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BLPFX vs. CGFAX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

BLPFX vs. CGFAX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in American Funds Moderate Growth and Income Portfolio Class F-1 (BLPFX) and American Funds The Growth Fund of America Class 529-A (CGFAX). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, BLPFX achieves a 7.20% return, which is significantly higher than CGFAX's 5.59% return. Over the past 10 years, BLPFX has underperformed CGFAX with an annualized return of 8.95%, while CGFAX has yielded a comparatively higher 15.19% annualized return.


BLPFX

1D
0.28%
1M
-0.33%
6M
4.58%
YTD
7.20%
1Y
15.42%
3Y*
13.38%
5Y*
7.37%
10Y*
8.95%
ALL TIME*
9.21%

CGFAX

1D
1.17%
1M
-2.12%
6M
4.96%
YTD
5.59%
1Y
14.18%
3Y*
20.24%
5Y*
10.33%
10Y*
15.19%
ALL TIME*
10.63%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$0.00$0.00$0.00
$0.00$0.00$0.00

BLPFX vs. CGFAX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
BLPFX
American Funds Moderate Growth and Income Portfolio Class F-1
7.20%16.99%11.25%13.80%-13.59%13.75%13.17%19.49%-4.63%16.67%
CGFAX
American Funds The Growth Fund of America Class 529-A
5.59%19.69%27.99%37.14%-30.76%19.26%37.81%28.09%-3.25%26.06%

Correlation

The correlation between BLPFX and CGFAX is 0.91, meaning they have usually moved in the same direction, including during past declines.


Correlation
Correlation (1Y)
Focuses on recent behavior, but can change the most.

0.91

Correlation (3Y)
Balances recent behavior with more history.

0.90

Correlation (5Y)
Shows whether the relationship held over a longer period.

0.90

Correlation (10Y)
Provides a long-term view across more market conditions.

0.90

Correlation (All Time)
Calculated using the full available price history since May 18, 2012

0.91

The correlation between BLPFX and CGFAX has been stable across timeframes, ranging from 0.90 to 0.91 - a consistent structural relationship.

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Return for Risk

BLPFX vs. CGFAX — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

BLPFX
BLPFX Risk / Return Rank: 6464
Overall Rank
BLPFX Sharpe Ratio Rank: 6565
Sharpe Ratio Rank
BLPFX Sortino Ratio Rank: 6464
Sortino Ratio Rank
BLPFX Omega Ratio Rank: 6666
Omega Ratio Rank
BLPFX Calmar Ratio Rank: 5555
Calmar Ratio Rank
BLPFX Martin Ratio Rank: 6868
Martin Ratio Rank

CGFAX
CGFAX Risk / Return Rank: 1818
Overall Rank
CGFAX Sharpe Ratio Rank: 1717
Sharpe Ratio Rank
CGFAX Sortino Ratio Rank: 1717
Sortino Ratio Rank
CGFAX Omega Ratio Rank: 1818
Omega Ratio Rank
CGFAX Calmar Ratio Rank: 1717
Calmar Ratio Rank
CGFAX Martin Ratio Rank: 2121
Martin Ratio Rank
The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

BLPFX vs. CGFAX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for American Funds Moderate Growth and Income Portfolio Class F-1 (BLPFX) and American Funds The Growth Fund of America Class 529-A (CGFAX). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


BLPFXCGFAXDifference
Sharpe ratioReturn per unit of total volatility

+0.91

Sortino ratioReturn per unit of downside risk

+1.24

Omega ratioGain probability vs. loss probability

1.30

1.14

+0.17

Calmar ratioReturn relative to maximum drawdown

2.10

0.90

+1.20

Martin ratioReturn relative to average drawdown

8.94

3.24

+5.70

BLPFX vs. CGFAX - Sharpe Ratio Comparison

The current BLPFX Sharpe Ratio is 1.63, which is higher than the CGFAX Sharpe Ratio of 0.73. The chart below compares the historical Sharpe Ratios of BLPFX and CGFAX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

BLPFX vs. CGFAX - Drawdown Comparison

The maximum BLPFX drawdown since its inception was -23.21%, smaller than the maximum CGFAX drawdown of -51.91%. Use the drawdown chart below to compare losses from any high point for BLPFX and CGFAX.


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Drawdown Indicators


BLPFXCGFAXDifference

Max Drawdown

Largest peak-to-trough decline

-23.21%

-51.91%

+28.70%

Max Drawdown (1Y)

Largest decline over 1 year

-7.08%

-13.77%

+6.69%

Max Drawdown (3Y)

Largest decline over 3 years

-10.36%

-21.58%

+11.22%

Max Drawdown (5Y)

Largest decline over 5 years

-20.72%

-36.39%

+15.67%

Max Drawdown (10Y)

Largest decline over 10 years

-23.21%

-36.39%

+13.18%

Current Drawdown

Current decline from peak

-0.84%

-4.38%

+3.54%

Average Drawdown

Average peak-to-trough decline

-2.90%

-8.57%

+5.67%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.66%

3.80%

-2.14%

Volatility

BLPFX vs. CGFAX - Volatility Comparison

The current volatility for American Funds Moderate Growth and Income Portfolio Class F-1 (BLPFX) is 2.29%, while American Funds The Growth Fund of America Class 529-A (CGFAX) has a volatility of 5.01%. This indicates that BLPFX experiences smaller price fluctuations and is considered to be less risky than CGFAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


BLPFXCGFAXDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.29%

5.01%

-2.72%

Volatility (6M)

Calculated over the trailing 6-month period

7.41%

13.69%

-6.28%

Volatility (1Y)

Calculated over the trailing 1-year period

9.08%

16.94%

-7.86%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

10.48%

20.56%

-10.08%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

10.81%

19.79%

-8.98%

BLPFX vs. CGFAX - Expense Ratio Comparison

BLPFX has a 0.70% expense ratio, which is higher than CGFAX's 0.62% expense ratio.


Dividends

BLPFX vs. CGFAX - Dividend Comparison

BLPFX's dividend yield for the trailing twelve months is around 5.73%, less than CGFAX's 10.31% yield.


PositionTTM20252024202320222021202020192018201720162015
BLPFX
American Funds Moderate Growth and Income Portfolio Class F-1
5.73%6.05%3.55%2.24%5.95%4.92%2.52%3.79%4.64%3.44%3.61%3.64%
CGFAX
American Funds The Growth Fund of America Class 529-A
10.31%10.88%9.12%7.48%4.09%8.26%4.34%7.18%12.03%7.07%6.60%8.86%

Frequently Asked Questions


With a correlation of 0.91, BLPFX and CGFAX move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

CGFAX has higher volatility (5.01%) compared to BLPFX (2.29%). In terms of maximum drawdown, BLPFX dropped -23.21% vs CGFAX's -51.91%.

BLPFX currently has the higher Sharpe Ratio (1.63 vs 0.73), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

Portfolio Optimizer

Find the right allocation for BLPFX and CGFAX

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