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AMUSX vs. PRGMX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

AMUSX vs. PRGMX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in American Funds U.S. Government Securities Fund (AMUSX) and T. Rowe Price GNMA Fund (PRGMX). The values are adjusted to include any dividend payments, if applicable.

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AMUSX vs. PRGMX - 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%
PRGMX
T. Rowe Price GNMA Fund
0.62%10.46%0.92%5.62%-11.45%-2.18%4.21%5.18%0.58%1.23%

Returns By Period

In the year-to-date period, AMUSX achieves a -0.80% return, which is significantly lower than PRGMX's 0.62% return. Over the past 10 years, AMUSX has underperformed PRGMX with an annualized return of 1.11%, while PRGMX has yielded a comparatively higher 1.38% 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%

PRGMX

1D
0.49%
1M
-2.15%
YTD
0.62%
6M
2.89%
1Y
8.10%
3Y*
4.70%
5Y*
0.69%
10Y*
1.38%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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AMUSX vs. PRGMX - Expense Ratio Comparison

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


Return for Risk

AMUSX vs. PRGMX — 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

PRGMX
PRGMX Risk / Return Rank: 8989
Overall Rank
PRGMX Sharpe Ratio Rank: 8888
Sharpe Ratio Rank
PRGMX Sortino Ratio Rank: 9090
Sortino Ratio Rank
PRGMX Omega Ratio Rank: 8383
Omega Ratio Rank
PRGMX Calmar Ratio Rank: 9494
Calmar Ratio Rank
PRGMX Martin Ratio Rank: 8787
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. PRGMX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for American Funds U.S. Government Securities Fund (AMUSX) and T. Rowe Price GNMA Fund (PRGMX). 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.


AMUSXPRGMXDifference

Sharpe ratio

Return per unit of total volatility

0.83

1.80

-0.97

Sortino ratio

Return per unit of downside risk

1.25

2.59

-1.34

Omega ratio

Gain probability vs. loss probability

1.15

1.33

-0.18

Calmar ratio

Return relative to maximum drawdown

1.52

3.15

-1.63

Martin ratio

Return relative to average drawdown

4.40

9.25

-4.84

AMUSX vs. PRGMX - Sharpe Ratio Comparison

The current AMUSX Sharpe Ratio is 0.83, which is lower than the PRGMX Sharpe Ratio of 1.80. The chart below compares the historical Sharpe Ratios of AMUSX and PRGMX, 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


AMUSXPRGMXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.83

1.80

-0.97

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.01

0.11

-0.12

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.23

0.29

-0.06

Sharpe Ratio (All Time)

Calculated using the full available price history

0.83

0.94

-0.10

Correlation

The correlation between AMUSX and PRGMX is 0.78, 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

AMUSX vs. PRGMX - Dividend Comparison

AMUSX's dividend yield for the trailing twelve months is around 3.63%, less than PRGMX's 6.91% 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%
PRGMX
T. Rowe Price GNMA Fund
6.91%6.52%3.54%3.54%1.38%0.59%1.44%2.39%2.78%2.98%2.88%3.12%

Drawdowns

AMUSX vs. PRGMX - Drawdown Comparison

The maximum AMUSX drawdown since its inception was -17.48%, roughly equal to the maximum PRGMX drawdown of -18.22%. Use the drawdown chart below to compare losses from any high point for AMUSX and PRGMX.


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Drawdown Indicators


AMUSXPRGMXDifference

Max Drawdown

Largest peak-to-trough decline

-17.48%

-18.22%

+0.74%

Max Drawdown (1Y)

Largest decline over 1 year

-2.94%

-2.93%

-0.01%

Max Drawdown (5Y)

Largest decline over 5 years

-16.84%

-17.70%

+0.86%

Max Drawdown (10Y)

Largest decline over 10 years

-17.48%

-18.22%

+0.74%

Current Drawdown

Current decline from peak

-3.68%

-2.15%

-1.53%

Average Drawdown

Average peak-to-trough decline

-2.75%

-2.25%

-0.50%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.02%

1.00%

+0.02%

Volatility

AMUSX vs. PRGMX - Volatility Comparison

The current volatility for American Funds U.S. Government Securities Fund (AMUSX) is 1.60%, while T. Rowe Price GNMA Fund (PRGMX) has a volatility of 1.75%. This indicates that AMUSX experiences smaller price fluctuations and is considered to be less risky than PRGMX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


AMUSXPRGMXDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.60%

1.75%

-0.15%

Volatility (6M)

Calculated over the trailing 6-month period

2.49%

2.79%

-0.30%

Volatility (1Y)

Calculated over the trailing 1-year period

4.57%

4.77%

-0.20%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

6.01%

6.33%

-0.32%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

4.83%

4.73%

+0.10%