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AMHIX vs. MGK
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

AMHIX vs. MGK - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in American High-Income Municipal Bond Fund (AMHIX) and Vanguard Mega Cap Growth ETF (MGK). The values are adjusted to include any dividend payments, if applicable.

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AMHIX vs. MGK - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
AMHIX
American High-Income Municipal Bond Fund
-0.51%5.70%6.19%7.18%-12.59%5.28%4.39%8.88%1.59%8.89%
MGK
Vanguard Mega Cap Growth ETF
-10.90%20.67%32.94%51.67%-33.59%28.58%41.01%37.38%-2.91%29.49%

Returns By Period

In the year-to-date period, AMHIX achieves a -0.51% return, which is significantly higher than MGK's -10.90% return. Over the past 10 years, AMHIX has underperformed MGK with an annualized return of 3.20%, while MGK has yielded a comparatively higher 16.84% annualized return.


AMHIX

1D
0.07%
1M
-2.70%
YTD
-0.51%
6M
1.18%
1Y
3.94%
3Y*
5.30%
5Y*
1.65%
10Y*
3.20%

MGK

1D
3.95%
1M
-4.96%
YTD
-10.90%
6M
-8.52%
1Y
19.40%
3Y*
22.12%
5Y*
12.38%
10Y*
16.84%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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AMHIX vs. MGK - Expense Ratio Comparison

AMHIX has a 0.63% expense ratio, which is higher than MGK's 0.05% expense ratio.


Return for Risk

AMHIX vs. MGK — Risk / Return Rank

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

AMHIX
AMHIX Risk / Return Rank: 3838
Overall Rank
AMHIX Sharpe Ratio Rank: 3535
Sharpe Ratio Rank
AMHIX Sortino Ratio Rank: 2929
Sortino Ratio Rank
AMHIX Omega Ratio Rank: 6161
Omega Ratio Rank
AMHIX Calmar Ratio Rank: 3535
Calmar Ratio Rank
AMHIX Martin Ratio Rank: 2828
Martin Ratio Rank

MGK
MGK Risk / Return Rank: 5151
Overall Rank
MGK Sharpe Ratio Rank: 5050
Sharpe Ratio Rank
MGK Sortino Ratio Rank: 5656
Sortino Ratio Rank
MGK Omega Ratio Rank: 5454
Omega Ratio Rank
MGK Calmar Ratio Rank: 5151
Calmar Ratio Rank
MGK Martin Ratio Rank: 4646
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.

AMHIX vs. MGK - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for American High-Income Municipal Bond Fund (AMHIX) and Vanguard Mega Cap Growth ETF (MGK). 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.


AMHIXMGKDifference

Sharpe ratio

Return per unit of total volatility

0.77

0.84

-0.07

Sortino ratio

Return per unit of downside risk

1.04

1.36

-0.32

Omega ratio

Gain probability vs. loss probability

1.23

1.19

+0.04

Calmar ratio

Return relative to maximum drawdown

0.94

1.16

-0.22

Martin ratio

Return relative to average drawdown

3.04

4.07

-1.03

AMHIX vs. MGK - Sharpe Ratio Comparison

The current AMHIX Sharpe Ratio is 0.77, which is comparable to the MGK Sharpe Ratio of 0.84. The chart below compares the historical Sharpe Ratios of AMHIX and MGK, 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


AMHIXMGKDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.77

0.84

-0.07

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.35

0.55

-0.20

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.71

0.77

-0.06

Sharpe Ratio (All Time)

Calculated using the full available price history

1.39

0.60

+0.79

Correlation

The correlation between AMHIX and MGK is -0.06. 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.


Dividends

AMHIX vs. MGK - Dividend Comparison

AMHIX's dividend yield for the trailing twelve months is around 4.03%, more than MGK's 0.39% yield.


TTM20252024202320222021202020192018201720162015
AMHIX
American High-Income Municipal Bond Fund
4.03%5.26%3.80%3.10%2.53%3.23%3.40%3.46%3.67%4.01%3.55%4.03%
MGK
Vanguard Mega Cap Growth ETF
0.39%0.35%0.43%0.50%0.70%0.41%0.65%0.85%1.12%1.23%1.53%1.43%

Drawdowns

AMHIX vs. MGK - Drawdown Comparison

The maximum AMHIX drawdown since its inception was -21.74%, smaller than the maximum MGK drawdown of -47.97%. Use the drawdown chart below to compare losses from any high point for AMHIX and MGK.


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Drawdown Indicators


AMHIXMGKDifference

Max Drawdown

Largest peak-to-trough decline

-21.74%

-47.97%

+26.23%

Max Drawdown (1Y)

Largest decline over 1 year

-5.60%

-16.85%

+11.25%

Max Drawdown (5Y)

Largest decline over 5 years

-17.81%

-36.01%

+18.20%

Max Drawdown (10Y)

Largest decline over 10 years

-17.81%

-36.01%

+18.20%

Current Drawdown

Current decline from peak

-2.70%

-13.57%

+10.87%

Average Drawdown

Average peak-to-trough decline

-2.13%

-7.51%

+5.38%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.72%

4.81%

-3.09%

Volatility

AMHIX vs. MGK - Volatility Comparison

The current volatility for American High-Income Municipal Bond Fund (AMHIX) is 1.08%, while Vanguard Mega Cap Growth ETF (MGK) has a volatility of 7.01%. This indicates that AMHIX experiences smaller price fluctuations and is considered to be less risky than MGK based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


AMHIXMGKDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.08%

7.01%

-5.93%

Volatility (6M)

Calculated over the trailing 6-month period

1.84%

12.88%

-11.04%

Volatility (1Y)

Calculated over the trailing 1-year period

6.43%

23.33%

-16.90%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

4.80%

22.64%

-17.84%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

4.51%

21.82%

-17.31%