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AMFFX vs. SCHG
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

AMFFX vs. SCHG - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in American Mutual Fund Class F-1 (AMFFX) and Schwab U.S. Large-Cap Growth ETF (SCHG). The values are adjusted to include any dividend payments, if applicable.

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AMFFX vs. SCHG - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
AMFFX
American Mutual Fund Class F-1
-3.16%15.99%14.87%9.36%-4.54%25.04%4.73%21.48%-2.37%17.44%
SCHG
Schwab U.S. Large-Cap Growth ETF
-10.59%17.50%34.95%50.10%-31.80%28.11%39.14%36.02%-1.36%28.05%

Returns By Period

In the year-to-date period, AMFFX achieves a -3.16% return, which is significantly higher than SCHG's -10.59% return. Over the past 10 years, AMFFX has underperformed SCHG with an annualized return of 10.42%, while SCHG has yielded a comparatively higher 16.83% annualized return.


AMFFX

1D
-0.11%
1M
-7.93%
YTD
-3.16%
6M
-1.61%
1Y
9.70%
3Y*
11.90%
5Y*
9.33%
10Y*
10.42%

SCHG

1D
3.67%
1M
-5.12%
YTD
-10.59%
6M
-8.51%
1Y
16.81%
3Y*
21.91%
5Y*
12.55%
10Y*
16.83%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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AMFFX vs. SCHG - Expense Ratio Comparison

AMFFX has a 0.64% expense ratio, which is higher than SCHG's 0.04% expense ratio.


Return for Risk

AMFFX vs. SCHG — Risk / Return Rank

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

AMFFX
AMFFX Risk / Return Rank: 3535
Overall Rank
AMFFX Sharpe Ratio Rank: 3434
Sharpe Ratio Rank
AMFFX Sortino Ratio Rank: 3434
Sortino Ratio Rank
AMFFX Omega Ratio Rank: 3535
Omega Ratio Rank
AMFFX Calmar Ratio Rank: 3333
Calmar Ratio Rank
AMFFX Martin Ratio Rank: 3838
Martin Ratio Rank

SCHG
SCHG Risk / Return Rank: 4646
Overall Rank
SCHG Sharpe Ratio Rank: 4545
Sharpe Ratio Rank
SCHG Sortino Ratio Rank: 5050
Sortino Ratio Rank
SCHG Omega Ratio Rank: 4949
Omega Ratio Rank
SCHG Calmar Ratio Rank: 4545
Calmar Ratio Rank
SCHG Martin Ratio Rank: 4141
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.

AMFFX vs. SCHG - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for American Mutual Fund Class F-1 (AMFFX) and Schwab U.S. Large-Cap Growth ETF (SCHG). 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.


AMFFXSCHGDifference

Sharpe ratio

Return per unit of total volatility

0.77

0.75

+0.02

Sortino ratio

Return per unit of downside risk

1.16

1.23

-0.07

Omega ratio

Gain probability vs. loss probability

1.17

1.17

0.00

Calmar ratio

Return relative to maximum drawdown

0.92

1.03

-0.11

Martin ratio

Return relative to average drawdown

4.00

3.54

+0.46

AMFFX vs. SCHG - Sharpe Ratio Comparison

The current AMFFX Sharpe Ratio is 0.77, which is comparable to the SCHG Sharpe Ratio of 0.75. The chart below compares the historical Sharpe Ratios of AMFFX and SCHG, 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


AMFFXSCHGDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.77

0.75

+0.02

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.75

0.57

+0.19

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.74

0.79

-0.04

Sharpe Ratio (All Time)

Calculated using the full available price history

0.54

0.79

-0.25

Correlation

The correlation between AMFFX and SCHG is 0.82, 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.


Dividends

AMFFX vs. SCHG - Dividend Comparison

AMFFX's dividend yield for the trailing twelve months is around 7.80%, more than SCHG's 0.43% yield.


TTM20252024202320222021202020192018201720162015
AMFFX
American Mutual Fund Class F-1
7.80%7.53%6.26%3.72%4.84%4.73%1.95%4.56%6.38%5.89%4.78%6.48%
SCHG
Schwab U.S. Large-Cap Growth ETF
0.43%0.36%0.39%0.46%0.55%0.42%0.52%0.82%1.27%1.01%1.04%1.22%

Drawdowns

AMFFX vs. SCHG - Drawdown Comparison

The maximum AMFFX drawdown since its inception was -48.76%, which is greater than SCHG's maximum drawdown of -34.59%. Use the drawdown chart below to compare losses from any high point for AMFFX and SCHG.


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Drawdown Indicators


AMFFXSCHGDifference

Max Drawdown

Largest peak-to-trough decline

-48.76%

-34.59%

-14.17%

Max Drawdown (1Y)

Largest decline over 1 year

-10.21%

-16.41%

+6.20%

Max Drawdown (5Y)

Largest decline over 5 years

-15.32%

-34.59%

+19.27%

Max Drawdown (10Y)

Largest decline over 10 years

-29.83%

-34.59%

+4.76%

Current Drawdown

Current decline from peak

-7.93%

-13.34%

+5.41%

Average Drawdown

Average peak-to-trough decline

-5.76%

-5.22%

-0.54%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.35%

4.78%

-2.43%

Volatility

AMFFX vs. SCHG - Volatility Comparison

The current volatility for American Mutual Fund Class F-1 (AMFFX) is 3.37%, while Schwab U.S. Large-Cap Growth ETF (SCHG) has a volatility of 6.67%. This indicates that AMFFX experiences smaller price fluctuations and is considered to be less risky than SCHG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


AMFFXSCHGDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.37%

6.67%

-3.30%

Volatility (6M)

Calculated over the trailing 6-month period

7.33%

12.51%

-5.18%

Volatility (1Y)

Calculated over the trailing 1-year period

13.80%

22.43%

-8.63%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

12.47%

22.32%

-9.85%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

14.10%

21.51%

-7.41%