GWPAX vs. MSFT
Compare and contrast key facts about American Funds Growth Portfolio Class A (GWPAX) and Microsoft Corporation (MSFT).
GWPAX is managed by American Funds. It was launched on May 18, 2012.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: GWPAX or MSFT.
Key characteristics
| GWPAX | MSFT | |
|---|---|---|
| YTD Return | 21.04% | 14.14% |
| 1Y Return | 30.83% | 16.11% |
| 3Y Return (Ann) | 3.50% | 9.25% |
| 5Y Return (Ann) | 12.12% | 24.47% |
| 10Y Return (Ann) | 10.75% | 26.07% |
| Sharpe Ratio | 2.29 | 0.83 |
| Sortino Ratio | 3.08 | 1.17 |
| Omega Ratio | 1.41 | 1.15 |
| Calmar Ratio | 1.95 | 1.04 |
| Martin Ratio | 14.53 | 2.54 |
| Ulcer Index | 2.14% | 6.37% |
| Daily Std Dev | 13.55% | 19.56% |
| Max Drawdown | -34.15% | -69.41% |
| Current Drawdown | -1.82% | -8.53% |
Correlation
The correlation between GWPAX and MSFT is 0.69, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Performance
GWPAX vs. MSFT - Performance Comparison
In the year-to-date period, GWPAX achieves a 21.04% return, which is significantly higher than MSFT's 14.14% return. Over the past 10 years, GWPAX has underperformed MSFT with an annualized return of 10.75%, while MSFT has yielded a comparatively higher 26.07% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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Risk-Adjusted Performance
GWPAX vs. MSFT - Risk-Adjusted Performance Comparison
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.
Dividends
GWPAX vs. MSFT - Dividend Comparison
GWPAX's dividend yield for the trailing twelve months is around 0.58%, more than MSFT's 0.53% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
GWPAX American Funds Growth Portfolio Class A | 0.58% | 0.70% | 0.35% | 0.03% | 0.44% | 0.84% | 1.00% | 0.70% | 1.01% | 0.73% | 3.99% | 1.36% |
MSFT Microsoft Corporation | 0.53% | 0.74% | 1.06% | 0.68% | 0.94% | 1.20% | 1.69% | 1.86% | 2.37% | 2.33% | 2.48% | 2.59% |
Drawdowns
GWPAX vs. MSFT - Drawdown Comparison
The maximum GWPAX drawdown since its inception was -34.15%, smaller than the maximum MSFT drawdown of -69.41%. Use the drawdown chart below to compare losses from any high point for GWPAX and MSFT. For additional features, visit the drawdowns tool.
Volatility
GWPAX vs. MSFT - Volatility Comparison
The current volatility for American Funds Growth Portfolio Class A (GWPAX) is 3.72%, while Microsoft Corporation (MSFT) has a volatility of 7.74%. This indicates that GWPAX experiences smaller price fluctuations and is considered to be less risky than MSFT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.