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FUNFX vs. AWSHX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

FUNFX vs. AWSHX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in American Funds Fundamental Investors® Class F-3 (FUNFX) and American Funds Washington Mutual Investors Fund Class A (AWSHX). The values are adjusted to include any dividend payments, if applicable.

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FUNFX vs. AWSHX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
FUNFX
American Funds Fundamental Investors® Class F-3
-6.06%24.57%23.13%26.25%-16.38%22.81%15.28%27.47%-7.87%19.59%
AWSHX
American Funds Washington Mutual Investors Fund Class A
-5.27%17.20%19.02%17.21%-8.45%28.44%7.69%24.86%-6.16%18.76%

Returns By Period

In the year-to-date period, FUNFX achieves a -6.06% return, which is significantly lower than AWSHX's -5.27% return.


FUNFX

1D
-0.62%
1M
-9.87%
YTD
-6.06%
6M
-1.95%
1Y
20.82%
3Y*
19.72%
5Y*
11.92%
10Y*

AWSHX

1D
-0.03%
1M
-7.89%
YTD
-5.27%
6M
-3.14%
1Y
10.70%
3Y*
15.28%
5Y*
10.91%
10Y*
11.82%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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FUNFX vs. AWSHX - Expense Ratio Comparison

FUNFX has a 0.28% expense ratio, which is lower than AWSHX's 0.58% expense ratio.


Return for Risk

FUNFX vs. AWSHX — Risk / Return Rank

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

FUNFX
FUNFX Risk / Return Rank: 7171
Overall Rank
FUNFX Sharpe Ratio Rank: 6767
Sharpe Ratio Rank
FUNFX Sortino Ratio Rank: 7272
Sortino Ratio Rank
FUNFX Omega Ratio Rank: 6767
Omega Ratio Rank
FUNFX Calmar Ratio Rank: 7171
Calmar Ratio Rank
FUNFX Martin Ratio Rank: 7676
Martin Ratio Rank

AWSHX
AWSHX Risk / Return Rank: 3838
Overall Rank
AWSHX Sharpe Ratio Rank: 3535
Sharpe Ratio Rank
AWSHX Sortino Ratio Rank: 3838
Sortino Ratio Rank
AWSHX Omega Ratio Rank: 3939
Omega Ratio Rank
AWSHX Calmar Ratio Rank: 3737
Calmar Ratio Rank
AWSHX Martin Ratio Rank: 4343
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.

FUNFX vs. AWSHX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for American Funds Fundamental Investors® Class F-3 (FUNFX) and American Funds Washington Mutual Investors Fund Class A (AWSHX). 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.


FUNFXAWSHXDifference

Sharpe ratio

Return per unit of total volatility

1.18

0.76

+0.41

Sortino ratio

Return per unit of downside risk

1.78

1.19

+0.58

Omega ratio

Gain probability vs. loss probability

1.25

1.17

+0.08

Calmar ratio

Return relative to maximum drawdown

1.64

0.96

+0.67

Martin ratio

Return relative to average drawdown

7.35

4.37

+2.99

FUNFX vs. AWSHX - Sharpe Ratio Comparison

The current FUNFX Sharpe Ratio is 1.18, which is higher than the AWSHX Sharpe Ratio of 0.76. The chart below compares the historical Sharpe Ratios of FUNFX and AWSHX, 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


FUNFXAWSHXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.18

0.76

+0.41

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.72

0.78

-0.06

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.73

Sharpe Ratio (All Time)

Calculated using the full available price history

0.71

0.62

+0.09

Correlation

The correlation between FUNFX and AWSHX is 0.94, 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.


Dividends

FUNFX vs. AWSHX - Dividend Comparison

FUNFX's dividend yield for the trailing twelve months is around 9.43%, less than AWSHX's 10.67% yield.


TTM20252024202320222021202020192018201720162015
FUNFX
American Funds Fundamental Investors® Class F-3
9.43%8.83%9.21%6.10%5.33%11.29%2.90%7.21%9.65%7.57%0.00%0.00%
AWSHX
American Funds Washington Mutual Investors Fund Class A
10.67%10.08%10.06%6.14%6.31%6.05%3.06%6.19%4.36%7.26%6.37%6.25%

Drawdowns

FUNFX vs. AWSHX - Drawdown Comparison

The maximum FUNFX drawdown since its inception was -33.92%, smaller than the maximum AWSHX drawdown of -53.95%. Use the drawdown chart below to compare losses from any high point for FUNFX and AWSHX.


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Drawdown Indicators


FUNFXAWSHXDifference

Max Drawdown

Largest peak-to-trough decline

-33.92%

-53.95%

+20.03%

Max Drawdown (1Y)

Largest decline over 1 year

-11.36%

-10.37%

-0.99%

Max Drawdown (5Y)

Largest decline over 5 years

-24.88%

-18.64%

-6.24%

Max Drawdown (10Y)

Largest decline over 10 years

-34.65%

Current Drawdown

Current decline from peak

-10.62%

-8.37%

-2.25%

Average Drawdown

Average peak-to-trough decline

-4.77%

-6.43%

+1.66%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.53%

2.29%

+0.24%

Volatility

FUNFX vs. AWSHX - Volatility Comparison

American Funds Fundamental Investors® Class F-3 (FUNFX) has a higher volatility of 4.98% compared to American Funds Washington Mutual Investors Fund Class A (AWSHX) at 3.58%. This indicates that FUNFX's price experiences larger fluctuations and is considered to be riskier than AWSHX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


FUNFXAWSHXDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.98%

3.58%

+1.40%

Volatility (6M)

Calculated over the trailing 6-month period

10.64%

7.98%

+2.66%

Volatility (1Y)

Calculated over the trailing 1-year period

17.95%

15.18%

+2.77%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.67%

14.09%

+2.58%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.15%

16.31%

+1.84%