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GWPAX vs. AIVSX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

GWPAX vs. AIVSX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in American Funds Growth Portfolio Class A (GWPAX) and American Funds Investment Company of America Class A (AIVSX). The values are adjusted to include any dividend payments, if applicable.

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GWPAX vs. AIVSX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
GWPAX
American Funds Growth Portfolio Class A
-5.63%20.47%20.17%28.76%-26.97%18.59%25.34%27.19%-6.59%25.12%
AIVSX
American Funds Investment Company of America Class A
-4.87%20.47%24.90%28.56%-15.50%25.10%14.47%24.10%-8.21%19.54%

Returns By Period

In the year-to-date period, GWPAX achieves a -5.63% return, which is significantly lower than AIVSX's -4.87% return. Over the past 10 years, GWPAX has underperformed AIVSX with an annualized return of 11.87%, while AIVSX has yielded a comparatively higher 12.88% annualized return.


GWPAX

1D
3.37%
1M
-6.92%
YTD
-5.63%
6M
-3.30%
1Y
19.12%
3Y*
17.31%
5Y*
7.65%
10Y*
11.87%

AIVSX

1D
3.05%
1M
-5.90%
YTD
-4.87%
6M
-3.21%
1Y
17.66%
3Y*
20.05%
5Y*
12.46%
10Y*
12.88%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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GWPAX vs. AIVSX - Expense Ratio Comparison

GWPAX has a 0.73% expense ratio, which is higher than AIVSX's 0.57% expense ratio.


Return for Risk

GWPAX vs. AIVSX — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

GWPAX
GWPAX Risk / Return Rank: 6262
Overall Rank
GWPAX Sharpe Ratio Rank: 5555
Sharpe Ratio Rank
GWPAX Sortino Ratio Rank: 6060
Sortino Ratio Rank
GWPAX Omega Ratio Rank: 5656
Omega Ratio Rank
GWPAX Calmar Ratio Rank: 6969
Calmar Ratio Rank
GWPAX Martin Ratio Rank: 6969
Martin Ratio Rank

AIVSX
AIVSX Risk / Return Rank: 6363
Overall Rank
AIVSX Sharpe Ratio Rank: 5454
Sharpe Ratio Rank
AIVSX Sortino Ratio Rank: 5959
Sortino Ratio Rank
AIVSX Omega Ratio Rank: 5757
Omega Ratio Rank
AIVSX Calmar Ratio Rank: 7272
Calmar Ratio Rank
AIVSX Martin Ratio Rank: 7474
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.

GWPAX vs. AIVSX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for American Funds Growth Portfolio Class A (GWPAX) and American Funds Investment Company of America Class A (AIVSX). 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.


GWPAXAIVSXDifference

Sharpe ratio

Return per unit of total volatility

1.05

1.04

+0.02

Sortino ratio

Return per unit of downside risk

1.60

1.59

+0.02

Omega ratio

Gain probability vs. loss probability

1.23

1.23

0.00

Calmar ratio

Return relative to maximum drawdown

1.65

1.72

-0.07

Martin ratio

Return relative to average drawdown

6.68

7.16

-0.48

GWPAX vs. AIVSX - Sharpe Ratio Comparison

The current GWPAX Sharpe Ratio is 1.05, which is comparable to the AIVSX Sharpe Ratio of 1.04. The chart below compares the historical Sharpe Ratios of GWPAX and AIVSX, 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


GWPAXAIVSXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.05

1.04

+0.02

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.42

0.78

-0.36

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.66

0.78

-0.12

Sharpe Ratio (All Time)

Calculated using the full available price history

0.68

0.67

+0.01

Correlation

The correlation between GWPAX and AIVSX is 0.95, 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

GWPAX vs. AIVSX - Dividend Comparison

GWPAX's dividend yield for the trailing twelve months is around 6.09%, less than AIVSX's 11.17% yield.


TTM20252024202320222021202020192018201720162015
GWPAX
American Funds Growth Portfolio Class A
6.09%5.75%5.83%1.61%9.94%3.42%3.42%5.77%6.19%3.39%4.36%4.84%
AIVSX
American Funds Investment Company of America Class A
11.17%10.60%9.29%4.96%6.12%6.94%1.65%6.15%9.61%7.08%5.48%8.95%

Drawdowns

GWPAX vs. AIVSX - Drawdown Comparison

The maximum GWPAX drawdown since its inception was -34.15%, smaller than the maximum AIVSX drawdown of -50.90%. Use the drawdown chart below to compare losses from any high point for GWPAX and AIVSX.


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Drawdown Indicators


GWPAXAIVSXDifference

Max Drawdown

Largest peak-to-trough decline

-34.15%

-50.90%

+16.75%

Max Drawdown (1Y)

Largest decline over 1 year

-11.78%

-10.76%

-1.02%

Max Drawdown (5Y)

Largest decline over 5 years

-34.15%

-24.31%

-9.84%

Max Drawdown (10Y)

Largest decline over 10 years

-34.15%

-31.09%

-3.06%

Current Drawdown

Current decline from peak

-8.81%

-7.34%

-1.47%

Average Drawdown

Average peak-to-trough decline

-5.77%

-5.93%

+0.16%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.91%

2.59%

+0.32%

Volatility

GWPAX vs. AIVSX - Volatility Comparison

American Funds Growth Portfolio Class A (GWPAX) has a higher volatility of 6.61% compared to American Funds Investment Company of America Class A (AIVSX) at 5.75%. This indicates that GWPAX's price experiences larger fluctuations and is considered to be riskier than AIVSX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


GWPAXAIVSXDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.61%

5.75%

+0.86%

Volatility (6M)

Calculated over the trailing 6-month period

11.28%

9.93%

+1.35%

Volatility (1Y)

Calculated over the trailing 1-year period

18.89%

17.56%

+1.33%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

18.17%

15.96%

+2.21%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.95%

16.55%

+1.40%