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FNPFX vs. SWTSX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Performance

FNPFX vs. SWTSX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in American Funds New Perspective Fund Class F-3 (FNPFX) and Schwab Total Stock Market Index Fund (SWTSX). The values are adjusted to include any dividend payments, if applicable.

-5.00%0.00%5.00%10.00%15.00%JuneJulyAugustSeptemberOctoberNovember
6.35%
14.08%
FNPFX
SWTSX

Returns By Period

In the year-to-date period, FNPFX achieves a 17.69% return, which is significantly lower than SWTSX's 26.40% return.


FNPFX

YTD

17.69%

1M

0.69%

6M

6.35%

1Y

24.26%

5Y (annualized)

12.61%

10Y (annualized)

N/A

SWTSX

YTD

26.40%

1M

4.10%

6M

14.08%

1Y

33.80%

5Y (annualized)

15.17%

10Y (annualized)

12.69%

Key characteristics


FNPFXSWTSX
Sharpe Ratio1.602.66
Sortino Ratio2.363.55
Omega Ratio1.331.49
Calmar Ratio1.663.93
Martin Ratio10.1017.06
Ulcer Index2.40%1.98%
Daily Std Dev15.15%12.69%
Max Drawdown-34.25%-54.60%
Current Drawdown-1.64%-0.25%

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FNPFX vs. SWTSX - Expense Ratio Comparison

FNPFX has a 0.41% expense ratio, which is higher than SWTSX's 0.03% expense ratio.


FNPFX
American Funds New Perspective Fund Class F-3
Expense ratio chart for FNPFX: current value at 0.41% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.41%
Expense ratio chart for SWTSX: current value at 0.03% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.03%

Correlation

-0.50.00.51.00.9

The correlation between FNPFX and SWTSX is 0.92, 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.

Risk-Adjusted Performance

FNPFX vs. SWTSX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for American Funds New Perspective Fund Class F-3 (FNPFX) and Schwab Total Stock Market Index Fund (SWTSX). 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 FNPFX, currently valued at 1.60, compared to the broader market-1.000.001.002.003.004.005.001.602.66
The chart of Sortino ratio for FNPFX, currently valued at 2.36, compared to the broader market0.005.0010.002.363.55
The chart of Omega ratio for FNPFX, currently valued at 1.33, compared to the broader market1.002.003.004.001.331.49
The chart of Calmar ratio for FNPFX, currently valued at 1.66, compared to the broader market0.005.0010.0015.0020.001.663.93
The chart of Martin ratio for FNPFX, currently valued at 10.10, compared to the broader market0.0020.0040.0060.0080.00100.0010.1017.06
FNPFX
SWTSX

The current FNPFX Sharpe Ratio is 1.60, which is lower than the SWTSX Sharpe Ratio of 2.66. The chart below compares the historical Sharpe Ratios of FNPFX and SWTSX, 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 Ratio1.001.502.002.503.003.50JuneJulyAugustSeptemberOctoberNovember
1.60
2.66
FNPFX
SWTSX

Dividends

FNPFX vs. SWTSX - Dividend Comparison

FNPFX's dividend yield for the trailing twelve months is around 1.07%, less than SWTSX's 1.11% yield.


TTM20232022202120202019201820172016201520142013
FNPFX
American Funds New Perspective Fund Class F-3
1.07%1.25%1.21%0.65%0.40%1.31%1.55%0.77%0.00%0.00%0.00%0.00%
SWTSX
Schwab Total Stock Market Index Fund
1.11%1.41%1.62%1.17%1.63%1.68%2.06%1.61%1.85%1.95%1.66%1.51%

Drawdowns

FNPFX vs. SWTSX - Drawdown Comparison

The maximum FNPFX drawdown since its inception was -34.25%, smaller than the maximum SWTSX drawdown of -54.60%. Use the drawdown chart below to compare losses from any high point for FNPFX and SWTSX. For additional features, visit the drawdowns tool.


-8.00%-6.00%-4.00%-2.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-1.64%
-0.25%
FNPFX
SWTSX

Volatility

FNPFX vs. SWTSX - Volatility Comparison

The current volatility for American Funds New Perspective Fund Class F-3 (FNPFX) is 3.35%, while Schwab Total Stock Market Index Fund (SWTSX) has a volatility of 4.19%. This indicates that FNPFX experiences smaller price fluctuations and is considered to be less risky than SWTSX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%3.00%4.00%5.00%6.00%7.00%JuneJulyAugustSeptemberOctoberNovember
3.35%
4.19%
FNPFX
SWTSX