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GWPAX vs. PEAFX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

GWPAX vs. PEAFX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in American Funds Growth Portfolio Class A (GWPAX) and PIMCO RAE Emerging Markets Fund Class A (PEAFX). The values are adjusted to include any dividend payments, if applicable.

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GWPAX vs. PEAFX - 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%
PEAFX
PIMCO RAE Emerging Markets Fund Class A
7.99%20.25%1.14%22.28%-10.71%15.47%6.43%13.30%-12.77%28.91%

Returns By Period

In the year-to-date period, GWPAX achieves a -5.63% return, which is significantly lower than PEAFX's 7.99% return. Over the past 10 years, GWPAX has outperformed PEAFX with an annualized return of 11.87%, while PEAFX has yielded a comparatively lower 10.27% 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%

PEAFX

1D
1.39%
1M
-7.03%
YTD
7.99%
6M
9.51%
1Y
25.40%
3Y*
15.61%
5Y*
8.19%
10Y*
10.27%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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GWPAX vs. PEAFX - Expense Ratio Comparison

GWPAX has a 0.73% expense ratio, which is lower than PEAFX's 1.10% expense ratio.


Return for Risk

GWPAX vs. PEAFX — 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

PEAFX
PEAFX Risk / Return Rank: 7676
Overall Rank
PEAFX Sharpe Ratio Rank: 8383
Sharpe Ratio Rank
PEAFX Sortino Ratio Rank: 7777
Sortino Ratio Rank
PEAFX Omega Ratio Rank: 7979
Omega Ratio Rank
PEAFX Calmar Ratio Rank: 7373
Calmar Ratio Rank
PEAFX Martin Ratio Rank: 6767
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. PEAFX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for American Funds Growth Portfolio Class A (GWPAX) and PIMCO RAE Emerging Markets Fund Class A (PEAFX). 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.


GWPAXPEAFXDifference

Sharpe ratio

Return per unit of total volatility

1.05

1.70

-0.65

Sortino ratio

Return per unit of downside risk

1.60

2.13

-0.53

Omega ratio

Gain probability vs. loss probability

1.23

1.33

-0.10

Calmar ratio

Return relative to maximum drawdown

1.65

1.97

-0.32

Martin ratio

Return relative to average drawdown

6.68

7.72

-1.04

GWPAX vs. PEAFX - Sharpe Ratio Comparison

The current GWPAX Sharpe Ratio is 1.05, which is lower than the PEAFX Sharpe Ratio of 1.70. The chart below compares the historical Sharpe Ratios of GWPAX and PEAFX, 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


GWPAXPEAFXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.05

1.70

-0.65

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.42

0.55

-0.13

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.66

0.60

+0.07

Sharpe Ratio (All Time)

Calculated using the full available price history

0.68

0.66

+0.02

Correlation

The correlation between GWPAX and PEAFX is 0.66, 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.


Dividends

GWPAX vs. PEAFX - Dividend Comparison

GWPAX's dividend yield for the trailing twelve months is around 6.09%, more than PEAFX's 2.75% 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%
PEAFX
PIMCO RAE Emerging Markets Fund Class A
2.75%2.97%1.01%4.01%11.33%9.19%7.05%2.48%11.05%8.07%2.59%0.00%

Drawdowns

GWPAX vs. PEAFX - Drawdown Comparison

The maximum GWPAX drawdown since its inception was -34.15%, smaller than the maximum PEAFX drawdown of -47.18%. Use the drawdown chart below to compare losses from any high point for GWPAX and PEAFX.


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Drawdown Indicators


GWPAXPEAFXDifference

Max Drawdown

Largest peak-to-trough decline

-34.15%

-47.18%

+13.03%

Max Drawdown (1Y)

Largest decline over 1 year

-11.78%

-12.14%

+0.36%

Max Drawdown (5Y)

Largest decline over 5 years

-34.15%

-28.57%

-5.58%

Max Drawdown (10Y)

Largest decline over 10 years

-34.15%

-47.18%

+13.03%

Current Drawdown

Current decline from peak

-8.81%

-8.13%

-0.68%

Average Drawdown

Average peak-to-trough decline

-5.77%

-10.29%

+4.52%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.91%

3.10%

-0.19%

Volatility

GWPAX vs. PEAFX - Volatility Comparison

American Funds Growth Portfolio Class A (GWPAX) has a higher volatility of 6.61% compared to PIMCO RAE Emerging Markets Fund Class A (PEAFX) at 5.86%. This indicates that GWPAX's price experiences larger fluctuations and is considered to be riskier than PEAFX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


GWPAXPEAFXDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.61%

5.86%

+0.75%

Volatility (6M)

Calculated over the trailing 6-month period

11.28%

11.22%

+0.06%

Volatility (1Y)

Calculated over the trailing 1-year period

18.89%

15.52%

+3.37%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

18.17%

14.90%

+3.27%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.95%

17.24%

+0.71%