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WMFFX vs. AWSHX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

WMFFX vs. AWSHX - 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 Washington Mutual Investors Fund Class A (AWSHX). The values are adjusted to include any dividend payments, if applicable.

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WMFFX vs. AWSHX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
WMFFX
Washington Mutual Investors Fund Class F-2
-5.23%17.42%19.24%16.96%-8.27%28.71%7.89%25.03%-5.98%20.23%
AWSHX
American Funds Washington Mutual Investors Fund Class A
-5.27%17.20%19.02%17.21%-8.45%28.44%7.69%24.86%-6.16%20.03%

Returns By Period

The year-to-date returns for both stocks are quite close, with WMFFX having a -5.23% return and AWSHX slightly lower at -5.27%. Both investments have delivered pretty close results over the past 10 years, with WMFFX having a 11.98% annualized return and AWSHX not far behind at 11.82%.


WMFFX

1D
-0.03%
1M
-7.89%
YTD
-5.23%
6M
-3.05%
1Y
10.90%
3Y*
15.34%
5Y*
11.03%
10Y*
11.98%

AWSHX

1D
-0.03%
1M
-7.89%
YTD
-5.27%
6M
-3.14%
1Y
10.70%
3Y*
15.28%
5Y*
10.91%
10Y*
11.82%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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WMFFX vs. AWSHX - Expense Ratio Comparison

WMFFX has a 0.37% expense ratio, which is lower than AWSHX's 0.58% expense ratio.


Return for Risk

WMFFX vs. AWSHX — Risk / Return Rank

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

WMFFX
WMFFX Risk / Return Rank: 3838
Overall Rank
WMFFX Sharpe Ratio Rank: 3535
Sharpe Ratio Rank
WMFFX Sortino Ratio Rank: 3838
Sortino Ratio Rank
WMFFX Omega Ratio Rank: 3838
Omega Ratio Rank
WMFFX Calmar Ratio Rank: 3737
Calmar Ratio Rank
WMFFX Martin Ratio Rank: 4444
Martin Ratio Rank

AWSHX
AWSHX Risk / Return Rank: 3838
Overall Rank
AWSHX Sharpe Ratio Rank: 3535
Sharpe Ratio Rank
AWSHX Sortino Ratio Rank: 3838
Sortino Ratio Rank
AWSHX Omega Ratio Rank: 3939
Omega Ratio Rank
AWSHX Calmar Ratio Rank: 3737
Calmar Ratio Rank
AWSHX Martin Ratio Rank: 4343
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. AWSHX - 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 Washington Mutual Investors Fund Class A (AWSHX). 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.


WMFFXAWSHXDifference

Sharpe ratio

Return per unit of total volatility

0.77

0.76

+0.01

Sortino ratio

Return per unit of downside risk

1.21

1.19

+0.02

Omega ratio

Gain probability vs. loss probability

1.18

1.17

0.00

Calmar ratio

Return relative to maximum drawdown

0.98

0.96

+0.02

Martin ratio

Return relative to average drawdown

4.45

4.37

+0.08

WMFFX vs. AWSHX - Sharpe Ratio Comparison

The current WMFFX Sharpe Ratio is 0.77, which is comparable to the AWSHX Sharpe Ratio of 0.76. The chart below compares the historical Sharpe Ratios of WMFFX and AWSHX, 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


WMFFXAWSHXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.77

0.76

+0.01

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.79

0.78

+0.01

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.74

0.73

+0.01

Sharpe Ratio (All Time)

Calculated using the full available price history

0.57

0.62

-0.05

Correlation

The correlation between WMFFX and AWSHX is 1.00, 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. AWSHX - Dividend Comparison

WMFFX's dividend yield for the trailing twelve months is around 10.88%, more than AWSHX's 10.67% yield.


TTM20252024202320222021202020192018201720162015
WMFFX
Washington Mutual Investors Fund Class F-2
10.88%10.28%10.27%5.92%6.53%6.24%3.26%6.33%4.59%7.43%6.56%6.44%
AWSHX
American Funds Washington Mutual Investors Fund Class A
10.67%10.08%10.06%6.14%6.31%6.05%3.06%6.19%4.36%7.26%6.37%6.25%

Drawdowns

WMFFX vs. AWSHX - Drawdown Comparison

The maximum WMFFX drawdown since its inception was -47.21%, smaller than the maximum AWSHX drawdown of -53.95%. Use the drawdown chart below to compare losses from any high point for WMFFX and AWSHX.


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Drawdown Indicators


WMFFXAWSHXDifference

Max Drawdown

Largest peak-to-trough decline

-47.21%

-53.95%

+6.74%

Max Drawdown (1Y)

Largest decline over 1 year

-10.37%

-10.37%

0.00%

Max Drawdown (5Y)

Largest decline over 5 years

-18.53%

-18.64%

+0.11%

Max Drawdown (10Y)

Largest decline over 10 years

-34.63%

-34.65%

+0.02%

Current Drawdown

Current decline from peak

-8.36%

-8.37%

+0.01%

Average Drawdown

Average peak-to-trough decline

-5.40%

-6.43%

+1.03%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.29%

2.29%

0.00%

Volatility

WMFFX vs. AWSHX - Volatility Comparison

Washington Mutual Investors Fund Class F-2 (WMFFX) and American Funds Washington Mutual Investors Fund Class A (AWSHX) have volatilities of 3.59% and 3.58%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


WMFFXAWSHXDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.59%

3.58%

+0.01%

Volatility (6M)

Calculated over the trailing 6-month period

7.98%

7.98%

0.00%

Volatility (1Y)

Calculated over the trailing 1-year period

15.19%

15.18%

+0.01%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.10%

14.09%

+0.01%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.32%

16.31%

+0.01%