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ACFOX vs. TRBCX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between ACFOX and TRBCX is 0.91, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


-0.50.00.51.00.9

Performance

ACFOX vs. TRBCX - 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 Blue Chip Growth Fund (TRBCX). The values are adjusted to include any dividend payments, if applicable.

-10.00%0.00%10.00%20.00%JulyAugustSeptemberOctoberNovemberDecember
19.26%
11.85%
ACFOX
TRBCX

Key characteristics

Sharpe Ratio

ACFOX:

2.41

TRBCX:

2.33

Sortino Ratio

ACFOX:

3.03

TRBCX:

3.02

Omega Ratio

ACFOX:

1.43

TRBCX:

1.42

Calmar Ratio

ACFOX:

1.90

TRBCX:

2.70

Martin Ratio

ACFOX:

13.37

TRBCX:

12.45

Ulcer Index

ACFOX:

3.73%

TRBCX:

3.30%

Daily Std Dev

ACFOX:

20.72%

TRBCX:

17.65%

Max Drawdown

ACFOX:

-59.40%

TRBCX:

-54.56%

Current Drawdown

ACFOX:

-0.64%

TRBCX:

-0.62%

Returns By Period

In the year-to-date period, ACFOX achieves a 49.72% return, which is significantly higher than TRBCX's 40.75% return. Over the past 10 years, ACFOX has outperformed TRBCX with an annualized return of 16.12%, while TRBCX has yielded a comparatively lower 15.24% annualized return.


ACFOX

YTD

49.72%

1M

6.18%

6M

19.89%

1Y

49.88%

5Y*

18.22%

10Y*

16.12%

TRBCX

YTD

40.75%

1M

4.84%

6M

12.43%

1Y

41.08%

5Y*

15.25%

10Y*

15.24%

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. TRBCX - Expense Ratio Comparison

ACFOX has a 0.85% expense ratio, which is higher than TRBCX's 0.69% expense ratio.


ACFOX
American Century Investments Focused Dynamic Growth Fund
Expense ratio chart for ACFOX: current value at 0.85% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.85%
Expense ratio chart for TRBCX: current value at 0.69% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.69%

Risk-Adjusted Performance

ACFOX vs. TRBCX - 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 Blue Chip Growth Fund (TRBCX). 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.


Sharpe ratio
The chart of Sharpe ratio for ACFOX, currently valued at 2.41, compared to the broader market-1.000.001.002.003.004.002.412.33
The chart of Sortino ratio for ACFOX, currently valued at 3.03, compared to the broader market-2.000.002.004.006.008.0010.003.033.02
The chart of Omega ratio for ACFOX, currently valued at 1.43, compared to the broader market0.501.001.502.002.503.003.501.431.42
The chart of Calmar ratio for ACFOX, currently valued at 1.90, compared to the broader market0.002.004.006.008.0010.0012.0014.001.902.70
The chart of Martin ratio for ACFOX, currently valued at 13.37, compared to the broader market0.0020.0040.0060.0013.3712.45
ACFOX
TRBCX

The current ACFOX Sharpe Ratio is 2.41, which is comparable to the TRBCX Sharpe Ratio of 2.33. The chart below compares the historical Sharpe Ratios of ACFOX and TRBCX, 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 Ratio1.001.502.002.503.00JulyAugustSeptemberOctoberNovemberDecember
2.41
2.33
ACFOX
TRBCX

Dividends

ACFOX vs. TRBCX - Dividend Comparison

ACFOX has not paid dividends to shareholders, while TRBCX's dividend yield for the trailing twelve months is around 8.74%.


TTM20232022202120202019201820172016201520142013
ACFOX
American Century Investments Focused Dynamic Growth Fund
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%1.14%1.33%1.32%0.96%
TRBCX
T. Rowe Price Blue Chip Growth Fund
8.74%3.49%5.87%9.38%1.19%0.36%2.44%2.94%0.67%3.26%4.85%0.00%

Drawdowns

ACFOX vs. TRBCX - Drawdown Comparison

The maximum ACFOX drawdown since its inception was -59.40%, which is greater than TRBCX's maximum drawdown of -54.56%. Use the drawdown chart below to compare losses from any high point for ACFOX and TRBCX. For additional features, visit the drawdowns tool.


-15.00%-10.00%-5.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-0.64%
-0.62%
ACFOX
TRBCX

Volatility

ACFOX vs. TRBCX - Volatility Comparison

American Century Investments Focused Dynamic Growth Fund (ACFOX) has a higher volatility of 6.72% compared to T. Rowe Price Blue Chip Growth Fund (TRBCX) at 5.01%. This indicates that ACFOX's price experiences larger fluctuations and is considered to be riskier than TRBCX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


3.00%4.00%5.00%6.00%7.00%8.00%9.00%10.00%JulyAugustSeptemberOctoberNovemberDecember
6.72%
5.01%
ACFOX
TRBCX
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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