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ACFOX vs. TRBCX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

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.

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ACFOX vs. TRBCX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
ACFOX
American Century Investments Focused Dynamic Growth Fund
-14.41%20.51%43.30%35.66%-36.32%7.08%73.31%32.30%6.51%34.55%
TRBCX
T. Rowe Price Blue Chip Growth Fund
-14.57%18.78%48.46%49.42%-38.57%17.54%34.73%29.97%2.00%36.54%

Returns By Period

The year-to-date returns for both stocks are quite close, with ACFOX having a -14.41% return and TRBCX slightly lower at -14.57%. Over the past 10 years, ACFOX has outperformed TRBCX with an annualized return of 16.85%, while TRBCX has yielded a comparatively lower 15.42% annualized return.


ACFOX

1D
-0.86%
1M
-8.88%
YTD
-14.41%
6M
-10.23%
1Y
19.65%
3Y*
21.09%
5Y*
6.51%
10Y*
16.85%

TRBCX

1D
-0.35%
1M
-8.85%
YTD
-14.57%
6M
-12.81%
1Y
11.69%
3Y*
24.58%
5Y*
10.10%
10Y*
15.42%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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ACFOX vs. TRBCX - Expense Ratio Comparison

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


Return for Risk

ACFOX vs. TRBCX — Risk / Return Rank

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

ACFOX
ACFOX Risk / Return Rank: 3636
Overall Rank
ACFOX Sharpe Ratio Rank: 3535
Sharpe Ratio Rank
ACFOX Sortino Ratio Rank: 4242
Sortino Ratio Rank
ACFOX Omega Ratio Rank: 3636
Omega Ratio Rank
ACFOX Calmar Ratio Rank: 3535
Calmar Ratio Rank
ACFOX Martin Ratio Rank: 3232
Martin Ratio Rank

TRBCX
TRBCX Risk / Return Rank: 2020
Overall Rank
TRBCX Sharpe Ratio Rank: 2121
Sharpe Ratio Rank
TRBCX Sortino Ratio Rank: 2323
Sortino Ratio Rank
TRBCX Omega Ratio Rank: 2323
Omega Ratio Rank
TRBCX Calmar Ratio Rank: 1717
Calmar Ratio Rank
TRBCX Martin Ratio Rank: 1717
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.

ACFOX vs. TRBCX - Risk-Adjusted Trends 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.


ACFOXTRBCXDifference

Sharpe ratio

Return per unit of total volatility

0.77

0.51

+0.25

Sortino ratio

Return per unit of downside risk

1.26

0.89

+0.36

Omega ratio

Gain probability vs. loss probability

1.17

1.13

+0.04

Calmar ratio

Return relative to maximum drawdown

0.94

0.49

+0.45

Martin ratio

Return relative to average drawdown

3.40

1.72

+1.69

ACFOX vs. TRBCX - Sharpe Ratio Comparison

The current ACFOX Sharpe Ratio is 0.77, which is higher than the TRBCX Sharpe Ratio of 0.51. 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.


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Sharpe Ratios by Period


ACFOXTRBCXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.77

0.51

+0.25

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.26

0.42

-0.16

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.71

0.68

+0.03

Sharpe Ratio (All Time)

Calculated using the full available price history

0.52

0.57

-0.04

Correlation

The correlation between ACFOX and TRBCX is 0.90, 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.


Dividends

ACFOX vs. TRBCX - Dividend Comparison

ACFOX's dividend yield for the trailing twelve months is around 8.83%, more than TRBCX's 6.14% yield.


TTM20252024202320222021202020192018201720162015
ACFOX
American Century Investments Focused Dynamic Growth Fund
8.83%7.56%0.00%0.00%0.00%2.48%0.62%0.00%0.00%0.00%1.15%1.33%
TRBCX
T. Rowe Price Blue Chip Growth Fund
6.14%5.25%18.16%3.49%5.87%9.38%1.19%0.36%2.44%2.94%0.67%3.26%

Drawdowns

ACFOX vs. TRBCX - Drawdown Comparison

The maximum ACFOX drawdown since its inception was -58.92%, 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.


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Drawdown Indicators


ACFOXTRBCXDifference

Max Drawdown

Largest peak-to-trough decline

-58.92%

-54.56%

-4.36%

Max Drawdown (1Y)

Largest decline over 1 year

-16.52%

-17.01%

+0.49%

Max Drawdown (5Y)

Largest decline over 5 years

-43.77%

-43.63%

-0.14%

Max Drawdown (10Y)

Largest decline over 10 years

-43.77%

-43.63%

-0.14%

Current Drawdown

Current decline from peak

-16.52%

-17.01%

+0.49%

Average Drawdown

Average peak-to-trough decline

-14.81%

-11.35%

-3.46%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.56%

4.86%

-0.30%

Volatility

ACFOX vs. TRBCX - Volatility Comparison

American Century Investments Focused Dynamic Growth Fund (ACFOX) has a higher volatility of 6.86% compared to T. Rowe Price Blue Chip Growth Fund (TRBCX) at 5.58%. 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.


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Volatility by Period


ACFOXTRBCXDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.86%

5.58%

+1.28%

Volatility (6M)

Calculated over the trailing 6-month period

14.48%

13.15%

+1.33%

Volatility (1Y)

Calculated over the trailing 1-year period

24.83%

23.22%

+1.61%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

25.20%

24.00%

+1.20%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

23.67%

22.73%

+0.94%