GWPFX vs. GAOAX
Compare and contrast key facts about American Funds Global Growth Fund Class R-6 (GWPFX) and JPMorgan Global Allocation Fund A (GAOAX).
GWPFX is managed by American Funds. It was launched on May 18, 2009. GAOAX is managed by JPMorgan. It was launched on May 31, 2011.
Performance
GWPFX vs. GAOAX - Performance Comparison
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GWPFX vs. GAOAX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
GWPFX American Funds Global Growth Fund Class R-6 | -5.63% | 20.46% | 20.08% | 28.78% | -26.99% | 18.56% | 25.39% | 27.19% | -6.61% | 25.09% |
GAOAX JPMorgan Global Allocation Fund A | -3.89% | 14.68% | 7.91% | 12.69% | -18.74% | 3.60% | 15.29% | 15.95% | -6.07% | 16.82% |
Returns By Period
In the year-to-date period, GWPFX achieves a -5.63% return, which is significantly lower than GAOAX's -3.89% return. Over the past 10 years, GWPFX has outperformed GAOAX with an annualized return of 11.85%, while GAOAX has yielded a comparatively lower 5.74% annualized return.
GWPFX
- 1D
- 3.37%
- 1M
- -6.88%
- YTD
- -5.63%
- 6M
- -3.29%
- 1Y
- 19.12%
- 3Y*
- 17.27%
- 5Y*
- 7.64%
- 10Y*
- 11.85%
GAOAX
- 1D
- 1.47%
- 1M
- -6.40%
- YTD
- -3.89%
- 6M
- -2.79%
- 1Y
- 9.60%
- 3Y*
- 8.41%
- 5Y*
- 1.86%
- 10Y*
- 5.74%
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GWPFX vs. GAOAX - Expense Ratio Comparison
GWPFX has a 0.47% expense ratio, which is lower than GAOAX's 1.04% expense ratio.
Return for Risk
GWPFX vs. GAOAX — Risk / Return Rank
GWPFX
GAOAX
GWPFX vs. GAOAX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for American Funds Global Growth Fund Class R-6 (GWPFX) and JPMorgan Global Allocation Fund A (GAOAX). 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.
| GWPFX | GAOAX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.05 | 0.86 | +0.19 |
Sortino ratioReturn per unit of downside risk | 1.60 | 1.24 | +0.36 |
Omega ratioGain probability vs. loss probability | 1.23 | 1.17 | +0.05 |
Calmar ratioReturn relative to maximum drawdown | 1.65 | 1.10 | +0.55 |
Martin ratioReturn relative to average drawdown | 6.67 | 4.47 | +2.19 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| GWPFX | GAOAX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.05 | 0.86 | +0.19 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.42 | 0.17 | +0.25 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.29 | 0.53 | -0.25 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.31 | 0.54 | -0.23 |
Correlation
The correlation between GWPFX and GAOAX 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
GWPFX vs. GAOAX - Dividend Comparison
GWPFX's dividend yield for the trailing twelve months is around 6.10%, less than GAOAX's 10.04% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
GWPFX American Funds Global Growth Fund Class R-6 | 6.10% | 5.75% | 5.81% | 1.60% | 9.84% | 3.39% | 3.41% | 5.77% | 6.18% | 3.35% | 4.30% | 4.75% |
GAOAX JPMorgan Global Allocation Fund A | 10.04% | 10.15% | 2.34% | 0.00% | 4.62% | 4.61% | 1.54% | 2.43% | 2.52% | 2.95% | 2.59% | 0.96% |
Drawdowns
GWPFX vs. GAOAX - Drawdown Comparison
The maximum GWPFX drawdown since its inception was -52.51%, which is greater than GAOAX's maximum drawdown of -29.02%. Use the drawdown chart below to compare losses from any high point for GWPFX and GAOAX.
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Drawdown Indicators
| GWPFX | GAOAX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -52.51% | -29.02% | -23.49% |
Max Drawdown (1Y)Largest decline over 1 year | -11.78% | -8.95% | -2.83% |
Max Drawdown (5Y)Largest decline over 5 years | -34.15% | -29.02% | -5.13% |
Max Drawdown (10Y)Largest decline over 10 years | -52.51% | -29.02% | -23.49% |
Current DrawdownCurrent decline from peak | -8.81% | -7.61% | -1.20% |
Average DrawdownAverage peak-to-trough decline | -5.80% | -6.01% | +0.21% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.91% | 2.20% | +0.71% |
Volatility
GWPFX vs. GAOAX - Volatility Comparison
American Funds Global Growth Fund Class R-6 (GWPFX) has a higher volatility of 6.57% compared to JPMorgan Global Allocation Fund A (GAOAX) at 4.98%. This indicates that GWPFX's price experiences larger fluctuations and is considered to be riskier than GAOAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| GWPFX | GAOAX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.57% | 4.98% | +1.59% |
Volatility (6M)Calculated over the trailing 6-month period | 11.27% | 7.55% | +3.72% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.87% | 11.53% | +7.34% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 18.17% | 11.03% | +7.14% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 41.60% | 10.81% | +30.79% |