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GWPAX vs. VUG
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

GWPAX vs. VUG - Performance Comparison

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

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GWPAX vs. VUG - 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%
VUG
Vanguard Growth ETF
-9.39%19.40%32.69%46.83%-33.16%27.35%40.25%37.03%-3.32%27.72%

Returns By Period

In the year-to-date period, GWPAX achieves a -5.63% return, which is significantly higher than VUG's -9.39% return. Over the past 10 years, GWPAX has underperformed VUG with an annualized return of 11.87%, while VUG has yielded a comparatively higher 16.16% 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%

VUG

1D
1.09%
1M
-4.37%
YTD
-9.39%
6M
-8.17%
1Y
18.52%
3Y*
21.59%
5Y*
11.67%
10Y*
16.16%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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GWPAX vs. VUG - Expense Ratio Comparison

GWPAX has a 0.73% expense ratio, which is higher than VUG's 0.03% expense ratio.


Return for Risk

GWPAX vs. VUG — 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

VUG
VUG Risk / Return Rank: 4444
Overall Rank
VUG Sharpe Ratio Rank: 4242
Sharpe Ratio Rank
VUG Sortino Ratio Rank: 4646
Sortino Ratio Rank
VUG Omega Ratio Rank: 4646
Omega Ratio Rank
VUG Calmar Ratio Rank: 4444
Calmar Ratio Rank
VUG Martin Ratio Rank: 4343
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. VUG - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for American Funds Growth Portfolio Class A (GWPAX) and Vanguard Growth ETF (VUG). 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.


GWPAXVUGDifference

Sharpe ratio

Return per unit of total volatility

1.05

0.82

+0.23

Sortino ratio

Return per unit of downside risk

1.60

1.32

+0.28

Omega ratio

Gain probability vs. loss probability

1.23

1.19

+0.04

Calmar ratio

Return relative to maximum drawdown

1.65

1.19

+0.47

Martin ratio

Return relative to average drawdown

6.68

4.15

+2.53

GWPAX vs. VUG - Sharpe Ratio Comparison

The current GWPAX Sharpe Ratio is 1.05, which is comparable to the VUG Sharpe Ratio of 0.82. The chart below compares the historical Sharpe Ratios of GWPAX and VUG, 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


GWPAXVUGDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.05

0.82

+0.23

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.42

0.53

-0.10

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.66

0.76

-0.09

Sharpe Ratio (All Time)

Calculated using the full available price history

0.68

0.57

+0.11

Correlation

The correlation between GWPAX and VUG is 0.93, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Dividends

GWPAX vs. VUG - Dividend Comparison

GWPAX's dividend yield for the trailing twelve months is around 6.09%, more than VUG's 0.45% 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%
VUG
Vanguard Growth ETF
0.45%0.41%0.47%0.58%0.70%0.48%0.66%0.95%1.32%1.14%1.39%1.30%

Drawdowns

GWPAX vs. VUG - Drawdown Comparison

The maximum GWPAX drawdown since its inception was -34.15%, smaller than the maximum VUG drawdown of -50.68%. Use the drawdown chart below to compare losses from any high point for GWPAX and VUG.


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Drawdown Indicators


GWPAXVUGDifference

Max Drawdown

Largest peak-to-trough decline

-34.15%

-50.68%

+16.53%

Max Drawdown (1Y)

Largest decline over 1 year

-11.78%

-16.53%

+4.75%

Max Drawdown (5Y)

Largest decline over 5 years

-34.15%

-35.61%

+1.46%

Max Drawdown (10Y)

Largest decline over 10 years

-34.15%

-35.61%

+1.46%

Current Drawdown

Current decline from peak

-8.81%

-12.25%

+3.44%

Average Drawdown

Average peak-to-trough decline

-5.77%

-7.13%

+1.36%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.91%

4.72%

-1.81%

Volatility

GWPAX vs. VUG - Volatility Comparison

The current volatility for American Funds Growth Portfolio Class A (GWPAX) is 6.61%, while Vanguard Growth ETF (VUG) has a volatility of 7.12%. This indicates that GWPAX experiences smaller price fluctuations and is considered to be less risky than VUG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


GWPAXVUGDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.61%

7.12%

-0.51%

Volatility (6M)

Calculated over the trailing 6-month period

11.28%

12.70%

-1.42%

Volatility (1Y)

Calculated over the trailing 1-year period

18.89%

22.70%

-3.81%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

18.17%

22.22%

-4.05%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.95%

21.38%

-3.43%