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

Correlation

The correlation between GAFFX and GOOG is 0.71, 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.


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.

Loading data...

Key characteristics

Sharpe Ratio

GAFFX:

0.23

GOOG:

-0.16

Sortino Ratio

GAFFX:

0.50

GOOG:

0.05

Omega Ratio

GAFFX:

1.08

GOOG:

1.01

Calmar Ratio

GAFFX:

0.24

GOOG:

-0.12

Martin Ratio

GAFFX:

0.70

GOOG:

-0.26

Ulcer Index

GAFFX:

9.20%

GOOG:

13.82%

Daily Std Dev

GAFFX:

25.24%

GOOG:

31.17%

Max Drawdown

GAFFX:

-41.75%

GOOG:

-44.60%

Current Drawdown

GAFFX:

-10.59%

GOOG:

-18.03%

Returns By Period

In the year-to-date period, GAFFX achieves a 1.69% return, which is significantly higher than GOOG's -10.60% return.


GAFFX

YTD

1.69%

1M

17.10%

6M

-6.25%

1Y

5.85%

3Y*

12.65%

5Y*

8.54%

10Y*

N/A

GOOG

YTD

-10.60%

1M

13.48%

6M

-3.88%

1Y

-4.83%

3Y*

16.05%

5Y*

19.36%

10Y*

20.26%

*Annualized

Compare stocks, funds, or ETFs

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


Alphabet Inc

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 3636
Overall Rank
The Sharpe Ratio Rank of GAFFX is 3333
Sharpe Ratio Rank
The Sortino Ratio Rank of GAFFX is 3636
Sortino Ratio Rank
The Omega Ratio Rank of GAFFX is 4040
Omega Ratio Rank
The Calmar Ratio Rank of GAFFX is 4040
Calmar Ratio Rank
The Martin Ratio Rank of GAFFX is 3333
Martin Ratio Rank

GOOG
The Risk-Adjusted Performance Rank of GOOG is 4141
Overall Rank
The Sharpe Ratio Rank of GOOG is 4343
Sharpe Ratio Rank
The Sortino Ratio Rank of GOOG is 3737
Sortino Ratio Rank
The Omega Ratio Rank of GOOG is 3737
Omega Ratio Rank
The Calmar Ratio Rank of GOOG is 4343
Calmar Ratio Rank
The Martin Ratio Rank of GOOG is 4545
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 current GAFFX Sharpe Ratio is 0.23, which is higher than the GOOG Sharpe Ratio of -0.16. 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.


Loading data...

Dividends

GAFFX vs. GOOG - Dividend Comparison

GAFFX's dividend yield for the trailing twelve months is around 9.15%, more than GOOG's 0.47% yield.


TTM20242023202220212020201920182017
GAFFX
American Funds Growth Fund of Amer F3
9.15%9.30%7.71%4.45%8.50%4.58%7.58%12.37%7.36%
GOOG
Alphabet Inc
0.47%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.


Loading data...

Volatility

GAFFX vs. GOOG - Volatility Comparison

The current volatility for American Funds Growth Fund of Amer F3 (GAFFX) is 5.70%, while Alphabet Inc (GOOG) has a volatility of 11.13%. This indicates that GAFFX experiences smaller price fluctuations and is considered to be less risky than GOOG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading data...