GWPAX vs. MO

In the year-to-date period, GWPAX achieves a 3.62% return, which is significantly lower than MO's 14.65% return. Over the past 10 years, GWPAX has underperformed MO with an annualized return of 5.60%, while MO has yielded a comparatively higher 8.13% annualized return.

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This table presents a comparison of risk-adjusted performance metrics for American Funds Growth Portfolio Class A (GWPAX) and Altria Group, Inc. (MO). 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 lower than the MO Sharpe Ratio of 2.01. The chart below compares the historical Sharpe Ratios of GWPAX and MO, 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%, less than MO's 6.86% yield.

The maximum GWPAX drawdown since its inception was -38.55%, smaller than the maximum MO drawdown of -57.39%. Use the drawdown chart below to compare losses from any high point for GWPAX and MO. For additional features, visit the drawdowns tool.

The current volatility for American Funds Growth Portfolio Class A (GWPAX) is 5.42%, while Altria Group, Inc. (MO) has a volatility of 6.86%. This indicates that GWPAX experiences smaller price fluctuations and is considered to be less risky than MO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.