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WSHFX vs. AIVSX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

WSHFX vs. AIVSX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in American Funds Washington Mutual Investors Fund Class F-1 (WSHFX) 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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WSHFX vs. AIVSX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
WSHFX
American Funds Washington Mutual Investors Fund Class F-1
-3.20%17.13%18.94%17.15%-8.50%28.36%7.62%24.82%-6.27%19.91%
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, WSHFX achieves a -3.20% return, which is significantly higher than AIVSX's -4.87% return. Over the past 10 years, WSHFX has underperformed AIVSX with an annualized return of 11.99%, while AIVSX has yielded a comparatively higher 12.88% annualized return.


WSHFX

1D
2.21%
1M
-5.86%
YTD
-3.20%
6M
-1.44%
1Y
12.87%
3Y*
16.05%
5Y*
11.11%
10Y*
11.99%

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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WSHFX vs. AIVSX - Expense Ratio Comparison

WSHFX has a 0.64% expense ratio, which is higher than AIVSX's 0.57% expense ratio.


Return for Risk

WSHFX vs. AIVSX — Risk / Return Rank

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

WSHFX
WSHFX Risk / Return Rank: 4646
Overall Rank
WSHFX Sharpe Ratio Rank: 3737
Sharpe Ratio Rank
WSHFX Sortino Ratio Rank: 4141
Sortino Ratio Rank
WSHFX Omega Ratio Rank: 4141
Omega Ratio Rank
WSHFX Calmar Ratio Rank: 5252
Calmar Ratio Rank
WSHFX Martin Ratio Rank: 6060
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.

WSHFX vs. AIVSX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for American Funds Washington Mutual Investors Fund Class F-1 (WSHFX) 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.


WSHFXAIVSXDifference

Sharpe ratio

Return per unit of total volatility

0.86

1.04

-0.18

Sortino ratio

Return per unit of downside risk

1.33

1.59

-0.26

Omega ratio

Gain probability vs. loss probability

1.19

1.23

-0.04

Calmar ratio

Return relative to maximum drawdown

1.34

1.72

-0.38

Martin ratio

Return relative to average drawdown

5.96

7.16

-1.19

WSHFX vs. AIVSX - Sharpe Ratio Comparison

The current WSHFX Sharpe Ratio is 0.86, which is comparable to the AIVSX Sharpe Ratio of 1.04. The chart below compares the historical Sharpe Ratios of WSHFX 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


WSHFXAIVSXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.86

1.04

-0.18

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

0.78

-0.04

Sharpe Ratio (All Time)

Calculated using the full available price history

0.48

0.67

-0.19

Correlation

The correlation between WSHFX 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

WSHFX vs. AIVSX - Dividend Comparison

WSHFX's dividend yield for the trailing twelve months is around 10.44%, less than AIVSX's 11.17% yield.


TTM20252024202320222021202020192018201720162015
WSHFX
American Funds Washington Mutual Investors Fund Class F-1
10.44%10.08%10.05%6.11%6.28%6.01%3.02%6.17%4.28%7.19%6.32%6.18%
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

WSHFX vs. AIVSX - Drawdown Comparison

The maximum WSHFX drawdown since its inception was -53.94%, which is greater than AIVSX's maximum drawdown of -50.90%. Use the drawdown chart below to compare losses from any high point for WSHFX and AIVSX.


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Drawdown Indicators


WSHFXAIVSXDifference

Max Drawdown

Largest peak-to-trough decline

-53.94%

-50.90%

-3.04%

Max Drawdown (1Y)

Largest decline over 1 year

-10.36%

-10.76%

+0.40%

Max Drawdown (5Y)

Largest decline over 5 years

-18.69%

-24.31%

+5.62%

Max Drawdown (10Y)

Largest decline over 10 years

-34.67%

-31.09%

-3.58%

Current Drawdown

Current decline from peak

-6.36%

-7.34%

+0.98%

Average Drawdown

Average peak-to-trough decline

-7.38%

-5.93%

-1.45%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.33%

2.59%

-0.26%

Volatility

WSHFX vs. AIVSX - Volatility Comparison

The current volatility for American Funds Washington Mutual Investors Fund Class F-1 (WSHFX) is 4.41%, while American Funds Investment Company of America Class A (AIVSX) has a volatility of 5.75%. This indicates that WSHFX 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


WSHFXAIVSXDifference

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

15.30%

17.56%

-2.26%

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%