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WMFFX vs. AIVSX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

WMFFX vs. AIVSX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Washington Mutual Investors Fund Class F-2 (WMFFX) and American Funds Investment Company of America Class A (AIVSX). The values are adjusted to include any dividend payments, if applicable.

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WMFFX vs. AIVSX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
WMFFX
Washington Mutual Investors Fund Class F-2
-3.14%17.42%19.24%16.96%-8.27%28.71%7.89%25.03%-5.98%20.23%
AIVSX
American Funds Investment Company of America Class A
-4.87%20.47%24.90%28.56%-15.50%25.10%14.47%24.10%-8.21%19.54%

Returns By Period

In the year-to-date period, WMFFX achieves a -3.14% return, which is significantly higher than AIVSX's -4.87% return. Over the past 10 years, WMFFX has underperformed AIVSX with an annualized return of 12.23%, while AIVSX has yielded a comparatively higher 12.88% annualized return.


WMFFX

1D
2.21%
1M
-5.84%
YTD
-3.14%
6M
-1.31%
1Y
13.17%
3Y*
16.19%
5Y*
11.30%
10Y*
12.23%

AIVSX

1D
3.05%
1M
-5.90%
YTD
-4.87%
6M
-3.21%
1Y
17.66%
3Y*
20.05%
5Y*
12.46%
10Y*
12.88%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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WMFFX vs. AIVSX - Expense Ratio Comparison

WMFFX has a 0.37% expense ratio, which is lower than AIVSX's 0.57% expense ratio.


Return for Risk

WMFFX vs. AIVSX — Risk / Return Rank

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

WMFFX
WMFFX Risk / Return Rank: 4646
Overall Rank
WMFFX Sharpe Ratio Rank: 3838
Sharpe Ratio Rank
WMFFX Sortino Ratio Rank: 4141
Sortino Ratio Rank
WMFFX Omega Ratio Rank: 4141
Omega Ratio Rank
WMFFX Calmar Ratio Rank: 5151
Calmar Ratio Rank
WMFFX Martin Ratio Rank: 5959
Martin Ratio Rank

AIVSX
AIVSX Risk / Return Rank: 6363
Overall Rank
AIVSX Sharpe Ratio Rank: 5454
Sharpe Ratio Rank
AIVSX Sortino Ratio Rank: 5959
Sortino Ratio Rank
AIVSX Omega Ratio Rank: 5757
Omega Ratio Rank
AIVSX Calmar Ratio Rank: 7272
Calmar Ratio Rank
AIVSX Martin Ratio Rank: 7474
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.

WMFFX vs. AIVSX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Washington Mutual Investors Fund Class F-2 (WMFFX) and American Funds Investment Company of America Class A (AIVSX). 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.


WMFFXAIVSXDifference

Sharpe ratio

Return per unit of total volatility

0.88

1.04

-0.16

Sortino ratio

Return per unit of downside risk

1.36

1.59

-0.23

Omega ratio

Gain probability vs. loss probability

1.20

1.23

-0.03

Calmar ratio

Return relative to maximum drawdown

1.36

1.72

-0.36

Martin ratio

Return relative to average drawdown

6.09

7.16

-1.06

WMFFX vs. AIVSX - Sharpe Ratio Comparison

The current WMFFX Sharpe Ratio is 0.88, which is comparable to the AIVSX Sharpe Ratio of 1.04. The chart below compares the historical Sharpe Ratios of WMFFX and AIVSX, 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


WMFFXAIVSXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.88

1.04

-0.16

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.80

0.78

+0.02

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.75

0.78

-0.03

Sharpe Ratio (All Time)

Calculated using the full available price history

0.57

0.67

-0.10

Correlation

The correlation between WMFFX and AIVSX is 0.96, 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

WMFFX vs. AIVSX - Dividend Comparison

WMFFX's dividend yield for the trailing twelve months is around 10.65%, less than AIVSX's 11.17% yield.


TTM20252024202320222021202020192018201720162015
WMFFX
Washington Mutual Investors Fund Class F-2
10.65%10.28%10.27%5.92%6.53%6.24%3.26%6.33%4.59%7.43%6.56%6.44%
AIVSX
American Funds Investment Company of America Class A
11.17%10.60%9.29%4.96%6.12%6.94%1.65%6.15%9.61%7.08%5.48%8.95%

Drawdowns

WMFFX vs. AIVSX - Drawdown Comparison

The maximum WMFFX drawdown since its inception was -47.21%, smaller than the maximum AIVSX drawdown of -50.90%. Use the drawdown chart below to compare losses from any high point for WMFFX and AIVSX.


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Drawdown Indicators


WMFFXAIVSXDifference

Max Drawdown

Largest peak-to-trough decline

-47.21%

-50.90%

+3.69%

Max Drawdown (1Y)

Largest decline over 1 year

-10.37%

-10.76%

+0.39%

Max Drawdown (5Y)

Largest decline over 5 years

-18.53%

-24.31%

+5.78%

Max Drawdown (10Y)

Largest decline over 10 years

-34.63%

-31.09%

-3.54%

Current Drawdown

Current decline from peak

-6.33%

-7.34%

+1.01%

Average Drawdown

Average peak-to-trough decline

-5.40%

-5.93%

+0.53%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.32%

2.59%

-0.27%

Volatility

WMFFX vs. AIVSX - Volatility Comparison

The current volatility for Washington Mutual Investors Fund Class F-2 (WMFFX) is 4.41%, while American Funds Investment Company of America Class A (AIVSX) has a volatility of 5.75%. This indicates that WMFFX experiences smaller price fluctuations and is considered to be less risky than AIVSX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


WMFFXAIVSXDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.41%

5.75%

-1.34%

Volatility (6M)

Calculated over the trailing 6-month period

8.28%

9.93%

-1.65%

Volatility (1Y)

Calculated over the trailing 1-year period

15.31%

17.56%

-2.25%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.13%

15.96%

-1.83%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.33%

16.55%

-0.22%