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

Correlation

The correlation between ACMVX and TEGAX is 0.87, 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. TEGAX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in American Century Mid Cap Value Fund (ACMVX) and Touchstone Mid Cap Growth Fund (TEGAX). The values are adjusted to include any dividend payments, if applicable.

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Key characteristics

Sharpe Ratio

ACMVX:

-0.10

TEGAX:

0.46

Sortino Ratio

ACMVX:

-0.01

TEGAX:

0.80

Omega Ratio

ACMVX:

1.00

TEGAX:

1.11

Calmar Ratio

ACMVX:

-0.06

TEGAX:

0.37

Martin Ratio

ACMVX:

-0.20

TEGAX:

1.30

Ulcer Index

ACMVX:

7.90%

TEGAX:

9.35%

Daily Std Dev

ACMVX:

16.67%

TEGAX:

27.13%

Max Drawdown

ACMVX:

-55.52%

TEGAX:

-53.30%

Current Drawdown

ACMVX:

-19.44%

TEGAX:

-13.33%

Returns By Period

In the year-to-date period, ACMVX achieves a 0.94% return, which is significantly lower than TEGAX's 4.20% return. Over the past 10 years, ACMVX has underperformed TEGAX with an annualized return of 0.82%, while TEGAX has yielded a comparatively higher 3.78% annualized return.


ACMVX

YTD

0.94%

1M

4.47%

6M

-9.21%

1Y

-1.74%

5Y*

5.68%

10Y*

0.82%

TEGAX

YTD

4.20%

1M

18.33%

6M

-1.87%

1Y

12.36%

5Y*

6.25%

10Y*

3.78%

*Annualized

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ACMVX vs. TEGAX - Expense Ratio Comparison

ACMVX has a 0.97% expense ratio, which is lower than TEGAX's 1.21% expense ratio.


Risk-Adjusted Performance

ACMVX vs. TEGAX — Risk-Adjusted Performance Rank

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

ACMVX
The Risk-Adjusted Performance Rank of ACMVX is 1313
Overall Rank
The Sharpe Ratio Rank of ACMVX is 1313
Sharpe Ratio Rank
The Sortino Ratio Rank of ACMVX is 1313
Sortino Ratio Rank
The Omega Ratio Rank of ACMVX is 1313
Omega Ratio Rank
The Calmar Ratio Rank of ACMVX is 1313
Calmar Ratio Rank
The Martin Ratio Rank of ACMVX is 1313
Martin Ratio Rank

TEGAX
The Risk-Adjusted Performance Rank of TEGAX is 4848
Overall Rank
The Sharpe Ratio Rank of TEGAX is 4848
Sharpe Ratio Rank
The Sortino Ratio Rank of TEGAX is 4949
Sortino Ratio Rank
The Omega Ratio Rank of TEGAX is 4949
Omega Ratio Rank
The Calmar Ratio Rank of TEGAX is 4949
Calmar Ratio Rank
The Martin Ratio Rank of TEGAX is 4343
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

ACMVX vs. TEGAX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for American Century Mid Cap Value Fund (ACMVX) and Touchstone Mid Cap Growth Fund (TEGAX). 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.


The current ACMVX Sharpe Ratio is -0.10, which is lower than the TEGAX Sharpe Ratio of 0.46. The chart below compares the historical Sharpe Ratios of ACMVX and TEGAX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Dividends

ACMVX vs. TEGAX - Dividend Comparison

ACMVX's dividend yield for the trailing twelve months is around 1.60%, less than TEGAX's 2.85% yield.


TTM20242023202220212020201920182017201620152014
ACMVX
American Century Mid Cap Value Fund
1.60%1.70%1.72%1.80%1.42%1.33%1.46%1.81%1.58%1.29%1.18%1.11%
TEGAX
Touchstone Mid Cap Growth Fund
2.85%2.97%0.00%2.69%16.97%6.67%7.00%8.53%10.06%2.59%0.00%13.69%

Drawdowns

ACMVX vs. TEGAX - Drawdown Comparison

The maximum ACMVX drawdown since its inception was -55.52%, roughly equal to the maximum TEGAX drawdown of -53.30%. Use the drawdown chart below to compare losses from any high point for ACMVX and TEGAX. For additional features, visit the drawdowns tool.


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Volatility

ACMVX vs. TEGAX - Volatility Comparison

The current volatility for American Century Mid Cap Value Fund (ACMVX) is 4.92%, while Touchstone Mid Cap Growth Fund (TEGAX) has a volatility of 7.90%. This indicates that ACMVX experiences smaller price fluctuations and is considered to be less risky than TEGAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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