ACMVX vs. BIGRX
Compare and contrast key facts about American Century Mid Cap Value Fund (ACMVX) and American Century Disciplined Core Value Fund (BIGRX).
ACMVX is managed by American Century Investments. It was launched on Mar 31, 2004. BIGRX is managed by American Century Investments. It was launched on Dec 17, 1990.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: ACMVX or BIGRX.
Performance
ACMVX vs. BIGRX - Performance Comparison
Returns By Period
In the year-to-date period, ACMVX achieves a 12.77% return, which is significantly lower than BIGRX's 17.96% return. Over the past 10 years, ACMVX has underperformed BIGRX with an annualized return of 1.17%, while BIGRX has yielded a comparatively higher 1.39% annualized return.
ACMVX
12.77%
0.52%
7.83%
16.71%
2.49%
1.17%
BIGRX
17.96%
0.42%
8.22%
26.09%
1.51%
1.39%
Key characteristics
| ACMVX | BIGRX | |
|---|---|---|
| Sharpe Ratio | 1.55 | 2.43 |
| Sortino Ratio | 2.18 | 3.42 |
| Omega Ratio | 1.28 | 1.43 |
| Calmar Ratio | 0.72 | 0.89 |
| Martin Ratio | 6.90 | 13.07 |
| Ulcer Index | 2.52% | 2.06% |
| Daily Std Dev | 11.25% | 11.11% |
| Max Drawdown | -55.52% | -61.39% |
| Current Drawdown | -11.32% | -12.04% |
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ACMVX vs. BIGRX - Expense Ratio Comparison
ACMVX has a 0.97% expense ratio, which is higher than BIGRX's 0.65% expense ratio.
Correlation
The correlation between ACMVX and BIGRX is 0.92, 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.
Risk-Adjusted Performance
ACMVX vs. BIGRX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for American Century Mid Cap Value Fund (ACMVX) and American Century Disciplined Core Value Fund (BIGRX). 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.
Dividends
ACMVX vs. BIGRX - Dividend Comparison
ACMVX's dividend yield for the trailing twelve months is around 1.51%, more than BIGRX's 1.25% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
ACMVX American Century Mid Cap Value Fund | 1.51% | 1.72% | 1.80% | 1.42% | 1.33% | 1.46% | 1.81% | 1.58% | 1.29% | 1.18% | 1.11% | 1.30% |
BIGRX American Century Disciplined Core Value Fund | 1.25% | 1.55% | 2.22% | 1.27% | 1.94% | 1.97% | 2.22% | 2.34% | 2.27% | 2.38% | 2.07% | 2.02% |
Drawdowns
ACMVX vs. BIGRX - Drawdown Comparison
The maximum ACMVX drawdown since its inception was -55.52%, smaller than the maximum BIGRX drawdown of -61.39%. Use the drawdown chart below to compare losses from any high point for ACMVX and BIGRX. For additional features, visit the drawdowns tool.
Volatility
ACMVX vs. BIGRX - Volatility Comparison
American Century Mid Cap Value Fund (ACMVX) and American Century Disciplined Core Value Fund (BIGRX) have volatilities of 3.78% and 3.71%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.