AMRMX vs. SPLG
Compare and contrast key facts about American Funds American Mutual Fund Class A (AMRMX) and SPDR Portfolio S&P 500 ETF (SPLG).
AMRMX is managed by American Funds. It was launched on Feb 21, 1950. SPLG is a passively managed fund by State Street that tracks the performance of the S&P 500 Index. It was launched on Nov 15, 2005.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: AMRMX or SPLG.
Performance
AMRMX vs. SPLG - Performance Comparison
Returns By Period
In the year-to-date period, AMRMX achieves a 18.27% return, which is significantly lower than SPLG's 26.18% return. Over the past 10 years, AMRMX has underperformed SPLG with an annualized return of 9.62%, while SPLG has yielded a comparatively higher 13.24% annualized return.
AMRMX
18.27%
-0.08%
11.32%
24.27%
10.77%
9.62%
SPLG
26.18%
1.78%
13.64%
32.35%
15.70%
13.24%
Key characteristics
| AMRMX | SPLG | |
|---|---|---|
| Sharpe Ratio | 2.76 | 2.71 |
| Sortino Ratio | 3.85 | 3.61 |
| Omega Ratio | 1.51 | 1.50 |
| Calmar Ratio | 5.53 | 3.89 |
| Martin Ratio | 19.03 | 17.55 |
| Ulcer Index | 1.30% | 1.87% |
| Daily Std Dev | 9.01% | 12.11% |
| Max Drawdown | -47.60% | -54.50% |
| Current Drawdown | -1.13% | -0.84% |
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AMRMX vs. SPLG - Expense Ratio Comparison
AMRMX has a 0.58% expense ratio, which is higher than SPLG's 0.03% expense ratio.
Correlation
The correlation between AMRMX and SPLG 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.
Risk-Adjusted Performance
AMRMX vs. SPLG - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for American Funds American Mutual Fund Class A (AMRMX) and SPDR Portfolio S&P 500 ETF (SPLG). 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
AMRMX vs. SPLG - Dividend Comparison
AMRMX's dividend yield for the trailing twelve months is around 1.84%, more than SPLG's 1.23% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
AMRMX American Funds American Mutual Fund Class A | 1.84% | 2.12% | 2.00% | 1.64% | 1.92% | 2.02% | 2.25% | 2.00% | 2.09% | 2.24% | 2.00% | 4.49% |
SPLG SPDR Portfolio S&P 500 ETF | 1.23% | 1.44% | 1.69% | 1.25% | 1.54% | 1.79% | 2.23% | 1.75% | 1.97% | 1.98% | 1.79% | 1.71% |
Drawdowns
AMRMX vs. SPLG - Drawdown Comparison
The maximum AMRMX drawdown since its inception was -47.60%, smaller than the maximum SPLG drawdown of -54.50%. Use the drawdown chart below to compare losses from any high point for AMRMX and SPLG. For additional features, visit the drawdowns tool.
Volatility
AMRMX vs. SPLG - Volatility Comparison
The current volatility for American Funds American Mutual Fund Class A (AMRMX) is 2.98%, while SPDR Portfolio S&P 500 ETF (SPLG) has a volatility of 3.98%. This indicates that AMRMX experiences smaller price fluctuations and is considered to be less risky than SPLG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.