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VTMGX vs. AMRGX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

VTMGX vs. AMRGX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Vanguard Developed Markets Index Fund Admiral Shares (VTMGX) and American Growth Fund Series One (AMRGX). The values are adjusted to include any dividend payments, if applicable.

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VTMGX vs. AMRGX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
VTMGX
Vanguard Developed Markets Index Fund Admiral Shares
-0.48%35.17%3.03%17.65%-15.33%11.39%10.25%22.04%-14.48%26.39%
AMRGX
American Growth Fund Series One
-1.31%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, VTMGX achieves a -0.48% return, which is significantly higher than AMRGX's -1.31% return. Over the past 10 years, VTMGX has underperformed AMRGX with an annualized return of 8.99%, while AMRGX has yielded a comparatively higher 10.41% annualized return.


VTMGX

1D
0.05%
1M
-11.62%
YTD
-0.48%
6M
5.23%
1Y
25.87%
3Y*
14.82%
5Y*
8.15%
10Y*
8.99%

AMRGX

1D
-1.60%
1M
-10.92%
YTD
-1.31%
6M
7.51%
1Y
16.26%
3Y*
14.01%
5Y*
7.34%
10Y*
10.41%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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VTMGX vs. AMRGX - Expense Ratio Comparison

VTMGX has a 0.07% expense ratio, which is lower than AMRGX's 4.07% expense ratio.


Return for Risk

VTMGX vs. AMRGX — Risk / Return Rank

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

VTMGX
VTMGX Risk / Return Rank: 8181
Overall Rank
VTMGX Sharpe Ratio Rank: 8282
Sharpe Ratio Rank
VTMGX Sortino Ratio Rank: 8080
Sortino Ratio Rank
VTMGX Omega Ratio Rank: 7878
Omega Ratio Rank
VTMGX Calmar Ratio Rank: 8383
Calmar Ratio Rank
VTMGX Martin Ratio Rank: 8181
Martin Ratio Rank

AMRGX
AMRGX Risk / Return Rank: 3232
Overall Rank
AMRGX Sharpe Ratio Rank: 2626
Sharpe Ratio Rank
AMRGX Sortino Ratio Rank: 3333
Sortino Ratio Rank
AMRGX Omega Ratio Rank: 4545
Omega Ratio Rank
AMRGX Calmar Ratio Rank: 3737
Calmar Ratio Rank
AMRGX Martin Ratio Rank: 2222
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.

VTMGX vs. AMRGX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard Developed Markets Index Fund Admiral Shares (VTMGX) 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.


VTMGXAMRGXDifference

Sharpe ratio

Return per unit of total volatility

1.51

0.62

+0.89

Sortino ratio

Return per unit of downside risk

2.01

1.12

+0.89

Omega ratio

Gain probability vs. loss probability

1.30

1.19

+0.11

Calmar ratio

Return relative to maximum drawdown

2.01

0.99

+1.02

Martin ratio

Return relative to average drawdown

7.98

2.37

+5.61

VTMGX vs. AMRGX - Sharpe Ratio Comparison

The current VTMGX Sharpe Ratio is 1.51, which is higher than the AMRGX Sharpe Ratio of 0.62. The chart below compares the historical Sharpe Ratios of VTMGX 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


VTMGXAMRGXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.51

0.62

+0.89

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.52

0.34

+0.19

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.55

0.49

+0.06

Sharpe Ratio (All Time)

Calculated using the full available price history

0.28

0.10

+0.18

Correlation

The correlation between VTMGX and AMRGX is 0.65, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Dividends

VTMGX vs. AMRGX - Dividend Comparison

VTMGX's dividend yield for the trailing twelve months is around 3.01%, less than AMRGX's 18.06% yield.


TTM20252024202320222021202020192018201720162015
VTMGX
Vanguard Developed Markets Index Fund Admiral Shares
3.01%3.20%3.34%3.14%2.88%3.14%2.02%3.03%3.33%2.77%3.06%2.91%
AMRGX
American Growth Fund Series One
18.06%17.82%12.39%8.17%7.77%12.21%2.36%0.00%0.00%0.00%0.00%0.00%

Drawdowns

VTMGX vs. AMRGX - Drawdown Comparison

The maximum VTMGX drawdown since its inception was -60.58%, smaller than the maximum AMRGX drawdown of -80.32%. Use the drawdown chart below to compare losses from any high point for VTMGX and AMRGX.


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Drawdown Indicators


VTMGXAMRGXDifference

Max Drawdown

Largest peak-to-trough decline

-60.58%

-80.32%

+19.74%

Max Drawdown (1Y)

Largest decline over 1 year

-11.67%

-13.98%

+2.31%

Max Drawdown (5Y)

Largest decline over 5 years

-29.71%

-35.42%

+5.71%

Max Drawdown (10Y)

Largest decline over 10 years

-35.68%

-35.42%

-0.26%

Current Drawdown

Current decline from peak

-11.62%

-13.98%

+2.36%

Average Drawdown

Average peak-to-trough decline

-14.74%

-40.45%

+25.71%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.94%

5.82%

-2.88%

Volatility

VTMGX vs. AMRGX - Volatility Comparison

Vanguard Developed Markets Index Fund Admiral Shares (VTMGX) has a higher volatility of 7.09% compared to American Growth Fund Series One (AMRGX) at 6.18%. This indicates that VTMGX's price experiences larger fluctuations and is considered to be riskier 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


VTMGXAMRGXDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.09%

6.18%

+0.91%

Volatility (6M)

Calculated over the trailing 6-month period

10.91%

23.49%

-12.58%

Volatility (1Y)

Calculated over the trailing 1-year period

16.47%

28.26%

-11.79%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.60%

21.84%

-6.24%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.42%

21.30%

-4.88%