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Asset Comparison and Correlation

    
Investment horizon: 
  30 Days    Login   to change
 
 American Funds Washington Mutu  vs   Frost Dividend Value Equity A
 Compare Fundamentals  
Daily Returns (%)
FADVX   RWMFX   
 
Assuming 30 trading days horizon, American is expected to generate 1.3 times less return on investment than Frost. In addition to that, American is 1.02 times more volatile than Frost Dividend Value Equity A. It trades about 0.44 of its total potential returns per unit of risk. Frost Dividend Value Equity A is currently generating about 0.59 per unit of volatility. If you would invest  1,002  in Frost Dividend Value Equity A on April 23, 2013 and sell it today you would earn a total of  37.00  from holding Frost Dividend Value Equity A or generate 3.69% return on investment over 30 days.

Diversification

Poor diversification
Overlapping area represents amount of risk that can be diversified away by holding American Funds Washington Mutu and Frost Dividend Value Equity A in the same portfolio assuming nothing else is changed

Correlation Coefficient

0.63
Parameters
Time Period1 Month [change]
DirectionPositive FADVX Moved Up vs RWMFX
StrengthSignificant
Accuracy63.64%
ValuesDaily Returns
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Predicted Return Density
 
Returns   
FADVX   RWMFX   

American Funds Washington Mutual R5

 
    
American
Performance
23
Out Of
100
Over 30
Days
77% of all equities and portfolios perform better than American Funds Washington Mutual R5. Compared with the overall equity markets, risk-adjusted returns on investments in American Funds Washington Mutual R5 are ranked lower than 23 (%) of all global equities and portfolios over the last 30 days.
    

Match ups for American

American Funds Washington Mutual R2 vs. American Funds Washington Mutual R5
American Funds Washington Mutual R3 vs. American Funds Washington Mutual R5
American Funds Washington Mutual 529E vs. American Funds Washington Mutual R5
American Funds Washington Mutual F1 vs. American Funds Washington Mutual R5
American Funds Washington Mutual C vs. American Funds Washington Mutual R5
American Funds Washington Mutual 529F vs. American Funds Washington Mutual R5
American Funds Washington Mutual 529B vs. American Funds Washington Mutual R5
American Funds Washington Mutual A vs. American Funds Washington Mutual R5
American Funds Washington Mutual R4 vs. American Funds Washington Mutual R5
  

Frost Dividend Value Equity A

 
    
Frost
Performance
31
Out Of
100
Over 30
Days
69% of all equities and portfolios perform better than Frost Dividend Value Equity A. Compared with the overall equity markets, risk-adjusted returns on investments in Frost Dividend Value Equity A are ranked lower than 31 (%) of all global equities and portfolios over the last 30 days.
    

Match ups for Frost

American Funds Washington Mutual R2 vs. Frost Dividend Value Equity A
American Funds Washington Mutual R3 vs. Frost Dividend Value Equity A
American Funds Washington Mutual R5 vs. Frost Dividend Value Equity A
American Funds Washington Mutual 529E vs. Frost Dividend Value Equity A
American Funds Washington Mutual F1 vs. Frost Dividend Value Equity A
American Funds Washington Mutual C vs. Frost Dividend Value Equity A
American Funds Washington Mutual 529F vs. Frost Dividend Value Equity A
American Funds Washington Mutual 529B vs. Frost Dividend Value Equity A
American Funds Washington Mutual A vs. Frost Dividend Value Equity A
American Funds Washington Mutual R4 vs. Frost Dividend Value Equity A


 
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