ACLC vs. SUPP

Last updated Jun 4, 2026

ACLC (American Century Large Cap Equity ETF) and SUPP (TCW Transform Supply Chain ETF) are both Large Cap Blend Equities funds. Both are actively managed. Over the past 3 years, ACLC returned 17.71%/yr vs 19.34%/yr for SUPP. Their correlation of 0.84 suggests significant overlap in exposure. ACLC charges 0.39%/yr vs 0.75%/yr for SUPP.

Performance

ACLC vs. SUPP - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in American Century Large Cap Equity ETF (ACLC) and TCW Transform Supply Chain ETF (SUPP). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, ACLC achieves a 8.74% return, which is significantly lower than SUPP's 21.37% return.

ACLC

• 1D: -0.64%
• 1M: 4.82%
• YTD: 8.74%
• 6M: 7.84%
• 1Y: 22.81%
• 3Y*: 17.71%
• 5Y*: 10.97%
• 10Y*: —

SUPP

• 1D: -0.15%
• 1M: 6.38%
• YTD: 21.37%
• 6M: 18.97%
• 1Y: 32.28%
• 3Y*: 19.34%
• 5Y*: —
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

ACLC vs. SUPP - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023
ACLC American Century Large Cap Equity ETF	8.74%	11.80%	19.96%	15.69%
SUPP TCW Transform Supply Chain ETF	21.37%	11.65%	10.95%	12.29%

Correlation

The correlation between ACLC and SUPP is 0.80, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.80
Correlation (3Y) Calculated over the trailing 3-year period	0.84
Correlation (All Time) Calculated using the full available price history since Feb 16, 2023	0.84

The correlation between ACLC and SUPP has been stable across timeframes, ranging from 0.80 to 0.84 - a consistent structural relationship.

Return for Risk

ACLC vs. SUPP — Risk / Return Rank

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

ACLC

ACLC Risk / Return Rank: 53
ACLC Sharpe Ratio Rank: 56
ACLC Sortino Ratio Rank: 55
ACLC Omega Ratio Rank: 53
ACLC Calmar Ratio Rank: 46
ACLC Martin Ratio Rank: 58

SUPP

SUPP Risk / Return Rank: 50
SUPP Sharpe Ratio Rank: 49
SUPP Sortino Ratio Rank: 49
SUPP Omega Ratio Rank: 47
SUPP Calmar Ratio Rank: 49
SUPP Martin Ratio Rank: 57

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.

ACLC vs. SUPP - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for American Century Large Cap Equity ETF (ACLC) and TCW Transform Supply Chain ETF (SUPP). 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.

	ACLC	SUPP	Difference
Sharpe ratio: Return per unit of total volatility	1.86	1.68	+0.19
Sortino ratio: Return per unit of downside risk	2.59	2.38	+0.21
Omega ratio: Gain probability vs. loss probability	1.33	1.30	+0.03
Calmar ratio: Return relative to maximum drawdown	2.23	2.39	-0.16
Martin ratio: Return relative to average drawdown	10.01	9.82	+0.19
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

ACLC vs. SUPP - Sharpe Ratio Comparison

The current ACLC Sharpe Ratio is 1.86, which is comparable to the SUPP Sharpe Ratio of 1.68. The chart below compares the historical Sharpe Ratios of ACLC and SUPP, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	ACLC	SUPP	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.86	1.68	+0.19
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.64	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.85	0.89	-0.04

Drawdowns

ACLC vs. SUPP - Drawdown Comparison

The maximum ACLC drawdown since its inception was -26.44%, which is greater than SUPP's maximum drawdown of -25.03%. Use the drawdown chart below to compare losses from any high point for ACLC and SUPP.

Drawdown Indicators

	ACLC	SUPP	Difference
Max Drawdown Largest peak-to-trough decline	-26.44%	-25.03%	-1.41%
Max Drawdown (1Y) Largest decline over 1 year	-10.28%	-13.59%	+3.31%
Max Drawdown (3Y) Largest decline over 3 years	-20.49%	-25.03%	+4.54%
Max Drawdown (5Y) Largest decline over 5 years	-26.44%	—	—
Current Drawdown Current decline from peak	-0.64%	-0.15%	-0.49%
Average Drawdown Average peak-to-trough decline	-5.88%	-4.41%	-1.47%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.28%	3.29%	-1.01%

Volatility

ACLC vs. SUPP - Volatility Comparison

The current volatility for American Century Large Cap Equity ETF (ACLC) is 2.93%, while TCW Transform Supply Chain ETF (SUPP) has a volatility of 7.15%. This indicates that ACLC experiences smaller price fluctuations and is considered to be less risky than SUPP based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	ACLC	SUPP	Difference
Volatility (1M) Calculated over the trailing 1-month period	2.93%	7.15%	-4.22%
Volatility (6M) Calculated over the trailing 6-month period	9.51%	16.42%	-6.91%
Volatility (1Y) Calculated over the trailing 1-year period	12.32%	19.38%	-7.06%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	17.19%	19.44%	-2.25%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	17.12%	19.44%	-2.32%

ACLC vs. SUPP - Expense Ratio Comparison

ACLC has a 0.39% expense ratio, which is lower than SUPP's 0.75% expense ratio.

Dividends

ACLC vs. SUPP - Dividend Comparison

ACLC's dividend yield for the trailing twelve months is around 0.56%, more than SUPP's 0.29% yield.

Position	TTM	2025	2024	2023	2022	2021	2020
ACLC American Century Large Cap Equity ETF	0.56%	0.64%	0.89%	1.09%	1.10%	0.72%	0.43%
SUPP TCW Transform Supply Chain ETF	0.29%	0.35%	0.49%	0.45%	0.00%	0.00%	0.00%

Frequently Asked Questions

Can I hold both ACLC and SUPP in my portfolio?

ACLC and SUPP have a correlation of 0.80, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, ACLC or SUPP?

SUPP has higher volatility (7.15%) compared to ACLC (2.93%). In terms of maximum drawdown, ACLC dropped -26.44% vs SUPP's -25.03%.

Which ETF is better, ACLC or SUPP?

On 3-year performance, SUPP leads with 19.34% vs 17.71% for ACLC. On fees, ACLC is cheaper at 0.39% per year. On volatility, ACLC has been the lower-risk option at 2.93%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, ACLC or SUPP?

Over the 3-year period, SUPP has performed better with a 19.34% return vs 17.71%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, ACLC or SUPP?

ACLC is cheaper with a 0.39% expense ratio, compared with 0.75% for SUPP.

Which ETF pays a higher dividend yield, ACLC or SUPP?

ACLC has the higher dividend yield at 0.56%, compared with 0.29% for SUPP.

What is the main difference between ACLC and SUPP?

They also come from different issuers: American Century and TCW. Their fees differ too: 0.39% for ACLC and 0.75% for SUPP.

Which has better risk-adjusted returns?

ACLC currently has the higher Sharpe Ratio (1.86 vs 1.68), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.