PortfoliosLab logo
GAFFX vs. GOOG
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between GAFFX and GOOG is 0.72, 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.


-0.50.00.51.0
Correlation: 0.7

Performance

GAFFX vs. GOOG - Performance Comparison

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

0.00%100.00%200.00%300.00%400.00%NovemberDecember2025FebruaryMarchApril
69.85%
295.54%
GAFFX
GOOG

Key characteristics

Sharpe Ratio

GAFFX:

0.19

GOOG:

0.10

Sortino Ratio

GAFFX:

0.40

GOOG:

0.37

Omega Ratio

GAFFX:

1.07

GOOG:

1.05

Calmar Ratio

GAFFX:

0.18

GOOG:

0.11

Martin Ratio

GAFFX:

0.53

GOOG:

0.24

Ulcer Index

GAFFX:

8.65%

GOOG:

12.72%

Daily Std Dev

GAFFX:

24.93%

GOOG:

29.90%

Max Drawdown

GAFFX:

-41.75%

GOOG:

-44.60%

Current Drawdown

GAFFX:

-16.18%

GOOG:

-21.89%

Returns By Period

In the year-to-date period, GAFFX achieves a -4.66% return, which is significantly higher than GOOG's -14.81% return.


GAFFX

YTD

-4.66%

1M

1.60%

6M

-10.00%

1Y

3.06%

5Y*

8.12%

10Y*

N/A

GOOG

YTD

-14.81%

1M

3.84%

6M

-5.09%

1Y

-3.02%

5Y*

19.36%

10Y*

19.79%

*Annualized

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Risk-Adjusted Performance

GAFFX vs. GOOG — Risk-Adjusted Performance Rank

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

GAFFX
The Risk-Adjusted Performance Rank of GAFFX is 3434
Overall Rank
The Sharpe Ratio Rank of GAFFX is 3232
Sharpe Ratio Rank
The Sortino Ratio Rank of GAFFX is 3434
Sortino Ratio Rank
The Omega Ratio Rank of GAFFX is 3737
Omega Ratio Rank
The Calmar Ratio Rank of GAFFX is 3636
Calmar Ratio Rank
The Martin Ratio Rank of GAFFX is 3131
Martin Ratio Rank

GOOG
The Risk-Adjusted Performance Rank of GOOG is 5353
Overall Rank
The Sharpe Ratio Rank of GOOG is 5656
Sharpe Ratio Rank
The Sortino Ratio Rank of GOOG is 4848
Sortino Ratio Rank
The Omega Ratio Rank of GOOG is 4747
Omega Ratio Rank
The Calmar Ratio Rank of GOOG is 5757
Calmar Ratio Rank
The Martin Ratio Rank of GOOG is 5555
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.

GAFFX vs. GOOG - Risk-Adjusted Performance Comparison

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


The chart of Sharpe ratio for GAFFX, currently valued at 0.19, compared to the broader market-1.000.001.002.003.00
GAFFX: 0.19
GOOG: 0.10
The chart of Sortino ratio for GAFFX, currently valued at 0.40, compared to the broader market-2.000.002.004.006.008.00
GAFFX: 0.40
GOOG: 0.37
The chart of Omega ratio for GAFFX, currently valued at 1.07, compared to the broader market0.501.001.502.002.503.00
GAFFX: 1.07
GOOG: 1.05
The chart of Calmar ratio for GAFFX, currently valued at 0.18, compared to the broader market0.002.004.006.008.0010.00
GAFFX: 0.18
GOOG: 0.11
The chart of Martin ratio for GAFFX, currently valued at 0.53, compared to the broader market0.0010.0020.0030.0040.00
GAFFX: 0.53
GOOG: 0.24

The current GAFFX Sharpe Ratio is 0.19, which is higher than the GOOG Sharpe Ratio of 0.10. The chart below compares the historical Sharpe Ratios of GAFFX and GOOG, 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 Ratio-1.000.001.002.003.00NovemberDecember2025FebruaryMarchApril
0.19
0.10
GAFFX
GOOG

Dividends

GAFFX vs. GOOG - Dividend Comparison

GAFFX's dividend yield for the trailing twelve months is around 0.77%, more than GOOG's 0.49% yield.


TTM20242023202220212020201920182017
GAFFX
American Funds Growth Fund of Amer F3
0.77%0.73%0.89%0.72%0.40%0.53%1.17%1.09%0.83%
GOOG
Alphabet Inc.
0.49%0.32%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

GAFFX vs. GOOG - Drawdown Comparison

The maximum GAFFX drawdown since its inception was -41.75%, smaller than the maximum GOOG drawdown of -44.60%. Use the drawdown chart below to compare losses from any high point for GAFFX and GOOG. For additional features, visit the drawdowns tool.


-30.00%-25.00%-20.00%-15.00%-10.00%-5.00%0.00%NovemberDecember2025FebruaryMarchApril
-16.18%
-21.89%
GAFFX
GOOG

Volatility

GAFFX vs. GOOG - Volatility Comparison

American Funds Growth Fund of Amer F3 (GAFFX) has a higher volatility of 15.26% compared to Alphabet Inc. (GOOG) at 13.71%. This indicates that GAFFX's price experiences larger fluctuations and is considered to be riskier than GOOG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%4.00%6.00%8.00%10.00%12.00%14.00%16.00%NovemberDecember2025FebruaryMarchApril
15.26%
13.71%
GAFFX
GOOG