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PGGAX vs. VMNVX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

PGGAX vs. VMNVX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in American Funds Global Growth Portfolio Class A (PGGAX) and Vanguard Global Minimum Volatility Fund Admiral Shares (VMNVX). The values are adjusted to include any dividend payments, if applicable.

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PGGAX vs. VMNVX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
PGGAX
American Funds Global Growth Portfolio Class A
-3.99%23.05%14.85%24.09%-25.77%12.98%27.38%27.93%-8.97%28.63%
VMNVX
Vanguard Global Minimum Volatility Fund Admiral Shares
2.89%12.83%13.42%7.94%-4.46%15.40%-3.94%22.66%-1.70%16.03%

Returns By Period

In the year-to-date period, PGGAX achieves a -3.99% return, which is significantly lower than VMNVX's 2.89% return. Over the past 10 years, PGGAX has outperformed VMNVX with an annualized return of 10.97%, while VMNVX has yielded a comparatively lower 8.38% annualized return.


PGGAX

1D
3.14%
1M
-7.33%
YTD
-3.99%
6M
-0.98%
1Y
20.98%
3Y*
15.64%
5Y*
6.36%
10Y*
10.97%

VMNVX

1D
1.15%
1M
-4.95%
YTD
2.89%
6M
4.27%
1Y
9.34%
3Y*
11.89%
5Y*
8.55%
10Y*
8.38%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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PGGAX vs. VMNVX - Expense Ratio Comparison

PGGAX has a 0.78% expense ratio, which is higher than VMNVX's 0.14% expense ratio.


Return for Risk

PGGAX vs. VMNVX — Risk / Return Rank

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

PGGAX
PGGAX Risk / Return Rank: 6363
Overall Rank
PGGAX Sharpe Ratio Rank: 6161
Sharpe Ratio Rank
PGGAX Sortino Ratio Rank: 6363
Sortino Ratio Rank
PGGAX Omega Ratio Rank: 5757
Omega Ratio Rank
PGGAX Calmar Ratio Rank: 6666
Calmar Ratio Rank
PGGAX Martin Ratio Rank: 6666
Martin Ratio Rank

VMNVX
VMNVX Risk / Return Rank: 5050
Overall Rank
VMNVX Sharpe Ratio Rank: 4545
Sharpe Ratio Rank
VMNVX Sortino Ratio Rank: 4343
Sortino Ratio Rank
VMNVX Omega Ratio Rank: 4646
Omega Ratio Rank
VMNVX Calmar Ratio Rank: 5151
Calmar Ratio Rank
VMNVX Martin Ratio Rank: 6464
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.

PGGAX vs. VMNVX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for American Funds Global Growth Portfolio Class A (PGGAX) and Vanguard Global Minimum Volatility Fund Admiral Shares (VMNVX). 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.


PGGAXVMNVXDifference

Sharpe ratio

Return per unit of total volatility

1.26

0.94

+0.32

Sortino ratio

Return per unit of downside risk

1.85

1.35

+0.50

Omega ratio

Gain probability vs. loss probability

1.26

1.20

+0.05

Calmar ratio

Return relative to maximum drawdown

1.83

1.30

+0.53

Martin ratio

Return relative to average drawdown

7.59

6.22

+1.37

PGGAX vs. VMNVX - Sharpe Ratio Comparison

The current PGGAX Sharpe Ratio is 1.26, which is higher than the VMNVX Sharpe Ratio of 0.94. The chart below compares the historical Sharpe Ratios of PGGAX and VMNVX, 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


PGGAXVMNVXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.26

0.94

+0.32

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.38

0.90

-0.52

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.64

0.70

-0.06

Sharpe Ratio (All Time)

Calculated using the full available price history

0.68

0.76

-0.09

Correlation

The correlation between PGGAX and VMNVX is 0.79, 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

PGGAX vs. VMNVX - Dividend Comparison

PGGAX's dividend yield for the trailing twelve months is around 5.84%, less than VMNVX's 9.78% yield.


TTM20252024202320222021202020192018201720162015
PGGAX
American Funds Global Growth Portfolio Class A
5.84%5.61%4.31%0.95%7.97%3.34%0.78%4.90%5.69%6.22%3.70%3.98%
VMNVX
Vanguard Global Minimum Volatility Fund Admiral Shares
9.78%10.07%3.84%3.13%5.03%6.33%2.15%4.62%7.37%2.31%2.82%3.30%

Drawdowns

PGGAX vs. VMNVX - Drawdown Comparison

The maximum PGGAX drawdown since its inception was -34.41%, roughly equal to the maximum VMNVX drawdown of -33.11%. Use the drawdown chart below to compare losses from any high point for PGGAX and VMNVX.


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Drawdown Indicators


PGGAXVMNVXDifference

Max Drawdown

Largest peak-to-trough decline

-34.41%

-33.11%

-1.30%

Max Drawdown (1Y)

Largest decline over 1 year

-11.49%

-7.93%

-3.56%

Max Drawdown (5Y)

Largest decline over 5 years

-34.41%

-12.93%

-21.48%

Max Drawdown (10Y)

Largest decline over 10 years

-34.41%

-33.11%

-1.30%

Current Drawdown

Current decline from peak

-8.51%

-4.95%

-3.56%

Average Drawdown

Average peak-to-trough decline

-5.97%

-2.82%

-3.15%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.77%

1.66%

+1.11%

Volatility

PGGAX vs. VMNVX - Volatility Comparison

American Funds Global Growth Portfolio Class A (PGGAX) has a higher volatility of 6.67% compared to Vanguard Global Minimum Volatility Fund Admiral Shares (VMNVX) at 2.93%. This indicates that PGGAX's price experiences larger fluctuations and is considered to be riskier than VMNVX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


PGGAXVMNVXDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.67%

2.93%

+3.74%

Volatility (6M)

Calculated over the trailing 6-month period

11.05%

5.02%

+6.03%

Volatility (1Y)

Calculated over the trailing 1-year period

17.32%

10.09%

+7.23%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.94%

9.53%

+7.41%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.19%

11.96%

+5.23%