RICGX vs. AIVSX

Last updated Jun 3, 2026

RICGX ( The Investment Company of America Class R-6) and AIVSX (American Funds Investment Company of America Class A) are both Large Cap Blend Equities funds from American Funds. Over the past 10 years, RICGX returned 14.77%/yr vs 14.27%/yr for AIVSX. With a 1.00 correlation, they move nearly in lockstep. RICGX charges 0.27%/yr vs 0.57%/yr for AIVSX.

Performance

RICGX vs. AIVSX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in The Investment Company of America Class R-6 (RICGX) and American Funds Investment Company of America Class A (AIVSX). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

The year-to-date returns for both stocks are quite close, with RICGX having a 11.01% return and AIVSX slightly lower at 10.91%. Both investments have delivered pretty close results over the past 10 years, with RICGX having a 14.77% annualized return and AIVSX not far behind at 14.27%.

RICGX

• 1D: 0.32%
• 1M: 4.90%
• YTD: 11.01%
• 6M: 11.35%
• 1Y: 27.75%
• 3Y*: 24.57%
• 5Y*: 15.30%
• 10Y*: 14.77%

AIVSX

• 1D: 0.32%
• 1M: 4.89%
• YTD: 10.91%
• 6M: 11.20%
• 1Y: 27.39%
• 3Y*: 24.21%
• 5Y*: 14.97%
• 10Y*: 14.27%

*Multi-year figures are annualized to reflect compound growth (CAGR)

RICGX vs. AIVSX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
RICGX The Investment Company of America Class R-6	11.01%	20.83%	25.28%	28.94%	-15.24%	25.49%	14.48%	24.88%	-6.69%	19.87%
AIVSX American Funds Investment Company of America Class A	10.91%	20.47%	24.90%	28.56%	-15.50%	25.10%	14.47%	24.10%	-8.21%	19.54%

Correlation

The correlation between RICGX and AIVSX is 1.00 - these two move nearly in lockstep. At this level, holding both provides almost no diversification benefit. If you already own one, adding the other does little to reduce portfolio risk.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	1.00
Correlation (3Y) Calculated over the trailing 3-year period	1.00
Correlation (5Y) Calculated over the trailing 5-year period	1.00
Correlation (10Y) Calculated over the trailing 10-year period	1.00
Correlation (All Time) Calculated using the full available price history since May 4, 2009	1.00

The correlation between RICGX and AIVSX has been stable across timeframes, ranging from 1.00 to 1.00 - a consistent structural relationship.

Return for Risk

RICGX vs. AIVSX — Risk / Return Rank

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

RICGX

RICGX Risk / Return Rank: 59
RICGX Sharpe Ratio Rank: 61
RICGX Sortino Ratio Rank: 55
RICGX Omega Ratio Rank: 57
RICGX Calmar Ratio Rank: 55
RICGX Martin Ratio Rank: 67

AIVSX

AIVSX Risk / Return Rank: 58
AIVSX Sharpe Ratio Rank: 59
AIVSX Sortino Ratio Rank: 54
AIVSX Omega Ratio Rank: 56
AIVSX Calmar Ratio Rank: 53
AIVSX Martin Ratio Rank: 65

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.

RICGX vs. AIVSX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for The Investment Company of America Class R-6 (RICGX) and American Funds Investment Company of America Class A (AIVSX). 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.

	RICGX	AIVSX	Difference
Sharpe ratio Return per unit of total volatility	2.30	2.28	+0.03
Sortino ratio Return per unit of downside risk	3.15	3.11	+0.04
Omega ratio Gain probability vs. loss probability	1.42	1.42	0.00
Calmar ratio Return relative to maximum drawdown	2.86	2.81	+0.05
Martin ratio Return relative to average drawdown	13.05	12.79	+0.26
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

RICGX vs. AIVSX - Sharpe Ratio Comparison

The current RICGX Sharpe Ratio is 2.30, which is comparable to the AIVSX Sharpe Ratio of 2.28. The chart below compares the historical Sharpe Ratios of RICGX and AIVSX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	RICGX	AIVSX	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	2.30	2.28	+0.03
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.96	0.94	+0.02
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.89	0.86	+0.03
Sharpe Ratio (All Time) Calculated using the full available price history	0.91	0.70	+0.21

Drawdowns

RICGX vs. AIVSX - Drawdown Comparison

The maximum RICGX drawdown since its inception was -31.06%, smaller than the maximum AIVSX drawdown of -50.90%. Use the drawdown chart below to compare losses from any high point for RICGX and AIVSX.

Drawdown Indicators

	RICGX	AIVSX	Difference
Max Drawdown Largest peak-to-trough decline	-31.06%	-50.90%	+19.84%
Max Drawdown (1Y) Largest decline over 1 year	-10.03%	-10.08%	+0.05%
Max Drawdown (3Y) Largest decline over 3 years	-17.37%	-17.40%	+0.03%
Max Drawdown (5Y) Largest decline over 5 years	-24.14%	-24.31%	+0.17%
Max Drawdown (10Y) Largest decline over 10 years	-31.06%	-31.09%	+0.03%
Current Drawdown Current decline from peak	0.00%	0.00%	0.00%
Average Drawdown Average peak-to-trough decline	-3.69%	-5.91%	+2.22%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.20%	2.22%	-0.02%

Volatility

RICGX vs. AIVSX - Volatility Comparison

The Investment Company of America Class R-6 (RICGX) and American Funds Investment Company of America Class A (AIVSX) have volatilities of 3.26% and 3.25%, 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.

Volatility by Period

	RICGX	AIVSX	Difference
Volatility (1M) Calculated over the trailing 1-month period	3.26%	3.25%	+0.01%
Volatility (6M) Calculated over the trailing 6-month period	9.75%	9.73%	+0.02%
Volatility (1Y) Calculated over the trailing 1-year period	12.49%	12.48%	+0.01%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	16.01%	16.00%	+0.01%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	16.58%	16.58%	0.00%

RICGX vs. AIVSX - Expense Ratio Comparison

RICGX has a 0.27% expense ratio, which is lower than AIVSX's 0.57% expense ratio.

Dividends

RICGX vs. AIVSX - Dividend Comparison

RICGX's dividend yield for the trailing twelve months is around 9.85%, more than AIVSX's 9.58% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
AIVSX American Funds Investment Company of America Class A	9.58%	10.60%	9.29%	4.96%	6.12%	6.94%	1.65%	6.15%	9.61%	7.08%	5.48%	8.95%
RICGX The Investment Company of America Class R-6	9.85%	10.89%	9.59%	5.25%	6.45%	7.24%	1.68%	6.74%	11.60%	7.36%	5.77%	9.70%

Frequently Asked Questions

Can I hold both RICGX and AIVSX in my portfolio?

With a correlation of 1.00, RICGX and AIVSX move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

Which is riskier, RICGX or AIVSX?

RICGX has higher volatility (3.26%) compared to AIVSX (3.25%). In terms of maximum drawdown, RICGX dropped -31.06% vs AIVSX's -50.90%.

Which has better risk-adjusted returns?

RICGX currently has the higher Sharpe Ratio (2.30 vs 2.28), 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.