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FIFAX.HE vs. GAFFX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between FIFAX.HE and GAFFX is 0.04, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


-0.50.00.51.00.0

Performance

FIFAX.HE vs. GAFFX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in FIFAX Abp (FIFAX.HE) and American Funds Growth Fund of Amer F3 (GAFFX). The values are adjusted to include any dividend payments, if applicable.

-30.00%-20.00%-10.00%0.00%10.00%20.00%SeptemberOctoberNovemberDecember2025February
-31.78%
5.77%
FIFAX.HE
GAFFX

Key characteristics

Sharpe Ratio

FIFAX.HE:

0.07

GAFFX:

0.92

Sortino Ratio

FIFAX.HE:

0.85

GAFFX:

1.18

Omega Ratio

FIFAX.HE:

1.11

GAFFX:

1.20

Calmar Ratio

FIFAX.HE:

0.07

GAFFX:

0.91

Martin Ratio

FIFAX.HE:

0.24

GAFFX:

4.00

Ulcer Index

FIFAX.HE:

25.33%

GAFFX:

4.35%

Daily Std Dev

FIFAX.HE:

91.48%

GAFFX:

18.87%

Max Drawdown

FIFAX.HE:

-88.03%

GAFFX:

-41.75%

Current Drawdown

FIFAX.HE:

-85.48%

GAFFX:

-6.38%

Returns By Period

In the year-to-date period, FIFAX.HE achieves a -18.53% return, which is significantly lower than GAFFX's 6.49% return.


FIFAX.HE

YTD

-18.53%

1M

-20.08%

6M

-26.99%

1Y

5.50%

5Y*

N/A

10Y*

N/A

GAFFX

YTD

6.49%

1M

2.99%

6M

5.77%

1Y

19.30%

5Y*

8.58%

10Y*

N/A

*Annualized

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Risk-Adjusted Performance

FIFAX.HE vs. GAFFX — Risk-Adjusted Performance Rank

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

FIFAX.HE
The Risk-Adjusted Performance Rank of FIFAX.HE is 5151
Overall Rank
The Sharpe Ratio Rank of FIFAX.HE is 4848
Sharpe Ratio Rank
The Sortino Ratio Rank of FIFAX.HE is 5454
Sortino Ratio Rank
The Omega Ratio Rank of FIFAX.HE is 5353
Omega Ratio Rank
The Calmar Ratio Rank of FIFAX.HE is 4949
Calmar Ratio Rank
The Martin Ratio Rank of FIFAX.HE is 4848
Martin Ratio Rank

GAFFX
The Risk-Adjusted Performance Rank of GAFFX is 5050
Overall Rank
The Sharpe Ratio Rank of GAFFX is 4444
Sharpe Ratio Rank
The Sortino Ratio Rank of GAFFX is 3939
Sortino Ratio Rank
The Omega Ratio Rank of GAFFX is 5454
Omega Ratio Rank
The Calmar Ratio Rank of GAFFX is 6060
Calmar Ratio Rank
The Martin Ratio Rank of GAFFX is 5454
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

FIFAX.HE vs. GAFFX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for FIFAX Abp (FIFAX.HE) and American Funds Growth Fund of Amer F3 (GAFFX). 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.


Sharpe ratio
The chart of Sharpe ratio for FIFAX.HE, currently valued at 0.06, compared to the broader market-2.000.002.000.060.89
The chart of Sortino ratio for FIFAX.HE, currently valued at 0.84, compared to the broader market-4.00-2.000.002.004.006.000.841.14
The chart of Omega ratio for FIFAX.HE, currently valued at 1.11, compared to the broader market0.501.001.502.001.111.20
The chart of Calmar ratio for FIFAX.HE, currently valued at 0.06, compared to the broader market0.002.004.006.000.060.87
The chart of Martin ratio for FIFAX.HE, currently valued at 0.21, compared to the broader market0.0010.0020.0030.000.213.70
FIFAX.HE
GAFFX

The current FIFAX.HE Sharpe Ratio is 0.07, which is lower than the GAFFX Sharpe Ratio of 0.92. The chart below compares the historical Sharpe Ratios of FIFAX.HE and GAFFX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.000.501.001.502.002.50SeptemberOctoberNovemberDecember2025February
0.06
0.89
FIFAX.HE
GAFFX

Dividends

FIFAX.HE vs. GAFFX - Dividend Comparison

FIFAX.HE has not paid dividends to shareholders, while GAFFX's dividend yield for the trailing twelve months is around 0.69%.


TTM20242023202220212020201920182017
FIFAX.HE
FIFAX Abp
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
GAFFX
American Funds Growth Fund of Amer F3
0.69%0.73%0.89%0.72%0.40%0.53%1.17%1.09%0.83%

Drawdowns

FIFAX.HE vs. GAFFX - Drawdown Comparison

The maximum FIFAX.HE drawdown since its inception was -88.03%, which is greater than GAFFX's maximum drawdown of -41.75%. Use the drawdown chart below to compare losses from any high point for FIFAX.HE and GAFFX. For additional features, visit the drawdowns tool.


-80.00%-60.00%-40.00%-20.00%0.00%SeptemberOctoberNovemberDecember2025February
-86.97%
-6.38%
FIFAX.HE
GAFFX

Volatility

FIFAX.HE vs. GAFFX - Volatility Comparison

FIFAX Abp (FIFAX.HE) has a higher volatility of 18.89% compared to American Funds Growth Fund of Amer F3 (GAFFX) at 3.64%. This indicates that FIFAX.HE's price experiences larger fluctuations and is considered to be riskier than GAFFX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.00%10.00%20.00%30.00%40.00%50.00%SeptemberOctoberNovemberDecember2025February
18.89%
3.64%
FIFAX.HE
GAFFX
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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