SFCWX vs. GAOAX

Last updated Apr 2, 2026

Compare and contrast key facts about American Funds SMALLCAP World Fund Class F-3 (SFCWX) and JPMorgan Global Allocation Fund A (GAOAX).

SFCWX is managed by American Funds. It was launched on Apr 30, 1990. GAOAX is managed by JPMorgan. It was launched on May 31, 2011.

Performance

SFCWX vs. GAOAX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in American Funds SMALLCAP World Fund Class F-3 (SFCWX) and JPMorgan Global Allocation Fund A (GAOAX). The values are adjusted to include any dividend payments, if applicable.

SFCWX vs. GAOAX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
SFCWX American Funds SMALLCAP World Fund Class F-3	-0.95%	14.49%	2.72%	19.34%	-29.65%	10.54%	37.95%	31.29%	-9.45%	11.61%
GAOAX JPMorgan Global Allocation Fund A	-3.89%	14.68%	7.91%	12.69%	-18.74%	3.60%	15.29%	15.95%	-6.07%	7.52%

Returns By Period

In the year-to-date period, SFCWX achieves a -0.95% return, which is significantly higher than GAOAX's -3.89% return.

SFCWX

• 1D: 3.47%
• 1M: -7.80%
• YTD: -0.95%
• 6M: 1.31%
• 1Y: 20.90%
• 3Y*: 9.28%
• 5Y*: 0.55%
• 10Y*: —

GAOAX

• 1D: 1.47%
• 1M: -6.40%
• YTD: -3.89%
• 6M: -2.79%
• 1Y: 9.60%
• 3Y*: 8.41%
• 5Y*: 1.86%
• 10Y*: 5.74%

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

SFCWX vs. GAOAX - Expense Ratio Comparison

SFCWX has a 0.66% expense ratio, which is lower than GAOAX's 1.04% expense ratio.

GAOAX

JPMorgan Global Allocation Fund A

SFCWX

American Funds SMALLCAP World Fund Class F-3

Return for Risk

SFCWX vs. GAOAX — Risk / Return Rank

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

SFCWX

SFCWX Risk / Return Rank: 63
SFCWX Sharpe Ratio Rank: 63
SFCWX Sortino Ratio Rank: 66
SFCWX Omega Ratio Rank: 55
SFCWX Calmar Ratio Rank: 68
SFCWX Martin Ratio Rank: 65

GAOAX

GAOAX Risk / Return Rank: 36
GAOAX Sharpe Ratio Rank: 37
GAOAX Sortino Ratio Rank: 35
GAOAX Omega Ratio Rank: 33
GAOAX Calmar Ratio Rank: 38
GAOAX Martin Ratio Rank: 39

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.

SFCWX vs. GAOAX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for American Funds SMALLCAP World Fund Class F-3 (SFCWX) and JPMorgan Global Allocation Fund A (GAOAX). 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.

	SFCWX	GAOAX	Difference
Sharpe ratio Return per unit of total volatility	1.19	0.86	+0.33
Sortino ratio Return per unit of downside risk	1.76	1.24	+0.51
Omega ratio Gain probability vs. loss probability	1.23	1.17	+0.06
Calmar ratio Return relative to maximum drawdown	1.70	1.10	+0.60
Martin ratio Return relative to average drawdown	6.53	4.47	+2.06
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

SFCWX vs. GAOAX - Sharpe Ratio Comparison

The current SFCWX Sharpe Ratio is 1.19, which is higher than the GAOAX Sharpe Ratio of 0.86. The chart below compares the historical Sharpe Ratios of SFCWX and GAOAX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Sharpe Ratios by Period

	SFCWX	GAOAX	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.19	0.86	+0.33
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.03	0.17	-0.14
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	—	0.53	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.44	0.54	-0.10

Correlation

The correlation between SFCWX and GAOAX is 0.89, 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

SFCWX vs. GAOAX - Dividend Comparison

SFCWX's dividend yield for the trailing twelve months is around 5.15%, less than GAOAX's 10.04% yield.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
SFCWX American Funds SMALLCAP World Fund Class F-3	5.15%	5.10%	0.98%	0.98%	0.34%	9.05%	1.58%	4.19%	7.01%	4.47%	0.00%	0.00%
GAOAX JPMorgan Global Allocation Fund A	10.04%	10.15%	2.34%	0.00%	4.62%	4.61%	1.54%	2.43%	2.52%	2.95%	2.59%	0.96%

Drawdowns

SFCWX vs. GAOAX - Drawdown Comparison

The maximum SFCWX drawdown since its inception was -39.54%, which is greater than GAOAX's maximum drawdown of -29.02%. Use the drawdown chart below to compare losses from any high point for SFCWX and GAOAX.

Drawdown Indicators

	SFCWX	GAOAX	Difference
Max Drawdown Largest peak-to-trough decline	-39.54%	-29.02%	-10.52%
Max Drawdown (1Y) Largest decline over 1 year	-11.81%	-8.95%	-2.86%
Max Drawdown (5Y) Largest decline over 5 years	-39.54%	-29.02%	-10.52%
Max Drawdown (10Y) Largest decline over 10 years	—	-29.02%	—
Current Drawdown Current decline from peak	-8.75%	-7.61%	-1.14%
Average Drawdown Average peak-to-trough decline	-12.65%	-6.01%	-6.64%
Ulcer Index Depth and duration of drawdowns from previous peaks	3.07%	2.20%	+0.87%

Volatility

SFCWX vs. GAOAX - Volatility Comparison

American Funds SMALLCAP World Fund Class F-3 (SFCWX) has a higher volatility of 7.61% compared to JPMorgan Global Allocation Fund A (GAOAX) at 4.98%. This indicates that SFCWX's price experiences larger fluctuations and is considered to be riskier than GAOAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	SFCWX	GAOAX	Difference
Volatility (1M) Calculated over the trailing 1-month period	7.61%	4.98%	+2.63%
Volatility (6M) Calculated over the trailing 6-month period	11.81%	7.55%	+4.26%
Volatility (1Y) Calculated over the trailing 1-year period	17.93%	11.53%	+6.40%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	18.04%	11.03%	+7.01%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	18.49%	10.81%	+7.68%