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RMAGX vs. GFFFX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

RMAGX vs. GFFFX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in American Funds Mortgage Fund Class R-6 (RMAGX) 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, RMAGX achieves a -0.98% return, which is significantly lower than GFFFX's 4.51% return. Over the past 10 years, RMAGX has underperformed GFFFX with an annualized return of 1.45%, while GFFFX has yielded a comparatively higher 15.27% annualized return.


RMAGX

1D
-0.12%
1M
-1.14%
6M
-1.13%
YTD
-0.98%
1Y
2.08%
3Y*
3.82%
5Y*
0.11%
10Y*
1.45%
ALL TIME*
2.12%

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

RMAGX vs. GFFFX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
RMAGX
American Funds Mortgage Fund Class R-6
-0.98%8.91%1.01%3.25%-10.22%-0.24%7.02%5.09%0.86%1.77%
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 RMAGX and GFFFX is 0.29, which is low. Their historical price movements had little consistent relationship.


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

0.29

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

0.17

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

0.16

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

0.03

Correlation (All Time)
Calculated using the full available price history since Jan 3, 2011

-0.05

The correlation between RMAGX and GFFFX shifts across timeframes, from -0.05 (all time) to 0.29 (1 year), reflecting how their relationship changes across market environments.

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Return for Risk

RMAGX vs. GFFFX — Risk / Return Rank

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

RMAGX
RMAGX Risk / Return Rank: 2222
Overall Rank
RMAGX Sharpe Ratio Rank: 2424
Sharpe Ratio Rank
RMAGX Sortino Ratio Rank: 2424
Sortino Ratio Rank
RMAGX Omega Ratio Rank: 2323
Omega Ratio Rank
RMAGX Calmar Ratio Rank: 2121
Calmar Ratio Rank
RMAGX Martin Ratio Rank: 1919
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.

RMAGX vs. GFFFX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for American Funds Mortgage Fund Class R-6 (RMAGX) 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.


RMAGXGFFFXDifference
Sharpe ratioReturn per unit of total volatility

+0.23

Sortino ratioReturn per unit of downside risk

+0.36

Omega ratioGain probability vs. loss probability

1.17

1.13

+0.04

Calmar ratioReturn relative to maximum drawdown

1.09

0.82

+0.27

Martin ratioReturn relative to average drawdown

2.82

2.96

-0.14

RMAGX vs. GFFFX - Sharpe Ratio Comparison

The current RMAGX Sharpe Ratio is 0.90, which is higher than the GFFFX Sharpe Ratio of 0.66. The chart below compares the historical Sharpe Ratios of RMAGX 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

RMAGX vs. GFFFX - Drawdown Comparison

The maximum RMAGX drawdown since its inception was -15.93%, smaller than the maximum GFFFX drawdown of -36.26%. Use the drawdown chart below to compare losses from any high point for RMAGX and GFFFX.


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Drawdown Indicators


RMAGXGFFFXDifference

Max Drawdown

Largest peak-to-trough decline

-15.93%

-36.26%

+20.33%

Max Drawdown (1Y)

Largest decline over 1 year

-3.37%

-13.74%

+10.37%

Max Drawdown (3Y)

Largest decline over 3 years

-6.17%

-21.55%

+15.38%

Max Drawdown (5Y)

Largest decline over 5 years

-15.93%

-36.26%

+20.33%

Max Drawdown (10Y)

Largest decline over 10 years

-15.93%

-36.26%

+20.33%

Current Drawdown

Current decline from peak

-2.68%

-5.45%

+2.77%

Average Drawdown

Average peak-to-trough decline

-2.34%

-5.55%

+3.21%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.30%

3.78%

-2.48%

Volatility

RMAGX vs. GFFFX - Volatility Comparison

The current volatility for American Funds Mortgage Fund Class R-6 (RMAGX) is 1.02%, while American Funds The Growth Fund of America Class F-2 (GFFFX) has a volatility of 4.82%. This indicates that RMAGX experiences smaller price fluctuations and is considered to be less risky than GFFFX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


RMAGXGFFFXDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.02%

4.82%

-3.80%

Volatility (6M)

Calculated over the trailing 6-month period

3.32%

13.65%

-10.33%

Volatility (1Y)

Calculated over the trailing 1-year period

4.12%

16.91%

-12.79%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

6.44%

20.53%

-14.09%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

4.86%

19.76%

-14.90%

RMAGX vs. GFFFX - Expense Ratio Comparison

RMAGX has a 0.26% expense ratio, which is lower than GFFFX's 0.40% expense ratio.


Dividends

RMAGX vs. GFFFX - Dividend Comparison

RMAGX's dividend yield for the trailing twelve months is around 4.21%, 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%
RMAGX
American Funds Mortgage Fund Class R-6
4.21%4.60%4.94%3.61%1.70%0.74%4.79%3.27%2.14%2.07%2.69%2.82%

Frequently Asked Questions


RMAGX and GFFFX have a correlation of 0.29, 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 RMAGX (1.02%). In terms of maximum drawdown, RMAGX dropped -15.93% vs GFFFX's -36.26%.

RMAGX currently has the higher Sharpe Ratio (0.90 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

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