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

Key characteristics


ACMVXFASEX
YTD Return6.14%9.55%
1Y Return8.35%12.36%
3Y Return (Ann)6.24%8.07%
5Y Return (Ann)8.97%10.82%
10Y Return (Ann)8.45%8.97%
Sharpe Ratio0.821.02
Daily Std Dev10.98%13.21%
Max Drawdown-51.19%-55.57%
Current Drawdown0.00%-0.98%

Correlation

-0.50.00.51.00.9

The correlation between ACMVX and FASEX is 0.94, 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. FASEX - Performance Comparison

In the year-to-date period, ACMVX achieves a 6.14% return, which is significantly lower than FASEX's 9.55% return. Over the past 10 years, ACMVX has underperformed FASEX with an annualized return of 8.45%, while FASEX has yielded a comparatively higher 8.97% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


400.00%450.00%500.00%550.00%FebruaryMarchAprilMayJuneJuly
559.16%
437.40%
ACMVX
FASEX

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


American Century Mid Cap Value Fund

Nuveen Mid Cap Value Fund

ACMVX vs. FASEX - Expense Ratio Comparison

ACMVX has a 0.97% expense ratio, which is lower than FASEX's 1.16% expense ratio.


FASEX
Nuveen Mid Cap Value Fund
Expense ratio chart for FASEX: current value at 1.16% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%1.16%
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%

Risk-Adjusted Performance

ACMVX vs. FASEX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for American Century Mid Cap Value Fund (ACMVX) and Nuveen Mid Cap Value Fund (FASEX). 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 0.82, compared to the broader market-1.000.001.002.003.004.005.000.82
Sortino ratio
The chart of Sortino ratio for ACMVX, currently valued at 1.24, compared to the broader market0.005.0010.001.24
Omega ratio
The chart of Omega ratio for ACMVX, currently valued at 1.15, compared to the broader market1.002.003.004.001.15
Calmar ratio
The chart of Calmar ratio for ACMVX, currently valued at 0.67, compared to the broader market0.005.0010.0015.0020.000.67
Martin ratio
The chart of Martin ratio for ACMVX, currently valued at 1.88, compared to the broader market0.0020.0040.0060.0080.00100.001.88
FASEX
Sharpe ratio
The chart of Sharpe ratio for FASEX, currently valued at 1.02, compared to the broader market-1.000.001.002.003.004.005.001.02
Sortino ratio
The chart of Sortino ratio for FASEX, currently valued at 1.50, compared to the broader market0.005.0010.001.50
Omega ratio
The chart of Omega ratio for FASEX, currently valued at 1.18, compared to the broader market1.002.003.004.001.18
Calmar ratio
The chart of Calmar ratio for FASEX, currently valued at 0.98, compared to the broader market0.005.0010.0015.0020.000.98
Martin ratio
The chart of Martin ratio for FASEX, currently valued at 3.38, compared to the broader market0.0020.0040.0060.0080.00100.003.38

ACMVX vs. FASEX - Sharpe Ratio Comparison

The current ACMVX Sharpe Ratio is 0.82, which roughly equals the FASEX Sharpe Ratio of 1.02. The chart below compares the 12-month rolling Sharpe Ratio of ACMVX and FASEX.


Rolling 12-month Sharpe Ratio0.000.501.001.502.00FebruaryMarchAprilMayJuneJuly
0.82
1.02
ACMVX
FASEX

Dividends

ACMVX vs. FASEX - Dividend Comparison

ACMVX's dividend yield for the trailing twelve months is around 4.94%, more than FASEX's 2.84% yield.


TTM20232022202120202019201820172016201520142013
ACMVX
American Century Mid Cap Value Fund
4.94%5.24%15.00%15.95%1.83%1.46%14.51%9.49%4.05%11.06%11.12%7.41%
FASEX
Nuveen Mid Cap Value Fund
2.84%3.12%6.32%5.24%1.06%0.89%4.48%7.93%3.67%3.49%0.84%0.48%

Drawdowns

ACMVX vs. FASEX - Drawdown Comparison

The maximum ACMVX drawdown since its inception was -51.19%, smaller than the maximum FASEX drawdown of -55.57%. Use the drawdown chart below to compare losses from any high point for ACMVX and FASEX. For additional features, visit the drawdowns tool.


-6.00%-5.00%-4.00%-3.00%-2.00%-1.00%0.00%FebruaryMarchAprilMayJuneJuly0
-0.98%
ACMVX
FASEX

Volatility

ACMVX vs. FASEX - Volatility Comparison

The current volatility for American Century Mid Cap Value Fund (ACMVX) is 3.07%, while Nuveen Mid Cap Value Fund (FASEX) has a volatility of 3.82%. This indicates that ACMVX experiences smaller price fluctuations and is considered to be less risky than FASEX 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%4.50%FebruaryMarchAprilMayJuneJuly
3.07%
3.82%
ACMVX
FASEX