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

Correlation

The correlation between AMUSX and VOO is -0.17. 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.


Performance

AMUSX vs. VOO - 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 S&P 500 ETF (VOO). The values are adjusted to include any dividend payments, if applicable.

0.00%100.00%200.00%300.00%400.00%500.00%600.00%December2025FebruaryMarchAprilMay
15.98%
573.36%
AMUSX
VOO

Key characteristics

Sharpe Ratio

AMUSX:

1.00

VOO:

0.52

Sortino Ratio

AMUSX:

1.55

VOO:

0.89

Omega Ratio

AMUSX:

1.18

VOO:

1.13

Calmar Ratio

AMUSX:

0.36

VOO:

0.57

Martin Ratio

AMUSX:

2.52

VOO:

2.18

Ulcer Index

AMUSX:

2.25%

VOO:

4.85%

Daily Std Dev

AMUSX:

5.53%

VOO:

19.11%

Max Drawdown

AMUSX:

-20.15%

VOO:

-33.99%

Current Drawdown

AMUSX:

-10.31%

VOO:

-7.67%

Returns By Period

In the year-to-date period, AMUSX achieves a 2.66% return, which is significantly higher than VOO's -3.41% return. Over the past 10 years, AMUSX has underperformed VOO with an annualized return of 0.36%, while VOO has yielded a comparatively higher 12.42% annualized return.


AMUSX

YTD

2.66%

1M

0.17%

6M

2.14%

1Y

5.50%

5Y*

-1.87%

10Y*

0.36%

VOO

YTD

-3.41%

1M

3.92%

6M

-5.06%

1Y

9.92%

5Y*

15.85%

10Y*

12.42%

*Annualized

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AMUSX vs. VOO - Expense Ratio Comparison

AMUSX has a 0.61% expense ratio, which is higher than VOO's 0.03% expense ratio.


Risk-Adjusted Performance

AMUSX vs. VOO — 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 7373
Overall Rank
The Sharpe Ratio Rank of AMUSX is 8181
Sharpe Ratio Rank
The Sortino Ratio Rank of AMUSX is 8383
Sortino Ratio Rank
The Omega Ratio Rank of AMUSX is 8080
Omega Ratio Rank
The Calmar Ratio Rank of AMUSX is 5353
Calmar Ratio Rank
The Martin Ratio Rank of AMUSX is 7070
Martin Ratio Rank

VOO
The Risk-Adjusted Performance Rank of VOO is 6363
Overall Rank
The Sharpe Ratio Rank of VOO is 5959
Sharpe Ratio Rank
The Sortino Ratio Rank of VOO is 6262
Sortino Ratio Rank
The Omega Ratio Rank of VOO is 6464
Omega Ratio Rank
The Calmar Ratio Rank of VOO is 6767
Calmar Ratio Rank
The Martin Ratio Rank of VOO is 6464
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. 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.


The current AMUSX Sharpe Ratio is 1.00, which is higher than the VOO Sharpe Ratio of 0.52. The chart below compares the historical Sharpe Ratios of AMUSX and VOO, 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 Ratio0.001.002.003.00December2025FebruaryMarchAprilMay
1.00
0.52
AMUSX
VOO

Dividends

AMUSX vs. VOO - Dividend Comparison

AMUSX's dividend yield for the trailing twelve months is around 3.74%, more than VOO's 1.34% yield.


TTM20242023202220212020201920182017201620152014
AMUSX
American Funds U.S. Government Securities Fund
3.74%4.19%3.44%2.60%1.06%1.01%1.85%1.72%1.22%1.13%1.31%1.01%
VOO
Vanguard S&P 500 ETF
1.34%1.24%1.46%1.69%1.25%1.54%1.88%2.06%1.78%2.02%2.10%1.85%

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.


-20.00%-15.00%-10.00%-5.00%0.00%December2025FebruaryMarchAprilMay
-10.31%
-7.67%
AMUSX
VOO

Volatility

AMUSX vs. VOO - Volatility Comparison

The current volatility for American Funds U.S. Government Securities Fund (AMUSX) is 1.82%, while Vanguard S&P 500 ETF (VOO) has a volatility of 6.83%. 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.


2.00%4.00%6.00%8.00%10.00%12.00%14.00%December2025FebruaryMarchAprilMay
1.82%
6.83%
AMUSX
VOO