GFACX vs. GFFFX

Last updated Apr 1, 2026

Compare and contrast key facts about American Funds The Growth Fund of America Fund Class C (GFACX) and American Funds The Growth Fund of America (GFFFX).

GFACX is a passively managed fund by American Funds that tracks the performance of the S&P 500. It was launched on Mar 15, 2001. GFFFX is managed by American Funds. It was launched on Dec 1, 1973.

Performance

GFACX vs. GFFFX - Performance Comparison

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

GFACX vs. GFFFX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
GFACX American Funds The Growth Fund of America Fund Class C	-11.38%	18.80%	27.01%	36.20%	-31.28%	18.41%	36.84%	27.20%	-3.93%	25.13%
GFFFX American Funds The Growth Fund of America	-11.18%	19.96%	28.28%	37.51%	-30.61%	19.55%	38.16%	28.43%	-2.96%	26.38%

Returns By Period

The year-to-date returns for both investments are quite close, with GFACX having a -11.38% return and GFFFX slightly higher at -11.18%. Over the past 10 years, GFACX has underperformed GFFFX with an annualized return of 13.05%, while GFFFX has yielded a comparatively higher 14.16% annualized return.

GFACX

• 1D: -0.48%
• 1M: -9.70%
• YTD: -11.38%
• 6M: -10.24%
• 1Y: 12.70%
• 3Y*: 17.95%
• 5Y*: 7.70%
• 10Y*: 13.05%

GFFFX

• 1D: -0.48%
• 1M: -9.64%
• YTD: -11.18%
• 6M: -9.80%
• 1Y: 13.80%
• 3Y*: 19.10%
• 5Y*: 8.75%
• 10Y*: 14.16%

*Multi-year figures are annualized to reflect compound growth (CAGR)

GFACX vs. GFFFX - Expense Ratio Comparison

GFACX has a 1.35% expense ratio, which is higher than GFFFX's 0.40% expense ratio.

GFACX

American Funds The Growth Fund of America Fund Class C

GFFFX

American Funds The Growth Fund of America

Return for Risk

GFACX vs. GFFFX — Risk / Return Rank

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

GFACX

GFACX Risk / Return Rank: 25
GFACX Sharpe Ratio Rank: 24
GFACX Sortino Ratio Rank: 26
GFACX Omega Ratio Rank: 26
GFACX Calmar Ratio Rank: 23
GFACX Martin Ratio Rank: 25

GFFFX

GFFFX Risk / Return Rank: 29
GFFFX Sharpe Ratio Rank: 29
GFFFX Sortino Ratio Rank: 32
GFFFX Omega Ratio Rank: 31
GFFFX Calmar Ratio Rank: 27
GFFFX Martin Ratio Rank: 28

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.

GFACX vs. GFFFX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for American Funds The Growth Fund of America Fund Class C (GFACX) and American Funds The Growth Fund of America (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.

	GFACX	GFFFX	Difference
Sharpe ratio Return per unit of total volatility	0.60	0.66	-0.05
Sortino ratio Return per unit of downside risk	1.01	1.08	-0.07
Omega ratio Gain probability vs. loss probability	1.14	1.15	-0.01
Calmar ratio Return relative to maximum drawdown	0.69	0.78	-0.09
Martin ratio Return relative to average drawdown	2.66	2.99	-0.34
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

GFACX vs. GFFFX - Sharpe Ratio Comparison

The current GFACX Sharpe Ratio is 0.60, which is comparable to the GFFFX Sharpe Ratio of 0.66. The chart below compares the historical Sharpe Ratios of GFACX and GFFFX, 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

	GFACX	GFFFX	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	0.60	0.66	-0.05
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.38	0.44	-0.05
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.67	0.72	-0.06
Sharpe Ratio (All Time) Calculated using the full available price history	0.47	0.74	-0.27

Correlation

The correlation between GFACX and GFFFX is 1.00, 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

GFACX vs. GFFFX - Dividend Comparison

GFACX's dividend yield for the trailing twelve months is around 14.02%, more than GFFFX's 12.33% yield.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
GFACX American Funds The Growth Fund of America Fund Class C	14.02%	12.43%	10.01%	7.82%	4.22%	9.11%	4.48%	7.03%	12.28%	7.04%	6.43%	8.73%
GFFFX American Funds The Growth Fund of America	12.33%	10.95%	9.23%	7.64%	4.32%	8.42%	4.51%	7.38%	12.29%	7.27%	6.87%	9.13%

Drawdowns

GFACX vs. GFFFX - Drawdown Comparison

The maximum GFACX drawdown since its inception was -52.39%, which is greater than GFFFX's maximum drawdown of -36.26%. Use the drawdown chart below to compare losses from any high point for GFACX and GFFFX.

Drawdown Indicators

	GFACX	GFFFX	Difference
Max Drawdown Largest peak-to-trough decline	-52.39%	-36.26%	-16.13%
Max Drawdown (1Y) Largest decline over 1 year	-13.90%	-13.74%	-0.16%
Max Drawdown (5Y) Largest decline over 5 years	-36.81%	-36.26%	-0.55%
Max Drawdown (10Y) Largest decline over 10 years	-36.81%	-36.26%	-0.55%
Current Drawdown Current decline from peak	-13.90%	-13.74%	-0.16%
Average Drawdown Average peak-to-trough decline	-9.20%	-5.60%	-3.60%
Ulcer Index Depth and duration of drawdowns from previous peaks	3.61%	3.56%	+0.05%

Volatility

GFACX vs. GFFFX - Volatility Comparison

American Funds The Growth Fund of America Fund Class C (GFACX) and American Funds The Growth Fund of America (GFFFX) have volatilities of 5.47% and 5.47%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	GFACX	GFFFX	Difference
Volatility (1M) Calculated over the trailing 1-month period	5.47%	5.47%	0.00%
Volatility (6M) Calculated over the trailing 6-month period	11.61%	11.61%	0.00%
Volatility (1Y) Calculated over the trailing 1-year period	20.77%	20.77%	0.00%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	20.17%	20.17%	0.00%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	19.61%	19.61%	0.00%