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AMUSX vs. AWSHX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between AMUSX and AWSHX is -0.03. 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.


-0.50.00.51.0-0.0

Performance

AMUSX vs. AWSHX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in American Funds U.S. Government Securities Fund (AMUSX) and American Funds Washington Mutual Investors Fund Class A (AWSHX). The values are adjusted to include any dividend payments, if applicable.

0.00%1,000.00%2,000.00%3,000.00%4,000.00%5,000.00%JulyAugustSeptemberOctoberNovemberDecember
391.71%
4,373.93%
AMUSX
AWSHX

Key characteristics

Sharpe Ratio

AMUSX:

0.06

AWSHX:

1.31

Sortino Ratio

AMUSX:

0.12

AWSHX:

1.72

Omega Ratio

AMUSX:

1.02

AWSHX:

1.26

Calmar Ratio

AMUSX:

0.02

AWSHX:

1.90

Martin Ratio

AMUSX:

0.16

AWSHX:

8.94

Ulcer Index

AMUSX:

2.24%

AWSHX:

1.74%

Daily Std Dev

AMUSX:

5.56%

AWSHX:

11.87%

Max Drawdown

AMUSX:

-20.15%

AWSHX:

-53.26%

Current Drawdown

AMUSX:

-13.23%

AWSHX:

-7.19%

Returns By Period

In the year-to-date period, AMUSX achieves a -0.06% return, which is significantly lower than AWSHX's 13.71% return. Over the past 10 years, AMUSX has underperformed AWSHX with an annualized return of 0.15%, while AWSHX has yielded a comparatively higher 10.39% annualized return.


AMUSX

YTD

-0.06%

1M

-0.42%

6M

0.84%

1Y

0.43%

5Y*

-1.08%

10Y*

0.15%

AWSHX

YTD

13.71%

1M

-4.55%

6M

1.83%

1Y

14.51%

5Y*

10.42%

10Y*

10.39%

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


AMUSX vs. AWSHX - Expense Ratio Comparison

AMUSX has a 0.61% expense ratio, which is higher than AWSHX's 0.58% expense ratio.


AMUSX
American Funds U.S. Government Securities Fund
Expense ratio chart for AMUSX: current value at 0.61% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.61%
Expense ratio chart for AWSHX: current value at 0.58% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.58%

Risk-Adjusted Performance

AMUSX vs. AWSHX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for American Funds U.S. Government Securities Fund (AMUSX) and American Funds Washington Mutual Investors Fund Class A (AWSHX). 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.


Sharpe ratio
The chart of Sharpe ratio for AMUSX, currently valued at 0.06, compared to the broader market-1.000.001.002.003.004.000.061.31
The chart of Sortino ratio for AMUSX, currently valued at 0.12, compared to the broader market-2.000.002.004.006.008.0010.000.121.72
The chart of Omega ratio for AMUSX, currently valued at 1.01, compared to the broader market0.501.001.502.002.503.003.501.021.26
The chart of Calmar ratio for AMUSX, currently valued at 0.02, compared to the broader market0.002.004.006.008.0010.0012.0014.000.021.90
The chart of Martin ratio for AMUSX, currently valued at 0.16, compared to the broader market0.0020.0040.0060.000.168.94
AMUSX
AWSHX

The current AMUSX Sharpe Ratio is 0.06, which is lower than the AWSHX Sharpe Ratio of 1.31. The chart below compares the historical Sharpe Ratios of AMUSX and AWSHX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.001.002.003.004.00JulyAugustSeptemberOctoberNovemberDecember
0.06
1.31
AMUSX
AWSHX

Dividends

AMUSX vs. AWSHX - Dividend Comparison

AMUSX's dividend yield for the trailing twelve months is around 3.84%, more than AWSHX's 1.00% yield.


TTM20232022202120202019201820172016201520142013
AMUSX
American Funds U.S. Government Securities Fund
3.84%3.44%2.60%1.06%1.01%1.85%1.72%1.22%1.13%1.31%1.01%1.79%
AWSHX
American Funds Washington Mutual Investors Fund Class A
1.00%1.67%1.95%1.41%1.73%1.83%2.09%1.87%1.92%2.11%2.04%4.96%

Drawdowns

AMUSX vs. AWSHX - Drawdown Comparison

The maximum AMUSX drawdown since its inception was -20.15%, smaller than the maximum AWSHX drawdown of -53.26%. Use the drawdown chart below to compare losses from any high point for AMUSX and AWSHX. For additional features, visit the drawdowns tool.


-15.00%-10.00%-5.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-13.23%
-7.19%
AMUSX
AWSHX

Volatility

AMUSX vs. AWSHX - Volatility Comparison

The current volatility for American Funds U.S. Government Securities Fund (AMUSX) is 1.56%, while American Funds Washington Mutual Investors Fund Class A (AWSHX) has a volatility of 6.34%. This indicates that AMUSX experiences smaller price fluctuations and is considered to be less risky than AWSHX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


1.00%2.00%3.00%4.00%5.00%6.00%JulyAugustSeptemberOctoberNovemberDecember
1.56%
6.34%
AMUSX
AWSHX
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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