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TIHGX vs. AMRGX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

TIHGX vs. AMRGX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in The Investment House Growth Fund (TIHGX) and American Growth Fund Series One (AMRGX). The values are adjusted to include any dividend payments, if applicable.

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TIHGX vs. AMRGX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
TIHGX
The Investment House Growth Fund
-11.34%10.35%31.44%49.94%-37.04%21.26%39.61%32.82%-4.47%34.06%
AMRGX
American Growth Fund Series One
1.60%11.18%16.61%24.38%-19.93%15.64%18.65%36.73%-9.07%13.37%

Returns By Period

In the year-to-date period, TIHGX achieves a -11.34% return, which is significantly lower than AMRGX's 1.60% return. Over the past 10 years, TIHGX has outperformed AMRGX with an annualized return of 13.80%, while AMRGX has yielded a comparatively lower 10.73% annualized return.


TIHGX

1D
3.31%
1M
-5.58%
YTD
-11.34%
6M
-9.62%
1Y
4.71%
3Y*
18.02%
5Y*
7.42%
10Y*
13.80%

AMRGX

1D
2.95%
1M
-8.89%
YTD
1.60%
6M
10.24%
1Y
18.83%
3Y*
15.12%
5Y*
7.66%
10Y*
10.73%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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TIHGX vs. AMRGX - Expense Ratio Comparison

TIHGX has a 1.42% expense ratio, which is lower than AMRGX's 4.07% expense ratio.


Return for Risk

TIHGX vs. AMRGX — Risk / Return Rank

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

TIHGX
TIHGX Risk / Return Rank: 99
Overall Rank
TIHGX Sharpe Ratio Rank: 88
Sharpe Ratio Rank
TIHGX Sortino Ratio Rank: 99
Sortino Ratio Rank
TIHGX Omega Ratio Rank: 99
Omega Ratio Rank
TIHGX Calmar Ratio Rank: 1010
Calmar Ratio Rank
TIHGX Martin Ratio Rank: 1111
Martin Ratio Rank

AMRGX
AMRGX Risk / Return Rank: 3535
Overall Rank
AMRGX Sharpe Ratio Rank: 2626
Sharpe Ratio Rank
AMRGX Sortino Ratio Rank: 3535
Sortino Ratio Rank
AMRGX Omega Ratio Rank: 4848
Omega Ratio Rank
AMRGX Calmar Ratio Rank: 4242
Calmar Ratio Rank
AMRGX Martin Ratio Rank: 2424
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.

TIHGX vs. AMRGX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for The Investment House Growth Fund (TIHGX) and American Growth Fund Series One (AMRGX). 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.


TIHGXAMRGXDifference

Sharpe ratio

Return per unit of total volatility

0.25

0.71

-0.46

Sortino ratio

Return per unit of downside risk

0.53

1.25

-0.72

Omega ratio

Gain probability vs. loss probability

1.07

1.21

-0.14

Calmar ratio

Return relative to maximum drawdown

0.34

1.20

-0.86

Martin ratio

Return relative to average drawdown

1.18

2.91

-1.73

TIHGX vs. AMRGX - Sharpe Ratio Comparison

The current TIHGX Sharpe Ratio is 0.25, which is lower than the AMRGX Sharpe Ratio of 0.71. The chart below compares the historical Sharpe Ratios of TIHGX and AMRGX, 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


TIHGXAMRGXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.25

0.71

-0.46

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.33

0.35

-0.02

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.63

0.51

+0.12

Sharpe Ratio (All Time)

Calculated using the full available price history

0.45

0.10

+0.35

Correlation

The correlation between TIHGX and AMRGX is 0.84, 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

TIHGX vs. AMRGX - Dividend Comparison

TIHGX's dividend yield for the trailing twelve months is around 0.04%, less than AMRGX's 17.54% yield.


TTM20252024202320222021202020192018201720162015
TIHGX
The Investment House Growth Fund
0.04%0.03%0.00%0.43%0.00%0.00%0.00%0.00%0.00%0.00%0.00%1.48%
AMRGX
American Growth Fund Series One
17.54%17.82%12.39%8.17%7.77%12.21%2.36%0.00%0.00%0.00%0.00%0.00%

Drawdowns

TIHGX vs. AMRGX - Drawdown Comparison

The maximum TIHGX drawdown since its inception was -57.34%, smaller than the maximum AMRGX drawdown of -80.32%. Use the drawdown chart below to compare losses from any high point for TIHGX and AMRGX.


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Drawdown Indicators


TIHGXAMRGXDifference

Max Drawdown

Largest peak-to-trough decline

-57.34%

-80.32%

+22.98%

Max Drawdown (1Y)

Largest decline over 1 year

-16.95%

-13.98%

-2.97%

Max Drawdown (5Y)

Largest decline over 5 years

-40.66%

-35.42%

-5.24%

Max Drawdown (10Y)

Largest decline over 10 years

-40.66%

-35.42%

-5.24%

Current Drawdown

Current decline from peak

-13.78%

-11.44%

-2.34%

Average Drawdown

Average peak-to-trough decline

-9.65%

-40.45%

+30.80%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.87%

5.78%

-0.91%

Volatility

TIHGX vs. AMRGX - Volatility Comparison

The current volatility for The Investment House Growth Fund (TIHGX) is 6.37%, while American Growth Fund Series One (AMRGX) has a volatility of 7.00%. This indicates that TIHGX experiences smaller price fluctuations and is considered to be less risky than AMRGX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


TIHGXAMRGXDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.37%

7.00%

-0.63%

Volatility (6M)

Calculated over the trailing 6-month period

12.02%

23.66%

-11.64%

Volatility (1Y)

Calculated over the trailing 1-year period

21.85%

28.35%

-6.50%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

22.54%

21.88%

+0.66%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

21.99%

21.32%

+0.67%