GWPAX vs. MSFT

In the year-to-date period, GWPAX achieves a -1.42% return, which is significantly lower than MSFT's 4.30% return. Over the past 10 years, GWPAX has underperformed MSFT with an annualized return of 5.28%, while MSFT has yielded a comparatively higher 26.86% 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 Microsoft Corporation (MSFT). 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 0.17, which is lower than the MSFT Sharpe Ratio of 0.28. The chart below compares the historical Sharpe Ratios of GWPAX and MSFT, 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 0.48%, less than MSFT's 0.72% yield.

The maximum GWPAX drawdown since its inception was -38.55%, smaller than the maximum MSFT drawdown of -69.39%. Use the drawdown chart below to compare losses from any high point for GWPAX and MSFT. For additional features, visit the drawdowns tool.