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DWGAX vs. GFFFX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

DWGAX vs. GFFFX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in American Funds Developing World Growth and Income Fund (DWGAX) and American Funds The Growth Fund of America (GFFFX). The values are adjusted to include any dividend payments, if applicable.

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DWGAX vs. GFFFX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
DWGAX
American Funds Developing World Growth and Income Fund
-0.72%34.25%3.57%11.28%-23.47%0.50%12.07%23.50%-14.90%27.69%
GFFFX
American Funds The Growth Fund of America
-11.18%19.96%28.28%37.51%-30.61%19.55%38.16%28.43%-2.96%26.38%

Returns By Period

In the year-to-date period, DWGAX achieves a -0.72% return, which is significantly higher than GFFFX's -11.18% return. Over the past 10 years, DWGAX has underperformed GFFFX with an annualized return of 6.30%, while GFFFX has yielded a comparatively higher 14.16% annualized return.


DWGAX

1D
-0.65%
1M
-12.21%
YTD
-0.72%
6M
2.63%
1Y
27.24%
3Y*
13.97%
5Y*
2.73%
10Y*
6.30%

GFFFX

1D
-0.48%
1M
-9.64%
YTD
-11.18%
6M
-9.80%
1Y
13.80%
3Y*
19.10%
5Y*
8.75%
10Y*
14.16%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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DWGAX vs. GFFFX - Expense Ratio Comparison

DWGAX has a 1.23% expense ratio, which is higher than GFFFX's 0.40% expense ratio.


Return for Risk

DWGAX vs. GFFFX — Risk / Return Rank

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

DWGAX
DWGAX Risk / Return Rank: 8282
Overall Rank
DWGAX Sharpe Ratio Rank: 8585
Sharpe Ratio Rank
DWGAX Sortino Ratio Rank: 8383
Sortino Ratio Rank
DWGAX Omega Ratio Rank: 8282
Omega Ratio Rank
DWGAX Calmar Ratio Rank: 7979
Calmar Ratio Rank
DWGAX Martin Ratio Rank: 8080
Martin Ratio Rank

GFFFX
GFFFX Risk / Return Rank: 2929
Overall Rank
GFFFX Sharpe Ratio Rank: 2929
Sharpe Ratio Rank
GFFFX Sortino Ratio Rank: 3232
Sortino Ratio Rank
GFFFX Omega Ratio Rank: 3131
Omega Ratio Rank
GFFFX Calmar Ratio Rank: 2727
Calmar Ratio Rank
GFFFX Martin Ratio Rank: 2828
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.

DWGAX vs. GFFFX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for American Funds Developing World Growth and Income Fund (DWGAX) and American Funds The Growth Fund of America (GFFFX). 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.


DWGAXGFFFXDifference

Sharpe ratio

Return per unit of total volatility

1.64

0.66

+0.98

Sortino ratio

Return per unit of downside risk

2.15

1.08

+1.06

Omega ratio

Gain probability vs. loss probability

1.33

1.15

+0.17

Calmar ratio

Return relative to maximum drawdown

1.88

0.78

+1.11

Martin ratio

Return relative to average drawdown

7.79

2.99

+4.80

DWGAX vs. GFFFX - Sharpe Ratio Comparison

The current DWGAX Sharpe Ratio is 1.64, which is higher than the GFFFX Sharpe Ratio of 0.66. The chart below compares the historical Sharpe Ratios of DWGAX and GFFFX, 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


DWGAXGFFFXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.64

0.66

+0.98

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.17

0.44

-0.26

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.39

0.72

-0.34

Sharpe Ratio (All Time)

Calculated using the full available price history

0.26

0.74

-0.49

Correlation

The correlation between DWGAX and GFFFX is 0.67, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Dividends

DWGAX vs. GFFFX - Dividend Comparison

DWGAX's dividend yield for the trailing twelve months is around 2.02%, less than GFFFX's 12.33% yield.


TTM20252024202320222021202020192018201720162015
DWGAX
American Funds Developing World Growth and Income Fund
2.02%1.87%1.12%1.63%1.09%1.01%1.46%1.81%2.28%2.02%2.01%2.05%
GFFFX
American Funds The Growth Fund of America
12.33%10.95%9.23%7.64%4.32%8.42%4.51%7.38%12.29%7.27%6.87%9.13%

Drawdowns

DWGAX vs. GFFFX - Drawdown Comparison

The maximum DWGAX drawdown since its inception was -38.71%, which is greater than GFFFX's maximum drawdown of -36.26%. Use the drawdown chart below to compare losses from any high point for DWGAX and GFFFX.


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Drawdown Indicators


DWGAXGFFFXDifference

Max Drawdown

Largest peak-to-trough decline

-38.71%

-36.26%

-2.45%

Max Drawdown (1Y)

Largest decline over 1 year

-13.26%

-13.74%

+0.48%

Max Drawdown (5Y)

Largest decline over 5 years

-38.35%

-36.26%

-2.09%

Max Drawdown (10Y)

Largest decline over 10 years

-38.71%

-36.26%

-2.45%

Current Drawdown

Current decline from peak

-13.26%

-13.74%

+0.48%

Average Drawdown

Average peak-to-trough decline

-14.08%

-5.60%

-8.48%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.21%

3.56%

-0.35%

Volatility

DWGAX vs. GFFFX - Volatility Comparison

American Funds Developing World Growth and Income Fund (DWGAX) has a higher volatility of 6.86% compared to American Funds The Growth Fund of America (GFFFX) at 5.47%. This indicates that DWGAX's price experiences larger fluctuations and is considered to be riskier than GFFFX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


DWGAXGFFFXDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.86%

5.47%

+1.39%

Volatility (6M)

Calculated over the trailing 6-month period

11.43%

11.61%

-0.18%

Volatility (1Y)

Calculated over the trailing 1-year period

16.25%

20.77%

-4.52%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.94%

20.17%

-4.23%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.30%

19.61%

-3.31%