AMUSX vs. VOO
Compare and contrast key facts about American Funds U.S. Government Securities Fund (AMUSX) and Vanguard S&P 500 ETF (VOO).
AMUSX is managed by American Funds. It was launched on Oct 16, 1985. VOO is a passively managed fund by Vanguard that tracks the performance of the S&P 500 Index. It was launched on Sep 7, 2010.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: AMUSX or VOO.
Performance
AMUSX vs. VOO - Performance Comparison
Returns By Period
In the year-to-date period, AMUSX achieves a 0.28% return, which is significantly lower than VOO's 26.16% return. Over the past 10 years, AMUSX has underperformed VOO with an annualized return of 0.13%, while VOO has yielded a comparatively higher 13.18% annualized return.
AMUSX
0.28%
-1.24%
2.94%
4.57%
-1.06%
0.13%
VOO
26.16%
1.77%
13.62%
32.33%
15.68%
13.18%
Key characteristics
| AMUSX | VOO | |
|---|---|---|
| Sharpe Ratio | 0.77 | 2.70 |
| Sortino Ratio | 1.14 | 3.60 |
| Omega Ratio | 1.14 | 1.50 |
| Calmar Ratio | 0.26 | 3.90 |
| Martin Ratio | 2.21 | 17.65 |
| Ulcer Index | 2.03% | 1.86% |
| Daily Std Dev | 5.79% | 12.19% |
| Max Drawdown | -20.15% | -33.99% |
| Current Drawdown | -12.94% | -0.86% |
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. VOO - Expense Ratio Comparison
AMUSX has a 0.61% expense ratio, which is higher than VOO's 0.03% expense ratio.
Correlation
The correlation between AMUSX and VOO 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. VOO - 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 S&P 500 ETF (VOO). 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. VOO - Dividend Comparison
AMUSX's dividend yield for the trailing twelve months is around 4.17%, more than VOO's 1.24% 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% |
VOO Vanguard S&P 500 ETF | 1.24% | 1.46% | 1.69% | 1.25% | 1.54% | 1.88% | 2.06% | 1.78% | 2.02% | 2.10% | 1.85% | 1.84% |
Drawdowns
AMUSX vs. VOO - Drawdown Comparison
The maximum AMUSX drawdown since its inception was -20.15%, smaller than the maximum VOO drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for AMUSX and VOO. For additional features, visit the drawdowns tool.
Volatility
AMUSX vs. VOO - Volatility Comparison
The current volatility for American Funds U.S. Government Securities Fund (AMUSX) is 1.24%, while Vanguard S&P 500 ETF (VOO) has a volatility of 3.99%. This indicates that AMUSX experiences smaller price fluctuations and is considered to be less risky than VOO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.