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CGIAX vs. AMCPX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

CGIAX vs. AMCPX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in American Funds International Growth and Income Fund (CGIAX) and American Funds AMCAP Fund Class A (AMCPX). The values are adjusted to include any dividend payments, if applicable.

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CGIAX vs. AMCPX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
CGIAX
American Funds International Growth and Income Fund
-0.75%35.04%3.26%15.22%-15.49%9.79%7.73%27.06%-14.45%26.00%
AMCPX
American Funds AMCAP Fund Class A
-11.82%17.68%21.11%31.04%-28.67%20.57%21.42%26.35%-4.42%22.08%

Returns By Period

In the year-to-date period, CGIAX achieves a -0.75% return, which is significantly higher than AMCPX's -11.82% return. Over the past 10 years, CGIAX has underperformed AMCPX with an annualized return of 8.48%, while AMCPX has yielded a comparatively higher 10.59% annualized return.


CGIAX

1D
-0.02%
1M
-10.90%
YTD
-0.75%
6M
4.93%
1Y
24.81%
3Y*
14.05%
5Y*
7.15%
10Y*
8.48%

AMCPX

1D
-0.37%
1M
-10.12%
YTD
-11.82%
6M
-9.34%
1Y
11.06%
3Y*
14.39%
5Y*
6.22%
10Y*
10.59%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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CGIAX vs. AMCPX - Expense Ratio Comparison

CGIAX has a 0.93% expense ratio, which is higher than AMCPX's 0.65% expense ratio.


Return for Risk

CGIAX vs. AMCPX — Risk / Return Rank

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

CGIAX
CGIAX Risk / Return Rank: 8383
Overall Rank
CGIAX Sharpe Ratio Rank: 8686
Sharpe Ratio Rank
CGIAX Sortino Ratio Rank: 8282
Sortino Ratio Rank
CGIAX Omega Ratio Rank: 8383
Omega Ratio Rank
CGIAX Calmar Ratio Rank: 8484
Calmar Ratio Rank
CGIAX Martin Ratio Rank: 8282
Martin Ratio Rank

AMCPX
AMCPX Risk / Return Rank: 2323
Overall Rank
AMCPX Sharpe Ratio Rank: 2323
Sharpe Ratio Rank
AMCPX Sortino Ratio Rank: 2525
Sortino Ratio Rank
AMCPX Omega Ratio Rank: 2525
Omega Ratio Rank
AMCPX Calmar Ratio Rank: 2020
Calmar Ratio Rank
AMCPX Martin Ratio Rank: 2323
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.

CGIAX vs. AMCPX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for American Funds International Growth and Income Fund (CGIAX) and American Funds AMCAP Fund Class A (AMCPX). 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.


CGIAXAMCPXDifference

Sharpe ratio

Return per unit of total volatility

1.66

0.56

+1.09

Sortino ratio

Return per unit of downside risk

2.12

0.94

+1.18

Omega ratio

Gain probability vs. loss probability

1.33

1.13

+0.20

Calmar ratio

Return relative to maximum drawdown

2.07

0.59

+1.47

Martin ratio

Return relative to average drawdown

8.18

2.42

+5.77

CGIAX vs. AMCPX - Sharpe Ratio Comparison

The current CGIAX Sharpe Ratio is 1.66, which is higher than the AMCPX Sharpe Ratio of 0.56. The chart below compares the historical Sharpe Ratios of CGIAX and AMCPX, 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


CGIAXAMCPXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.66

0.56

+1.09

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.50

0.33

+0.17

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.54

0.57

-0.03

Sharpe Ratio (All Time)

Calculated using the full available price history

0.43

0.57

-0.14

Correlation

The correlation between CGIAX and AMCPX is 0.78, 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

CGIAX vs. AMCPX - Dividend Comparison

CGIAX's dividend yield for the trailing twelve months is around 8.30%, less than AMCPX's 9.90% yield.


TTM20252024202320222021202020192018201720162015
CGIAX
American Funds International Growth and Income Fund
8.30%8.13%3.34%2.27%3.99%6.90%1.35%2.36%2.74%1.80%2.29%3.17%
AMCPX
American Funds AMCAP Fund Class A
9.90%8.73%8.19%3.26%7.54%3.43%3.88%4.90%7.84%5.37%3.81%8.86%

Drawdowns

CGIAX vs. AMCPX - Drawdown Comparison

The maximum CGIAX drawdown since its inception was -35.78%, smaller than the maximum AMCPX drawdown of -62.37%. Use the drawdown chart below to compare losses from any high point for CGIAX and AMCPX.


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Drawdown Indicators


CGIAXAMCPXDifference

Max Drawdown

Largest peak-to-trough decline

-35.78%

-62.37%

+26.59%

Max Drawdown (1Y)

Largest decline over 1 year

-10.90%

-14.18%

+3.28%

Max Drawdown (5Y)

Largest decline over 5 years

-30.60%

-36.90%

+6.30%

Max Drawdown (10Y)

Largest decline over 10 years

-35.78%

-36.90%

+1.12%

Current Drawdown

Current decline from peak

-10.90%

-14.18%

+3.28%

Average Drawdown

Average peak-to-trough decline

-7.99%

-9.60%

+1.61%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.75%

3.47%

-0.72%

Volatility

CGIAX vs. AMCPX - Volatility Comparison

American Funds International Growth and Income Fund (CGIAX) has a higher volatility of 5.77% compared to American Funds AMCAP Fund Class A (AMCPX) at 5.26%. This indicates that CGIAX's price experiences larger fluctuations and is considered to be riskier than AMCPX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


CGIAXAMCPXDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.77%

5.26%

+0.51%

Volatility (6M)

Calculated over the trailing 6-month period

9.43%

11.06%

-1.63%

Volatility (1Y)

Calculated over the trailing 1-year period

14.41%

19.60%

-5.19%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.40%

19.12%

-4.72%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.81%

18.63%

-2.82%