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GFFFX vs. ADX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

GFFFX vs. ADX - Performance Comparison

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

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GFFFX vs. ADX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
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%
ADX
Adams Diversified Equity Fund, Inc.
-4.23%26.03%28.31%31.49%-19.82%29.69%17.28%36.75%-3.58%29.61%

Returns By Period

In the year-to-date period, GFFFX achieves a -11.18% return, which is significantly lower than ADX's -4.23% return. Over the past 10 years, GFFFX has underperformed ADX with an annualized return of 14.16%, while ADX has yielded a comparatively higher 16.41% annualized 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%

ADX

1D
4.04%
1M
-5.48%
YTD
-4.23%
6M
2.17%
1Y
25.55%
3Y*
23.81%
5Y*
14.65%
10Y*
16.41%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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GFFFX vs. ADX - Expense Ratio Comparison

GFFFX has a 0.40% expense ratio, which is lower than ADX's 0.59% expense ratio.


Return for Risk

GFFFX vs. ADX — Risk / Return Rank

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

GFFFX
GFFFX Risk / Return Rank: 2929
Overall Rank
GFFFX Sharpe Ratio Rank: 2929
Sharpe Ratio Rank
GFFFX Sortino Ratio Rank: 3232
Sortino Ratio Rank
GFFFX Omega Ratio Rank: 3131
Omega Ratio Rank
GFFFX Calmar Ratio Rank: 2727
Calmar Ratio Rank
GFFFX Martin Ratio Rank: 2828
Martin Ratio Rank

ADX
ADX Risk / Return Rank: 8383
Overall Rank
ADX Sharpe Ratio Rank: 7777
Sharpe Ratio Rank
ADX Sortino Ratio Rank: 8181
Sortino Ratio Rank
ADX Omega Ratio Rank: 7777
Omega Ratio Rank
ADX Calmar Ratio Rank: 8888
Calmar Ratio Rank
ADX 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.

GFFFX vs. ADX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for American Funds The Growth Fund of America (GFFFX) and Adams Diversified Equity Fund, Inc. (ADX). 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.


GFFFXADXDifference

Sharpe ratio

Return per unit of total volatility

0.66

1.38

-0.72

Sortino ratio

Return per unit of downside risk

1.08

2.06

-0.97

Omega ratio

Gain probability vs. loss probability

1.15

1.29

-0.13

Calmar ratio

Return relative to maximum drawdown

0.78

2.33

-1.56

Martin ratio

Return relative to average drawdown

2.99

10.84

-7.84

GFFFX vs. ADX - Sharpe Ratio Comparison

The current GFFFX Sharpe Ratio is 0.66, which is lower than the ADX Sharpe Ratio of 1.38. The chart below compares the historical Sharpe Ratios of GFFFX and ADX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


GFFFXADXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.66

1.38

-0.72

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.44

0.86

-0.42

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.72

0.92

-0.19

Sharpe Ratio (All Time)

Calculated using the full available price history

0.74

0.09

+0.65

Correlation

The correlation between GFFFX and ADX is 0.88, 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

GFFFX vs. ADX - Dividend Comparison

GFFFX's dividend yield for the trailing twelve months is around 12.33%, more than ADX's 8.45% yield.


TTM20252024202320222021202020192018201720162015
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%
ADX
Adams Diversified Equity Fund, Inc.
8.45%7.93%12.38%7.34%7.36%15.35%6.54%9.00%15.85%9.18%7.79%7.17%

Drawdowns

GFFFX vs. ADX - Drawdown Comparison

The maximum GFFFX drawdown since its inception was -36.26%, smaller than the maximum ADX drawdown of -71.60%. Use the drawdown chart below to compare losses from any high point for GFFFX and ADX.


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Drawdown Indicators


GFFFXADXDifference

Max Drawdown

Largest peak-to-trough decline

-36.26%

-71.60%

+35.34%

Max Drawdown (1Y)

Largest decline over 1 year

-13.74%

-11.12%

-2.62%

Max Drawdown (5Y)

Largest decline over 5 years

-36.26%

-25.07%

-11.19%

Max Drawdown (10Y)

Largest decline over 10 years

-36.26%

-37.17%

+0.91%

Current Drawdown

Current decline from peak

-13.74%

-6.53%

-7.21%

Average Drawdown

Average peak-to-trough decline

-5.60%

-23.22%

+17.62%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.56%

2.39%

+1.17%

Volatility

GFFFX vs. ADX - Volatility Comparison

The current volatility for American Funds The Growth Fund of America (GFFFX) is 5.47%, while Adams Diversified Equity Fund, Inc. (ADX) has a volatility of 6.18%. This indicates that GFFFX experiences smaller price fluctuations and is considered to be less risky than ADX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


GFFFXADXDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.47%

6.18%

-0.71%

Volatility (6M)

Calculated over the trailing 6-month period

11.61%

10.53%

+1.08%

Volatility (1Y)

Calculated over the trailing 1-year period

20.77%

18.63%

+2.14%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

20.17%

17.20%

+2.97%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

19.61%

17.95%

+1.66%