AMUSX vs. SGOV
Compare and contrast key facts about American Funds U.S. Government Securities Fund (AMUSX) and iShares 0-3 Month Treasury Bond ETF (SGOV).
AMUSX is managed by American Funds. It was launched on Oct 16, 1985. SGOV is a passively managed fund by iShares that tracks the performance of the ICE 0-3 Month US Treasury Bill Index. It was launched on May 26, 2020.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: AMUSX or SGOV.
Performance
AMUSX vs. SGOV - Performance Comparison
Returns By Period
In the year-to-date period, AMUSX achieves a 0.28% return, which is significantly lower than SGOV's 4.75% return.
AMUSX
0.28%
-1.24%
2.94%
4.57%
-1.06%
0.13%
SGOV
4.75%
0.38%
2.53%
5.31%
N/A
N/A
Key characteristics
| AMUSX | SGOV | |
|---|---|---|
| Sharpe Ratio | 0.77 | 21.74 |
| Sortino Ratio | 1.14 | 523.74 |
| Omega Ratio | 1.14 | 524.74 |
| Calmar Ratio | 0.26 | 537.55 |
| Martin Ratio | 2.21 | 8,533.31 |
| Ulcer Index | 2.03% | 0.00% |
| Daily Std Dev | 5.79% | 0.25% |
| Max Drawdown | -20.15% | -0.03% |
| Current Drawdown | -12.94% | 0.00% |
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AMUSX vs. SGOV - Expense Ratio Comparison
AMUSX has a 0.61% expense ratio, which is higher than SGOV's 0.03% expense ratio.
Correlation
The correlation between AMUSX and SGOV is 0.03, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.
Risk-Adjusted Performance
AMUSX vs. SGOV - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for American Funds U.S. Government Securities Fund (AMUSX) and iShares 0-3 Month Treasury Bond ETF (SGOV). 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. SGOV - Dividend Comparison
AMUSX's dividend yield for the trailing twelve months is around 4.17%, less than SGOV's 5.24% 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% |
SGOV iShares 0-3 Month Treasury Bond ETF | 5.24% | 4.87% | 1.45% | 0.03% | 0.04% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
AMUSX vs. SGOV - Drawdown Comparison
The maximum AMUSX drawdown since its inception was -20.15%, which is greater than SGOV's maximum drawdown of -0.03%. Use the drawdown chart below to compare losses from any high point for AMUSX and SGOV. For additional features, visit the drawdowns tool.
Volatility
AMUSX vs. SGOV - Volatility Comparison
American Funds U.S. Government Securities Fund (AMUSX) has a higher volatility of 1.24% compared to iShares 0-3 Month Treasury Bond ETF (SGOV) at 0.08%. This indicates that AMUSX's price experiences larger fluctuations and is considered to be riskier than SGOV based on this measure. The chart below showcases a comparison of their rolling one-month volatility.