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ACMVX vs. BIGRX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Key characteristics


ACMVXBIGRX
YTD Return4.91%9.58%
1Y Return5.70%14.18%
3Y Return (Ann)5.83%3.97%
5Y Return (Ann)8.70%9.22%
10Y Return (Ann)8.31%8.41%
Sharpe Ratio0.561.40
Daily Std Dev10.97%10.43%
Max Drawdown-51.19%-58.04%
Current Drawdown-1.16%-2.14%

Correlation

-0.50.00.51.00.9

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.

Performance

ACMVX vs. BIGRX - Performance Comparison

In the year-to-date period, ACMVX achieves a 4.91% return, which is significantly lower than BIGRX's 9.58% return. Both investments have delivered pretty close results over the past 10 years, with ACMVX having a 8.31% annualized return and BIGRX not far ahead at 8.41%. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


300.00%350.00%400.00%450.00%500.00%550.00%FebruaryMarchAprilMayJuneJuly
551.52%
349.82%
ACMVX
BIGRX

Compare stocks, funds, or ETFs

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


American Century Mid Cap Value Fund

American Century Disciplined Core Value Fund

ACMVX vs. BIGRX - Expense Ratio Comparison

ACMVX has a 0.97% expense ratio, which is higher than BIGRX's 0.65% expense ratio.


ACMVX
American Century Mid Cap Value Fund
Expense ratio chart for ACMVX: current value at 0.97% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.97%
Expense ratio chart for BIGRX: current value at 0.65% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.65%

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.


ACMVX
Sharpe ratio
The chart of Sharpe ratio for ACMVX, currently valued at 0.56, compared to the broader market-1.000.001.002.003.004.000.56
Sortino ratio
The chart of Sortino ratio for ACMVX, currently valued at 0.87, compared to the broader market0.005.0010.000.87
Omega ratio
The chart of Omega ratio for ACMVX, currently valued at 1.10, compared to the broader market1.002.003.004.001.10
Calmar ratio
The chart of Calmar ratio for ACMVX, currently valued at 0.46, compared to the broader market0.005.0010.0015.0020.000.46
Martin ratio
The chart of Martin ratio for ACMVX, currently valued at 1.28, compared to the broader market0.0020.0040.0060.0080.00100.001.28
BIGRX
Sharpe ratio
The chart of Sharpe ratio for BIGRX, currently valued at 1.40, compared to the broader market-1.000.001.002.003.004.001.40
Sortino ratio
The chart of Sortino ratio for BIGRX, currently valued at 2.04, compared to the broader market0.005.0010.002.04
Omega ratio
The chart of Omega ratio for BIGRX, currently valued at 1.24, compared to the broader market1.002.003.004.001.24
Calmar ratio
The chart of Calmar ratio for BIGRX, currently valued at 0.81, compared to the broader market0.005.0010.0015.0020.000.81
Martin ratio
The chart of Martin ratio for BIGRX, currently valued at 4.51, compared to the broader market0.0020.0040.0060.0080.00100.004.51

ACMVX vs. BIGRX - Sharpe Ratio Comparison

The current ACMVX Sharpe Ratio is 0.56, which is lower than the BIGRX Sharpe Ratio of 1.40. The chart below compares the 12-month rolling Sharpe Ratio of ACMVX and BIGRX.


Rolling 12-month Sharpe Ratio0.000.501.001.502.00FebruaryMarchAprilMayJuneJuly
0.56
1.40
ACMVX
BIGRX

Dividends

ACMVX vs. BIGRX - Dividend Comparison

ACMVX's dividend yield for the trailing twelve months is around 4.99%, more than BIGRX's 1.45% yield.


TTM20232022202120202019201820172016201520142013
ACMVX
American Century Mid Cap Value Fund
4.99%5.24%15.00%15.95%1.83%1.46%14.51%9.49%4.05%11.06%11.12%7.41%
BIGRX
American Century Disciplined Core Value Fund
1.45%1.55%2.22%28.04%16.19%3.90%12.86%9.32%3.91%9.22%7.48%2.02%

Drawdowns

ACMVX vs. BIGRX - Drawdown Comparison

The maximum ACMVX drawdown since its inception was -51.19%, smaller than the maximum BIGRX drawdown of -58.04%. Use the drawdown chart below to compare losses from any high point for ACMVX and BIGRX. For additional features, visit the drawdowns tool.


-6.00%-5.00%-4.00%-3.00%-2.00%-1.00%0.00%FebruaryMarchAprilMayJuneJuly
-1.16%
-2.14%
ACMVX
BIGRX

Volatility

ACMVX vs. BIGRX - Volatility Comparison

American Century Mid Cap Value Fund (ACMVX) has a higher volatility of 3.28% compared to American Century Disciplined Core Value Fund (BIGRX) at 2.92%. This indicates that ACMVX's price experiences larger fluctuations and is considered to be riskier than BIGRX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%2.50%3.00%3.50%4.00%FebruaryMarchAprilMayJuneJuly
3.28%
2.92%
ACMVX
BIGRX