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

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.


-0.50.00.51.0-0.2

Performance

AMUSX vs. MGK - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in American Funds U.S. Government Securities Fund (AMUSX) and Vanguard Mega Cap Growth ETF (MGK). The values are adjusted to include any dividend payments, if applicable.

-5.00%0.00%5.00%10.00%15.00%20.00%AugustSeptemberOctoberNovemberDecember2025
0.10%
17.22%
AMUSX
MGK

Key characteristics

Sharpe Ratio

AMUSX:

0.31

MGK:

1.77

Sortino Ratio

AMUSX:

0.46

MGK:

2.34

Omega Ratio

AMUSX:

1.06

MGK:

1.32

Calmar Ratio

AMUSX:

0.10

MGK:

2.36

Martin Ratio

AMUSX:

0.68

MGK:

8.70

Ulcer Index

AMUSX:

2.52%

MGK:

3.68%

Daily Std Dev

AMUSX:

5.58%

MGK:

18.15%

Max Drawdown

AMUSX:

-20.15%

MGK:

-48.36%

Current Drawdown

AMUSX:

-12.86%

MGK:

-1.05%

Returns By Period

In the year-to-date period, AMUSX achieves a -0.26% return, which is significantly lower than MGK's 2.97% return.


AMUSX

YTD

-0.26%

1M

0.44%

6M

0.10%

1Y

1.45%

5Y*

-0.98%

10Y*

0.00%

MGK

YTD

2.97%

1M

-0.91%

6M

17.22%

1Y

31.08%

5Y*

19.00%

10Y*

17.03%

*Annualized

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. MGK - Expense Ratio Comparison

AMUSX has a 0.61% expense ratio, which is higher than MGK's 0.07% 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 MGK: current value at 0.07% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.07%

Risk-Adjusted Performance

AMUSX vs. MGK — Risk-Adjusted Performance Rank

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

AMUSX
The Risk-Adjusted Performance Rank of AMUSX is 1010
Overall Rank
The Sharpe Ratio Rank of AMUSX is 1212
Sharpe Ratio Rank
The Sortino Ratio Rank of AMUSX is 1111
Sortino Ratio Rank
The Omega Ratio Rank of AMUSX is 1010
Omega Ratio Rank
The Calmar Ratio Rank of AMUSX is 99
Calmar Ratio Rank
The Martin Ratio Rank of AMUSX is 1010
Martin Ratio Rank

MGK
The Risk-Adjusted Performance Rank of MGK is 6969
Overall Rank
The Sharpe Ratio Rank of MGK is 7171
Sharpe Ratio Rank
The Sortino Ratio Rank of MGK is 6767
Sortino Ratio Rank
The Omega Ratio Rank of MGK is 6969
Omega Ratio Rank
The Calmar Ratio Rank of MGK is 6969
Calmar Ratio Rank
The Martin Ratio Rank of MGK is 6868
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

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.


Sharpe ratio
The chart of Sharpe ratio for AMUSX, currently valued at 0.31, compared to the broader market-1.000.001.002.003.004.000.311.77
The chart of Sortino ratio for AMUSX, currently valued at 0.46, compared to the broader market0.005.0010.000.462.34
The chart of Omega ratio for AMUSX, currently valued at 1.06, compared to the broader market1.002.003.004.001.061.32
The chart of Calmar ratio for AMUSX, currently valued at 0.10, compared to the broader market0.005.0010.0015.0020.000.102.36
The chart of Martin ratio for AMUSX, currently valued at 0.68, compared to the broader market0.0020.0040.0060.0080.000.688.70
AMUSX
MGK

The current AMUSX Sharpe Ratio is 0.31, which is lower than the MGK Sharpe Ratio of 1.77. The chart below compares the historical Sharpe Ratios of AMUSX and MGK, 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 Ratio0.001.002.003.00AugustSeptemberOctoberNovemberDecember2025
0.31
1.77
AMUSX
MGK

Dividends

AMUSX vs. MGK - Dividend Comparison

AMUSX's dividend yield for the trailing twelve months is around 4.20%, more than MGK's 0.42% yield.


TTM20242023202220212020201920182017201620152014
AMUSX
American Funds U.S. Government Securities Fund
4.20%4.19%3.44%2.60%1.06%1.01%1.85%1.72%1.22%1.13%1.31%1.01%
MGK
Vanguard Mega Cap Growth ETF
0.42%0.43%0.50%0.70%0.41%0.65%0.85%1.12%1.23%1.53%1.43%1.25%

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.


-14.00%-12.00%-10.00%-8.00%-6.00%-4.00%-2.00%0.00%AugustSeptemberOctoberNovemberDecember2025
-12.86%
-1.05%
AMUSX
MGK

Volatility

AMUSX vs. MGK - Volatility Comparison

The current volatility for American Funds U.S. Government Securities Fund (AMUSX) is 1.51%, while Vanguard Mega Cap Growth ETF (MGK) has a volatility of 5.65%. 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.


0.00%2.00%4.00%6.00%8.00%AugustSeptemberOctoberNovemberDecember2025
1.51%
5.65%
AMUSX
MGK
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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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