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ACLAX vs. TGVOX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

ACLAX vs. TGVOX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in American Century Mid Cap Value Fund A Class (ACLAX) and TCW Relative Value Mid Cap Fund (TGVOX). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, ACLAX achieves a 2.83% return, which is significantly lower than TGVOX's 7.16% return. Over the past 10 years, ACLAX has underperformed TGVOX with an annualized return of 8.65%, while TGVOX has yielded a comparatively higher 11.76% annualized return.


ACLAX

1D
0.07%
1M
-3.59%
YTD
2.83%
6M
2.40%
1Y
18.59%
3Y*
8.07%
5Y*
6.55%
10Y*
8.65%

TGVOX

1D
0.56%
1M
-1.30%
YTD
7.16%
6M
11.87%
1Y
44.64%
3Y*
18.21%
5Y*
10.14%
10Y*
11.76%
*Multi-year figures are annualized to reflect compound growth (CAGR)

ACLAX vs. TGVOX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
ACLAX
American Century Mid Cap Value Fund A Class
2.83%8.52%8.18%5.93%-1.53%23.01%1.44%28.55%-12.93%11.31%
TGVOX
TCW Relative Value Mid Cap Fund
7.16%15.53%17.26%15.99%-11.80%31.99%3.66%29.34%-22.17%19.74%

Correlation

The correlation between ACLAX and TGVOX is 0.92, indicating a strong positive relationship between their price movements. Combining them offers limited diversification — they'll tend to fall together during downturns. For meaningful risk reduction, look for holdings with correlations below 0.5.


ACLAX vs. TGVOX - Expense Ratio Comparison

ACLAX has a 1.22% expense ratio, which is higher than TGVOX's 0.85% expense ratio.


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Return for Risk

ACLAX vs. TGVOX — Risk / Return Rank

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

ACLAX
ACLAX Risk / Return Rank: 1818
Overall Rank
ACLAX Sharpe Ratio Rank: 1616
Sharpe Ratio Rank
ACLAX Sortino Ratio Rank: 1717
Sortino Ratio Rank
ACLAX Omega Ratio Rank: 1414
Omega Ratio Rank
ACLAX Calmar Ratio Rank: 2020
Calmar Ratio Rank
ACLAX Martin Ratio Rank: 2222
Martin Ratio Rank

TGVOX
TGVOX Risk / Return Rank: 5959
Overall Rank
TGVOX Sharpe Ratio Rank: 5858
Sharpe Ratio Rank
TGVOX Sortino Ratio Rank: 5656
Sortino Ratio Rank
TGVOX Omega Ratio Rank: 5858
Omega Ratio Rank
TGVOX Calmar Ratio Rank: 5959
Calmar Ratio Rank
TGVOX Martin Ratio Rank: 6565
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.

ACLAX vs. TGVOX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for American Century Mid Cap Value Fund A Class (ACLAX) and TCW Relative Value Mid Cap Fund (TGVOX). 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.


ACLAXTGVOXDifference

Sharpe ratio

Return per unit of total volatility

0.58

1.23

-0.65

Sortino ratio

Return per unit of downside risk

0.94

1.73

-0.80

Omega ratio

Gain probability vs. loss probability

1.12

1.26

-0.14

Calmar ratio

Return relative to maximum drawdown

0.88

1.78

-0.90

Martin ratio

Return relative to average drawdown

3.18

7.78

-4.61

ACLAX vs. TGVOX - Sharpe Ratio Comparison

The current ACLAX Sharpe Ratio is 0.58, which is lower than the TGVOX Sharpe Ratio of 1.23. The chart below compares the historical Sharpe Ratios of ACLAX and TGVOX, 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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Sharpe Ratios by Period


ACLAXTGVOXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.58

1.23

-0.65

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.45

0.52

-0.07

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.50

0.53

-0.03

Sharpe Ratio (All Time)

Calculated using the full available price history

0.48

0.43

+0.05

Drawdowns

ACLAX vs. TGVOX - Drawdown Comparison

The maximum ACLAX drawdown since its inception was -51.37%, smaller than the maximum TGVOX drawdown of -58.14%. Use the drawdown chart below to compare losses from any high point for ACLAX and TGVOX.


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Drawdown Indicators


ACLAXTGVOXDifference

Max Drawdown

Largest peak-to-trough decline

-51.37%

-58.14%

+6.77%

Max Drawdown (1Y)

Largest decline over 1 year

-8.50%

-9.04%

+0.54%

Max Drawdown (5Y)

Largest decline over 5 years

-17.55%

-23.81%

+6.26%

Max Drawdown (10Y)

Largest decline over 10 years

-39.24%

-51.10%

+11.86%

Current Drawdown

Current decline from peak

-6.27%

-5.00%

-1.27%

Average Drawdown

Average peak-to-trough decline

-6.29%

-10.35%

+4.06%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.03%

3.52%

-0.49%

Volatility

ACLAX vs. TGVOX - Volatility Comparison

The current volatility for American Century Mid Cap Value Fund A Class (ACLAX) is 4.05%, while TCW Relative Value Mid Cap Fund (TGVOX) has a volatility of 5.71%. This indicates that ACLAX experiences smaller price fluctuations and is considered to be less risky than TGVOX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


ACLAXTGVOXDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.05%

5.71%

-1.66%

Volatility (6M)

Calculated over the trailing 6-month period

8.63%

11.45%

-2.82%

Volatility (1Y)

Calculated over the trailing 1-year period

15.60%

20.80%

-5.20%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.64%

19.64%

-5.00%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.48%

22.32%

-4.84%

Dividends

ACLAX vs. TGVOX - Dividend Comparison

ACLAX's dividend yield for the trailing twelve months is around 13.78%, less than TGVOX's 20.25% yield.


TTM20252024202320222021202020192018201720162015
ACLAX
American Century Mid Cap Value Fund A Class
13.78%14.24%8.53%5.01%14.77%15.72%1.62%1.23%14.17%9.25%3.82%10.86%
TGVOX
TCW Relative Value Mid Cap Fund
20.25%21.70%9.54%2.34%2.54%12.69%0.75%2.43%9.90%8.25%0.56%16.12%