GFFFX vs. AAPL.TO

Last updated Apr 1, 2026

Compare and contrast key facts about American Funds The Growth Fund of America (GFFFX) and Apple CDR (CAD Hedged) (AAPL.TO).

GFFFX is managed by American Funds. It was launched on Dec 1, 1973.

Performance

GFFFX vs. AAPL.TO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in American Funds The Growth Fund of America (GFFFX) and Apple CDR (CAD Hedged) (AAPL.TO). The values are adjusted to include any dividend payments, if applicable.

GFFFX vs. AAPL.TO - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021
GFFFX American Funds The Growth Fund of America	-11.18%	19.96%	28.28%	37.51%	-30.61%	3.91%
AAPL.TO Apple CDR (CAD Hedged)	-8.31%	11.46%	19.33%	50.20%	-32.53%	18.95%

Different Trading Currencies

GFFFX is traded in USD, while AAPL.TO is traded in CAD. To make them comparable, the AAPL.TO values have been converted to USD using the latest available exchange rates.

Returns By Period

In the year-to-date period, GFFFX achieves a -11.18% return, which is significantly lower than AAPL.TO's -8.31% return.

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%

AAPL.TO

• 1D: 2.90%
• 1M: -6.23%
• YTD: -8.31%
• 6M: -1.17%
• 1Y: 16.12%
• 3Y*: 13.01%
• 5Y*: —
• 10Y*: —

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

Return for Risk

GFFFX vs. AAPL.TO — Risk / Return Rank

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

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

AAPL.TO

AAPL.TO Risk / Return Rank: 55
AAPL.TO Sharpe Ratio Rank: 56
AAPL.TO Sortino Ratio Rank: 50
AAPL.TO Omega Ratio Rank: 52
AAPL.TO Calmar Ratio Rank: 57
AAPL.TO Martin Ratio Rank: 60

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.

GFFFX vs. AAPL.TO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for American Funds The Growth Fund of America (GFFFX) and Apple CDR (CAD Hedged) (AAPL.TO). 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.

	GFFFX	AAPL.TO	Difference
Sharpe ratio Return per unit of total volatility	0.66	0.49	+0.16
Sortino ratio Return per unit of downside risk	1.08	0.98	+0.10
Omega ratio Gain probability vs. loss probability	1.15	1.13	+0.02
Calmar ratio Return relative to maximum drawdown	0.78	0.79	-0.01
Martin ratio Return relative to average drawdown	2.99	2.93	+0.06
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

GFFFX vs. AAPL.TO - Sharpe Ratio Comparison

The current GFFFX Sharpe Ratio is 0.66, which is higher than the AAPL.TO Sharpe Ratio of 0.49. The chart below compares the historical Sharpe Ratios of GFFFX and AAPL.TO, 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

	GFFFX	AAPL.TO	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	0.66	0.49	+0.16
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.44	—	—
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.72	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.74	0.29	+0.45

Correlation

The correlation between GFFFX and AAPL.TO is 0.63, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.

Dividends

GFFFX vs. AAPL.TO - Dividend Comparison

GFFFX's dividend yield for the trailing twelve months is around 12.33%, more than AAPL.TO's 0.41% yield.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
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%
AAPL.TO Apple CDR (CAD Hedged)	0.41%	0.38%	0.85%	0.49%	0.70%	0.12%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%

Drawdowns

GFFFX vs. AAPL.TO - Drawdown Comparison

The maximum GFFFX drawdown since its inception was -36.26%, roughly equal to the maximum AAPL.TO drawdown of -36.58%. Use the drawdown chart below to compare losses from any high point for GFFFX and AAPL.TO.

Drawdown Indicators

	GFFFX	AAPL.TO	Difference
Max Drawdown Largest peak-to-trough decline	-36.26%	-33.28%	-2.98%
Max Drawdown (1Y) Largest decline over 1 year	-13.74%	-22.58%	+8.84%
Max Drawdown (5Y) Largest decline over 5 years	-36.26%	—	—
Max Drawdown (10Y) Largest decline over 10 years	-36.26%	—	—
Current Drawdown Current decline from peak	-13.74%	-11.91%	-1.83%
Average Drawdown Average peak-to-trough decline	-5.60%	-9.80%	+4.20%
Ulcer Index Depth and duration of drawdowns from previous peaks	3.56%	7.62%	-4.06%

Volatility

GFFFX vs. AAPL.TO - Volatility Comparison

The current volatility for American Funds The Growth Fund of America (GFFFX) is 5.47%, while Apple CDR (CAD Hedged) (AAPL.TO) has a volatility of 6.27%. This indicates that GFFFX experiences smaller price fluctuations and is considered to be less risky than AAPL.TO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	GFFFX	AAPL.TO	Difference
Volatility (1M) Calculated over the trailing 1-month period	5.47%	6.27%	-0.80%
Volatility (6M) Calculated over the trailing 6-month period	11.61%	16.52%	-4.91%
Volatility (1Y) Calculated over the trailing 1-year period	20.77%	32.81%	-12.04%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	20.17%	30.61%	-10.44%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	19.61%	30.61%	-11.00%