CSTAX vs. GWPAX
CSTAX (American Funds College 2027 Fund) and GWPAX (American Funds Growth Portfolio Class A) are both Diversified Portfolio funds from American Funds. Over the past 10 years, CSTAX returned 4.99%/yr vs 13.46%/yr for GWPAX. A 0.78 correlation means they provide meaningful diversification when combined. CSTAX charges 0.41%/yr vs 0.73%/yr for GWPAX.
Performance
CSTAX vs. GWPAX - Performance Comparison
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Returns By Period
In the year-to-date period, CSTAX achieves a 1.38% return, which is significantly lower than GWPAX's 11.33% return. Over the past 10 years, CSTAX has underperformed GWPAX with an annualized return of 4.99%, while GWPAX has yielded a comparatively higher 13.46% annualized return.
CSTAX
- 1D
- 0.16%
- 1M
- 0.40%
- YTD
- 1.38%
- 6M
- 1.52%
- 1Y
- 6.38%
- 3Y*
- 6.72%
- 5Y*
- 2.95%
- 10Y*
- 4.99%
GWPAX
- 1D
- 1.51%
- 1M
- 2.77%
- YTD
- 11.33%
- 6M
- 11.00%
- 1Y
- 27.49%
- 3Y*
- 21.10%
- 5Y*
- 10.50%
- 10Y*
- 13.46%
CSTAX vs. GWPAX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
CSTAX American Funds College 2027 Fund | 1.38% | 9.00% | 5.57% | 6.57% | -9.87% | 6.52% | 7.66% | 13.35% | -2.23% | 11.77% |
GWPAX American Funds Growth Portfolio Class A | 11.33% | 20.47% | 20.17% | 28.76% | -26.97% | 18.59% | 25.34% | 27.19% | -6.59% | 25.12% |
Correlation
The correlation between CSTAX and GWPAX is 0.68, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.68 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.61 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.62 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.72 |
Correlation (All Time) Calculated using the full available price history since Jan 2, 2013 | 0.78 |
The correlation between CSTAX and GWPAX shifts across timeframes, from 0.61 (3 years) to 0.78 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
CSTAX vs. GWPAX — Risk / Return Rank
CSTAX
GWPAX
CSTAX vs. GWPAX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for American Funds College 2027 Fund (CSTAX) and American Funds Growth Portfolio Class A (GWPAX). 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.
| CSTAX | GWPAX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.29 | ||
| Sortino ratioReturn per unit of downside risk | +0.59 | ||
| Omega ratioGain probability vs. loss probability | 1.41 | 1.33 | +0.08 |
| Calmar ratioReturn relative to maximum drawdown | 2.39 | 2.30 | +0.09 |
| Martin ratioReturn relative to average drawdown | 9.06 | 9.98 | -0.92 |
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Drawdowns
CSTAX vs. GWPAX - Drawdown Comparison
The maximum CSTAX drawdown since its inception was -14.52%, smaller than the maximum GWPAX drawdown of -34.15%. Use the drawdown chart below to compare losses from any high point for CSTAX and GWPAX.
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Drawdown Indicators
| CSTAX | GWPAX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -14.52% | -34.15% | +19.63% |
Max Drawdown (1Y)Largest decline over 1 year | -2.72% | -11.78% | +9.06% |
Max Drawdown (3Y)Largest decline over 3 years | -4.89% | -19.42% | +14.53% |
Max Drawdown (5Y)Largest decline over 5 years | -14.52% | -34.15% | +19.63% |
Max Drawdown (10Y)Largest decline over 10 years | -14.52% | -34.15% | +19.63% |
Current DrawdownCurrent decline from peak | -0.48% | 0.00% | -0.48% |
Average DrawdownAverage peak-to-trough decline | -2.34% | -5.70% | +3.36% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.72% | 2.71% | -1.99% |
Volatility
CSTAX vs. GWPAX - Volatility Comparison
The current volatility for American Funds College 2027 Fund (CSTAX) is 1.22%, while American Funds Growth Portfolio Class A (GWPAX) has a volatility of 6.13%. This indicates that CSTAX experiences smaller price fluctuations and is considered to be less risky than GWPAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| CSTAX | GWPAX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.22% | 6.13% | -4.91% |
Volatility (6M)Calculated over the trailing 6-month period | 2.47% | 12.43% | -9.96% |
Volatility (1Y)Calculated over the trailing 1-year period | 3.13% | 15.19% | -12.06% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 5.17% | 18.39% | -13.22% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 5.79% | 18.09% | -12.30% |
CSTAX vs. GWPAX - Expense Ratio Comparison
CSTAX has a 0.41% expense ratio, which is lower than GWPAX's 0.73% expense ratio.
Dividends
CSTAX vs. GWPAX - Dividend Comparison
CSTAX's dividend yield for the trailing twelve months is around 5.19%, which matches GWPAX's 5.16% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
CSTAX American Funds College 2027 Fund | 5.19% | 5.26% | 3.78% | 3.17% | 3.40% | 7.52% | 5.72% | 4.00% | 4.78% | 3.90% | 4.34% | 4.49% |
GWPAX American Funds Growth Portfolio Class A | 5.16% | 5.75% | 5.83% | 1.61% | 9.94% | 3.42% | 3.42% | 5.77% | 6.19% | 3.39% | 4.36% | 4.84% |
Frequently Asked Questions
CSTAX and GWPAX have a correlation of 0.68, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
GWPAX has higher volatility (6.13%) compared to CSTAX (1.22%). In terms of maximum drawdown, CSTAX dropped -14.52% vs GWPAX's -34.15%.
CSTAX currently has the higher Sharpe Ratio (2.07 vs 1.79), 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.
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