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ACITX vs. VTI
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between ACITX and VTI is -0.14. This indicates that the assets' prices tend to move in opposite directions. Negative correlation can be particularly beneficial for diversification and risk management, as one asset may offset the losses of the other during market fluctuations.


-0.50.00.51.0-0.1

Performance

ACITX vs. VTI - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in American Century Inflation-Adjusted Bond Fund (ACITX) and Vanguard Total Stock Market ETF (VTI). The values are adjusted to include any dividend payments, if applicable.

100.00%200.00%300.00%400.00%500.00%600.00%700.00%JulyAugustSeptemberOctoberNovemberDecember
120.86%
680.97%
ACITX
VTI

Key characteristics

Sharpe Ratio

ACITX:

-0.19

VTI:

1.94

Sortino Ratio

ACITX:

-0.21

VTI:

2.60

Omega Ratio

ACITX:

0.97

VTI:

1.36

Calmar Ratio

ACITX:

-0.08

VTI:

2.91

Martin Ratio

ACITX:

-0.58

VTI:

12.37

Ulcer Index

ACITX:

1.60%

VTI:

2.02%

Daily Std Dev

ACITX:

5.03%

VTI:

12.86%

Max Drawdown

ACITX:

-15.46%

VTI:

-55.45%

Current Drawdown

ACITX:

-10.42%

VTI:

-2.59%

Returns By Period

In the year-to-date period, ACITX achieves a -0.36% return, which is significantly lower than VTI's 25.46% return. Over the past 10 years, ACITX has underperformed VTI with an annualized return of 1.92%, while VTI has yielded a comparatively higher 12.50% annualized return.


ACITX

YTD

-0.36%

1M

-3.37%

6M

-1.05%

1Y

-0.55%

5Y*

1.13%

10Y*

1.92%

VTI

YTD

25.46%

1M

-1.48%

6M

10.10%

1Y

24.92%

5Y*

14.09%

10Y*

12.50%

*Annualized

Compare stocks, funds, or ETFs

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


ACITX vs. VTI - Expense Ratio Comparison

ACITX has a 0.46% expense ratio, which is higher than VTI's 0.03% expense ratio.


ACITX
American Century Inflation-Adjusted Bond Fund
Expense ratio chart for ACITX: current value at 0.46% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.46%
Expense ratio chart for VTI: current value at 0.03% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.03%

Risk-Adjusted Performance

ACITX vs. VTI - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for American Century Inflation-Adjusted Bond Fund (ACITX) and Vanguard Total Stock Market ETF (VTI). 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 ACITX, currently valued at -0.19, compared to the broader market-1.000.001.002.003.00-0.191.94
The chart of Sortino ratio for ACITX, currently valued at -0.21, compared to the broader market-2.000.002.004.006.008.00-0.212.60
The chart of Omega ratio for ACITX, currently valued at 0.97, compared to the broader market0.501.001.502.002.503.000.971.36
The chart of Calmar ratio for ACITX, currently valued at -0.08, compared to the broader market0.002.004.006.008.0010.0012.00-0.082.91
The chart of Martin ratio for ACITX, currently valued at -0.58, compared to the broader market0.0010.0020.0030.0040.0050.0060.00-0.5812.37
ACITX
VTI

The current ACITX Sharpe Ratio is -0.19, which is lower than the VTI Sharpe Ratio of 1.94. The chart below compares the historical Sharpe Ratios of ACITX and VTI, 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 Ratio0.001.002.003.00JulyAugustSeptemberOctoberNovemberDecember
-0.19
1.94
ACITX
VTI

Dividends

ACITX vs. VTI - Dividend Comparison

ACITX's dividend yield for the trailing twelve months is around 0.32%, less than VTI's 1.25% yield.


TTM20232022202120202019201820172016201520142013
ACITX
American Century Inflation-Adjusted Bond Fund
0.32%4.45%7.34%4.47%1.16%2.45%4.32%3.47%1.96%0.99%1.54%1.49%
VTI
Vanguard Total Stock Market ETF
1.25%1.44%1.67%1.21%1.42%1.78%2.04%1.71%1.92%1.98%1.76%1.74%

Drawdowns

ACITX vs. VTI - Drawdown Comparison

The maximum ACITX drawdown since its inception was -15.46%, smaller than the maximum VTI drawdown of -55.45%. Use the drawdown chart below to compare losses from any high point for ACITX and VTI. For additional features, visit the drawdowns tool.


-10.00%-8.00%-6.00%-4.00%-2.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-10.42%
-2.59%
ACITX
VTI

Volatility

ACITX vs. VTI - Volatility Comparison

The current volatility for American Century Inflation-Adjusted Bond Fund (ACITX) is 2.26%, while Vanguard Total Stock Market ETF (VTI) has a volatility of 4.22%. This indicates that ACITX experiences smaller price fluctuations and is considered to be less risky than VTI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


1.00%2.00%3.00%4.00%5.00%6.00%JulyAugustSeptemberOctoberNovemberDecember
2.26%
4.22%
ACITX
VTI
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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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