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IGFFX vs. GFFFX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

IGFFX vs. GFFFX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in American Funds International Growth and Income Fund Class F-2 (IGFFX) and American Funds The Growth Fund of America Class F-2 (GFFFX). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, IGFFX achieves a 12.10% return, which is significantly higher than GFFFX's 4.51% return. Over the past 10 years, IGFFX has underperformed GFFFX with an annualized return of 9.58%, while GFFFX has yielded a comparatively higher 15.27% annualized return.


IGFFX

1D
2.63%
1M
0.61%
6M
5.16%
YTD
12.10%
1Y
27.08%
3Y*
16.98%
5Y*
9.20%
10Y*
9.58%
ALL TIME*
8.23%

GFFFX

1D
1.91%
1M
-3.24%
6M
3.86%
YTD
4.51%
1Y
13.10%
3Y*
19.90%
5Y*
10.33%
10Y*
15.27%
ALL TIME*
14.98%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$0.00$0.00$0.00
$0.00$0.00$0.00

IGFFX vs. GFFFX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
IGFFX
American Funds International Growth and Income Fund Class F-2
12.10%35.43%3.56%15.57%-15.26%10.11%8.06%27.41%-14.18%26.33%
GFFFX
American Funds The Growth Fund of America Class F-2
4.51%19.96%28.28%37.51%-30.61%19.55%38.16%28.43%-2.96%26.38%

Correlation

The correlation between IGFFX and GFFFX is 0.75, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.


Correlation
Correlation (1Y)
Focuses on recent behavior, but can change the most.

0.75

Correlation (3Y)
Balances recent behavior with more history.

0.71

Correlation (5Y)
Shows whether the relationship held over a longer period.

0.75

Correlation (10Y)
Provides a long-term view across more market conditions.

0.74

Correlation (All Time)
Calculated using the full available price history since Jan 2, 2009

0.78

The correlation between IGFFX and GFFFX has been stable across timeframes, ranging from 0.71 to 0.78 - a consistent structural relationship.

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Return for Risk

IGFFX vs. GFFFX — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

IGFFX
IGFFX Risk / Return Rank: 6969
Overall Rank
IGFFX Sharpe Ratio Rank: 7272
Sharpe Ratio Rank
IGFFX Sortino Ratio Rank: 7171
Sortino Ratio Rank
IGFFX Omega Ratio Rank: 7171
Omega Ratio Rank
IGFFX Calmar Ratio Rank: 6767
Calmar Ratio Rank
IGFFX Martin Ratio Rank: 6363
Martin Ratio Rank

GFFFX
GFFFX Risk / Return Rank: 1919
Overall Rank
GFFFX Sharpe Ratio Rank: 1919
Sharpe Ratio Rank
GFFFX Sortino Ratio Rank: 1919
Sortino Ratio Rank
GFFFX Omega Ratio Rank: 1919
Omega Ratio Rank
GFFFX Calmar Ratio Rank: 1818
Calmar Ratio Rank
GFFFX Martin Ratio Rank: 2222
Martin Ratio Rank
The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

IGFFX vs. GFFFX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for American Funds International Growth and Income Fund Class F-2 (IGFFX) and American Funds The Growth Fund of America Class F-2 (GFFFX). 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.


IGFFXGFFFXDifference
Sharpe ratioReturn per unit of total volatility

+1.08

Sortino ratioReturn per unit of downside risk

+1.47

Omega ratioGain probability vs. loss probability

1.32

1.13

+0.20

Calmar ratioReturn relative to maximum drawdown

2.32

0.82

+1.51

Martin ratioReturn relative to average drawdown

8.47

2.96

+5.51

IGFFX vs. GFFFX - Sharpe Ratio Comparison

The current IGFFX Sharpe Ratio is 1.75, which is higher than the GFFFX Sharpe Ratio of 0.66. The chart below compares the historical Sharpe Ratios of IGFFX and GFFFX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

IGFFX vs. GFFFX - Drawdown Comparison

The maximum IGFFX drawdown since its inception was -35.76%, roughly equal to the maximum GFFFX drawdown of -36.26%. Use the drawdown chart below to compare losses from any high point for IGFFX and GFFFX.


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Drawdown Indicators


IGFFXGFFFXDifference

Max Drawdown

Largest peak-to-trough decline

-35.76%

-36.26%

+0.50%

Max Drawdown (1Y)

Largest decline over 1 year

-10.89%

-13.74%

+2.85%

Max Drawdown (3Y)

Largest decline over 3 years

-12.59%

-21.55%

+8.96%

Max Drawdown (5Y)

Largest decline over 5 years

-29.71%

-36.26%

+6.55%

Max Drawdown (10Y)

Largest decline over 10 years

-35.76%

-36.26%

+0.50%

Current Drawdown

Current decline from peak

-1.49%

-5.45%

+3.96%

Average Drawdown

Average peak-to-trough decline

-7.70%

-5.55%

-2.15%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.98%

3.78%

-0.80%

Volatility

IGFFX vs. GFFFX - Volatility Comparison

American Funds International Growth and Income Fund Class F-2 (IGFFX) and American Funds The Growth Fund of America Class F-2 (GFFFX) have volatilities of 4.58% and 4.82%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


IGFFXGFFFXDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.58%

4.82%

-0.24%

Volatility (6M)

Calculated over the trailing 6-month period

12.68%

13.65%

-0.97%

Volatility (1Y)

Calculated over the trailing 1-year period

14.50%

16.91%

-2.41%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.82%

20.53%

-5.71%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.76%

19.76%

-4.00%

IGFFX vs. GFFFX - Expense Ratio Comparison

IGFFX has a 0.65% expense ratio, which is higher than GFFFX's 0.40% expense ratio.


Dividends

IGFFX vs. GFFFX - Dividend Comparison

IGFFX's dividend yield for the trailing twelve months is around 7.13%, less than GFFFX's 10.48% yield.


PositionTTM20252024202320222021202020192018201720162015
GFFFX
American Funds The Growth Fund of America Class F-2
10.48%10.95%9.23%7.64%4.32%8.42%4.51%7.38%12.29%7.27%6.87%9.13%
IGFFX
American Funds International Growth and Income Fund Class F-2
7.13%8.38%3.65%2.55%4.28%7.18%1.60%2.62%3.06%2.04%2.59%3.48%

Frequently Asked Questions


IGFFX and GFFFX have a correlation of 0.75, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

GFFFX has higher volatility (4.82%) compared to IGFFX (4.58%). In terms of maximum drawdown, IGFFX dropped -35.76% vs GFFFX's -36.26%.

IGFFX currently has the higher Sharpe Ratio (1.75 vs 0.66), 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.

Portfolio Optimizer

Find the right allocation for IGFFX and GFFFX

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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