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GFFFX vs. VOO
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Performance

GFFFX vs. VOO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in American Funds The Growth Fund of America (GFFFX) and Vanguard S&P 500 ETF (VOO). The values are adjusted to include any dividend payments, if applicable.

-5.00%0.00%5.00%10.00%15.00%JuneJulyAugustSeptemberOctoberNovember
13.80%
13.23%
GFFFX
VOO

Returns By Period

In the year-to-date period, GFFFX achieves a 29.50% return, which is significantly higher than VOO's 26.58% return. Over the past 10 years, GFFFX has outperformed VOO with an annualized return of 14.05%, while VOO has yielded a comparatively lower 13.22% annualized return.


GFFFX

YTD

29.50%

1M

4.46%

6M

13.80%

1Y

38.19%

5Y (annualized)

16.37%

10Y (annualized)

14.05%

VOO

YTD

26.58%

1M

3.05%

6M

13.23%

1Y

32.77%

5Y (annualized)

15.74%

10Y (annualized)

13.22%

Key characteristics


GFFFXVOO
Sharpe Ratio2.542.69
Sortino Ratio3.333.59
Omega Ratio1.461.50
Calmar Ratio2.663.88
Martin Ratio16.3417.58
Ulcer Index2.34%1.86%
Daily Std Dev15.05%12.19%
Max Drawdown-44.33%-33.99%
Current Drawdown-0.94%-0.53%

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GFFFX vs. VOO - Expense Ratio Comparison

GFFFX has a 0.40% expense ratio, which is higher than VOO's 0.03% expense ratio.


GFFFX
American Funds The Growth Fund of America
Expense ratio chart for GFFFX: current value at 0.40% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.40%
Expense ratio chart for VOO: current value at 0.03% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.03%

Correlation

-0.50.00.51.00.9

The correlation between GFFFX and VOO is 0.94, 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.

Risk-Adjusted Performance

GFFFX vs. VOO - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for American Funds The Growth Fund of America (GFFFX) and Vanguard S&P 500 ETF (VOO). 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.


Sharpe ratio
The chart of Sharpe ratio for GFFFX, currently valued at 2.54, compared to the broader market-1.000.001.002.003.004.005.002.542.69
The chart of Sortino ratio for GFFFX, currently valued at 3.33, compared to the broader market0.005.0010.003.333.59
The chart of Omega ratio for GFFFX, currently valued at 1.46, compared to the broader market1.002.003.004.001.461.50
The chart of Calmar ratio for GFFFX, currently valued at 2.66, compared to the broader market0.005.0010.0015.0020.002.663.88
The chart of Martin ratio for GFFFX, currently valued at 16.34, compared to the broader market0.0020.0040.0060.0080.00100.0016.3417.58
GFFFX
VOO

The current GFFFX Sharpe Ratio is 2.54, which is comparable to the VOO Sharpe Ratio of 2.69. The chart below compares the historical Sharpe Ratios of GFFFX and VOO, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Rolling 12-month Sharpe Ratio1.502.002.503.003.50JuneJulyAugustSeptemberOctoberNovember
2.54
2.69
GFFFX
VOO

Dividends

GFFFX vs. VOO - Dividend Comparison

GFFFX's dividend yield for the trailing twelve months is around 0.62%, less than VOO's 1.24% yield.


TTM20232022202120202019201820172016201520142013
GFFFX
American Funds The Growth Fund of America
0.62%0.80%0.59%0.30%0.44%0.96%0.99%0.72%0.84%0.90%10.90%7.53%
VOO
Vanguard S&P 500 ETF
1.24%1.46%1.69%1.25%1.54%1.88%2.06%1.78%2.02%2.10%1.85%1.84%

Drawdowns

GFFFX vs. VOO - Drawdown Comparison

The maximum GFFFX drawdown since its inception was -44.33%, which is greater than VOO's maximum drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for GFFFX and VOO. For additional features, visit the drawdowns tool.


-10.00%-8.00%-6.00%-4.00%-2.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-0.94%
-0.53%
GFFFX
VOO

Volatility

GFFFX vs. VOO - Volatility Comparison

American Funds The Growth Fund of America (GFFFX) has a higher volatility of 4.60% compared to Vanguard S&P 500 ETF (VOO) at 3.99%. This indicates that GFFFX's price experiences larger fluctuations and is considered to be riskier than VOO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%3.00%4.00%5.00%6.00%7.00%8.00%JuneJulyAugustSeptemberOctoberNovember
4.60%
3.99%
GFFFX
VOO