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CGNAX vs. CWGIX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

CGNAX vs. CWGIX - Performance Comparison

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

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CGNAX vs. CWGIX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
CGNAX
American Funds Growth and Income Portfolio
-2.54%17.85%14.51%18.73%-15.96%16.36%16.31%21.78%-5.88%18.99%
CWGIX
American Funds Capital World Growth and Income Fund Class A
-1.32%24.68%13.85%20.55%-17.32%14.74%15.31%25.32%-10.60%24.55%

Returns By Period

In the year-to-date period, CGNAX achieves a -2.54% return, which is significantly lower than CWGIX's -1.32% return. Over the past 10 years, CGNAX has underperformed CWGIX with an annualized return of 9.87%, while CWGIX has yielded a comparatively higher 10.60% annualized return.


CGNAX

1D
2.27%
1M
-5.52%
YTD
-2.54%
6M
-0.42%
1Y
15.52%
3Y*
14.20%
5Y*
7.75%
10Y*
9.87%

CWGIX

1D
3.00%
1M
-6.57%
YTD
-1.32%
6M
2.37%
1Y
22.43%
3Y*
16.70%
5Y*
8.67%
10Y*
10.60%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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CGNAX vs. CWGIX - Expense Ratio Comparison

CGNAX has a 0.36% expense ratio, which is lower than CWGIX's 0.75% expense ratio.


Return for Risk

CGNAX vs. CWGIX — Risk / Return Rank

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

CGNAX
CGNAX Risk / Return Rank: 7171
Overall Rank
CGNAX Sharpe Ratio Rank: 6767
Sharpe Ratio Rank
CGNAX Sortino Ratio Rank: 7070
Sortino Ratio Rank
CGNAX Omega Ratio Rank: 6565
Omega Ratio Rank
CGNAX Calmar Ratio Rank: 7474
Calmar Ratio Rank
CGNAX Martin Ratio Rank: 7777
Martin Ratio Rank

CWGIX
CWGIX Risk / Return Rank: 8080
Overall Rank
CWGIX Sharpe Ratio Rank: 7878
Sharpe Ratio Rank
CWGIX Sortino Ratio Rank: 8080
Sortino Ratio Rank
CWGIX Omega Ratio Rank: 7575
Omega Ratio Rank
CWGIX Calmar Ratio Rank: 8282
Calmar Ratio Rank
CWGIX Martin Ratio Rank: 8484
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.

CGNAX vs. CWGIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for American Funds Growth and Income Portfolio (CGNAX) and American Funds Capital World Growth and Income Fund Class A (CWGIX). 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.


CGNAXCWGIXDifference

Sharpe ratio

Return per unit of total volatility

1.25

1.46

-0.21

Sortino ratio

Return per unit of downside risk

1.84

2.09

-0.25

Omega ratio

Gain probability vs. loss probability

1.26

1.29

-0.03

Calmar ratio

Return relative to maximum drawdown

1.82

2.07

-0.25

Martin ratio

Return relative to average drawdown

7.83

8.70

-0.87

CGNAX vs. CWGIX - Sharpe Ratio Comparison

The current CGNAX Sharpe Ratio is 1.25, which is comparable to the CWGIX Sharpe Ratio of 1.46. The chart below compares the historical Sharpe Ratios of CGNAX and CWGIX, 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


CGNAXCWGIXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.25

1.46

-0.21

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.62

0.58

+0.04

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.75

0.67

+0.09

Sharpe Ratio (All Time)

Calculated using the full available price history

0.80

0.66

+0.15

Correlation

The correlation between CGNAX and CWGIX is 0.97, 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

CGNAX vs. CWGIX - Dividend Comparison

CGNAX's dividend yield for the trailing twelve months is around 5.62%, less than CWGIX's 10.71% yield.


TTM20252024202320222021202020192018201720162015
CGNAX
American Funds Growth and Income Portfolio
5.62%5.48%4.79%2.78%6.42%5.11%3.97%5.48%6.06%3.40%4.30%4.51%
CWGIX
American Funds Capital World Growth and Income Fund Class A
10.71%10.54%7.88%3.20%2.09%6.82%1.23%2.44%7.00%6.63%4.96%3.78%

Drawdowns

CGNAX vs. CWGIX - Drawdown Comparison

The maximum CGNAX drawdown since its inception was -26.56%, smaller than the maximum CWGIX drawdown of -54.47%. Use the drawdown chart below to compare losses from any high point for CGNAX and CWGIX.


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Drawdown Indicators


CGNAXCWGIXDifference

Max Drawdown

Largest peak-to-trough decline

-26.56%

-54.47%

+27.91%

Max Drawdown (1Y)

Largest decline over 1 year

-8.84%

-11.08%

+2.24%

Max Drawdown (5Y)

Largest decline over 5 years

-23.14%

-27.18%

+4.04%

Max Drawdown (10Y)

Largest decline over 10 years

-26.56%

-32.00%

+5.44%

Current Drawdown

Current decline from peak

-6.20%

-7.84%

+1.64%

Average Drawdown

Average peak-to-trough decline

-3.48%

-7.16%

+3.68%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.05%

2.63%

-0.58%

Volatility

CGNAX vs. CWGIX - Volatility Comparison

The current volatility for American Funds Growth and Income Portfolio (CGNAX) is 4.79%, while American Funds Capital World Growth and Income Fund Class A (CWGIX) has a volatility of 6.24%. This indicates that CGNAX experiences smaller price fluctuations and is considered to be less risky than CWGIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


CGNAXCWGIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.79%

6.24%

-1.45%

Volatility (6M)

Calculated over the trailing 6-month period

7.91%

10.48%

-2.57%

Volatility (1Y)

Calculated over the trailing 1-year period

12.85%

16.00%

-3.15%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

12.54%

15.04%

-2.50%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

13.15%

15.97%

-2.82%