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GFFFX vs. AWSHX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

GFFFX vs. AWSHX - Performance Comparison

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

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GFFFX vs. AWSHX - 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%
AWSHX
American Funds Washington Mutual Investors Fund Class A
-5.27%17.20%19.02%17.21%-8.45%28.44%7.69%24.86%-6.16%20.03%

Returns By Period

In the year-to-date period, GFFFX achieves a -11.18% return, which is significantly lower than AWSHX's -5.27% return. Over the past 10 years, GFFFX has outperformed AWSHX with an annualized return of 14.16%, while AWSHX has yielded a comparatively lower 11.82% 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%

AWSHX

1D
-0.03%
1M
-7.89%
YTD
-5.27%
6M
-3.14%
1Y
10.70%
3Y*
15.28%
5Y*
10.91%
10Y*
11.82%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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GFFFX vs. AWSHX - Expense Ratio Comparison

GFFFX has a 0.40% expense ratio, which is lower than AWSHX's 0.58% expense ratio.


Return for Risk

GFFFX vs. AWSHX — 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

AWSHX
AWSHX Risk / Return Rank: 3838
Overall Rank
AWSHX Sharpe Ratio Rank: 3535
Sharpe Ratio Rank
AWSHX Sortino Ratio Rank: 3838
Sortino Ratio Rank
AWSHX Omega Ratio Rank: 3939
Omega Ratio Rank
AWSHX Calmar Ratio Rank: 3737
Calmar Ratio Rank
AWSHX Martin Ratio Rank: 4343
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. AWSHX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for American Funds The Growth Fund of America (GFFFX) and American Funds Washington Mutual Investors Fund Class A (AWSHX). 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.


GFFFXAWSHXDifference

Sharpe ratio

Return per unit of total volatility

0.66

0.76

-0.11

Sortino ratio

Return per unit of downside risk

1.08

1.19

-0.11

Omega ratio

Gain probability vs. loss probability

1.15

1.17

-0.02

Calmar ratio

Return relative to maximum drawdown

0.78

0.96

-0.19

Martin ratio

Return relative to average drawdown

2.99

4.37

-1.37

GFFFX vs. AWSHX - Sharpe Ratio Comparison

The current GFFFX Sharpe Ratio is 0.66, which is comparable to the AWSHX Sharpe Ratio of 0.76. The chart below compares the historical Sharpe Ratios of GFFFX and AWSHX, 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


GFFFXAWSHXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.66

0.76

-0.11

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.44

0.78

-0.34

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.72

0.73

0.00

Sharpe Ratio (All Time)

Calculated using the full available price history

0.74

0.62

+0.13

Correlation

The correlation between GFFFX and AWSHX is 0.89, 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. AWSHX - Dividend Comparison

GFFFX's dividend yield for the trailing twelve months is around 12.33%, more than AWSHX's 10.67% 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%
AWSHX
American Funds Washington Mutual Investors Fund Class A
10.67%10.08%10.06%6.14%6.31%6.05%3.06%6.19%4.36%7.26%6.37%6.25%

Drawdowns

GFFFX vs. AWSHX - Drawdown Comparison

The maximum GFFFX drawdown since its inception was -36.26%, smaller than the maximum AWSHX drawdown of -53.95%. Use the drawdown chart below to compare losses from any high point for GFFFX and AWSHX.


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Drawdown Indicators


GFFFXAWSHXDifference

Max Drawdown

Largest peak-to-trough decline

-36.26%

-53.95%

+17.69%

Max Drawdown (1Y)

Largest decline over 1 year

-13.74%

-10.37%

-3.37%

Max Drawdown (5Y)

Largest decline over 5 years

-36.26%

-18.64%

-17.62%

Max Drawdown (10Y)

Largest decline over 10 years

-36.26%

-34.65%

-1.61%

Current Drawdown

Current decline from peak

-13.74%

-8.37%

-5.37%

Average Drawdown

Average peak-to-trough decline

-5.60%

-6.43%

+0.83%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.56%

2.29%

+1.27%

Volatility

GFFFX vs. AWSHX - Volatility Comparison

American Funds The Growth Fund of America (GFFFX) has a higher volatility of 5.47% compared to American Funds Washington Mutual Investors Fund Class A (AWSHX) at 3.58%. This indicates that GFFFX's price experiences larger fluctuations and is considered to be riskier than AWSHX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


GFFFXAWSHXDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.47%

3.58%

+1.89%

Volatility (6M)

Calculated over the trailing 6-month period

11.61%

7.98%

+3.63%

Volatility (1Y)

Calculated over the trailing 1-year period

20.77%

15.18%

+5.59%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

20.17%

14.09%

+6.08%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

19.61%

16.31%

+3.30%