PortfoliosLab logo
PortfoliosLab logo
Tools
Performance Analysis
Portfolio Analysis
Factor Model
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
GAFFX vs. VOO
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between GAFFX and VOO 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.


-0.50.00.51.00.9

Performance

GAFFX vs. VOO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in American Funds Growth Fund of Amer F3 (GAFFX) and Vanguard S&P 500 ETF (VOO). The values are adjusted to include any dividend payments, if applicable.

-5.00%0.00%5.00%10.00%15.00%SeptemberOctoberNovemberDecember2025February
5.99%
10.51%
GAFFX
VOO

Key characteristics

Sharpe Ratio

GAFFX:

0.92

VOO:

1.89

Sortino Ratio

GAFFX:

1.18

VOO:

2.54

Omega Ratio

GAFFX:

1.20

VOO:

1.35

Calmar Ratio

GAFFX:

0.90

VOO:

2.83

Martin Ratio

GAFFX:

3.96

VOO:

11.83

Ulcer Index

GAFFX:

4.37%

VOO:

2.02%

Daily Std Dev

GAFFX:

18.87%

VOO:

12.66%

Max Drawdown

GAFFX:

-41.75%

VOO:

-33.99%

Current Drawdown

GAFFX:

-7.16%

VOO:

-0.42%

Returns By Period

In the year-to-date period, GAFFX achieves a 5.60% return, which is significantly higher than VOO's 4.17% return.


GAFFX

YTD

5.60%

1M

0.96%

6M

6.00%

1Y

18.43%

5Y*

8.39%

10Y*

N/A

VOO

YTD

4.17%

1M

1.23%

6M

10.51%

1Y

24.45%

5Y*

14.68%

10Y*

13.26%

*Annualized

Compare stocks, funds, or ETFs

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


GAFFX vs. VOO - Expense Ratio Comparison

GAFFX has a 0.30% expense ratio, which is higher than VOO's 0.03% expense ratio.


GAFFX
American Funds Growth Fund of Amer F3
Expense ratio chart for GAFFX: current value at 0.30% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.30%
Expense ratio chart for VOO: 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%

Risk-Adjusted Performance

GAFFX vs. VOO — 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 5252
Overall Rank
The Sharpe Ratio Rank of GAFFX is 4747
Sharpe Ratio Rank
The Sortino Ratio Rank of GAFFX is 4242
Sortino Ratio Rank
The Omega Ratio Rank of GAFFX is 5656
Omega Ratio Rank
The Calmar Ratio Rank of GAFFX is 6161
Calmar Ratio Rank
The Martin Ratio Rank of GAFFX is 5555
Martin Ratio Rank

VOO
The Risk-Adjusted Performance Rank of VOO is 7979
Overall Rank
The Sharpe Ratio Rank of VOO is 7979
Sharpe Ratio Rank
The Sortino Ratio Rank of VOO is 7676
Sortino Ratio Rank
The Omega Ratio Rank of VOO is 7878
Omega Ratio Rank
The Calmar Ratio Rank of VOO is 7979
Calmar Ratio Rank
The Martin Ratio Rank of VOO is 8282
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. VOO - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for American Funds Growth Fund of Amer F3 (GAFFX) and Vanguard S&P 500 ETF (VOO). 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 GAFFX, currently valued at 0.92, compared to the broader market-1.000.001.002.003.004.000.921.89
The chart of Sortino ratio for GAFFX, currently valued at 1.18, compared to the broader market0.002.004.006.008.0010.0012.001.182.54
The chart of Omega ratio for GAFFX, currently valued at 1.20, compared to the broader market1.002.003.004.001.201.35
The chart of Calmar ratio for GAFFX, currently valued at 0.90, compared to the broader market0.005.0010.0015.0020.000.902.83
The chart of Martin ratio for GAFFX, currently valued at 3.96, compared to the broader market0.0020.0040.0060.0080.003.9611.83
GAFFX
VOO

The current GAFFX Sharpe Ratio is 0.92, which is lower than the VOO Sharpe Ratio of 1.89. The chart below compares the historical Sharpe Ratios of GAFFX and VOO, 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 Ratio1.001.502.002.503.003.50SeptemberOctoberNovemberDecember2025February
0.92
1.89
GAFFX
VOO

Dividends

GAFFX vs. VOO - Dividend Comparison

GAFFX's dividend yield for the trailing twelve months is around 0.69%, less than VOO's 1.19% yield.


TTM20242023202220212020201920182017201620152014
GAFFX
American Funds Growth Fund of Amer F3
0.69%0.73%0.89%0.72%0.40%0.53%1.17%1.09%0.83%0.00%0.00%0.00%
VOO
Vanguard S&P 500 ETF
1.19%1.24%1.46%1.69%1.25%1.54%1.88%2.06%1.78%2.02%2.10%1.85%

Drawdowns

GAFFX vs. VOO - Drawdown Comparison

The maximum GAFFX drawdown since its inception was -41.75%, which is greater than VOO's maximum drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for GAFFX and VOO. For additional features, visit the drawdowns tool.


-14.00%-12.00%-10.00%-8.00%-6.00%-4.00%-2.00%0.00%SeptemberOctoberNovemberDecember2025February
-7.16%
-0.42%
GAFFX
VOO

Volatility

GAFFX vs. VOO - Volatility Comparison

American Funds Growth Fund of Amer F3 (GAFFX) has a higher volatility of 3.75% compared to Vanguard S&P 500 ETF (VOO) at 2.94%. This indicates that GAFFX's price experiences larger fluctuations and is considered to be riskier than VOO 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%SeptemberOctoberNovemberDecember2025February
3.75%
2.94%
GAFFX
VOO
PortfoliosLab logo
Performance Analysis
Portfolio AnalysisPortfolio PerformanceStock ComparisonSharpe RatioMartin RatioTreynor RatioSortino RatioOmega RatioCalmar RatioSummers Ratio
Community
Discussions


Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

Copyright © 2025 PortfoliosLab