GAFFX vs. AWSHX

Last updated Apr 1, 2026

Compare and contrast key facts about American Funds Growth Fund of Amer F3 (GAFFX) and American Funds Washington Mutual Investors Fund Class A (AWSHX).

GAFFX is managed by American Funds. It was launched on Aug 1, 2008. AWSHX is managed by American Funds. It was launched on Jul 31, 1952.

Performance

GAFFX vs. AWSHX - Performance Comparison

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

GAFFX vs. AWSHX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
GAFFX American Funds Growth Fund of Amer F3	-11.16%	20.09%	28.41%	37.68%	-30.54%	19.67%	38.31%	28.57%	-2.89%	20.76%
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, GAFFX achieves a -11.16% return, which is significantly lower than AWSHX's -5.27% return.

GAFFX

• 1D: -0.47%
• 1M: -9.63%
• YTD: -11.16%
• 6M: -9.74%
• 1Y: 13.93%
• 3Y*: 19.23%
• 5Y*: 8.86%
• 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)

GAFFX vs. AWSHX - Expense Ratio Comparison

GAFFX has a 0.30% expense ratio, which is lower than AWSHX's 0.58% expense ratio.

AWSHX

American Funds Washington Mutual Investors Fund Class A

GAFFX

American Funds Growth Fund of Amer F3

Return for Risk

GAFFX vs. AWSHX — Risk / Return Rank

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

GAFFX

GAFFX Risk / Return Rank: 30
GAFFX Sharpe Ratio Rank: 29
GAFFX Sortino Ratio Rank: 32
GAFFX Omega Ratio Rank: 32
GAFFX Calmar Ratio Rank: 28
GAFFX Martin Ratio Rank: 28

AWSHX

AWSHX Risk / Return Rank: 38
AWSHX Sharpe Ratio Rank: 35
AWSHX Sortino Ratio Rank: 38
AWSHX Omega Ratio Rank: 39
AWSHX Calmar Ratio Rank: 37
AWSHX Martin Ratio Rank: 43

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.

GAFFX vs. AWSHX - Risk-Adjusted Trends Comparison

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

	GAFFX	AWSHX	Difference
Sharpe ratio Return per unit of total volatility	0.66	0.76	-0.10
Sortino ratio Return per unit of downside risk	1.09	1.19	-0.10
Omega ratio Gain probability vs. loss probability	1.16	1.17	-0.02
Calmar ratio Return relative to maximum drawdown	0.79	0.96	-0.18
Martin ratio Return relative to average drawdown	3.04	4.37	-1.33
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

GAFFX vs. AWSHX - Sharpe Ratio Comparison

The current GAFFX Sharpe Ratio is 0.66, which is comparable to the AWSHX Sharpe Ratio of 0.76. The chart below compares the historical Sharpe Ratios of GAFFX 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.

Sharpe Ratios by Period

	GAFFX	AWSHX	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	0.66	0.76	-0.10
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.44	0.78	-0.34
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	—	0.73	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.69	0.62	+0.07

Correlation

The correlation between GAFFX and AWSHX is 0.85, 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

GAFFX vs. AWSHX - Dividend Comparison

GAFFX's dividend yield for the trailing twelve months is around 12.39%, more than AWSHX's 10.67% yield.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
GAFFX American Funds Growth Fund of Amer F3	12.39%	11.00%	9.30%	7.71%	4.45%	8.50%	4.58%	7.47%	12.37%	7.36%	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

GAFFX vs. AWSHX - Drawdown Comparison

The maximum GAFFX drawdown since its inception was -36.19%, smaller than the maximum AWSHX drawdown of -53.95%. Use the drawdown chart below to compare losses from any high point for GAFFX and AWSHX.

Drawdown Indicators

	GAFFX	AWSHX	Difference
Max Drawdown Largest peak-to-trough decline	-36.19%	-53.95%	+17.76%
Max Drawdown (1Y) Largest decline over 1 year	-13.71%	-10.37%	-3.34%
Max Drawdown (5Y) Largest decline over 5 years	-36.19%	-18.64%	-17.55%
Max Drawdown (10Y) Largest decline over 10 years	—	-34.65%	—
Current Drawdown Current decline from peak	-13.71%	-8.37%	-5.34%
Average Drawdown Average peak-to-trough decline	-7.51%	-6.43%	-1.08%
Ulcer Index Depth and duration of drawdowns from previous peaks	3.55%	2.29%	+1.26%

Volatility

GAFFX vs. AWSHX - Volatility Comparison

American Funds Growth Fund of Amer F3 (GAFFX) has a higher volatility of 5.47% compared to American Funds Washington Mutual Investors Fund Class A (AWSHX) at 3.58%. This indicates that GAFFX'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.

Volatility by Period

	GAFFX	AWSHX	Difference
Volatility (1M) Calculated over the trailing 1-month period	5.47%	3.58%	+1.89%
Volatility (6M) Calculated over the trailing 6-month period	11.61%	7.98%	+3.63%
Volatility (1Y) Calculated over the trailing 1-year period	20.76%	15.18%	+5.58%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	20.17%	14.09%	+6.08%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	20.19%	16.31%	+3.88%