ratio of 2.14. The chart below compares the historical Sharpe Ratios of AMCPX and VTI, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

AMCPX vs. VTI - Drawdown Comparison

The maximum AMCPX drawdown since its inception was -62.37%, which is greater than VTI's maximum drawdown of -55.45%. Use the drawdown chart below to compare losses from any high point for AMCPX and VTI.


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Drawdown Indicators


AMCPXVTIDifference

Max Drawdown

Largest peak-to-trough decline

-62.37%

-55.45%

-6.92%

Max Drawdown (1Y)

Largest decline over 1 year

-14.18%

-8.92%

-5.26%

Max Drawdown (3Y)

Largest decline over 3 years

-19.71%

-19.30%

-0.41%

Max Drawdown (5Y)

Largest decline over 5 years

-36.90%

-25.36%

-11.54%

Max Drawdown (10Y)

Largest decline over 10 years

-36.90%

-35.00%

-1.90%

Current Drawdown

Current decline from peak

-1.53%

-1.48%

-0.05%

Average Drawdown

Average peak-to-trough decline

-9.57%

-8.01%

-1.56%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.55%

1.99%

+1.56%

Volatility

AMCPX vs. VTI - Volatility Comparison

American Funds AMCAP Fund Class A (AMCPX) has a higher volatility of 5.90% compared to Vanguard Total Stock Market ETF (VTI) at 4.74%. This indicates that AMCPX's price experiences larger fluctuations and is considered to be riskier than VTI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


AMCPXVTIDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.90%

4.74%

+1.16%

Volatility (6M)

Calculated over the trailing 6-month period

12.43%

9.96%

+2.47%

Volatility (1Y)

Calculated over the trailing 1-year period

15.38%

12.76%

+2.62%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

19.37%

17.49%

+1.88%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.78%

18.35%

+0.43%

AMCPX vs. VTI - Expense Ratio Comparison

AMCPX has a 0.64% expense ratio, which is higher than VTI's 0.03% expense ratio.


Dividends

AMCPX vs. VTI - Dividend Comparison

AMCPX's dividend yield for the trailing twelve months is around 12.62%, more than VTI's 1.02% yield.


PositionTTM20252024202320222021202020192018201720162015
AMCPX
American Funds AMCAP Fund Class A
12.62%8.73%8.19%3.26%7.54%3.43%3.88%4.90%7.84%5.37%3.81%8.86%
VTI
Vanguard Total Stock Market ETF
1.02%1.12%1.27%1.44%1.66%1.21%1.42%1.78%2.04%1.71%1.92%1.98%

Frequently Asked Questions


With a correlation of 0.94, AMCPX and VTI move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

AMCPX has higher volatility (5.90%) compared to VTI (4.74%). In terms of maximum drawdown, AMCPX dropped -62.37% vs VTI's -55.45%.

VTI currently has the higher Sharpe Ratio (2.14 vs 1.32), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

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