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AMRMX vs. VT
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

AMRMX vs. VT - Performance Comparison

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

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AMRMX vs. VT - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
AMRMX
American Funds American Mutual Fund Class A
-3.14%16.08%14.93%9.43%-4.49%24.99%4.52%21.53%-2.25%17.53%
VT
Vanguard Total World Stock ETF
-1.71%22.43%16.49%22.02%-18.00%18.27%16.59%26.81%-9.76%24.50%

Returns By Period

In the year-to-date period, AMRMX achieves a -3.14% return, which is significantly lower than VT's -1.71% return. Over the past 10 years, AMRMX has underperformed VT with an annualized return of 10.45%, while VT has yielded a comparatively higher 11.53% annualized return.


AMRMX

1D
-0.10%
1M
-7.92%
YTD
-3.14%
6M
-1.57%
1Y
9.78%
3Y*
11.97%
5Y*
9.37%
10Y*
10.45%

VT

1D
3.08%
1M
-6.22%
YTD
-1.71%
6M
1.42%
1Y
21.53%
3Y*
16.86%
5Y*
9.22%
10Y*
11.53%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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AMRMX vs. VT - Expense Ratio Comparison

AMRMX has a 0.58% expense ratio, which is higher than VT's 0.06% expense ratio.


Return for Risk

AMRMX vs. VT — Risk / Return Rank

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

AMRMX
AMRMX Risk / Return Rank: 3737
Overall Rank
AMRMX Sharpe Ratio Rank: 3737
Sharpe Ratio Rank
AMRMX Sortino Ratio Rank: 3737
Sortino Ratio Rank
AMRMX Omega Ratio Rank: 3838
Omega Ratio Rank
AMRMX Calmar Ratio Rank: 3535
Calmar Ratio Rank
AMRMX Martin Ratio Rank: 3939
Martin Ratio Rank

VT
VT Risk / Return Rank: 7777
Overall Rank
VT Sharpe Ratio Rank: 7474
Sharpe Ratio Rank
VT Sortino Ratio Rank: 7676
Sortino Ratio Rank
VT Omega Ratio Rank: 7777
Omega Ratio Rank
VT Calmar Ratio Rank: 7575
Calmar Ratio Rank
VT Martin Ratio Rank: 8282
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.

AMRMX vs. VT - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for American Funds American Mutual Fund Class A (AMRMX) and Vanguard Total World Stock ETF (VT). 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.


AMRMXVTDifference

Sharpe ratio

Return per unit of total volatility

0.78

1.25

-0.48

Sortino ratio

Return per unit of downside risk

1.17

1.84

-0.68

Omega ratio

Gain probability vs. loss probability

1.17

1.27

-0.10

Calmar ratio

Return relative to maximum drawdown

0.93

1.83

-0.90

Martin ratio

Return relative to average drawdown

4.03

8.51

-4.47

AMRMX vs. VT - Sharpe Ratio Comparison

The current AMRMX Sharpe Ratio is 0.78, which is lower than the VT Sharpe Ratio of 1.25. The chart below compares the historical Sharpe Ratios of AMRMX and VT, 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


AMRMXVTDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.78

1.25

-0.48

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.76

0.58

+0.18

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.74

0.67

+0.07

Sharpe Ratio (All Time)

Calculated using the full available price history

0.70

0.40

+0.30

Correlation

The correlation between AMRMX and VT is 0.91, 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

AMRMX vs. VT - Dividend Comparison

AMRMX's dividend yield for the trailing twelve months is around 7.82%, more than VT's 1.82% yield.


TTM20252024202320222021202020192018201720162015
AMRMX
American Funds American Mutual Fund Class A
7.82%7.55%6.27%3.75%4.88%4.65%1.74%4.60%6.44%5.96%4.83%6.54%
VT
Vanguard Total World Stock ETF
1.82%1.82%1.95%2.08%2.20%1.82%1.66%2.32%2.53%2.11%2.39%2.45%

Drawdowns

AMRMX vs. VT - Drawdown Comparison

The maximum AMRMX drawdown since its inception was -48.75%, roughly equal to the maximum VT drawdown of -50.27%. Use the drawdown chart below to compare losses from any high point for AMRMX and VT.


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Drawdown Indicators


AMRMXVTDifference

Max Drawdown

Largest peak-to-trough decline

-48.75%

-50.27%

+1.52%

Max Drawdown (1Y)

Largest decline over 1 year

-10.24%

-11.84%

+1.60%

Max Drawdown (5Y)

Largest decline over 5 years

-15.31%

-26.38%

+11.07%

Max Drawdown (10Y)

Largest decline over 10 years

-29.81%

-34.24%

+4.43%

Current Drawdown

Current decline from peak

-7.92%

-6.89%

-1.03%

Average Drawdown

Average peak-to-trough decline

-4.98%

-7.08%

+2.10%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.35%

2.55%

-0.20%

Volatility

AMRMX vs. VT - Volatility Comparison

The current volatility for American Funds American Mutual Fund Class A (AMRMX) is 3.36%, while Vanguard Total World Stock ETF (VT) has a volatility of 6.33%. This indicates that AMRMX experiences smaller price fluctuations and is considered to be less risky than VT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


AMRMXVTDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.36%

6.33%

-2.97%

Volatility (6M)

Calculated over the trailing 6-month period

7.32%

9.95%

-2.63%

Volatility (1Y)

Calculated over the trailing 1-year period

13.81%

17.24%

-3.43%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

12.48%

15.98%

-3.50%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

14.10%

17.20%

-3.10%