GWPAX vs. BAFWX

In the year-to-date period, GWPAX achieves a 3.62% return, which is significantly higher than BAFWX's 0.56% return. Over the past 10 years, GWPAX has underperformed BAFWX with an annualized return of 5.60%, while BAFWX has yielded a comparatively higher 13.25% annualized return.

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GWPAX has a 0.73% expense ratio, which is higher than BAFWX's 0.64% expense ratio.

This table presents a comparison of risk-adjusted performance metrics for American Funds Growth Portfolio Class A (GWPAX) and Brown Advisory Sustainable Growth Fund Institutional Shares (BAFWX). 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.

The current GWPAX Sharpe Ratio is 0.34, which is higher than the BAFWX Sharpe Ratio of 0.15. The chart below compares the historical Sharpe Ratios of GWPAX and BAFWX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

GWPAX's dividend yield for the trailing twelve months is around 0.46%, while BAFWX has not paid dividends to shareholders.

The maximum GWPAX drawdown since its inception was -38.55%, roughly equal to the maximum BAFWX drawdown of -37.99%. Use the drawdown chart below to compare losses from any high point for GWPAX and BAFWX. For additional features, visit the drawdowns tool.

The current volatility for American Funds Growth Portfolio Class A (GWPAX) is 5.42%, while Brown Advisory Sustainable Growth Fund Institutional Shares (BAFWX) has a volatility of 6.79%. This indicates that GWPAX experiences smaller price fluctuations and is considered to be less risky than BAFWX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.