AMUSX vs. MGK
Compare and contrast key facts about American Funds U.S. Government Securities Fund (AMUSX) and Vanguard Mega Cap Growth ETF (MGK).
AMUSX is managed by American Funds. It was launched on Oct 16, 1985. MGK is a passively managed fund by Vanguard that tracks the performance of the MSCI US Large Cap Growth Index. It was launched on Dec 17, 2007.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: AMUSX or MGK.
Performance
AMUSX vs. MGK - Performance Comparison
Returns By Period
In the year-to-date period, AMUSX achieves a 0.28% return, which is significantly lower than MGK's 29.83% return. Over the past 10 years, AMUSX has underperformed MGK with an annualized return of 0.13%, while MGK has yielded a comparatively higher 16.23% annualized return.
AMUSX
0.28%
-1.24%
2.94%
4.57%
-1.06%
0.13%
MGK
29.83%
1.82%
14.74%
34.36%
20.06%
16.23%
Key characteristics
| AMUSX | MGK | |
|---|---|---|
| Sharpe Ratio | 0.77 | 2.03 |
| Sortino Ratio | 1.14 | 2.66 |
| Omega Ratio | 1.14 | 1.37 |
| Calmar Ratio | 0.26 | 2.59 |
| Martin Ratio | 2.21 | 9.82 |
| Ulcer Index | 2.03% | 3.57% |
| Daily Std Dev | 5.79% | 17.30% |
| Max Drawdown | -20.15% | -48.36% |
| Current Drawdown | -12.94% | -1.38% |
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AMUSX vs. MGK - Expense Ratio Comparison
AMUSX has a 0.61% expense ratio, which is higher than MGK's 0.07% expense ratio.
Correlation
The correlation between AMUSX and MGK is -0.18. 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.
Risk-Adjusted Performance
AMUSX vs. MGK - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for American Funds U.S. Government Securities Fund (AMUSX) 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.
Dividends
AMUSX vs. MGK - Dividend Comparison
AMUSX's dividend yield for the trailing twelve months is around 4.17%, more than MGK's 0.42% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
AMUSX American Funds U.S. Government Securities Fund | 4.17% | 3.44% | 2.60% | 1.06% | 1.01% | 1.85% | 1.72% | 1.22% | 1.13% | 1.31% | 1.01% | 1.79% |
MGK Vanguard Mega Cap Growth ETF | 0.42% | 0.50% | 0.70% | 0.41% | 0.65% | 0.85% | 1.12% | 1.23% | 1.53% | 1.43% | 1.25% | 1.29% |
Drawdowns
AMUSX vs. MGK - Drawdown Comparison
The maximum AMUSX drawdown since its inception was -20.15%, smaller than the maximum MGK drawdown of -48.36%. Use the drawdown chart below to compare losses from any high point for AMUSX and MGK. For additional features, visit the drawdowns tool.
Volatility
AMUSX vs. MGK - Volatility Comparison
The current volatility for American Funds U.S. Government Securities Fund (AMUSX) is 1.24%, while Vanguard Mega Cap Growth ETF (MGK) has a volatility of 5.40%. This indicates that AMUSX 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.