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VFAIX vs. AMRMX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

VFAIX vs. AMRMX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Vanguard Financials Index Fund Admiral Shares (VFAIX) and American Funds American Mutual Fund Class A (AMRMX). The values are adjusted to include any dividend payments, if applicable.

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VFAIX vs. AMRMX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
VFAIX
Vanguard Financials Index Fund Admiral Shares
-11.11%14.90%30.46%14.07%-12.26%36.27%-2.15%31.63%-13.47%20.05%
AMRMX
American Funds American Mutual Fund Class A
-3.14%16.08%14.93%9.43%-4.49%24.99%4.52%21.53%-2.25%17.53%

Returns By Period

In the year-to-date period, VFAIX achieves a -11.11% return, which is significantly lower than AMRMX's -3.14% return. Over the past 10 years, VFAIX has outperformed AMRMX with an annualized return of 12.12%, while AMRMX has yielded a comparatively lower 10.45% annualized return.


VFAIX

1D
1.06%
1M
-5.57%
YTD
-11.11%
6M
-9.20%
1Y
0.51%
3Y*
17.09%
5Y*
9.31%
10Y*
12.12%

AMRMX

1D
-0.10%
1M
-7.92%
YTD
-3.14%
6M
-1.57%
1Y
9.78%
3Y*
11.97%
5Y*
9.37%
10Y*
10.45%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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VFAIX vs. AMRMX - Expense Ratio Comparison

VFAIX has a 0.10% expense ratio, which is lower than AMRMX's 0.58% expense ratio.


Return for Risk

VFAIX vs. AMRMX — Risk / Return Rank

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

VFAIX
VFAIX Risk / Return Rank: 77
Overall Rank
VFAIX Sharpe Ratio Rank: 77
Sharpe Ratio Rank
VFAIX Sortino Ratio Rank: 77
Sortino Ratio Rank
VFAIX Omega Ratio Rank: 77
Omega Ratio Rank
VFAIX Calmar Ratio Rank: 66
Calmar Ratio Rank
VFAIX Martin Ratio Rank: 66
Martin Ratio Rank

AMRMX
AMRMX Risk / Return Rank: 3737
Overall Rank
AMRMX Sharpe Ratio Rank: 3737
Sharpe Ratio Rank
AMRMX Sortino Ratio Rank: 3737
Sortino Ratio Rank
AMRMX Omega Ratio Rank: 3838
Omega Ratio Rank
AMRMX Calmar Ratio Rank: 3535
Calmar Ratio Rank
AMRMX Martin Ratio Rank: 3939
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.

VFAIX vs. AMRMX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard Financials Index Fund Admiral Shares (VFAIX) and American Funds American Mutual Fund Class A (AMRMX). 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.


VFAIXAMRMXDifference

Sharpe ratio

Return per unit of total volatility

0.08

0.78

-0.70

Sortino ratio

Return per unit of downside risk

0.25

1.17

-0.92

Omega ratio

Gain probability vs. loss probability

1.04

1.17

-0.14

Calmar ratio

Return relative to maximum drawdown

-0.02

0.93

-0.95

Martin ratio

Return relative to average drawdown

-0.07

4.03

-4.10

VFAIX vs. AMRMX - Sharpe Ratio Comparison

The current VFAIX Sharpe Ratio is 0.08, which is lower than the AMRMX Sharpe Ratio of 0.78. The chart below compares the historical Sharpe Ratios of VFAIX and AMRMX, 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


VFAIXAMRMXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.08

0.78

-0.70

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.48

0.76

-0.27

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.54

0.74

-0.21

Sharpe Ratio (All Time)

Calculated using the full available price history

0.22

0.70

-0.48

Correlation

The correlation between VFAIX and AMRMX is 0.83, 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

VFAIX vs. AMRMX - Dividend Comparison

VFAIX's dividend yield for the trailing twelve months is around 1.64%, less than AMRMX's 7.82% yield.


TTM20252024202320222021202020192018201720162015
VFAIX
Vanguard Financials Index Fund Admiral Shares
1.64%1.56%1.75%2.08%2.31%2.62%2.21%2.17%2.30%1.54%1.64%2.00%
AMRMX
American Funds American Mutual Fund Class A
7.82%7.55%6.27%3.75%4.88%4.65%1.74%4.60%6.44%5.96%4.83%6.54%

Drawdowns

VFAIX vs. AMRMX - Drawdown Comparison

The maximum VFAIX drawdown since its inception was -78.64%, which is greater than AMRMX's maximum drawdown of -48.75%. Use the drawdown chart below to compare losses from any high point for VFAIX and AMRMX.


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Drawdown Indicators


VFAIXAMRMXDifference

Max Drawdown

Largest peak-to-trough decline

-78.64%

-48.75%

-29.89%

Max Drawdown (1Y)

Largest decline over 1 year

-14.72%

-10.24%

-4.48%

Max Drawdown (5Y)

Largest decline over 5 years

-25.71%

-15.31%

-10.40%

Max Drawdown (10Y)

Largest decline over 10 years

-44.37%

-29.81%

-14.56%

Current Drawdown

Current decline from peak

-13.82%

-7.92%

-5.90%

Average Drawdown

Average peak-to-trough decline

-18.69%

-4.98%

-13.71%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.86%

2.35%

+2.51%

Volatility

VFAIX vs. AMRMX - Volatility Comparison

Vanguard Financials Index Fund Admiral Shares (VFAIX) has a higher volatility of 4.20% compared to American Funds American Mutual Fund Class A (AMRMX) at 3.36%. This indicates that VFAIX's price experiences larger fluctuations and is considered to be riskier than AMRMX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


VFAIXAMRMXDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.20%

3.36%

+0.84%

Volatility (6M)

Calculated over the trailing 6-month period

11.53%

7.32%

+4.21%

Volatility (1Y)

Calculated over the trailing 1-year period

19.86%

13.81%

+6.05%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

19.40%

12.48%

+6.92%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

22.62%

14.10%

+8.52%