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

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.

-5.00%0.00%5.00%10.00%15.00%JuneJulyAugustSeptemberOctoberNovember
13.80%
13.94%
GFFFX
VUG

Returns By Period

The year-to-date returns for both investments are quite close, with GFFFX having a 29.50% return and VUG slightly higher at 30.45%. Over the past 10 years, GFFFX has underperformed VUG with an annualized return of 14.05%, while VUG has yielded a comparatively higher 15.50% annualized return.


GFFFX

YTD

29.50%

1M

4.46%

6M

13.80%

1Y

38.19%

5Y (annualized)

16.37%

10Y (annualized)

14.05%

VUG

YTD

30.45%

1M

4.12%

6M

13.94%

1Y

35.92%

5Y (annualized)

19.10%

10Y (annualized)

15.50%

Key characteristics


GFFFXVUG
Sharpe Ratio2.542.13
Sortino Ratio3.332.79
Omega Ratio1.461.39
Calmar Ratio2.662.77
Martin Ratio16.3410.92
Ulcer Index2.34%3.29%
Daily Std Dev15.05%16.83%
Max Drawdown-44.33%-50.68%
Current Drawdown-0.94%-1.17%

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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%

Correlation

-0.50.00.51.01.0

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.

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 2.54, compared to the broader market-1.000.001.002.003.004.005.002.542.13
The chart of Sortino ratio for GFFFX, currently valued at 3.33, compared to the broader market0.005.0010.003.332.79
The chart of Omega ratio for GFFFX, currently valued at 1.46, compared to the broader market1.002.003.004.001.461.39
The chart of Calmar ratio for GFFFX, currently valued at 2.66, compared to the broader market0.005.0010.0015.0020.002.662.77
The chart of Martin ratio for GFFFX, currently valued at 16.34, compared to the broader market0.0020.0040.0060.0080.00100.0016.3410.92
GFFFX
VUG

The current GFFFX Sharpe Ratio is 2.54, which is comparable to the VUG Sharpe Ratio of 2.13. 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 Ratio1.502.002.503.00JuneJulyAugustSeptemberOctoberNovember
2.54
2.13
GFFFX
VUG

Dividends

GFFFX vs. VUG - Dividend Comparison

GFFFX's dividend yield for the trailing twelve months is around 0.62%, more than VUG's 0.49% 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%
VUG
Vanguard Growth ETF
0.49%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%JuneJulyAugustSeptemberOctoberNovember
-0.94%
-1.17%
GFFFX
VUG

Volatility

GFFFX vs. VUG - Volatility Comparison

The current volatility for American Funds The Growth Fund of America (GFFFX) is 4.60%, while Vanguard Growth ETF (VUG) has a volatility of 5.27%. This indicates that GFFFX experiences smaller price fluctuations and is considered to be less risky than VUG 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%9.00%JuneJulyAugustSeptemberOctoberNovember
4.60%
5.27%
GFFFX
VUG