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CGNAX vs. WMFFX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

CGNAX vs. WMFFX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in American Funds Growth and Income Portfolio (CGNAX) and Washington Mutual Investors Fund Class F-2 (WMFFX). The values are adjusted to include any dividend payments, if applicable.

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CGNAX vs. WMFFX - 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%
WMFFX
Washington Mutual Investors Fund Class F-2
-3.14%17.42%19.24%16.96%-8.27%28.71%7.89%25.03%-5.98%20.23%

Returns By Period

In the year-to-date period, CGNAX achieves a -2.54% return, which is significantly higher than WMFFX's -3.14% return. Over the past 10 years, CGNAX has underperformed WMFFX with an annualized return of 9.87%, while WMFFX has yielded a comparatively higher 12.23% 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%

WMFFX

1D
2.21%
1M
-5.84%
YTD
-3.14%
6M
-1.31%
1Y
13.17%
3Y*
16.19%
5Y*
11.30%
10Y*
12.23%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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CGNAX vs. WMFFX - Expense Ratio Comparison

CGNAX has a 0.36% expense ratio, which is lower than WMFFX's 0.37% expense ratio.


Return for Risk

CGNAX vs. WMFFX — 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

WMFFX
WMFFX Risk / Return Rank: 4646
Overall Rank
WMFFX Sharpe Ratio Rank: 3838
Sharpe Ratio Rank
WMFFX Sortino Ratio Rank: 4141
Sortino Ratio Rank
WMFFX Omega Ratio Rank: 4141
Omega Ratio Rank
WMFFX Calmar Ratio Rank: 5151
Calmar Ratio Rank
WMFFX Martin Ratio Rank: 5959
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. WMFFX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for American Funds Growth and Income Portfolio (CGNAX) and Washington Mutual Investors Fund Class F-2 (WMFFX). 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.


CGNAXWMFFXDifference

Sharpe ratio

Return per unit of total volatility

1.25

0.88

+0.37

Sortino ratio

Return per unit of downside risk

1.84

1.36

+0.49

Omega ratio

Gain probability vs. loss probability

1.26

1.20

+0.06

Calmar ratio

Return relative to maximum drawdown

1.82

1.36

+0.45

Martin ratio

Return relative to average drawdown

7.83

6.09

+1.74

CGNAX vs. WMFFX - Sharpe Ratio Comparison

The current CGNAX Sharpe Ratio is 1.25, which is higher than the WMFFX Sharpe Ratio of 0.88. The chart below compares the historical Sharpe Ratios of CGNAX and WMFFX, 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


CGNAXWMFFXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.25

0.88

+0.37

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.62

0.80

-0.18

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.75

0.75

0.00

Sharpe Ratio (All Time)

Calculated using the full available price history

0.80

0.57

+0.23

Correlation

The correlation between CGNAX and WMFFX is 0.93, 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. WMFFX - Dividend Comparison

CGNAX's dividend yield for the trailing twelve months is around 5.62%, less than WMFFX's 10.65% 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%
WMFFX
Washington Mutual Investors Fund Class F-2
10.65%10.28%10.27%5.92%6.53%6.24%3.26%6.33%4.59%7.43%6.56%6.44%

Drawdowns

CGNAX vs. WMFFX - Drawdown Comparison

The maximum CGNAX drawdown since its inception was -26.56%, smaller than the maximum WMFFX drawdown of -47.21%. Use the drawdown chart below to compare losses from any high point for CGNAX and WMFFX.


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Drawdown Indicators


CGNAXWMFFXDifference

Max Drawdown

Largest peak-to-trough decline

-26.56%

-47.21%

+20.65%

Max Drawdown (1Y)

Largest decline over 1 year

-8.84%

-10.37%

+1.53%

Max Drawdown (5Y)

Largest decline over 5 years

-23.14%

-18.53%

-4.61%

Max Drawdown (10Y)

Largest decline over 10 years

-26.56%

-34.63%

+8.07%

Current Drawdown

Current decline from peak

-6.20%

-6.33%

+0.13%

Average Drawdown

Average peak-to-trough decline

-3.48%

-5.40%

+1.92%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.05%

2.32%

-0.27%

Volatility

CGNAX vs. WMFFX - Volatility Comparison

American Funds Growth and Income Portfolio (CGNAX) has a higher volatility of 4.79% compared to Washington Mutual Investors Fund Class F-2 (WMFFX) at 4.41%. This indicates that CGNAX's price experiences larger fluctuations and is considered to be riskier than WMFFX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


CGNAXWMFFXDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.79%

4.41%

+0.38%

Volatility (6M)

Calculated over the trailing 6-month period

7.91%

8.28%

-0.37%

Volatility (1Y)

Calculated over the trailing 1-year period

12.85%

15.31%

-2.46%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

12.54%

14.13%

-1.59%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

13.15%

16.33%

-3.18%