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GWPCX vs. VFFVX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between GWPCX and VFFVX is 0.96, 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.


-0.50.00.51.01.0

Performance

GWPCX vs. VFFVX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in American Funds Growth Portfolio Class C (GWPCX) and Vanguard Target Retirement 2055 Fund (VFFVX). The values are adjusted to include any dividend payments, if applicable.

-5.00%0.00%5.00%10.00%SeptemberOctoberNovemberDecember2025February
4.26%
6.92%
GWPCX
VFFVX

Key characteristics

Sharpe Ratio

GWPCX:

0.92

VFFVX:

1.68

Sortino Ratio

GWPCX:

1.24

VFFVX:

2.31

Omega Ratio

GWPCX:

1.18

VFFVX:

1.30

Calmar Ratio

GWPCX:

0.73

VFFVX:

2.46

Martin Ratio

GWPCX:

4.18

VFFVX:

9.60

Ulcer Index

GWPCX:

3.36%

VFFVX:

1.88%

Daily Std Dev

GWPCX:

15.36%

VFFVX:

10.76%

Max Drawdown

GWPCX:

-39.29%

VFFVX:

-31.40%

Current Drawdown

GWPCX:

-6.81%

VFFVX:

0.00%

Returns By Period

In the year-to-date period, GWPCX achieves a 5.54% return, which is significantly higher than VFFVX's 5.00% return. Over the past 10 years, GWPCX has underperformed VFFVX with an annualized return of 5.37%, while VFFVX has yielded a comparatively higher 8.01% annualized return.


GWPCX

YTD

5.54%

1M

2.96%

6M

4.26%

1Y

13.76%

5Y*

5.68%

10Y*

5.37%

VFFVX

YTD

5.00%

1M

3.42%

6M

6.92%

1Y

17.43%

5Y*

7.88%

10Y*

8.01%

*Annualized

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


GWPCX vs. VFFVX - Expense Ratio Comparison

GWPCX has a 1.49% expense ratio, which is higher than VFFVX's 0.08% expense ratio.


GWPCX
American Funds Growth Portfolio Class C
Expense ratio chart for GWPCX: current value at 1.49% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%1.49%
Expense ratio chart for VFFVX: current value at 0.08% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.08%

Risk-Adjusted Performance

GWPCX vs. VFFVX — Risk-Adjusted Performance Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

GWPCX
The Risk-Adjusted Performance Rank of GWPCX is 4444
Overall Rank
The Sharpe Ratio Rank of GWPCX is 4141
Sharpe Ratio Rank
The Sortino Ratio Rank of GWPCX is 3737
Sortino Ratio Rank
The Omega Ratio Rank of GWPCX is 4242
Omega Ratio Rank
The Calmar Ratio Rank of GWPCX is 4949
Calmar Ratio Rank
The Martin Ratio Rank of GWPCX is 5454
Martin Ratio Rank

VFFVX
The Risk-Adjusted Performance Rank of VFFVX is 8282
Overall Rank
The Sharpe Ratio Rank of VFFVX is 7979
Sharpe Ratio Rank
The Sortino Ratio Rank of VFFVX is 7878
Sortino Ratio Rank
The Omega Ratio Rank of VFFVX is 7878
Omega Ratio Rank
The Calmar Ratio Rank of VFFVX is 8787
Calmar Ratio Rank
The Martin Ratio Rank of VFFVX is 8686
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

GWPCX vs. VFFVX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for American Funds Growth Portfolio Class C (GWPCX) and Vanguard Target Retirement 2055 Fund (VFFVX). 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.


Sharpe ratio
The chart of Sharpe ratio for GWPCX, currently valued at 0.92, compared to the broader market-1.000.001.002.003.004.000.921.68
The chart of Sortino ratio for GWPCX, currently valued at 1.24, compared to the broader market0.002.004.006.008.0010.0012.001.242.31
The chart of Omega ratio for GWPCX, currently valued at 1.18, compared to the broader market1.002.003.004.001.181.30
The chart of Calmar ratio for GWPCX, currently valued at 0.73, compared to the broader market0.005.0010.0015.0020.000.732.46
The chart of Martin ratio for GWPCX, currently valued at 4.18, compared to the broader market0.0020.0040.0060.0080.004.189.60
GWPCX
VFFVX

The current GWPCX Sharpe Ratio is 0.92, which is lower than the VFFVX Sharpe Ratio of 1.68. The chart below compares the historical Sharpe Ratios of GWPCX and VFFVX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio1.001.502.002.503.00SeptemberOctoberNovemberDecember2025February
0.92
1.68
GWPCX
VFFVX

Dividends

GWPCX vs. VFFVX - Dividend Comparison

GWPCX has not paid dividends to shareholders, while VFFVX's dividend yield for the trailing twelve months is around 2.06%.


TTM20242023202220212020201920182017201620152014
GWPCX
American Funds Growth Portfolio Class C
0.00%0.00%0.01%0.00%0.00%0.00%0.53%0.19%0.01%0.27%0.10%2.77%
VFFVX
Vanguard Target Retirement 2055 Fund
2.06%2.17%2.18%2.10%2.10%1.60%2.15%2.35%1.83%1.99%1.92%1.73%

Drawdowns

GWPCX vs. VFFVX - Drawdown Comparison

The maximum GWPCX drawdown since its inception was -39.29%, which is greater than VFFVX's maximum drawdown of -31.40%. Use the drawdown chart below to compare losses from any high point for GWPCX and VFFVX. For additional features, visit the drawdowns tool.


-15.00%-10.00%-5.00%0.00%SeptemberOctoberNovemberDecember2025February
-6.81%
0
GWPCX
VFFVX

Volatility

GWPCX vs. VFFVX - Volatility Comparison

American Funds Growth Portfolio Class C (GWPCX) has a higher volatility of 3.66% compared to Vanguard Target Retirement 2055 Fund (VFFVX) at 2.75%. This indicates that GWPCX's price experiences larger fluctuations and is considered to be riskier than VFFVX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%3.00%4.00%5.00%6.00%7.00%8.00%SeptemberOctoberNovemberDecember2025February
3.66%
2.75%
GWPCX
VFFVX
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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