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

Key characteristics


AWSHXVOO
YTD Return17.47%21.37%
1Y Return28.29%33.27%
3Y Return (Ann)9.47%8.64%
5Y Return (Ann)12.19%15.10%
10Y Return (Ann)11.05%12.97%
Sharpe Ratio3.013.04
Sortino Ratio4.124.03
Omega Ratio1.571.57
Calmar Ratio5.584.39
Martin Ratio20.7520.12
Ulcer Index1.52%1.84%
Daily Std Dev10.48%12.19%
Max Drawdown-53.26%-33.99%
Current Drawdown-3.02%-2.31%

Correlation

-0.50.00.51.01.0

The correlation between AWSHX and VOO 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.

Performance

AWSHX vs. VOO - Performance Comparison

In the year-to-date period, AWSHX achieves a 17.47% return, which is significantly lower than VOO's 21.37% return. Over the past 10 years, AWSHX has underperformed VOO with an annualized return of 11.05%, while VOO has yielded a comparatively higher 12.97% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


400.00%450.00%500.00%550.00%600.00%JuneJulyAugustSeptemberOctoberNovember
461.12%
577.00%
AWSHX
VOO

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AWSHX vs. VOO - Expense Ratio Comparison

AWSHX has a 0.58% expense ratio, which is higher than VOO's 0.03% expense ratio.


AWSHX
American Funds Washington Mutual Investors Fund Class A
Expense ratio chart for AWSHX: current value at 0.58% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.58%
Expense ratio chart for VOO: current value at 0.03% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.03%

Risk-Adjusted Performance

AWSHX vs. VOO - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for American Funds Washington Mutual Investors Fund Class A (AWSHX) 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.


AWSHX
Sharpe ratio
The chart of Sharpe ratio for AWSHX, currently valued at 3.01, compared to the broader market0.002.004.003.01
Sortino ratio
The chart of Sortino ratio for AWSHX, currently valued at 4.12, compared to the broader market0.005.0010.004.12
Omega ratio
The chart of Omega ratio for AWSHX, currently valued at 1.57, compared to the broader market1.002.003.004.001.57
Calmar ratio
The chart of Calmar ratio for AWSHX, currently valued at 5.58, compared to the broader market0.005.0010.0015.0020.005.58
Martin ratio
The chart of Martin ratio for AWSHX, currently valued at 20.75, compared to the broader market0.0020.0040.0060.0080.0020.75
VOO
Sharpe ratio
The chart of Sharpe ratio for VOO, currently valued at 3.04, compared to the broader market0.002.004.003.04
Sortino ratio
The chart of Sortino ratio for VOO, currently valued at 4.03, compared to the broader market0.005.0010.004.03
Omega ratio
The chart of Omega ratio for VOO, currently valued at 1.57, compared to the broader market1.002.003.004.001.57
Calmar ratio
The chart of Calmar ratio for VOO, currently valued at 4.39, compared to the broader market0.005.0010.0015.0020.004.39
Martin ratio
The chart of Martin ratio for VOO, currently valued at 20.12, compared to the broader market0.0020.0040.0060.0080.0020.12

AWSHX vs. VOO - Sharpe Ratio Comparison

The current AWSHX Sharpe Ratio is 3.01, which is comparable to the VOO Sharpe Ratio of 3.04. The chart below compares the historical Sharpe Ratios of AWSHX 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 Ratio1.502.002.503.003.50JuneJulyAugustSeptemberOctoberNovember
3.01
3.04
AWSHX
VOO

Dividends

AWSHX vs. VOO - Dividend Comparison

AWSHX's dividend yield for the trailing twelve months is around 7.77%, more than VOO's 1.29% yield.


TTM20232022202120202019201820172016201520142013
AWSHX
American Funds Washington Mutual Investors Fund Class A
7.77%6.14%6.31%3.23%3.06%6.76%8.09%7.40%6.36%6.22%7.00%4.96%
VOO
Vanguard S&P 500 ETF
1.29%1.46%1.69%1.25%1.54%1.88%2.06%1.78%2.02%2.10%1.85%1.84%

Drawdowns

AWSHX vs. VOO - Drawdown Comparison

The maximum AWSHX drawdown since its inception was -53.26%, which is greater than VOO's maximum drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for AWSHX and VOO. For additional features, visit the drawdowns tool.


-8.00%-6.00%-4.00%-2.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-3.02%
-2.31%
AWSHX
VOO

Volatility

AWSHX vs. VOO - Volatility Comparison

The current volatility for American Funds Washington Mutual Investors Fund Class A (AWSHX) is 2.78%, while Vanguard S&P 500 ETF (VOO) has a volatility of 3.28%. This indicates that AWSHX 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%3.00%4.00%5.00%6.00%JuneJulyAugustSeptemberOctoberNovember
2.78%
3.28%
AWSHX
VOO