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

Key characteristics


GFFFXVOO
YTD Return9.79%7.94%
1Y Return37.51%28.21%
3Y Return (Ann)5.66%8.82%
5Y Return (Ann)13.47%13.59%
10Y Return (Ann)13.36%12.69%
Sharpe Ratio2.572.33
Daily Std Dev14.23%11.70%
Max Drawdown-44.33%-33.99%
Current Drawdown-2.87%-2.36%

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.

Performance

GFFFX vs. VOO - Performance Comparison

In the year-to-date period, GFFFX achieves a 9.79% return, which is significantly higher than VOO's 7.94% return. Over the past 10 years, GFFFX has outperformed VOO with an annualized return of 13.36%, while VOO has yielded a comparatively lower 12.69% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


400.00%450.00%500.00%550.00%December2024FebruaryMarchAprilMay
525.96%
502.10%
GFFFX
VOO

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


American Funds The Growth Fund of America

Vanguard S&P 500 ETF

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%

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.


GFFFX
Sharpe ratio
The chart of Sharpe ratio for GFFFX, currently valued at 2.57, compared to the broader market-1.000.001.002.003.004.002.57
Sortino ratio
The chart of Sortino ratio for GFFFX, currently valued at 3.54, compared to the broader market-2.000.002.004.006.008.0010.003.54
Omega ratio
The chart of Omega ratio for GFFFX, currently valued at 1.44, compared to the broader market0.501.001.502.002.503.003.501.44
Calmar ratio
The chart of Calmar ratio for GFFFX, currently valued at 1.36, compared to the broader market0.002.004.006.008.0010.0012.001.36
Martin ratio
The chart of Martin ratio for GFFFX, currently valued at 11.67, compared to the broader market0.0020.0040.0060.0011.67
VOO
Sharpe ratio
The chart of Sharpe ratio for VOO, currently valued at 2.33, compared to the broader market-1.000.001.002.003.004.002.33
Sortino ratio
The chart of Sortino ratio for VOO, currently valued at 3.33, compared to the broader market-2.000.002.004.006.008.0010.003.33
Omega ratio
The chart of Omega ratio for VOO, currently valued at 1.40, compared to the broader market0.501.001.502.002.503.003.501.40
Calmar ratio
The chart of Calmar ratio for VOO, currently valued at 2.02, compared to the broader market0.002.004.006.008.0010.0012.002.02
Martin ratio
The chart of Martin ratio for VOO, currently valued at 9.40, compared to the broader market0.0020.0040.0060.009.40

GFFFX vs. VOO - Sharpe Ratio Comparison

The current GFFFX Sharpe Ratio is 2.57, which roughly equals the VOO Sharpe Ratio of 2.33. The chart below compares the 12-month rolling Sharpe Ratio of GFFFX and VOO.


Rolling 12-month Sharpe Ratio1.001.502.002.503.00December2024FebruaryMarchAprilMay
2.57
2.33
GFFFX
VOO

Dividends

GFFFX vs. VOO - Dividend Comparison

GFFFX's dividend yield for the trailing twelve months is around 6.96%, more than VOO's 1.36% yield.


TTM20232022202120202019201820172016201520142013
GFFFX
American Funds The Growth Fund of America
6.96%7.64%4.32%8.42%4.51%7.38%12.29%7.27%6.87%9.13%10.90%7.53%
VOO
Vanguard S&P 500 ETF
1.36%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.


-20.00%-15.00%-10.00%-5.00%0.00%December2024FebruaryMarchAprilMay
-2.87%
-2.36%
GFFFX
VOO

Volatility

GFFFX vs. VOO - Volatility Comparison

American Funds The Growth Fund of America (GFFFX) has a higher volatility of 5.05% compared to Vanguard S&P 500 ETF (VOO) at 4.09%. 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%December2024FebruaryMarchAprilMay
5.05%
4.09%
GFFFX
VOO