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ANFFX vs. VFTNX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

ANFFX vs. VFTNX - 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 Vanguard FTSE Social Index Fund Institutional Shares (VFTNX). The values are adjusted to include any dividend payments, if applicable.

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ANFFX vs. VFTNX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
ANFFX
American Funds The New Economy Fund Class F-1
-5.56%30.96%23.52%29.10%-29.69%11.98%33.43%26.38%-4.41%34.27%
VFTNX
Vanguard FTSE Social Index Fund Institutional Shares
-7.51%17.32%26.01%31.77%-24.20%27.76%22.62%33.96%-3.41%24.19%

Returns By Period

In the year-to-date period, ANFFX achieves a -5.56% return, which is significantly higher than VFTNX's -7.51% return. Over the past 10 years, ANFFX has underperformed VFTNX with an annualized return of 13.45%, while VFTNX has yielded a comparatively higher 14.26% annualized return.


ANFFX

1D
3.22%
1M
-8.17%
YTD
-5.56%
6M
1.11%
1Y
30.60%
3Y*
21.49%
5Y*
8.66%
10Y*
13.45%

VFTNX

1D
3.30%
1M
-5.53%
YTD
-7.51%
6M
-5.69%
1Y
15.11%
3Y*
17.94%
5Y*
10.46%
10Y*
14.26%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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ANFFX vs. VFTNX - Expense Ratio Comparison

ANFFX has a 0.78% expense ratio, which is higher than VFTNX's 0.12% expense ratio.


Return for Risk

ANFFX vs. VFTNX — Risk / Return Rank

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

ANFFX
ANFFX Risk / Return Rank: 7979
Overall Rank
ANFFX Sharpe Ratio Rank: 7777
Sharpe Ratio Rank
ANFFX Sortino Ratio Rank: 7878
Sortino Ratio Rank
ANFFX Omega Ratio Rank: 7272
Omega Ratio Rank
ANFFX Calmar Ratio Rank: 8383
Calmar Ratio Rank
ANFFX Martin Ratio Rank: 8585
Martin Ratio Rank

VFTNX
VFTNX Risk / Return Rank: 4444
Overall Rank
VFTNX Sharpe Ratio Rank: 3434
Sharpe Ratio Rank
VFTNX Sortino Ratio Rank: 3939
Sortino Ratio Rank
VFTNX Omega Ratio Rank: 4040
Omega Ratio Rank
VFTNX Calmar Ratio Rank: 5353
Calmar Ratio Rank
VFTNX Martin Ratio Rank: 5252
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. VFTNX - 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 Vanguard FTSE Social Index Fund Institutional Shares (VFTNX). 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.


ANFFXVFTNXDifference

Sharpe ratio

Return per unit of total volatility

1.51

0.81

+0.71

Sortino ratio

Return per unit of downside risk

2.16

1.28

+0.87

Omega ratio

Gain probability vs. loss probability

1.30

1.19

+0.11

Calmar ratio

Return relative to maximum drawdown

2.30

1.33

+0.98

Martin ratio

Return relative to average drawdown

9.72

5.18

+4.54

ANFFX vs. VFTNX - Sharpe Ratio Comparison

The current ANFFX Sharpe Ratio is 1.51, which is higher than the VFTNX Sharpe Ratio of 0.81. The chart below compares the historical Sharpe Ratios of ANFFX and VFTNX, 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


ANFFXVFTNXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.51

0.81

+0.71

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.45

0.57

-0.12

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.71

0.75

-0.04

Sharpe Ratio (All Time)

Calculated using the full available price history

0.48

0.35

+0.13

Correlation

The correlation between ANFFX and VFTNX is 0.90, 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. VFTNX - Dividend Comparison

ANFFX's dividend yield for the trailing twelve months is around 10.48%, more than VFTNX's 1.02% yield.


TTM20252024202320222021202020192018201720162015
ANFFX
American Funds The New Economy Fund Class F-1
10.48%9.90%9.56%3.89%0.00%7.53%2.45%7.26%9.84%8.19%2.13%6.07%
VFTNX
Vanguard FTSE Social Index Fund Institutional Shares
1.02%0.90%1.01%1.12%1.37%0.95%1.23%1.46%1.81%1.49%1.82%1.60%

Drawdowns

ANFFX vs. VFTNX - Drawdown Comparison

The maximum ANFFX drawdown since its inception was -55.37%, smaller than the maximum VFTNX drawdown of -64.04%. Use the drawdown chart below to compare losses from any high point for ANFFX and VFTNX.


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Drawdown Indicators


ANFFXVFTNXDifference

Max Drawdown

Largest peak-to-trough decline

-55.37%

-64.04%

+8.67%

Max Drawdown (1Y)

Largest decline over 1 year

-13.36%

-12.17%

-1.19%

Max Drawdown (5Y)

Largest decline over 5 years

-37.10%

-29.11%

-7.99%

Max Drawdown (10Y)

Largest decline over 10 years

-37.10%

-34.22%

-2.88%

Current Drawdown

Current decline from peak

-10.56%

-8.92%

-1.64%

Average Drawdown

Average peak-to-trough decline

-11.43%

-15.80%

+4.37%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.16%

3.12%

+0.04%

Volatility

ANFFX vs. VFTNX - Volatility Comparison

American Funds The New Economy Fund Class F-1 (ANFFX) has a higher volatility of 7.51% compared to Vanguard FTSE Social Index Fund Institutional Shares (VFTNX) at 5.93%. This indicates that ANFFX's price experiences larger fluctuations and is considered to be riskier than VFTNX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


ANFFXVFTNXDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.51%

5.93%

+1.58%

Volatility (6M)

Calculated over the trailing 6-month period

13.55%

10.55%

+3.00%

Volatility (1Y)

Calculated over the trailing 1-year period

20.86%

19.56%

+1.30%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

19.21%

18.35%

+0.86%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.99%

19.03%

-0.04%