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EGFIX vs. AMRGX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

EGFIX vs. AMRGX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Edgewood Growth Fund (EGFIX) and American Growth Fund Series One (AMRGX). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, EGFIX achieves a -6.49% return, which is significantly lower than AMRGX's 17.06% return. Both investments have delivered pretty close results over the past 10 years, with EGFIX having a 12.37% annualized return and AMRGX not far behind at 11.79%.


EGFIX

1D
-0.23%
1M
-4.81%
6M
-3.08%
YTD
-6.49%
1Y
-4.35%
3Y*
8.14%
5Y*
-0.45%
10Y*
12.37%
ALL TIME*
10.82%

AMRGX

1D
2.55%
1M
-0.50%
6M
12.78%
YTD
17.06%
1Y
37.70%
3Y*
17.59%
5Y*
9.71%
10Y*
11.79%
ALL TIME*
2.94%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$0.00$0.00$0.00
$0.00$0.00$0.00

EGFIX vs. AMRGX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
EGFIX
Edgewood Growth Fund
-6.49%7.44%18.38%39.74%-40.51%23.71%42.24%34.18%2.22%34.81%
AMRGX
American Growth Fund Series One
17.06%11.18%16.61%24.38%-19.93%15.64%18.65%36.73%-9.07%13.37%

Correlation

The correlation between EGFIX and AMRGX is 0.52, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.


Correlation
Correlation (1Y)
Focuses on recent behavior, but can change the most.

0.52

Correlation (3Y)
Balances recent behavior with more history.

0.67

Correlation (5Y)
Shows whether the relationship held over a longer period.

0.76

Correlation (10Y)
Provides a long-term view across more market conditions.

0.78

Correlation (All Time)
Calculated using the full available price history since Mar 2, 2006

0.81

Over the past year, the correlation between EGFIX and AMRGX has dropped to 0.52 - well below their long-term average of 0.81, suggesting their price drivers have been diverging.

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Return for Risk

EGFIX vs. AMRGX — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

EGFIX
EGFIX Risk / Return Rank: 22
Overall Rank
EGFIX Sharpe Ratio Rank: 22
Sharpe Ratio Rank
EGFIX Sortino Ratio Rank: 22
Sortino Ratio Rank
EGFIX Omega Ratio Rank: 22
Omega Ratio Rank
EGFIX Calmar Ratio Rank: 22
Calmar Ratio Rank
EGFIX Martin Ratio Rank: 11
Martin Ratio Rank

AMRGX
AMRGX Risk / Return Rank: 5656
Overall Rank
AMRGX Sharpe Ratio Rank: 4343
Sharpe Ratio Rank
AMRGX Sortino Ratio Rank: 4949
Sortino Ratio Rank
AMRGX Omega Ratio Rank: 6969
Omega Ratio Rank
AMRGX Calmar Ratio Rank: 7878
Calmar Ratio Rank
AMRGX Martin Ratio Rank: 4141
Martin Ratio Rank
The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

EGFIX vs. AMRGX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Edgewood Growth Fund (EGFIX) and American Growth Fund Series One (AMRGX). 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.


EGFIXAMRGXDifference
Sharpe ratioReturn per unit of total volatility

-1.61

Sortino ratioReturn per unit of downside risk

-2.30

Omega ratioGain probability vs. loss probability

0.95

1.30

-0.35

Calmar ratioReturn relative to maximum drawdown

-0.39

2.50

-2.90

Martin ratioReturn relative to average drawdown

-0.97

5.86

-6.83

EGFIX vs. AMRGX - Sharpe Ratio Comparison

The current EGFIX Sharpe Ratio is -0.39, which is lower than the AMRGX Sharpe Ratio of 1.22. The chart below compares the historical Sharpe Ratios of EGFIX and AMRGX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

EGFIX vs. AMRGX - Drawdown Comparison

The maximum EGFIX drawdown since its inception was -52.01%, smaller than the maximum AMRGX drawdown of -80.32%. Use the drawdown chart below to compare losses from any high point for EGFIX and AMRGX.


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Drawdown Indicators


EGFIXAMRGXDifference

Max Drawdown

Largest peak-to-trough decline

-52.01%

-80.32%

+28.31%

Max Drawdown (1Y)

Largest decline over 1 year

-18.32%

-13.98%

-4.34%

Max Drawdown (3Y)

Largest decline over 3 years

-30.15%

-21.15%

-9.00%

Max Drawdown (5Y)

Largest decline over 5 years

-49.42%

-35.42%

-14.00%

Max Drawdown (10Y)

Largest decline over 10 years

-49.42%

-35.42%

-14.00%

Current Drawdown

Current decline from peak

-15.42%

-5.31%

-10.11%

Average Drawdown

Average peak-to-trough decline

-11.00%

-40.05%

+29.05%

Ulcer Index

Depth and duration of drawdowns from previous peaks

7.53%

5.91%

+1.62%

Volatility

EGFIX vs. AMRGX - Volatility Comparison

The current volatility for Edgewood Growth Fund (EGFIX) is 4.36%, while American Growth Fund Series One (AMRGX) has a volatility of 6.43%. This indicates that EGFIX experiences smaller price fluctuations and is considered to be less risky than AMRGX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


EGFIXAMRGXDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.36%

6.43%

-2.07%

Volatility (6M)

Calculated over the trailing 6-month period

15.12%

17.26%

-2.14%

Volatility (1Y)

Calculated over the trailing 1-year period

18.42%

28.73%

-10.31%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

25.34%

22.64%

+2.70%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

23.58%

21.64%

+1.94%

EGFIX vs. AMRGX - Expense Ratio Comparison

EGFIX has a 1.00% expense ratio, which is lower than AMRGX's 4.07% expense ratio.


Dividends

EGFIX vs. AMRGX - Dividend Comparison

EGFIX's dividend yield for the trailing twelve months is around 920.20%, more than AMRGX's 15.23% yield.


PositionTTM20252024202320222021202020192018201720162015
AMRGX
American Growth Fund Series One
15.23%17.82%12.39%8.17%7.77%12.21%2.36%0.00%0.00%0.00%0.00%0.00%
EGFIX
Edgewood Growth Fund
920.20%49.54%17.57%0.00%15.16%5.77%5.79%0.28%4.96%1.30%2.15%3.26%

Frequently Asked Questions


EGFIX and AMRGX have a correlation of 0.52, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

AMRGX has higher volatility (6.43%) compared to EGFIX (4.36%). In terms of maximum drawdown, EGFIX dropped -52.01% vs AMRGX's -80.32%.

AMRGX currently has the higher Sharpe Ratio (1.22 vs -0.39), 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.

Portfolio Optimizer

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