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American Century International Value Fund (MEQAX)
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Fund Info

ISIN
US0250865625
CUSIP
025086562
Inception Date
Mar 30, 1997
Min. Investment
$2,500
Distribution Policy
Distributing
Asset Class
Equity
Asset Class Size
Large-Cap
Asset Class Style
Value

Share Price Chart


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Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in American Century International 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.


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S&P 500 Index

Returns By Period

American Century International Value Fund (MEQAX) has returned 2.90% so far this year and 28.60% over the past 12 months. Over the last ten years, MEQAX has returned 8.58% per year, falling short of the S&P 500 Index benchmark, which averaged 12.16% annually.


American Century International Value Fund

1D
0.53%
1M
-7.80%
YTD
2.90%
6M
9.90%
1Y
28.60%
3Y*
19.19%
5Y*
10.32%
10Y*
8.58%

Benchmark (S&P 500 Index)

1D
2.91%
1M
-5.09%
YTD
-4.63%
6M
-2.39%
1Y
16.33%
3Y*
16.69%
5Y*
10.18%
10Y*
12.16%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Monthly Returns

Based on dividend-adjusted daily data since Mar 31, 1997, MEQAX's average daily return is +0.02%, while the average monthly return is +0.47%. At this rate, your investment would double in approximately 12.3 years.

Historically, 56% of months were positive and 44% were negative. The best month was Nov 2020 with a return of +17.0%, while the worst month was Oct 2008 at -21.8%. The longest winning streak lasted 11 consecutive months, and the longest losing streak was 7 months.

On a daily basis, MEQAX closed higher 51% of trading days. The best single day was Oct 13, 2008 with a return of +12.3%, while the worst single day was Mar 12, 2020 at -11.4%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20265.35%5.94%-7.80%2.90%
20254.29%5.37%3.14%3.99%3.94%2.33%-0.76%4.98%1.55%-0.27%3.15%3.82%41.64%
2024-1.43%0.60%5.05%-0.92%5.66%-4.48%4.12%2.53%0.75%-4.36%-1.00%-2.21%3.73%
20238.59%-1.76%0.00%2.81%-4.73%6.53%4.17%-3.76%-1.47%-3.60%7.46%4.88%19.48%
2022-1.63%-3.78%0.74%-5.30%2.87%-9.76%2.11%-4.95%-9.12%6.05%13.21%-0.46%-11.64%
2021-1.68%4.27%3.25%1.38%4.78%-3.26%0.22%1.01%-3.55%1.72%-4.86%5.44%8.39%

Benchmark Metrics

American Century International Value Fund has an annualized alpha of -0.86%, beta of 0.73, and R² of 0.58 versus S&P 500 Index. Calculated based on daily prices since April 01, 1997.

  • This fund participated in 94.48% of S&P 500 Index downside but only 79.28% of its upside — more exposed to losses than it benefited from rallies.

Alpha
-0.86%
Beta
0.73
0.58
Upside Capture
79.28%
Downside Capture
94.48%

Expense Ratio

MEQAX has a high expense ratio of 1.39%, indicating above-average management fees.


Return for Risk

Risk / Return Rank

MEQAX ranks 87 for risk / return — in the top 87% of mutual funds on our site. This means strong returns relative to risk — exactly what professional investors look for. Well-suited for investors who want to maximize return per unit of risk.


MEQAX Risk / Return Rank: 8787
Overall Rank
MEQAX Sharpe Ratio Rank: 8787
Sharpe Ratio Rank
MEQAX Sortino Ratio Rank: 8484
Sortino Ratio Rank
MEQAX Omega Ratio Rank: 8484
Omega Ratio Rank
MEQAX Calmar Ratio Rank: 8888
Calmar Ratio Rank
MEQAX Martin Ratio Rank: 8989
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.

Return / Risk — by metrics

The table below present risk-adjusted performance metrics for American Century International Value Fund (MEQAX) and compare them to a chosen benchmark (S&P 500 Index).


MEQAXBenchmarkDifference

Sharpe ratio

Return per unit of total volatility

1.75

0.90

+0.85

Sortino ratio

Return per unit of downside risk

2.26

1.39

+0.87

Omega ratio

Gain probability vs. loss probability

1.34

1.21

+0.13

Calmar ratio

Return relative to maximum drawdown

2.38

1.40

+0.98

Martin ratio

Return relative to average drawdown

9.91

6.61

+3.31

Explore MEQAX risk-adjusted metrics in detail

Dive deeper into individual metrics with historical trends, benchmark comparisons, and performance across different time periods.

Dividends

Dividend History

American Century International Value Fund provided a 7.65% dividend yield over the last twelve months, with an annual payout of $0.87 per share.


0.00%2.00%4.00%6.00%8.00%$0.00$0.20$0.40$0.60$0.8020152016201720182019202020212022202320242025
Dividends
Dividend Yield
PeriodTTM20252024202320222021202020192018201720162015
Dividend$0.87$0.87$0.31$0.36$0.27$0.43$0.09$0.25$0.24$0.25$0.03$0.18

Dividend yield

7.65%7.87%3.66%4.28%3.72%4.95%1.11%3.27%3.31%2.80%0.43%2.38%

Monthly Dividends

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


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2026$0.00$0.00$0.00$0.00
2025$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.87$0.87
2024$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.31$0.31
2023$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.36$0.36
2022$0.00$0.00$0.00$0.10$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.17$0.27
2021$0.00$0.00$0.16$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.27$0.43

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.


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Worst Drawdowns

The table below displays the maximum drawdowns of the American Century International 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 International Value Fund was 60.32%, occurring on Mar 9, 2009. Recovery took 1321 trading sessions.

The current American Century International Value Fund drawdown is 7.80%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-60.32%Nov 1, 2007339Mar 9, 20091321Jun 6, 20141660
-45.81%Oct 15, 19971358Mar 12, 2003494Feb 25, 20051852
-42.19%Jan 29, 2018538Mar 18, 2020247Mar 11, 2021785
-29.91%Jun 8, 2021330Sep 27, 2022314Dec 27, 2023644
-29.58%Jul 7, 2014405Feb 11, 2016419Oct 10, 2017824

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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