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ANFFX vs. GEGTX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

ANFFX vs. GEGTX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in American Funds The New Economy Fund Class F-1 (ANFFX) and Columbia Large Cap Growth Fund (GEGTX). The values are adjusted to include any dividend payments, if applicable.

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ANFFX vs. GEGTX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
ANFFX
American Funds The New Economy Fund Class F-1
-8.51%30.96%23.52%29.10%-29.69%11.98%33.43%26.38%-4.41%34.27%
GEGTX
Columbia Large Cap Growth Fund
-12.83%16.44%31.91%43.94%-32.01%29.40%34.43%36.17%-3.88%28.00%

Returns By Period

In the year-to-date period, ANFFX achieves a -8.51% return, which is significantly higher than GEGTX's -12.83% return. Over the past 10 years, ANFFX has underperformed GEGTX with an annualized return of 13.09%, while GEGTX has yielded a comparatively higher 14.83% annualized return.


ANFFX

1D
-1.43%
1M
-11.33%
YTD
-8.51%
6M
-0.99%
1Y
27.33%
3Y*
20.21%
5Y*
8.37%
10Y*
13.09%

GEGTX

1D
-0.25%
1M
-8.02%
YTD
-12.83%
6M
-10.89%
1Y
13.95%
3Y*
19.26%
5Y*
10.22%
10Y*
14.83%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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ANFFX vs. GEGTX - Expense Ratio Comparison

ANFFX has a 0.78% expense ratio, which is higher than GEGTX's 0.74% expense ratio.


Return for Risk

ANFFX vs. GEGTX — Risk / Return Rank

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

ANFFX
ANFFX Risk / Return Rank: 7474
Overall Rank
ANFFX Sharpe Ratio Rank: 7272
Sharpe Ratio Rank
ANFFX Sortino Ratio Rank: 7474
Sortino Ratio Rank
ANFFX Omega Ratio Rank: 6868
Omega Ratio Rank
ANFFX Calmar Ratio Rank: 7575
Calmar Ratio Rank
ANFFX Martin Ratio Rank: 7979
Martin Ratio Rank

GEGTX
GEGTX Risk / Return Rank: 2626
Overall Rank
GEGTX Sharpe Ratio Rank: 2626
Sharpe Ratio Rank
GEGTX Sortino Ratio Rank: 2929
Sortino Ratio Rank
GEGTX Omega Ratio Rank: 2828
Omega Ratio Rank
GEGTX Calmar Ratio Rank: 2424
Calmar Ratio Rank
GEGTX Martin Ratio Rank: 2424
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.

ANFFX vs. GEGTX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for American Funds The New Economy Fund Class F-1 (ANFFX) and Columbia Large Cap Growth Fund (GEGTX). 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.


ANFFXGEGTXDifference

Sharpe ratio

Return per unit of total volatility

1.30

0.64

+0.66

Sortino ratio

Return per unit of downside risk

1.88

1.08

+0.80

Omega ratio

Gain probability vs. loss probability

1.26

1.15

+0.11

Calmar ratio

Return relative to maximum drawdown

1.78

0.71

+1.07

Martin ratio

Return relative to average drawdown

7.66

2.56

+5.10

ANFFX vs. GEGTX - Sharpe Ratio Comparison

The current ANFFX Sharpe Ratio is 1.30, which is higher than the GEGTX Sharpe Ratio of 0.64. The chart below compares the historical Sharpe Ratios of ANFFX and GEGTX, 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


ANFFXGEGTXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.30

0.64

+0.66

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.44

0.48

-0.04

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.69

0.70

-0.01

Sharpe Ratio (All Time)

Calculated using the full available price history

0.47

0.63

-0.16

Correlation

The correlation between ANFFX and GEGTX is 0.92, 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

ANFFX vs. GEGTX - Dividend Comparison

ANFFX's dividend yield for the trailing twelve months is around 10.82%, more than GEGTX's 10.11% yield.


TTM20252024202320222021202020192018201720162015
ANFFX
American Funds The New Economy Fund Class F-1
10.82%9.90%9.56%3.89%0.00%7.53%2.45%7.26%9.84%8.19%2.13%6.07%
GEGTX
Columbia Large Cap Growth Fund
10.11%8.81%5.29%4.12%0.00%8.54%12.38%8.02%9.24%6.28%1.81%10.17%

Drawdowns

ANFFX vs. GEGTX - Drawdown Comparison

The maximum ANFFX drawdown since its inception was -55.37%, roughly equal to the maximum GEGTX drawdown of -53.08%. Use the drawdown chart below to compare losses from any high point for ANFFX and GEGTX.


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Drawdown Indicators


ANFFXGEGTXDifference

Max Drawdown

Largest peak-to-trough decline

-55.37%

-53.08%

-2.29%

Max Drawdown (1Y)

Largest decline over 1 year

-13.36%

-15.25%

+1.89%

Max Drawdown (5Y)

Largest decline over 5 years

-37.10%

-35.64%

-1.46%

Max Drawdown (10Y)

Largest decline over 10 years

-37.10%

-35.64%

-1.46%

Current Drawdown

Current decline from peak

-13.36%

-15.25%

+1.89%

Average Drawdown

Average peak-to-trough decline

-11.43%

-9.96%

-1.47%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.09%

4.20%

-1.11%

Volatility

ANFFX vs. GEGTX - Volatility Comparison

American Funds The New Economy Fund Class F-1 (ANFFX) has a higher volatility of 6.50% compared to Columbia Large Cap Growth Fund (GEGTX) at 5.42%. This indicates that ANFFX's price experiences larger fluctuations and is considered to be riskier than GEGTX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


ANFFXGEGTXDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.50%

5.42%

+1.08%

Volatility (6M)

Calculated over the trailing 6-month period

13.19%

11.62%

+1.57%

Volatility (1Y)

Calculated over the trailing 1-year period

20.67%

21.94%

-1.27%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

19.16%

21.60%

-2.44%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.97%

21.20%

-2.23%