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American Century Disciplined Core Value Fund (BIGR...
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Fund Info

ISINUS02507M3034
IssuerAmerican Century Investments
Inception DateDec 17, 1990
CategoryLarge Cap Value Equities
Min. Investment$2,500
Asset ClassEquity

Asset Class Size

Large-Cap

Asset Class Style

Value

Expense Ratio

BIGRX has a high expense ratio of 0.65%, indicating higher-than-average management fees.


Expense ratio chart for BIGRX: current value at 0.65% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.65%

Share Price Chart


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Compare to other instruments

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


American Century Disciplined Core Value Fund

Popular comparisons: BIGRX vs. TWCUX, BIGRX vs. TWEIX, BIGRX vs. ACMVX, BIGRX vs. PRSVX, BIGRX vs. VINIX, BIGRX vs. FCNTX, BIGRX vs. PRDGX, BIGRX vs. TRRNX, BIGRX vs. VOO

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in American Century Disciplined Core Value Fund, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.


0.00%5.00%10.00%15.00%2024FebruaryMarchAprilMayJune
8.08%
14.20%
BIGRX (American Century Disciplined Core Value Fund)
Benchmark (^GSPC)

S&P 500

Returns By Period

American Century Disciplined Core Value Fund had a return of 6.61% year-to-date (YTD) and 16.95% in the last 12 months. Over the past 10 years, American Century Disciplined Core Value Fund had an annualized return of 8.38%, while the S&P 500 had an annualized return of 10.77%, indicating that American Century Disciplined Core Value Fund did not perform as well as the benchmark.


PeriodReturnBenchmark
Year-To-Date6.61%12.69%
1 month-1.64%2.92%
6 months9.91%15.76%
1 year16.95%23.89%
5 years (annualized)9.29%13.23%
10 years (annualized)8.38%10.77%

Monthly Returns

The table below presents the monthly returns of BIGRX, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20241.44%3.95%4.83%-4.99%2.45%6.61%
20235.51%-2.87%-3.69%-0.20%-3.62%6.84%3.62%-1.72%-3.51%-3.24%6.88%5.21%8.45%
2022-3.75%-0.58%3.26%-6.10%1.12%-9.55%4.55%-2.76%-8.50%10.21%6.16%-5.02%-12.28%
2021-0.86%5.74%6.11%3.22%3.14%-1.67%1.37%2.92%-4.68%4.60%-3.04%5.78%24.22%
2020-1.49%-8.02%-12.49%11.34%4.15%1.64%5.20%5.63%-3.48%-2.14%10.57%3.13%11.86%
20197.79%3.04%1.24%2.74%-7.46%6.55%1.85%-2.91%2.55%1.89%3.12%2.18%24.00%
20185.45%-3.60%-2.32%0.44%2.59%-0.70%3.89%2.55%0.45%-7.61%1.80%-8.92%-6.88%
20171.65%3.91%0.21%0.66%-0.16%0.75%1.64%0.47%3.09%2.10%3.14%1.52%20.63%
2016-4.44%0.61%7.44%-0.74%1.86%0.54%4.54%0.48%0.21%-2.54%4.02%1.37%13.58%
2015-3.06%4.69%-2.19%0.72%1.03%-2.92%0.14%-6.41%-3.00%7.46%0.11%-1.59%-5.61%
2014-3.84%4.22%2.11%1.08%1.63%2.02%-1.82%3.89%-1.88%2.71%2.62%-0.65%12.40%
20135.46%1.49%4.09%2.97%2.34%-0.54%5.16%-3.16%2.63%5.89%2.59%2.38%35.73%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of BIGRX is 65, suggesting that the investment has average results relative to other mutual funds in terms of risk-adjusted performance. This ranking is determined by the cumulative values of the indicators listed below.


The Risk-Adjusted Performance Rank of BIGRX is 6565
BIGRX (American Century Disciplined Core Value Fund)
The Sharpe Ratio Rank of BIGRX is 6767Sharpe Ratio Rank
The Sortino Ratio Rank of BIGRX is 6666Sortino Ratio Rank
The Omega Ratio Rank of BIGRX is 6161Omega Ratio Rank
The Calmar Ratio Rank of BIGRX is 6262Calmar Ratio Rank
The Martin Ratio Rank of BIGRX is 6767Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

Risk-Adjusted Performance Indicators

The charts below present risk-adjusted performance metrics for American Century Disciplined Core Value Fund (BIGRX) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.


BIGRX
Sharpe ratio
The chart of Sharpe ratio for BIGRX, currently valued at 1.67, compared to the broader market-1.000.001.002.003.004.001.67
Sortino ratio
The chart of Sortino ratio for BIGRX, currently valued at 2.40, compared to the broader market0.005.0010.002.40
Omega ratio
The chart of Omega ratio for BIGRX, currently valued at 1.28, compared to the broader market1.002.003.004.001.28
Calmar ratio
The chart of Calmar ratio for BIGRX, currently valued at 0.97, compared to the broader market0.005.0010.0015.000.97
Martin ratio
The chart of Martin ratio for BIGRX, currently valued at 5.58, compared to the broader market0.0020.0040.0060.0080.005.59
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 2.21, compared to the broader market-1.000.001.002.003.004.002.21
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 3.13, compared to the broader market0.005.0010.003.13
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.39, compared to the broader market1.002.003.004.001.39
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 1.77, compared to the broader market0.005.0010.0015.001.77
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 8.30, compared to the broader market0.0020.0040.0060.0080.008.30

Sharpe Ratio

The current American Century Disciplined Core Value Fund Sharpe ratio is 1.67. This value is calculated based on the past 1 year of trading data and takes into account price changes and dividends.

Use the chart below to compare the Sharpe ratio of American Century Disciplined Core Value Fund with the selected benchmark, providing insights into the investment's historical performance in terms of risk-adjusted returns. Go to the Sharpe ratio tool for more fine-grained control over the calculation options.


Rolling 12-month Sharpe Ratio0.501.001.502.002.503.002024FebruaryMarchAprilMayJune
1.67
2.21
BIGRX (American Century Disciplined Core Value Fund)
Benchmark (^GSPC)

Dividends

Dividend History

American Century Disciplined Core Value Fund granted a 1.45% dividend yield in the last twelve months. The annual payout for that period amounted to $0.50 per share.


PeriodTTM20232022202120202019201820172016201520142013
Dividend$0.50$0.51$0.68$10.02$6.03$1.51$4.20$3.66$1.40$3.01$2.83$0.73

Dividend yield

1.45%1.55%2.22%28.04%16.19%3.90%12.86%9.32%3.91%9.22%7.48%2.02%

Monthly Dividends

The table displays the monthly dividend distributions for American Century Disciplined Core Value Fund. The dividends shown in the table have been adjusted to account for any splits that may have occurred.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2024$0.00$0.00$0.10$0.00$0.00$0.00$0.10
2023$0.00$0.00$0.11$0.00$0.00$0.09$0.00$0.00$0.17$0.00$0.00$0.14$0.51
2022$0.00$0.00$0.09$0.00$0.00$0.14$0.00$0.00$0.20$0.00$0.00$0.24$0.68
2021$0.00$0.00$0.09$0.00$0.00$0.10$0.00$0.00$0.15$0.00$0.00$9.68$10.02
2020$0.00$0.00$0.14$0.00$0.00$0.19$0.00$0.00$0.21$0.00$0.00$5.49$6.03
2019$0.00$0.00$0.16$0.00$0.00$0.17$0.00$0.00$0.21$0.00$0.00$0.98$1.51
2018$0.00$0.00$0.14$0.00$0.00$0.18$0.00$0.00$0.23$0.00$0.00$3.65$4.20
2017$0.00$0.00$0.18$0.00$0.00$0.18$0.00$0.00$0.31$0.00$0.00$3.00$3.66
2016$0.00$0.00$0.20$0.00$0.00$0.20$0.00$0.00$0.19$0.00$0.00$0.80$1.40
2015$0.00$0.00$0.15$0.00$0.00$0.19$0.00$0.00$0.21$0.00$0.00$2.46$3.01
2014$0.00$0.00$0.14$0.00$0.00$0.20$0.00$0.00$0.21$0.00$0.00$2.29$2.83
2013$0.12$0.00$0.00$0.17$0.00$0.00$0.22$0.00$0.00$0.22$0.73

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way.


-8.00%-6.00%-4.00%-2.00%0.00%2024FebruaryMarchAprilMayJune
-3.55%
0
BIGRX (American Century Disciplined Core Value Fund)
Benchmark (^GSPC)

Worst Drawdowns

The table below displays the maximum drawdowns of the American Century Disciplined Core Value Fund. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.

The maximum drawdown for the American Century Disciplined Core Value Fund was 58.04%, occurring on Mar 9, 2009. Recovery took 1010 trading sessions.

The current American Century Disciplined Core Value Fund drawdown is 3.55%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-58.04%Jul 16, 2007415Mar 9, 20091010Mar 14, 20131425
-44.4%Apr 10, 2000625Oct 9, 2002785Nov 21, 20051410
-32.62%Feb 13, 202027Mar 23, 2020109Aug 26, 2020136
-21.98%Jan 5, 2022182Sep 26, 2022360Mar 4, 2024542
-20.14%Oct 4, 201856Dec 24, 2018145Jul 24, 2019201

Volatility

Volatility Chart

The current American Century Disciplined Core Value Fund volatility is 2.79%, representing the average percentage change in the investments's value, either up or down over the past month. The chart below shows the rolling one-month volatility.


2.00%2.50%3.00%3.50%4.00%2024FebruaryMarchAprilMayJune
2.79%
2.41%
BIGRX (American Century Disciplined Core Value Fund)
Benchmark (^GSPC)