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GFAFX vs. POGRX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

GFAFX vs. POGRX - Performance Comparison

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

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Returns By Period

In the year-to-date period, GFAFX achieves a 10.07% return, which is significantly lower than POGRX's 26.45% return. Over the past 10 years, GFAFX has underperformed POGRX with an annualized return of 15.91%, while POGRX has yielded a comparatively higher 17.39% annualized return.


GFAFX

1D
-0.32%
1M
6.81%
YTD
10.07%
6M
9.67%
1Y
26.14%
3Y*
25.09%
5Y*
12.45%
10Y*
15.91%

POGRX

1D
-0.02%
1M
15.42%
YTD
26.45%
6M
27.81%
1Y
64.17%
3Y*
29.06%
5Y*
16.04%
10Y*
17.39%
*Multi-year figures are annualized to reflect compound growth (CAGR)

GFAFX vs. POGRX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
GFAFX
American Funds Growth Fund of America Class F-1
10.07%19.66%27.96%37.15%-30.78%19.24%37.78%28.10%-3.23%26.07%
POGRX
PrimeCap Odyssey Growth Fund
26.45%32.99%13.09%23.85%-14.61%18.81%17.05%23.98%-4.56%32.07%

Correlation

The correlation between GFAFX and POGRX is 0.85, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.85

Correlation (3Y)
Calculated over the trailing 3-year period

0.88

Correlation (5Y)
Calculated over the trailing 5-year period

0.91

Correlation (10Y)
Calculated over the trailing 10-year period

0.89

Correlation (All Time)
Calculated using the full available price history since Nov 4, 2004

0.91

The correlation between GFAFX and POGRX has been stable across timeframes, ranging from 0.85 to 0.91 - a consistent structural relationship.

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Return for Risk

GFAFX vs. POGRX — Risk / Return Rank

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

GFAFX
GFAFX Risk / Return Rank: 3333
Overall Rank
GFAFX Sharpe Ratio Rank: 3737
Sharpe Ratio Rank
GFAFX Sortino Ratio Rank: 3434
Sortino Ratio Rank
GFAFX Omega Ratio Rank: 3636
Omega Ratio Rank
GFAFX Calmar Ratio Rank: 2727
Calmar Ratio Rank
GFAFX Martin Ratio Rank: 3434
Martin Ratio Rank

POGRX
POGRX Risk / Return Rank: 9393
Overall Rank
POGRX Sharpe Ratio Rank: 9797
Sharpe Ratio Rank
POGRX Sortino Ratio Rank: 9494
Sortino Ratio Rank
POGRX Omega Ratio Rank: 9090
Omega Ratio Rank
POGRX Calmar Ratio Rank: 9090
Calmar Ratio Rank
POGRX Martin Ratio Rank: 9292
Martin Ratio Rank
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.

GFAFX vs. POGRX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for American Funds Growth Fund of America Class F-1 (GFAFX) and PrimeCap Odyssey Growth Fund (POGRX). 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.


GFAFXPOGRXDifference
Sharpe ratioReturn per unit of total volatility

-1.92

Sortino ratioReturn per unit of downside risk

-2.41

Omega ratioGain probability vs. loss probability

1.32

1.65

-0.33

Calmar ratioReturn relative to maximum drawdown

1.94

4.60

-2.66

Martin ratioReturn relative to average drawdown

7.57

19.58

-12.01

GFAFX vs. POGRX - Sharpe Ratio Comparison

The current GFAFX Sharpe Ratio is 1.77, which is lower than the POGRX Sharpe Ratio of 3.69. The chart below compares the historical Sharpe Ratios of GFAFX and POGRX, 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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Sharpe Ratios by Period


GFAFXPOGRXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.77

3.69

-1.92

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.62

0.82

-0.20

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.81

0.85

-0.04

Sharpe Ratio (All Time)

Calculated using the full available price history

0.56

0.66

-0.10

Drawdowns

GFAFX vs. POGRX - Drawdown Comparison

The maximum GFAFX drawdown since its inception was -51.87%, roughly equal to the maximum POGRX drawdown of -51.63%. Use the drawdown chart below to compare losses from any high point for GFAFX and POGRX.


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Drawdown Indicators


GFAFXPOGRXDifference

Max Drawdown

Largest peak-to-trough decline

-51.87%

-51.63%

-0.24%

Max Drawdown (1Y)

Largest decline over 1 year

-13.79%

-14.40%

+0.61%

Max Drawdown (3Y)

Largest decline over 3 years

-21.57%

-22.13%

+0.56%

Max Drawdown (5Y)

Largest decline over 5 years

-36.41%

-26.85%

-9.56%

Max Drawdown (10Y)

Largest decline over 10 years

-36.41%

-35.29%

-1.12%

Current Drawdown

Current decline from peak

-0.32%

-0.02%

-0.30%

Average Drawdown

Average peak-to-trough decline

-8.62%

-7.13%

-1.49%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.53%

3.37%

+0.16%

Volatility

GFAFX vs. POGRX - Volatility Comparison

The current volatility for American Funds Growth Fund of America Class F-1 (GFAFX) is 3.68%, while PrimeCap Odyssey Growth Fund (POGRX) has a volatility of 7.05%. This indicates that GFAFX experiences smaller price fluctuations and is considered to be less risky than POGRX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


GFAFXPOGRXDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.68%

7.05%

-3.37%

Volatility (6M)

Calculated over the trailing 6-month period

11.66%

14.59%

-2.93%

Volatility (1Y)

Calculated over the trailing 1-year period

15.16%

17.96%

-2.80%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

20.25%

19.60%

+0.65%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

19.69%

20.47%

-0.78%

GFAFX vs. POGRX - Expense Ratio Comparison

Both GFAFX and POGRX have an expense ratio of 0.65%.


Dividends

GFAFX vs. POGRX - Dividend Comparison

GFAFX's dividend yield for the trailing twelve months is around 9.76%, less than POGRX's 19.68% yield.


PositionTTM20252024202320222021202020192018201720162015
GFAFX
American Funds Growth Fund of America Class F-1
9.76%10.75%9.01%7.41%4.02%8.16%4.28%7.14%11.96%6.98%6.60%8.86%
POGRX
PrimeCap Odyssey Growth Fund
19.68%24.89%20.79%13.28%12.36%13.68%12.50%5.13%2.45%1.54%5.83%1.29%

Frequently Asked Questions


GFAFX and POGRX have a correlation of 0.85, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

POGRX has higher volatility (7.05%) compared to GFAFX (3.68%). In terms of maximum drawdown, GFAFX dropped -51.87% vs POGRX's -51.63%.

POGRX currently has the higher Sharpe Ratio (3.69 vs 1.77), 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.

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