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NALFX vs. RNPGX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

NALFX vs. RNPGX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in New Alternatives Fund (NALFX) and American Funds New Perspective Fund Class R-6 (RNPGX). The values are adjusted to include any dividend payments, if applicable.

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NALFX vs. RNPGX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
NALFX
New Alternatives Fund
8.31%28.13%-6.03%-2.49%-15.87%-4.78%61.74%36.98%-6.91%21.24%
RNPGX
American Funds New Perspective Fund Class R-6
-5.22%21.71%17.13%25.06%-25.70%18.00%33.88%31.22%-5.71%29.31%

Returns By Period

In the year-to-date period, NALFX achieves a 8.31% return, which is significantly higher than RNPGX's -5.22% return. Over the past 10 years, NALFX has underperformed RNPGX with an annualized return of 10.36%, while RNPGX has yielded a comparatively higher 12.74% annualized return.


NALFX

1D
2.50%
1M
-2.56%
YTD
8.31%
6M
10.62%
1Y
31.32%
3Y*
6.67%
5Y*
0.93%
10Y*
10.36%

RNPGX

1D
3.11%
1M
-6.91%
YTD
-5.22%
6M
-3.48%
1Y
16.89%
3Y*
15.27%
5Y*
7.39%
10Y*
12.74%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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NALFX vs. RNPGX - Expense Ratio Comparison

NALFX has a 0.89% expense ratio, which is higher than RNPGX's 0.42% expense ratio.


Return for Risk

NALFX vs. RNPGX — Risk / Return Rank

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

NALFX
NALFX Risk / Return Rank: 8989
Overall Rank
NALFX Sharpe Ratio Rank: 9090
Sharpe Ratio Rank
NALFX Sortino Ratio Rank: 8888
Sortino Ratio Rank
NALFX Omega Ratio Rank: 8585
Omega Ratio Rank
NALFX Calmar Ratio Rank: 9292
Calmar Ratio Rank
NALFX Martin Ratio Rank: 9191
Martin Ratio Rank

RNPGX
RNPGX Risk / Return Rank: 5656
Overall Rank
RNPGX Sharpe Ratio Rank: 5353
Sharpe Ratio Rank
RNPGX Sortino Ratio Rank: 5858
Sortino Ratio Rank
RNPGX Omega Ratio Rank: 5151
Omega Ratio Rank
RNPGX Calmar Ratio Rank: 6060
Calmar Ratio Rank
RNPGX Martin Ratio Rank: 6060
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.

NALFX vs. RNPGX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for New Alternatives Fund (NALFX) and American Funds New Perspective Fund Class R-6 (RNPGX). 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.


NALFXRNPGXDifference

Sharpe ratio

Return per unit of total volatility

1.93

1.04

+0.90

Sortino ratio

Return per unit of downside risk

2.46

1.58

+0.88

Omega ratio

Gain probability vs. loss probability

1.36

1.22

+0.15

Calmar ratio

Return relative to maximum drawdown

2.88

1.45

+1.43

Martin ratio

Return relative to average drawdown

11.04

5.93

+5.12

NALFX vs. RNPGX - Sharpe Ratio Comparison

The current NALFX Sharpe Ratio is 1.93, which is higher than the RNPGX Sharpe Ratio of 1.04. The chart below compares the historical Sharpe Ratios of NALFX and RNPGX, 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


NALFXRNPGXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.93

1.04

+0.90

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.05

0.43

-0.38

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.58

0.72

-0.14

Sharpe Ratio (All Time)

Calculated using the full available price history

0.42

0.65

-0.23

Correlation

The correlation between NALFX and RNPGX is 0.71, 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

NALFX vs. RNPGX - Dividend Comparison

NALFX's dividend yield for the trailing twelve months is around 1.08%, less than RNPGX's 7.25% yield.


TTM20252024202320222021202020192018201720162015
NALFX
New Alternatives Fund
1.08%1.17%2.04%4.47%4.63%5.14%4.93%5.55%6.62%4.16%3.71%1.71%
RNPGX
American Funds New Perspective Fund Class R-6
7.25%6.87%5.45%5.67%4.53%7.31%4.41%4.47%7.95%5.80%4.20%6.46%

Drawdowns

NALFX vs. RNPGX - Drawdown Comparison

The maximum NALFX drawdown since its inception was -59.67%, which is greater than RNPGX's maximum drawdown of -34.25%. Use the drawdown chart below to compare losses from any high point for NALFX and RNPGX.


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Drawdown Indicators


NALFXRNPGXDifference

Max Drawdown

Largest peak-to-trough decline

-59.67%

-34.25%

-25.42%

Max Drawdown (1Y)

Largest decline over 1 year

-10.60%

-11.75%

+1.15%

Max Drawdown (5Y)

Largest decline over 5 years

-38.03%

-34.25%

-3.78%

Max Drawdown (10Y)

Largest decline over 10 years

-42.35%

-34.25%

-8.10%

Current Drawdown

Current decline from peak

-7.33%

-8.68%

+1.35%

Average Drawdown

Average peak-to-trough decline

-14.89%

-5.59%

-9.30%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.76%

2.88%

-0.12%

Volatility

NALFX vs. RNPGX - Volatility Comparison

New Alternatives Fund (NALFX) has a higher volatility of 7.09% compared to American Funds New Perspective Fund Class R-6 (RNPGX) at 6.24%. This indicates that NALFX's price experiences larger fluctuations and is considered to be riskier than RNPGX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


NALFXRNPGXDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.09%

6.24%

+0.85%

Volatility (6M)

Calculated over the trailing 6-month period

10.83%

10.33%

+0.50%

Volatility (1Y)

Calculated over the trailing 1-year period

16.45%

17.03%

-0.58%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.72%

17.15%

+0.57%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.92%

17.77%

+0.15%