VFAIX vs. AMRMX
Compare and contrast key facts about Vanguard Financials Index Fund Admiral Shares (VFAIX) and American Funds American Mutual Fund Class A (AMRMX).
VFAIX is managed by Blackrock. It was launched on Feb 4, 2004. AMRMX is managed by American Funds. It was launched on Feb 21, 1950.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: VFAIX or AMRMX.
Performance
VFAIX vs. AMRMX - Performance Comparison
Returns By Period
In the year-to-date period, VFAIX achieves a 33.81% return, which is significantly higher than AMRMX's 17.20% return. Over the past 10 years, VFAIX has outperformed AMRMX with an annualized return of 11.95%, while AMRMX has yielded a comparatively lower 9.53% annualized return.
VFAIX
33.81%
6.05%
20.65%
46.24%
12.91%
11.95%
AMRMX
17.20%
-1.15%
9.16%
23.69%
10.58%
9.53%
Key characteristics
| VFAIX | AMRMX | |
|---|---|---|
| Sharpe Ratio | 3.15 | 2.62 |
| Sortino Ratio | 4.49 | 3.67 |
| Omega Ratio | 1.58 | 1.48 |
| Calmar Ratio | 3.52 | 5.25 |
| Martin Ratio | 22.48 | 18.07 |
| Ulcer Index | 2.05% | 1.30% |
| Daily Std Dev | 14.62% | 8.97% |
| Max Drawdown | -78.64% | -47.60% |
| Current Drawdown | -0.75% | -2.02% |
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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.
Correlation
The correlation between VFAIX and AMRMX is 0.82, 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.
Risk-Adjusted Performance
VFAIX vs. AMRMX - Risk-Adjusted Performance 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.
Dividends
VFAIX vs. AMRMX - Dividend Comparison
VFAIX's dividend yield for the trailing twelve months is around 1.61%, less than AMRMX's 1.85% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
VFAIX Vanguard Financials Index Fund Admiral Shares | 1.61% | 2.08% | 2.30% | 1.87% | 2.22% | 2.17% | 2.30% | 1.54% | 1.64% | 2.00% | 1.86% | 1.82% |
AMRMX American Funds American Mutual Fund Class A | 1.85% | 2.12% | 2.00% | 1.64% | 1.92% | 2.02% | 2.25% | 2.00% | 2.09% | 2.24% | 2.00% | 4.49% |
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 -47.60%. Use the drawdown chart below to compare losses from any high point for VFAIX and AMRMX. For additional features, visit the drawdowns tool.
Volatility
VFAIX vs. AMRMX - Volatility Comparison
Vanguard Financials Index Fund Admiral Shares (VFAIX) has a higher volatility of 7.68% compared to American Funds American Mutual Fund Class A (AMRMX) at 2.83%. 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.