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GAIFX vs. GFFFX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

GAIFX vs. GFFFX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in American Funds Growth and Income Portfolio Class F-1 (GAIFX) and American Funds The Growth Fund of America Class F-2 (GFFFX). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, GAIFX achieves a 7.76% return, which is significantly higher than GFFFX's 4.51% return. Over the past 10 years, GAIFX has underperformed GFFFX with an annualized return of 10.42%, while GFFFX has yielded a comparatively higher 15.27% annualized return.


GAIFX

1D
1.38%
1M
-0.91%
6M
5.24%
YTD
7.76%
1Y
16.28%
3Y*
15.20%
5Y*
8.82%
10Y*
10.42%
ALL TIME*
10.48%

GFFFX

1D
1.91%
1M
-3.24%
6M
3.86%
YTD
4.51%
1Y
13.10%
3Y*
19.90%
5Y*
10.33%
10Y*
15.27%
ALL TIME*
14.98%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$0.00$0.00$0.00
$0.00$0.00$0.00

GAIFX vs. GFFFX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
GAIFX
American Funds Growth and Income Portfolio Class F-1
7.76%18.16%14.55%18.71%-15.97%16.33%16.31%21.86%-5.94%19.08%
GFFFX
American Funds The Growth Fund of America Class F-2
4.51%19.96%28.28%37.51%-30.61%19.55%38.16%28.43%-2.96%26.38%

Correlation

The correlation between GAIFX and GFFFX is 0.94, meaning they have usually moved in the same direction, including during past declines.


Correlation
Correlation (1Y)
Focuses on recent behavior, but can change the most.

0.94

Correlation (3Y)
Balances recent behavior with more history.

0.94

Correlation (5Y)
Shows whether the relationship held over a longer period.

0.94

Correlation (10Y)
Provides a long-term view across more market conditions.

0.94

Correlation (All Time)
Calculated using the full available price history since May 21, 2012

0.93

The correlation between GAIFX and GFFFX has been stable across timeframes, ranging from 0.93 to 0.94 - a consistent structural relationship.

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Return for Risk

GAIFX vs. GFFFX — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

GAIFX
GAIFX Risk / Return Rank: 4848
Overall Rank
GAIFX Sharpe Ratio Rank: 4747
Sharpe Ratio Rank
GAIFX Sortino Ratio Rank: 4747
Sortino Ratio Rank
GAIFX Omega Ratio Rank: 4646
Omega Ratio Rank
GAIFX Calmar Ratio Rank: 4444
Calmar Ratio Rank
GAIFX Martin Ratio Rank: 5858
Martin Ratio Rank

GFFFX
GFFFX Risk / Return Rank: 1919
Overall Rank
GFFFX Sharpe Ratio Rank: 1919
Sharpe Ratio Rank
GFFFX Sortino Ratio Rank: 1919
Sortino Ratio Rank
GFFFX Omega Ratio Rank: 1919
Omega Ratio Rank
GFFFX Calmar Ratio Rank: 1818
Calmar Ratio Rank
GFFFX Martin Ratio Rank: 2222
Martin Ratio Rank
The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

GAIFX vs. GFFFX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for American Funds Growth and Income Portfolio Class F-1 (GAIFX) and American Funds The Growth Fund of America Class F-2 (GFFFX). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


GAIFXGFFFXDifference
Sharpe ratioReturn per unit of total volatility

+0.71

Sortino ratioReturn per unit of downside risk

+0.96

Omega ratioGain probability vs. loss probability

1.25

1.13

+0.12

Calmar ratioReturn relative to maximum drawdown

1.83

0.82

+1.02

Martin ratioReturn relative to average drawdown

7.95

2.96

+4.99

GAIFX vs. GFFFX - Sharpe Ratio Comparison

The current GAIFX Sharpe Ratio is 1.37, which is higher than the GFFFX Sharpe Ratio of 0.66. The chart below compares the historical Sharpe Ratios of GAIFX and GFFFX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

GAIFX vs. GFFFX - Drawdown Comparison

The maximum GAIFX drawdown since its inception was -26.55%, smaller than the maximum GFFFX drawdown of -36.26%. Use the drawdown chart below to compare losses from any high point for GAIFX and GFFFX.


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Drawdown Indicators


GAIFXGFFFXDifference

Max Drawdown

Largest peak-to-trough decline

-26.55%

-36.26%

+9.71%

Max Drawdown (1Y)

Largest decline over 1 year

-8.13%

-13.74%

+5.61%

Max Drawdown (3Y)

Largest decline over 3 years

-12.83%

-21.55%

+8.72%

Max Drawdown (5Y)

Largest decline over 5 years

-23.14%

-36.26%

+13.12%

Max Drawdown (10Y)

Largest decline over 10 years

-26.55%

-36.26%

+9.71%

Current Drawdown

Current decline from peak

-1.56%

-5.45%

+3.89%

Average Drawdown

Average peak-to-trough decline

-3.42%

-5.55%

+2.13%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.87%

3.78%

-1.91%

Volatility

GAIFX vs. GFFFX - Volatility Comparison

The current volatility for American Funds Growth and Income Portfolio Class F-1 (GAIFX) is 2.86%, while American Funds The Growth Fund of America Class F-2 (GFFFX) has a volatility of 4.82%. This indicates that GAIFX experiences smaller price fluctuations and is considered to be less risky than GFFFX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


GAIFXGFFFXDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.86%

4.82%

-1.96%

Volatility (6M)

Calculated over the trailing 6-month period

8.87%

13.65%

-4.78%

Volatility (1Y)

Calculated over the trailing 1-year period

10.89%

16.91%

-6.02%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

12.70%

20.53%

-7.83%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

13.15%

19.76%

-6.61%

GAIFX vs. GFFFX - Expense Ratio Comparison

GAIFX has a 0.70% expense ratio, which is higher than GFFFX's 0.40% expense ratio.


Dividends

GAIFX vs. GFFFX - Dividend Comparison

GAIFX's dividend yield for the trailing twelve months is around 5.41%, less than GFFFX's 10.48% yield.


PositionTTM20252024202320222021202020192018201720162015
GAIFX
American Funds Growth and Income Portfolio Class F-1
5.41%5.73%4.77%2.77%6.40%5.09%3.97%5.49%6.06%3.41%4.34%4.54%
GFFFX
American Funds The Growth Fund of America Class F-2
10.48%10.95%9.23%7.64%4.32%8.42%4.51%7.38%12.29%7.27%6.87%9.13%

Frequently Asked Questions


With a correlation of 0.94, GAIFX and GFFFX move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

GFFFX has higher volatility (4.82%) compared to GAIFX (2.86%). In terms of maximum drawdown, GAIFX dropped -26.55% vs GFFFX's -36.26%.

GAIFX currently has the higher Sharpe Ratio (1.37 vs 0.66), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

Portfolio Optimizer

Find the right allocation for GAIFX and GFFFX

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