GWPCX vs. VT

Last updated Jul 14, 2026

GWPCX (American Funds Growth Portfolio Class C) and VT (Vanguard Total World Stock ETF) are both funds - GWPCX is a Large Cap Growth Equities fund managed by American Funds, while VT is a Global Equities fund tracking the FTSE Global All Cap Index. Over the past 10 years, GWPCX returned 12.38%/yr vs 12.39%/yr for VT. With a 0.96 correlation, they move nearly in lockstep. GWPCX charges 1.49%/yr vs 0.06%/yr for VT.

Performance

GWPCX vs. VT - Performance Comparison

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

Returns By Period

In the year-to-date period, GWPCX achieves a 10.33% return, which is significantly lower than VT's 11.12% return. Both investments have delivered pretty close results over the past 10 years, with GWPCX having a 12.38% annualized return and VT not far ahead at 12.39%.

GWPCX

• 1D: 0.07%
• 1M: 1.81%
• 6M: 6.69%
• YTD: 10.33%
• 1Y: 19.52%
• 3Y*: 19.56%
• 5Y*: 8.86%
• 10Y*: 12.38%

VT

• 1D: -1.15%
• 1M: 0.05%
• 6M: 7.92%
• YTD: 11.12%
• 1Y: 22.67%
• 3Y*: 18.64%
• 5Y*: 10.55%
• 10Y*: 12.39%

*Multi-year figures are annualized to reflect compound growth (CAGR)

GWPCX vs. VT - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
GWPCX American Funds Growth Portfolio Class C	10.33%	19.58%	19.26%	27.77%	-27.51%	17.70%	24.46%	26.74%	-7.31%	24.19%
VT Vanguard Total World Stock ETF	11.12%	22.43%	16.49%	22.02%	-18.00%	18.27%	16.59%	26.81%	-9.76%	24.50%

Correlation

The correlation between GWPCX and VT is 0.95 - these two move nearly in lockstep. At this level, holding both provides almost no diversification benefit. If you already own one, adding the other does little to reduce portfolio risk.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.95
Correlation (3Y) Calculated over the trailing 3-year period	0.96
Correlation (5Y) Calculated over the trailing 5-year period	0.96
Correlation (10Y) Calculated over the trailing 10-year period	0.96
Correlation (All Time) Calculated using the full available price history since Jan 2, 2013	0.96

The correlation between GWPCX and VT has been stable across timeframes, ranging from 0.95 to 0.96 - a consistent structural relationship.

Return for Risk

GWPCX vs. VT — Risk / Return Rank

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

GWPCX

GWPCX Risk / Return Rank: 33
GWPCX Sharpe Ratio Rank: 33
GWPCX Sortino Ratio Rank: 32
GWPCX Omega Ratio Rank: 32
GWPCX Calmar Ratio Rank: 30
GWPCX Martin Ratio Rank: 40

VT

VT Risk / Return Rank: 63
VT Sharpe Ratio Rank: 63
VT Sortino Ratio Rank: 63
VT Omega Ratio Rank: 63
VT Calmar Ratio Rank: 59
VT Martin Ratio Rank: 69

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.

GWPCX vs. VT - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for American Funds Growth Portfolio Class C (GWPCX) and Vanguard Total World Stock ETF (VT). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.

	GWPCX	VT	Difference
Sharpe ratio: Return per unit of total volatility	1.24	1.67	-0.43
Sortino ratio: Return per unit of downside risk	1.77	2.33	-0.55
Omega ratio: Gain probability vs. loss probability	1.23	1.30	-0.07
Calmar ratio: Return relative to maximum drawdown	1.60	2.35	-0.76
Martin ratio: Return relative to average drawdown	6.86	10.04	-3.17

GWPCX vs. VT - Sharpe Ratio Comparison

The current GWPCX Sharpe Ratio is 1.24, which is comparable to the VT Sharpe Ratio of 1.67. The chart below compares the historical Sharpe Ratios of GWPCX and VT, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Drawdowns

GWPCX vs. VT - Drawdown Comparison

The maximum GWPCX drawdown since its inception was -34.59%, smaller than the maximum VT drawdown of -50.27%. Use the drawdown chart below to compare losses from any high point for GWPCX and VT.

Drawdown Indicators

	GWPCX	VT	Difference
Max Drawdown Largest peak-to-trough decline	-34.59%	-50.27%	+15.68%
Max Drawdown (1Y) Largest decline over 1 year	-11.88%	-9.67%	-2.21%
Max Drawdown (3Y) Largest decline over 3 years	-19.49%	-16.51%	-2.98%
Max Drawdown (5Y) Largest decline over 5 years	-34.59%	-26.38%	-8.21%
Max Drawdown (10Y) Largest decline over 10 years	-34.59%	-34.24%	-0.35%
Current Drawdown Current decline from peak	-0.81%	-1.87%	+1.06%
Average Drawdown Average peak-to-trough decline	-5.93%	-6.99%	+1.06%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.76%	2.26%	+0.50%

Volatility

GWPCX vs. VT - Volatility Comparison

American Funds Growth Portfolio Class C (GWPCX) has a higher volatility of 5.66% compared to Vanguard Total World Stock ETF (VT) at 4.77%. This indicates that GWPCX's price experiences larger fluctuations and is considered to be riskier than VT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	GWPCX	VT	Difference
Volatility (1M) Calculated over the trailing 1-month period	5.66%	4.77%	+0.89%
Volatility (6M) Calculated over the trailing 6-month period	12.55%	11.47%	+1.08%
Volatility (1Y) Calculated over the trailing 1-year period	15.31%	13.68%	+1.63%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	18.42%	16.20%	+2.22%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	18.00%	17.16%	+0.84%

GWPCX vs. VT - Expense Ratio Comparison

GWPCX has a 1.49% expense ratio, which is higher than VT's 0.06% expense ratio.

Dividends

GWPCX vs. VT - Dividend Comparison

GWPCX's dividend yield for the trailing twelve months is around 5.11%, more than VT's 1.59% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
GWPCX American Funds Growth Portfolio Class C	5.11%	5.63%	5.59%	0.96%	9.93%	3.48%	3.04%	5.54%	5.45%	2.73%	3.67%	4.25%
VT Vanguard Total World Stock ETF	1.59%	1.82%	1.95%	2.08%	2.20%	1.82%	1.66%	2.32%	2.53%	2.11%	2.39%	2.45%

Frequently Asked Questions

Can I hold both GWPCX and VT in my portfolio?

With a correlation of 0.95, GWPCX and VT move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

Which is riskier, GWPCX or VT?

GWPCX has higher volatility (5.66%) compared to VT (4.77%). In terms of maximum drawdown, GWPCX dropped -34.59% vs VT's -50.27%.

Which has better risk-adjusted returns?

VT currently has the higher Sharpe Ratio (1.67 vs 1.24), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.