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IFAFX vs. GGSIX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

IFAFX vs. GGSIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in American Funds Income Fund of America Class F1 (IFAFX) and Goldman Sachs Growth Strategy Portfolio (GGSIX). The values are adjusted to include any dividend payments, if applicable.

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IFAFX vs. GGSIX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
IFAFX
American Funds Income Fund of America Class F1
1.43%17.71%10.76%6.76%-6.48%17.28%4.40%18.41%-5.33%12.48%
GGSIX
Goldman Sachs Growth Strategy Portfolio
-4.20%19.29%19.26%17.83%-16.86%17.04%14.34%24.92%-10.65%21.54%

Returns By Period

In the year-to-date period, IFAFX achieves a 1.43% return, which is significantly higher than GGSIX's -4.20% return. Over the past 10 years, IFAFX has underperformed GGSIX with an annualized return of 8.13%, while GGSIX has yielded a comparatively higher 9.96% annualized return.


IFAFX

1D
0.19%
1M
-5.75%
YTD
1.43%
6M
4.15%
1Y
14.08%
3Y*
11.87%
5Y*
7.87%
10Y*
8.13%

GGSIX

1D
-0.15%
1M
-8.28%
YTD
-4.20%
6M
-1.19%
1Y
15.00%
3Y*
14.88%
5Y*
8.37%
10Y*
9.96%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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IFAFX vs. GGSIX - Expense Ratio Comparison

IFAFX has a 0.63% expense ratio, which is higher than GGSIX's 0.19% expense ratio.


Return for Risk

IFAFX vs. GGSIX — Risk / Return Rank

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

IFAFX
IFAFX Risk / Return Rank: 7979
Overall Rank
IFAFX Sharpe Ratio Rank: 8282
Sharpe Ratio Rank
IFAFX Sortino Ratio Rank: 8282
Sortino Ratio Rank
IFAFX Omega Ratio Rank: 8080
Omega Ratio Rank
IFAFX Calmar Ratio Rank: 7272
Calmar Ratio Rank
IFAFX Martin Ratio Rank: 8181
Martin Ratio Rank

GGSIX
GGSIX Risk / Return Rank: 5555
Overall Rank
GGSIX Sharpe Ratio Rank: 6565
Sharpe Ratio Rank
GGSIX Sortino Ratio Rank: 6060
Sortino Ratio Rank
GGSIX Omega Ratio Rank: 6262
Omega Ratio Rank
GGSIX Calmar Ratio Rank: 4141
Calmar Ratio Rank
GGSIX Martin Ratio Rank: 4949
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.

IFAFX vs. GGSIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for American Funds Income Fund of America Class F1 (IFAFX) and Goldman Sachs Growth Strategy Portfolio (GGSIX). 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.


IFAFXGGSIXDifference

Sharpe ratio

Return per unit of total volatility

1.54

1.15

+0.40

Sortino ratio

Return per unit of downside risk

2.12

1.54

+0.58

Omega ratio

Gain probability vs. loss probability

1.32

1.23

+0.08

Calmar ratio

Return relative to maximum drawdown

1.69

1.07

+0.62

Martin ratio

Return relative to average drawdown

7.95

4.87

+3.08

IFAFX vs. GGSIX - Sharpe Ratio Comparison

The current IFAFX Sharpe Ratio is 1.54, which is higher than the GGSIX Sharpe Ratio of 1.15. The chart below compares the historical Sharpe Ratios of IFAFX and GGSIX, 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


IFAFXGGSIXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.54

1.15

+0.40

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.84

0.63

+0.20

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.77

0.70

+0.06

Sharpe Ratio (All Time)

Calculated using the full available price history

0.70

0.44

+0.26

Correlation

The correlation between IFAFX and GGSIX is 0.91, 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

IFAFX vs. GGSIX - Dividend Comparison

IFAFX's dividend yield for the trailing twelve months is around 9.83%, less than GGSIX's 12.39% yield.


TTM20252024202320222021202020192018201720162015
IFAFX
American Funds Income Fund of America Class F1
9.83%9.91%6.33%2.90%6.94%6.61%2.76%4.95%7.39%4.20%3.01%5.02%
GGSIX
Goldman Sachs Growth Strategy Portfolio
12.39%11.87%12.21%1.73%5.76%6.57%3.47%5.77%3.02%2.77%1.35%2.03%

Drawdowns

IFAFX vs. GGSIX - Drawdown Comparison

The maximum IFAFX drawdown since its inception was -41.90%, smaller than the maximum GGSIX drawdown of -52.85%. Use the drawdown chart below to compare losses from any high point for IFAFX and GGSIX.


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Drawdown Indicators


IFAFXGGSIXDifference

Max Drawdown

Largest peak-to-trough decline

-41.90%

-52.85%

+10.95%

Max Drawdown (1Y)

Largest decline over 1 year

-8.22%

-10.84%

+2.62%

Max Drawdown (5Y)

Largest decline over 5 years

-15.84%

-26.74%

+10.90%

Max Drawdown (10Y)

Largest decline over 10 years

-26.13%

-30.36%

+4.23%

Current Drawdown

Current decline from peak

-5.75%

-8.71%

+2.96%

Average Drawdown

Average peak-to-trough decline

-3.94%

-9.25%

+5.31%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.74%

2.51%

-0.77%

Volatility

IFAFX vs. GGSIX - Volatility Comparison

The current volatility for American Funds Income Fund of America Class F1 (IFAFX) is 2.90%, while Goldman Sachs Growth Strategy Portfolio (GGSIX) has a volatility of 4.54%. This indicates that IFAFX experiences smaller price fluctuations and is considered to be less risky than GGSIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


IFAFXGGSIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.90%

4.54%

-1.64%

Volatility (6M)

Calculated over the trailing 6-month period

5.46%

8.19%

-2.73%

Volatility (1Y)

Calculated over the trailing 1-year period

9.47%

13.32%

-3.85%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

9.46%

13.34%

-3.88%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

10.66%

14.27%

-3.61%