AWSHX vs. VIG

In the year-to-date period, AWSHX achieves a -2.03% return, which is significantly higher than VIG's -3.36% return. Over the past 10 years, AWSHX has underperformed VIG with an annualized return of 5.66%, while VIG has yielded a comparatively higher 10.94% annualized return.

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AWSHX has a 0.58% expense ratio, which is higher than VIG's 0.06% expense ratio.

This table presents a comparison of risk-adjusted performance metrics for American Funds Washington Mutual Investors Fund Class A (AWSHX) and Vanguard Dividend Appreciation ETF (VIG). 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 AWSHX Sharpe Ratio is 0.12, which is lower than the VIG Sharpe Ratio of 0.59. The chart below compares the historical Sharpe Ratios of AWSHX and VIG, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

AWSHX's dividend yield for the trailing twelve months is around 1.44%, less than VIG's 1.88% yield.

The maximum AWSHX drawdown since its inception was -53.16%, which is greater than VIG's maximum drawdown of -46.81%. Use the drawdown chart below to compare losses from any high point for AWSHX and VIG. For additional features, visit the drawdowns tool.

American Funds Washington Mutual Investors Fund Class A (AWSHX) and Vanguard Dividend Appreciation ETF (VIG) have volatilities of 11.90% and 11.66%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.