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ACCNX vs. BGEIX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

ACCNX vs. BGEIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in American Century Core Plus Fund (ACCNX) and American Century Global Gold Fund (BGEIX). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, ACCNX achieves a -0.49% return, which is significantly higher than BGEIX's -11.13% return. Over the past 10 years, ACCNX has underperformed BGEIX with an annualized return of 1.43%, while BGEIX has yielded a comparatively higher 10.13% annualized return.


ACCNX

1D
0.00%
1M
-1.31%
6M
-0.88%
YTD
-0.49%
1Y
2.32%
3Y*
4.23%
5Y*
-0.69%
10Y*
1.43%
ALL TIME*
3.26%

BGEIX

1D
3.47%
1M
-2.24%
6M
-19.57%
YTD
-11.13%
1Y
48.85%
3Y*
38.61%
5Y*
18.36%
10Y*
10.13%
ALL TIME*
5.11%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$0.00$0.00$0.00
$0.00$0.00$0.00

ACCNX vs. BGEIX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
ACCNX
American Century Core Plus Fund
-0.49%7.45%2.00%5.64%-15.80%0.34%8.00%9.05%-1.37%4.59%
BGEIX
American Century Global Gold Fund
-11.13%158.45%15.10%7.52%-12.54%-8.85%18.92%37.82%-7.43%10.62%

Correlation

The correlation between ACCNX and BGEIX is 0.26, which is low. Their historical price movements had little consistent relationship.


Correlation
Correlation (1Y)
Focuses on recent behavior, but can change the most.

0.26

Correlation (3Y)
Balances recent behavior with more history.

0.25

Correlation (5Y)
Shows whether the relationship held over a longer period.

0.28

Correlation (10Y)
Provides a long-term view across more market conditions.

0.28

Correlation (All Time)
Calculated using the full available price history since Dec 1, 2006

0.15

The correlation between ACCNX and BGEIX shifts across timeframes, from 0.15 (all time) to 0.28 (10 years), reflecting how their relationship changes across market environments.

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Return for Risk

ACCNX vs. BGEIX — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

ACCNX
ACCNX Risk / Return Rank: 2323
Overall Rank
ACCNX Sharpe Ratio Rank: 2525
Sharpe Ratio Rank
ACCNX Sortino Ratio Rank: 2424
Sortino Ratio Rank
ACCNX Omega Ratio Rank: 2323
Omega Ratio Rank
ACCNX Calmar Ratio Rank: 2323
Calmar Ratio Rank
ACCNX Martin Ratio Rank: 2121
Martin Ratio Rank

BGEIX
BGEIX Risk / Return Rank: 3232
Overall Rank
BGEIX Sharpe Ratio Rank: 3737
Sharpe Ratio Rank
BGEIX Sortino Ratio Rank: 3434
Sortino Ratio Rank
BGEIX Omega Ratio Rank: 3838
Omega Ratio Rank
BGEIX Calmar Ratio Rank: 3030
Calmar Ratio Rank
BGEIX Martin Ratio Rank: 2121
Martin Ratio Rank
The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

ACCNX vs. BGEIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for American Century Core Plus Fund (ACCNX) and American Century Global Gold Fund (BGEIX). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


ACCNXBGEIXDifference
Sharpe ratioReturn per unit of total volatility

-0.18

Sortino ratioReturn per unit of downside risk

-0.20

Omega ratioGain probability vs. loss probability

1.16

1.21

-0.05

Calmar ratioReturn relative to maximum drawdown

1.14

1.30

-0.16

Martin ratioReturn relative to average drawdown

3.22

2.88

+0.34

ACCNX vs. BGEIX - Sharpe Ratio Comparison

The current ACCNX Sharpe Ratio is 0.93, which is comparable to the BGEIX Sharpe Ratio of 1.11. The chart below compares the historical Sharpe Ratios of ACCNX and BGEIX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

ACCNX vs. BGEIX - Drawdown Comparison

The maximum ACCNX drawdown since its inception was -20.34%, smaller than the maximum BGEIX drawdown of -78.69%. Use the drawdown chart below to compare losses from any high point for ACCNX and BGEIX.


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Drawdown Indicators


ACCNXBGEIXDifference

Max Drawdown

Largest peak-to-trough decline

-20.34%

-78.69%

+58.35%

Max Drawdown (1Y)

Largest decline over 1 year

-3.09%

-38.61%

+35.52%

Max Drawdown (3Y)

Largest decline over 3 years

-5.87%

-38.61%

+32.74%

Max Drawdown (5Y)

Largest decline over 5 years

-20.34%

-46.62%

+26.28%

Max Drawdown (10Y)

Largest decline over 10 years

-20.34%

-51.92%

+31.58%

Current Drawdown

Current decline from peak

-3.75%

-33.63%

+29.88%

Average Drawdown

Average peak-to-trough decline

-3.18%

-35.14%

+31.96%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.09%

17.45%

-16.36%

Volatility

ACCNX vs. BGEIX - Volatility Comparison

The current volatility for American Century Core Plus Fund (ACCNX) is 0.97%, while American Century Global Gold Fund (BGEIX) has a volatility of 11.67%. This indicates that ACCNX experiences smaller price fluctuations and is considered to be less risky than BGEIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


ACCNXBGEIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.97%

11.67%

-10.70%

Volatility (6M)

Calculated over the trailing 6-month period

3.09%

37.64%

-34.55%

Volatility (1Y)

Calculated over the trailing 1-year period

3.81%

45.61%

-41.80%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

6.16%

34.42%

-28.26%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

5.03%

33.49%

-28.46%

ACCNX vs. BGEIX - Expense Ratio Comparison

ACCNX has a 0.54% expense ratio, which is lower than BGEIX's 0.65% expense ratio.


Dividends

ACCNX vs. BGEIX - Dividend Comparison

ACCNX's dividend yield for the trailing twelve months is around 4.37%, more than BGEIX's 0.91% yield.


PositionTTM20252024202320222021202020192018201720162015
ACCNX
American Century Core Plus Fund
4.37%4.74%4.84%4.21%2.29%3.18%2.03%2.75%3.88%2.99%2.79%2.93%
BGEIX
American Century Global Gold Fund
0.91%0.85%1.36%1.56%1.38%2.13%0.56%0.87%0.00%0.00%10.56%0.00%

Frequently Asked Questions


ACCNX and BGEIX have a correlation of 0.26, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

BGEIX has higher volatility (11.67%) compared to ACCNX (0.97%). In terms of maximum drawdown, ACCNX dropped -20.34% vs BGEIX's -78.69%.

BGEIX currently has the higher Sharpe Ratio (1.11 vs 0.93), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

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