GFFFX vs. AGNCM
GFFFX (American Funds The Growth Fund of America Class F-2) is Large Cap Growth Equities fund actively managed by American Funds, while AGNCM (AGNC Investment Corp.) is a stock. Over the past 5 years, GFFFX returned 11.06%/yr vs 7.67%/yr for AGNCM. At a 0.26 correlation, their price movements are largely independent.
Performance
GFFFX vs. AGNCM - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, GFFFX achieves a 6.70% return, which is significantly higher than AGNCM's 4.11% return.
GFFFX
- 1D
- 0.23%
- 1M
- -1.26%
- YTD
- 6.70%
- 6M
- 5.50%
- 1Y
- 18.63%
- 3Y*
- 23.37%
- 5Y*
- 11.06%
- 10Y*
- 16.29%
AGNCM
- 1D
- 0.04%
- 1M
- 0.52%
- YTD
- 4.11%
- 6M
- 4.07%
- 1Y
- 7.99%
- 3Y*
- 13.15%
- 5Y*
- 7.67%
- 10Y*
- —
GFFFX vs. AGNCM - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
GFFFX American Funds The Growth Fund of America Class F-2 | 6.70% | 19.96% | 28.28% | 37.51% | -30.61% | 19.55% | 38.16% | 14.52% |
AGNCM AGNC Investment Corp. | 4.11% | 5.19% | 18.72% | 27.86% | -16.44% | 10.76% | 4.22% | 10.14% |
Correlation
The correlation between GFFFX and AGNCM is 0.16, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.16 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.14 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.25 |
Correlation (All Time) Calculated using the full available price history since Feb 28, 2019 | 0.26 |
The correlation between GFFFX and AGNCM shifts across timeframes, from 0.14 (3 years) to 0.26 (all time), reflecting how their relationship changes across market environments.
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
GFFFX vs. AGNCM — Risk / Return Rank
GFFFX
AGNCM
GFFFX vs. AGNCM - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for American Funds The Growth Fund of America Class F-2 (GFFFX) and AGNC Investment Corp. (AGNCM). 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.
| GFFFX | AGNCM | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.23 | ||
| Sortino ratioReturn per unit of downside risk | -0.50 | ||
| Omega ratioGain probability vs. loss probability | 1.21 | 1.27 | -0.06 |
| Calmar ratioReturn relative to maximum drawdown | 1.36 | 2.20 | -0.84 |
| Martin ratioReturn relative to average drawdown | 5.18 | 8.17 | -2.99 |
Loading charts...
Drawdowns
GFFFX vs. AGNCM - Drawdown Comparison
The maximum GFFFX drawdown since its inception was -36.26%, smaller than the maximum AGNCM drawdown of -55.99%. Use the drawdown chart below to compare losses from any high point for GFFFX and AGNCM.
Loading charts...
Drawdown Indicators
| GFFFX | AGNCM | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -36.26% | -55.99% | +19.73% |
Max Drawdown (1Y)Largest decline over 1 year | -13.74% | -3.64% | -10.10% |
Max Drawdown (3Y)Largest decline over 3 years | -21.55% | -13.96% | -7.59% |
Max Drawdown (5Y)Largest decline over 5 years | -36.26% | -28.38% | -7.88% |
Max Drawdown (10Y)Largest decline over 10 years | -36.26% | — | — |
Current DrawdownCurrent decline from peak | -3.47% | -0.89% | -2.58% |
Average DrawdownAverage peak-to-trough decline | -5.56% | -4.11% | -1.45% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.60% | 0.98% | +2.62% |
Volatility
GFFFX vs. AGNCM - Volatility Comparison
American Funds The Growth Fund of America Class F-2 (GFFFX) has a higher volatility of 7.16% compared to AGNC Investment Corp. (AGNCM) at 1.31%. This indicates that GFFFX's price experiences larger fluctuations and is considered to be riskier than AGNCM based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| GFFFX | AGNCM | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.16% | 1.31% | +5.85% |
Volatility (6M)Calculated over the trailing 6-month period | 13.12% | 4.24% | +8.88% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.41% | 5.85% | +10.56% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 20.45% | 13.30% | +7.15% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 19.75% | 26.42% | -6.67% |
Dividends
GFFFX vs. AGNCM - Dividend Comparison
GFFFX's dividend yield for the trailing twelve months is around 10.26%, more than AGNCM's 8.76% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
AGNCM AGNC Investment Corp. | 8.76% | 9.09% | 8.94% | 7.31% | 8.66% | 6.67% | 6.91% | 5.72% | 0.00% | 0.00% | 0.00% | 0.00% |
GFFFX American Funds The Growth Fund of America Class F-2 | 10.26% | 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
GFFFX and AGNCM have a correlation of 0.16, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
GFFFX has higher volatility (7.16%) compared to AGNCM (1.31%). In terms of maximum drawdown, GFFFX dropped -36.26% vs AGNCM's -55.99%.
AGNCM currently has the higher Sharpe Ratio (1.37 vs 1.14), 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.
Find the right allocation for GFFFX and AGNCM
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer