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AMUSX vs. AWSHX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

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.

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AMUSX vs. AWSHX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
AMUSX
American Funds U.S. Government Securities Fund
-0.80%7.55%0.63%2.79%-11.50%-0.84%9.44%5.03%0.64%1.54%
AWSHX
American Funds Washington Mutual Investors Fund Class A
-5.27%17.20%19.02%17.21%-8.45%28.44%7.69%24.86%-6.16%20.03%

Returns By Period

In the year-to-date period, AMUSX achieves a -0.80% return, which is significantly higher than AWSHX's -5.27% return. Over the past 10 years, AMUSX has underperformed AWSHX with an annualized return of 1.11%, while AWSHX has yielded a comparatively higher 11.82% annualized return.


AMUSX

1D
0.59%
1M
-2.29%
YTD
-0.80%
6M
0.26%
1Y
3.32%
3Y*
2.41%
5Y*
-0.07%
10Y*
1.11%

AWSHX

1D
-0.03%
1M
-7.89%
YTD
-5.27%
6M
-3.14%
1Y
10.70%
3Y*
15.28%
5Y*
10.91%
10Y*
11.82%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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AMUSX vs. AWSHX - Expense Ratio Comparison

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


Return for Risk

AMUSX vs. AWSHX — Risk / Return Rank

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

AMUSX
AMUSX Risk / Return Rank: 4444
Overall Rank
AMUSX Sharpe Ratio Rank: 4040
Sharpe Ratio Rank
AMUSX Sortino Ratio Rank: 4040
Sortino Ratio Rank
AMUSX Omega Ratio Rank: 2929
Omega Ratio Rank
AMUSX Calmar Ratio Rank: 6767
Calmar Ratio Rank
AMUSX Martin Ratio Rank: 4343
Martin Ratio Rank

AWSHX
AWSHX Risk / Return Rank: 3838
Overall Rank
AWSHX Sharpe Ratio Rank: 3535
Sharpe Ratio Rank
AWSHX Sortino Ratio Rank: 3838
Sortino Ratio Rank
AWSHX Omega Ratio Rank: 3939
Omega Ratio Rank
AWSHX Calmar Ratio Rank: 3737
Calmar Ratio Rank
AWSHX Martin Ratio Rank: 4343
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.

AMUSX vs. AWSHX - Risk-Adjusted Trends 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.


AMUSXAWSHXDifference

Sharpe ratio

Return per unit of total volatility

0.83

0.76

+0.07

Sortino ratio

Return per unit of downside risk

1.25

1.19

+0.05

Omega ratio

Gain probability vs. loss probability

1.15

1.17

-0.02

Calmar ratio

Return relative to maximum drawdown

1.52

0.96

+0.56

Martin ratio

Return relative to average drawdown

4.40

4.37

+0.04

AMUSX vs. AWSHX - Sharpe Ratio Comparison

The current AMUSX Sharpe Ratio is 0.83, which is comparable to the AWSHX Sharpe Ratio of 0.76. 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.


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Sharpe Ratios by Period


AMUSXAWSHXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.83

0.76

+0.07

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.01

0.78

-0.79

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.23

0.73

-0.50

Sharpe Ratio (All Time)

Calculated using the full available price history

0.83

0.62

+0.22

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.


Dividends

AMUSX vs. AWSHX - Dividend Comparison

AMUSX's dividend yield for the trailing twelve months is around 3.63%, less than AWSHX's 10.67% yield.


TTM20252024202320222021202020192018201720162015
AMUSX
American Funds U.S. Government Securities Fund
3.63%3.97%4.19%3.44%2.01%1.05%4.92%2.79%1.72%1.32%2.30%2.84%
AWSHX
American Funds Washington Mutual Investors Fund Class A
10.67%10.08%10.06%6.14%6.31%6.05%3.06%6.19%4.36%7.26%6.37%6.25%

Drawdowns

AMUSX vs. AWSHX - Drawdown Comparison

The maximum AMUSX drawdown since its inception was -17.48%, smaller than the maximum AWSHX drawdown of -53.95%. Use the drawdown chart below to compare losses from any high point for AMUSX and AWSHX.


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Drawdown Indicators


AMUSXAWSHXDifference

Max Drawdown

Largest peak-to-trough decline

-17.48%

-53.95%

+36.47%

Max Drawdown (1Y)

Largest decline over 1 year

-2.94%

-10.37%

+7.43%

Max Drawdown (5Y)

Largest decline over 5 years

-16.84%

-18.64%

+1.80%

Max Drawdown (10Y)

Largest decline over 10 years

-17.48%

-34.65%

+17.17%

Current Drawdown

Current decline from peak

-3.68%

-8.37%

+4.69%

Average Drawdown

Average peak-to-trough decline

-2.75%

-6.43%

+3.68%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.02%

2.29%

-1.27%

Volatility

AMUSX vs. AWSHX - Volatility Comparison

The current volatility for American Funds U.S. Government Securities Fund (AMUSX) is 1.60%, while American Funds Washington Mutual Investors Fund Class A (AWSHX) has a volatility of 3.58%. 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.


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Volatility by Period


AMUSXAWSHXDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.60%

3.58%

-1.98%

Volatility (6M)

Calculated over the trailing 6-month period

2.49%

7.98%

-5.49%

Volatility (1Y)

Calculated over the trailing 1-year period

4.57%

15.18%

-10.61%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

6.01%

14.09%

-8.08%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

4.83%

16.31%

-11.48%