PortfoliosLab logo
PortfoliosLab logo
Tools
Performance Analysis
Portfolio Analysis
Factor Model
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
GFFFX vs. VUG
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between GFFFX and VUG is 0.96, 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.


-0.50.00.51.01.0

Performance

GFFFX vs. VUG - 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 Growth ETF (VUG). The values are adjusted to include any dividend payments, if applicable.

-10.00%-5.00%0.00%5.00%10.00%15.00%JulyAugustSeptemberOctoberNovemberDecember
3.56%
13.30%
GFFFX
VUG

Key characteristics

Sharpe Ratio

GFFFX:

1.14

VUG:

2.19

Sortino Ratio

GFFFX:

1.41

VUG:

2.83

Omega Ratio

GFFFX:

1.25

VUG:

1.40

Calmar Ratio

GFFFX:

1.75

VUG:

2.92

Martin Ratio

GFFFX:

7.70

VUG:

11.46

Ulcer Index

GFFFX:

2.84%

VUG:

3.31%

Daily Std Dev

GFFFX:

19.14%

VUG:

17.30%

Max Drawdown

GFFFX:

-44.33%

VUG:

-50.68%

Current Drawdown

GFFFX:

-9.82%

VUG:

-0.31%

Returns By Period

In the year-to-date period, GFFFX achieves a 21.63% return, which is significantly lower than VUG's 37.79% return. Over the past 10 years, GFFFX has underperformed VUG with an annualized return of 13.15%, while VUG has yielded a comparatively higher 16.07% annualized return.


GFFFX

YTD

21.63%

1M

-6.08%

6M

3.92%

1Y

21.84%

5Y*

13.80%

10Y*

13.15%

VUG

YTD

37.79%

1M

5.63%

6M

14.12%

1Y

37.93%

5Y*

19.21%

10Y*

16.07%

Compare stocks, funds, or ETFs

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


GFFFX vs. VUG - Expense Ratio Comparison

GFFFX has a 0.40% expense ratio, which is higher than VUG's 0.04% 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 VUG: current value at 0.04% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.04%

Risk-Adjusted Performance

GFFFX vs. VUG - 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 Growth ETF (VUG). 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 1.14, compared to the broader market-1.000.001.002.003.004.001.142.19
The chart of Sortino ratio for GFFFX, currently valued at 1.41, compared to the broader market-2.000.002.004.006.008.0010.001.412.83
The chart of Omega ratio for GFFFX, currently valued at 1.25, compared to the broader market0.501.001.502.002.503.003.501.251.40
The chart of Calmar ratio for GFFFX, currently valued at 1.75, compared to the broader market0.002.004.006.008.0010.0012.0014.001.752.92
The chart of Martin ratio for GFFFX, currently valued at 7.70, compared to the broader market0.0020.0040.0060.007.7011.46
GFFFX
VUG

The current GFFFX Sharpe Ratio is 1.14, which is lower than the VUG Sharpe Ratio of 2.19. The chart below compares the historical Sharpe Ratios of GFFFX and VUG, 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 Ratio1.001.502.002.503.00JulyAugustSeptemberOctoberNovemberDecember
1.14
2.19
GFFFX
VUG

Dividends

GFFFX vs. VUG - Dividend Comparison

GFFFX has not paid dividends to shareholders, while VUG's dividend yield for the trailing twelve months is around 0.45%.


TTM20232022202120202019201820172016201520142013
GFFFX
American Funds The Growth Fund of America
0.00%0.80%0.59%0.30%0.44%0.96%0.99%0.72%0.84%0.90%10.90%7.53%
VUG
Vanguard Growth ETF
0.45%0.58%0.70%0.48%0.66%0.95%1.32%1.14%1.39%1.30%1.21%1.19%

Drawdowns

GFFFX vs. VUG - Drawdown Comparison

The maximum GFFFX drawdown since its inception was -44.33%, smaller than the maximum VUG drawdown of -50.68%. Use the drawdown chart below to compare losses from any high point for GFFFX and VUG. For additional features, visit the drawdowns tool.


-12.00%-10.00%-8.00%-6.00%-4.00%-2.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-9.82%
-0.31%
GFFFX
VUG

Volatility

GFFFX vs. VUG - Volatility Comparison

American Funds The Growth Fund of America (GFFFX) has a higher volatility of 13.12% compared to Vanguard Growth ETF (VUG) at 5.03%. This indicates that GFFFX's price experiences larger fluctuations and is considered to be riskier than VUG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%4.00%6.00%8.00%10.00%12.00%14.00%JulyAugustSeptemberOctoberNovemberDecember
13.12%
5.03%
GFFFX
VUG
PortfoliosLab logo
Performance Analysis
Portfolio AnalysisPortfolio PerformanceStock ComparisonSharpe RatioMartin RatioTreynor RatioSortino RatioOmega RatioCalmar RatioSummers Ratio
Community
Discussions


Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

Copyright © 2024 PortfoliosLab