PortfoliosLab logo
ACFOX vs. PRGFX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between ACFOX and PRGFX is 0.59, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


-0.50.00.51.0
Correlation: 0.6

Performance

ACFOX vs. PRGFX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in American Century Investments Focused Dynamic Growth Fund (ACFOX) and T. Rowe Price Growth Stock Fund (PRGFX). The values are adjusted to include any dividend payments, if applicable.

-50.00%-40.00%-30.00%-20.00%-10.00%0.00%NovemberDecember2025FebruaryMarchApril
-52.70%
-41.61%
MCHP
ENTG

Key characteristics

Sharpe Ratio

ACFOX:

-0.07

PRGFX:

-0.51

Sortino Ratio

ACFOX:

0.08

PRGFX:

-0.53

Omega Ratio

ACFOX:

1.01

PRGFX:

0.93

Calmar Ratio

ACFOX:

-0.06

PRGFX:

-0.34

Martin Ratio

ACFOX:

-0.24

PRGFX:

-1.50

Ulcer Index

ACFOX:

6.80%

PRGFX:

7.25%

Daily Std Dev

ACFOX:

25.41%

PRGFX:

21.52%

Max Drawdown

ACFOX:

-59.40%

PRGFX:

-57.19%

Current Drawdown

ACFOX:

-26.32%

PRGFX:

-32.02%

Returns By Period

In the year-to-date period, ACFOX achieves a -21.99% return, which is significantly lower than PRGFX's -18.10% return. Over the past 10 years, ACFOX has outperformed PRGFX with an annualized return of 12.48%, while PRGFX has yielded a comparatively lower 4.50% annualized return.


ACFOX

YTD

-21.99%

1M

-12.71%

6M

-12.45%

1Y

-1.55%

5Y*

13.05%

10Y*

12.48%

PRGFX

YTD

-18.10%

1M

-13.45%

6M

-18.44%

1Y

-11.08%

5Y*

6.32%

10Y*

4.50%

*Annualized

Compare stocks, funds, or ETFs

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


ACFOX vs. PRGFX - Expense Ratio Comparison

ACFOX has a 0.85% expense ratio, which is higher than PRGFX's 0.63% expense ratio.


Expense ratio chart for ACFOX: current value is 0.85%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
ACFOX: 0.85%
Expense ratio chart for PRGFX: current value is 0.63%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
PRGFX: 0.63%

Risk-Adjusted Performance

ACFOX vs. PRGFX — Risk-Adjusted Performance Rank

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

ACFOX
The Risk-Adjusted Performance Rank of ACFOX is 5151
Overall Rank
The Sharpe Ratio Rank of ACFOX is 5050
Sharpe Ratio Rank
The Sortino Ratio Rank of ACFOX is 5353
Sortino Ratio Rank
The Omega Ratio Rank of ACFOX is 5252
Omega Ratio Rank
The Calmar Ratio Rank of ACFOX is 4949
Calmar Ratio Rank
The Martin Ratio Rank of ACFOX is 5050
Martin Ratio Rank

PRGFX
The Risk-Adjusted Performance Rank of PRGFX is 2626
Overall Rank
The Sharpe Ratio Rank of PRGFX is 2525
Sharpe Ratio Rank
The Sortino Ratio Rank of PRGFX is 2626
Sortino Ratio Rank
The Omega Ratio Rank of PRGFX is 2626
Omega Ratio Rank
The Calmar Ratio Rank of PRGFX is 2727
Calmar Ratio Rank
The Martin Ratio Rank of PRGFX is 2525
Martin 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.

ACFOX vs. PRGFX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for American Century Investments Focused Dynamic Growth Fund (ACFOX) and T. Rowe Price Growth Stock Fund (PRGFX). 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.


The chart of Sharpe ratio for MCHP, currently valued at -1.25, compared to the broader market-1.000.001.002.003.004.00
MCHP: -1.25
ENTG: -1.15
The chart of Sortino ratio for MCHP, currently valued at -1.98, compared to the broader market-2.000.002.004.006.008.0010.00
MCHP: -1.98
ENTG: -1.74
The chart of Omega ratio for MCHP, currently valued at 0.75, compared to the broader market1.002.003.00
MCHP: 0.75
ENTG: 0.79
The chart of Calmar ratio for MCHP, currently valued at -0.92, compared to the broader market0.005.0010.0015.00
MCHP: -0.92
ENTG: -0.93
The chart of Martin ratio for MCHP, currently valued at -2.01, compared to the broader market0.0020.0040.0060.00
MCHP: -2.01
ENTG: -2.20

The current ACFOX Sharpe Ratio is -0.07, which is higher than the PRGFX Sharpe Ratio of -0.51. The chart below compares the historical Sharpe Ratios of ACFOX and PRGFX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio-1.00-0.500.000.50NovemberDecember2025FebruaryMarchApril
-1.25
-1.15
MCHP
ENTG

Dividends

ACFOX vs. PRGFX - Dividend Comparison

Neither ACFOX nor PRGFX has paid dividends to shareholders.


TTM20242023202220212020201920182017201620152014

Drawdowns

ACFOX vs. PRGFX - Drawdown Comparison

The maximum ACFOX drawdown since its inception was -59.40%, roughly equal to the maximum PRGFX drawdown of -57.19%. Use the drawdown chart below to compare losses from any high point for ACFOX and PRGFX. For additional features, visit the drawdowns tool.


-60.00%-50.00%-40.00%-30.00%-20.00%NovemberDecember2025FebruaryMarchApril
-62.86%
-57.20%
MCHP
ENTG

Volatility

ACFOX vs. PRGFX - Volatility Comparison

The current volatility for American Century Investments Focused Dynamic Growth Fund (ACFOX) is NaN%, while T. Rowe Price Growth Stock Fund (PRGFX) has a volatility of NaN%. This indicates that ACFOX experiences smaller price fluctuations and is considered to be less risky than PRGFX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


10.00%15.00%20.00%25.00%NovemberDecember2025FebruaryMarchApril
25.67%
21.73%
MCHP
ENTG

User Portfolios with ACFOX or PRGFX


VNQ
FTEC
SWISX
DFFVX
SWPPX
SWEGX
DFIVX
DFCEX
VFIFX
DFISX
VDIGX
SWSSX
VGT
VOO
VEA
EWX
VYMI
VONV
VSS
DLS
VWO
VIOO
IJS
AADEX
1 / 4

Recent discussions