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IFAFX vs. RGAGX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

IFAFX vs. RGAGX - 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 American Funds The Growth Fund of America Class R-6 (RGAGX). The values are adjusted to include any dividend payments, if applicable.

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IFAFX vs. RGAGX - 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%
RGAGX
American Funds The Growth Fund of America Class R-6
-11.15%20.08%28.41%37.66%-30.53%19.67%38.30%29.22%-2.88%26.53%

Returns By Period

In the year-to-date period, IFAFX achieves a 1.43% return, which is significantly higher than RGAGX's -11.15% return. Over the past 10 years, IFAFX has underperformed RGAGX with an annualized return of 8.13%, while RGAGX has yielded a comparatively higher 14.34% 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%

RGAGX

1D
-0.47%
1M
-9.63%
YTD
-11.15%
6M
-9.74%
1Y
13.94%
3Y*
19.23%
5Y*
8.87%
10Y*
14.34%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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IFAFX vs. RGAGX - Expense Ratio Comparison

IFAFX has a 0.63% expense ratio, which is higher than RGAGX's 0.30% expense ratio.


Return for Risk

IFAFX vs. RGAGX — 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

RGAGX
RGAGX Risk / Return Rank: 3030
Overall Rank
RGAGX Sharpe Ratio Rank: 2929
Sharpe Ratio Rank
RGAGX Sortino Ratio Rank: 3333
Sortino Ratio Rank
RGAGX Omega Ratio Rank: 3232
Omega Ratio Rank
RGAGX Calmar Ratio Rank: 2828
Calmar Ratio Rank
RGAGX Martin Ratio Rank: 2828
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. RGAGX - 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 American Funds The Growth Fund of America Class R-6 (RGAGX). 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.


IFAFXRGAGXDifference

Sharpe ratio

Return per unit of total volatility

1.54

0.66

+0.88

Sortino ratio

Return per unit of downside risk

2.12

1.09

+1.03

Omega ratio

Gain probability vs. loss probability

1.32

1.16

+0.16

Calmar ratio

Return relative to maximum drawdown

1.69

0.79

+0.90

Martin ratio

Return relative to average drawdown

7.95

3.04

+4.91

IFAFX vs. RGAGX - Sharpe Ratio Comparison

The current IFAFX Sharpe Ratio is 1.54, which is higher than the RGAGX Sharpe Ratio of 0.66. The chart below compares the historical Sharpe Ratios of IFAFX and RGAGX, 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


IFAFXRGAGXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.54

0.66

+0.88

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.84

0.44

+0.39

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.77

0.73

+0.03

Sharpe Ratio (All Time)

Calculated using the full available price history

0.70

0.79

-0.09

Correlation

The correlation between IFAFX and RGAGX is 0.82, 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. RGAGX - Dividend Comparison

IFAFX's dividend yield for the trailing twelve months is around 9.83%, less than RGAGX's 12.37% 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%
RGAGX
American Funds The Growth Fund of America Class R-6
12.37%10.99%9.29%7.70%4.44%8.49%4.57%7.93%12.36%7.34%6.95%9.22%

Drawdowns

IFAFX vs. RGAGX - Drawdown Comparison

The maximum IFAFX drawdown since its inception was -41.90%, which is greater than RGAGX's maximum drawdown of -36.19%. Use the drawdown chart below to compare losses from any high point for IFAFX and RGAGX.


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Drawdown Indicators


IFAFXRGAGXDifference

Max Drawdown

Largest peak-to-trough decline

-41.90%

-36.19%

-5.71%

Max Drawdown (1Y)

Largest decline over 1 year

-8.22%

-13.71%

+5.49%

Max Drawdown (5Y)

Largest decline over 5 years

-15.84%

-36.19%

+20.35%

Max Drawdown (10Y)

Largest decline over 10 years

-26.13%

-36.19%

+10.06%

Current Drawdown

Current decline from peak

-5.75%

-13.71%

+7.96%

Average Drawdown

Average peak-to-trough decline

-3.94%

-5.53%

+1.59%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.74%

3.55%

-1.81%

Volatility

IFAFX vs. RGAGX - Volatility Comparison

The current volatility for American Funds Income Fund of America Class F1 (IFAFX) is 2.90%, while American Funds The Growth Fund of America Class R-6 (RGAGX) has a volatility of 5.45%. This indicates that IFAFX experiences smaller price fluctuations and is considered to be less risky than RGAGX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


IFAFXRGAGXDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.90%

5.45%

-2.55%

Volatility (6M)

Calculated over the trailing 6-month period

5.46%

11.60%

-6.14%

Volatility (1Y)

Calculated over the trailing 1-year period

9.47%

20.75%

-11.28%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

9.46%

20.17%

-10.71%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

10.66%

19.61%

-8.95%