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TAFTX vs. AMECX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

TAFTX vs. AMECX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in American Funds Tax-Exempt Fund of California (TAFTX) and American Funds The Income Fund of America Class A (AMECX). The values are adjusted to include any dividend payments, if applicable.

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TAFTX vs. AMECX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
TAFTX
American Funds Tax-Exempt Fund of California
-0.82%4.73%2.31%5.76%-9.78%1.88%4.43%7.33%0.71%5.96%
AMECX
American Funds The Income Fund of America Class A
1.48%17.77%10.84%6.79%-6.40%17.37%4.49%18.50%-5.27%12.58%

Returns By Period

In the year-to-date period, TAFTX achieves a -0.82% return, which is significantly lower than AMECX's 1.48% return. Over the past 10 years, TAFTX has underperformed AMECX with an annualized return of 1.95%, while AMECX has yielded a comparatively higher 8.21% annualized return.


TAFTX

1D
0.24%
1M
-2.81%
YTD
-0.82%
6M
0.72%
1Y
3.49%
3Y*
3.14%
5Y*
0.67%
10Y*
1.95%

AMECX

1D
0.23%
1M
-5.74%
YTD
1.48%
6M
4.22%
1Y
14.19%
3Y*
11.95%
5Y*
7.95%
10Y*
8.21%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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TAFTX vs. AMECX - Expense Ratio Comparison

TAFTX has a 0.57% expense ratio, which is higher than AMECX's 0.56% expense ratio.


Return for Risk

TAFTX vs. AMECX — Risk / Return Rank

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

TAFTX
TAFTX Risk / Return Rank: 3838
Overall Rank
TAFTX Sharpe Ratio Rank: 3939
Sharpe Ratio Rank
TAFTX Sortino Ratio Rank: 3232
Sortino Ratio Rank
TAFTX Omega Ratio Rank: 6060
Omega Ratio Rank
TAFTX Calmar Ratio Rank: 3131
Calmar Ratio Rank
TAFTX Martin Ratio Rank: 2626
Martin Ratio Rank

AMECX
AMECX Risk / Return Rank: 8181
Overall Rank
AMECX Sharpe Ratio Rank: 8383
Sharpe Ratio Rank
AMECX Sortino Ratio Rank: 8383
Sortino Ratio Rank
AMECX Omega Ratio Rank: 8282
Omega Ratio Rank
AMECX Calmar Ratio Rank: 7575
Calmar Ratio Rank
AMECX Martin Ratio Rank: 8181
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.

TAFTX vs. AMECX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for American Funds Tax-Exempt Fund of California (TAFTX) and American Funds The Income Fund of America Class A (AMECX). 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.


TAFTXAMECXDifference

Sharpe ratio

Return per unit of total volatility

0.83

1.55

-0.72

Sortino ratio

Return per unit of downside risk

1.13

2.13

-1.00

Omega ratio

Gain probability vs. loss probability

1.23

1.32

-0.09

Calmar ratio

Return relative to maximum drawdown

0.88

1.71

-0.82

Martin ratio

Return relative to average drawdown

2.81

8.01

-5.20

TAFTX vs. AMECX - Sharpe Ratio Comparison

The current TAFTX Sharpe Ratio is 0.83, which is lower than the AMECX Sharpe Ratio of 1.55. The chart below compares the historical Sharpe Ratios of TAFTX and AMECX, 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


TAFTXAMECXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.83

1.55

-0.72

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.17

0.85

-0.68

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.50

0.77

-0.27

Sharpe Ratio (All Time)

Calculated using the full available price history

1.27

0.72

+0.55

Correlation

The correlation between TAFTX and AMECX is 0.08, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


Dividends

TAFTX vs. AMECX - Dividend Comparison

TAFTX's dividend yield for the trailing twelve months is around 3.05%, less than AMECX's 9.86% yield.


TTM20252024202320222021202020192018201720162015
TAFTX
American Funds Tax-Exempt Fund of California
3.05%3.96%2.64%2.19%1.82%2.19%2.65%3.15%2.93%2.95%3.13%3.32%
AMECX
American Funds The Income Fund of America Class A
9.86%9.94%6.38%2.93%6.98%6.67%2.80%5.01%7.48%4.26%3.09%5.09%

Drawdowns

TAFTX vs. AMECX - Drawdown Comparison

The maximum TAFTX drawdown since its inception was -18.83%, smaller than the maximum AMECX drawdown of -41.92%. Use the drawdown chart below to compare losses from any high point for TAFTX and AMECX.


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Drawdown Indicators


TAFTXAMECXDifference

Max Drawdown

Largest peak-to-trough decline

-18.83%

-41.92%

+23.09%

Max Drawdown (1Y)

Largest decline over 1 year

-5.20%

-8.19%

+2.99%

Max Drawdown (5Y)

Largest decline over 5 years

-14.82%

-15.78%

+0.96%

Max Drawdown (10Y)

Largest decline over 10 years

-14.82%

-26.13%

+11.31%

Current Drawdown

Current decline from peak

-2.81%

-5.74%

+2.93%

Average Drawdown

Average peak-to-trough decline

-1.94%

-4.46%

+2.52%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.63%

1.74%

-0.11%

Volatility

TAFTX vs. AMECX - Volatility Comparison

The current volatility for American Funds Tax-Exempt Fund of California (TAFTX) is 1.13%, while American Funds The Income Fund of America Class A (AMECX) has a volatility of 2.94%. This indicates that TAFTX experiences smaller price fluctuations and is considered to be less risky than AMECX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


TAFTXAMECXDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.13%

2.94%

-1.81%

Volatility (6M)

Calculated over the trailing 6-month period

1.71%

5.49%

-3.78%

Volatility (1Y)

Calculated over the trailing 1-year period

5.18%

9.48%

-4.30%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

4.00%

9.44%

-5.44%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

3.90%

10.66%

-6.76%