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ANWFX vs. GFFFX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

ANWFX vs. GFFFX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in American Funds New Perspective Fund Class F-2 (ANWFX) and American Funds The Growth Fund of America (GFFFX). The values are adjusted to include any dividend payments, if applicable.

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ANWFX vs. GFFFX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
ANWFX
American Funds New Perspective Fund Class F-2
-5.25%21.60%16.98%24.93%-25.76%17.88%33.71%30.36%-5.79%29.13%
GFFFX
American Funds The Growth Fund of America
-8.03%19.96%28.28%37.51%-30.61%19.55%38.16%28.43%-2.96%26.38%

Returns By Period

In the year-to-date period, ANWFX achieves a -5.25% return, which is significantly higher than GFFFX's -8.03% return. Over the past 10 years, ANWFX has underperformed GFFFX with an annualized return of 12.56%, while GFFFX has yielded a comparatively higher 14.56% annualized return.


ANWFX

1D
3.11%
1M
-6.91%
YTD
-5.25%
6M
-3.54%
1Y
16.76%
3Y*
15.14%
5Y*
7.28%
10Y*
12.56%

GFFFX

1D
3.56%
1M
-6.33%
YTD
-8.03%
6M
-7.08%
1Y
17.05%
3Y*
20.50%
5Y*
9.18%
10Y*
14.56%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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ANWFX vs. GFFFX - Expense Ratio Comparison

ANWFX has a 0.51% expense ratio, which is higher than GFFFX's 0.40% expense ratio.


Return for Risk

ANWFX vs. GFFFX — Risk / Return Rank

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

ANWFX
ANWFX Risk / Return Rank: 4747
Overall Rank
ANWFX Sharpe Ratio Rank: 4646
Sharpe Ratio Rank
ANWFX Sortino Ratio Rank: 4949
Sortino Ratio Rank
ANWFX Omega Ratio Rank: 4343
Omega Ratio Rank
ANWFX Calmar Ratio Rank: 4646
Calmar Ratio Rank
ANWFX Martin Ratio Rank: 4949
Martin Ratio Rank

GFFFX
GFFFX Risk / Return Rank: 4444
Overall Rank
GFFFX Sharpe Ratio Rank: 3838
Sharpe Ratio Rank
GFFFX Sortino Ratio Rank: 4343
Sortino Ratio Rank
GFFFX Omega Ratio Rank: 4242
Omega Ratio Rank
GFFFX Calmar Ratio Rank: 5050
Calmar Ratio Rank
GFFFX Martin Ratio Rank: 4747
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.

ANWFX vs. GFFFX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for American Funds New Perspective Fund Class F-2 (ANWFX) and American Funds The Growth Fund of America (GFFFX). 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.


ANWFXGFFFXDifference

Sharpe ratio

Return per unit of total volatility

1.03

0.85

+0.18

Sortino ratio

Return per unit of downside risk

1.57

1.36

+0.21

Omega ratio

Gain probability vs. loss probability

1.22

1.19

+0.02

Calmar ratio

Return relative to maximum drawdown

1.44

1.28

+0.16

Martin ratio

Return relative to average drawdown

5.87

4.85

+1.02

ANWFX vs. GFFFX - Sharpe Ratio Comparison

The current ANWFX Sharpe Ratio is 1.03, which is comparable to the GFFFX Sharpe Ratio of 0.85. The chart below compares the historical Sharpe Ratios of ANWFX and GFFFX, 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


ANWFXGFFFXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.03

0.85

+0.18

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.43

0.46

-0.03

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.71

0.74

-0.03

Sharpe Ratio (All Time)

Calculated using the full available price history

0.49

0.75

-0.27

Correlation

The correlation between ANWFX and GFFFX is 0.95, 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

ANWFX vs. GFFFX - Dividend Comparison

ANWFX's dividend yield for the trailing twelve months is around 7.19%, less than GFFFX's 11.90% yield.


TTM20252024202320222021202020192018201720162015
ANWFX
American Funds New Perspective Fund Class F-2
7.19%6.81%5.38%5.60%4.42%7.25%4.35%3.90%7.88%5.72%4.14%6.39%
GFFFX
American Funds The Growth Fund of America
11.90%10.95%9.23%7.64%4.32%8.42%4.51%7.38%12.29%7.27%6.87%9.13%

Drawdowns

ANWFX vs. GFFFX - Drawdown Comparison

The maximum ANWFX drawdown since its inception was -49.65%, which is greater than GFFFX's maximum drawdown of -36.26%. Use the drawdown chart below to compare losses from any high point for ANWFX and GFFFX.


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Drawdown Indicators


ANWFXGFFFXDifference

Max Drawdown

Largest peak-to-trough decline

-49.65%

-36.26%

-13.39%

Max Drawdown (1Y)

Largest decline over 1 year

-11.74%

-13.74%

+2.00%

Max Drawdown (5Y)

Largest decline over 5 years

-34.32%

-36.26%

+1.94%

Max Drawdown (10Y)

Largest decline over 10 years

-34.32%

-36.26%

+1.94%

Current Drawdown

Current decline from peak

-8.70%

-10.67%

+1.97%

Average Drawdown

Average peak-to-trough decline

-7.80%

-5.60%

-2.20%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.88%

3.62%

-0.74%

Volatility

ANWFX vs. GFFFX - Volatility Comparison

The current volatility for American Funds New Perspective Fund Class F-2 (ANWFX) is 6.24%, while American Funds The Growth Fund of America (GFFFX) has a volatility of 6.76%. This indicates that ANWFX experiences smaller price fluctuations and is considered to be less risky than GFFFX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


ANWFXGFFFXDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.24%

6.76%

-0.52%

Volatility (6M)

Calculated over the trailing 6-month period

10.33%

12.14%

-1.81%

Volatility (1Y)

Calculated over the trailing 1-year period

17.02%

21.02%

-4.00%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.14%

20.23%

-3.09%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.77%

19.64%

-1.87%