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

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.

-10.00%-5.00%0.00%5.00%10.00%15.00%JuneJulyAugustSeptemberOctoberNovember
7.90%
11.42%
ACMVX
TEGAX

Returns By Period

In the year-to-date period, ACMVX achieves a 12.77% return, which is significantly lower than TEGAX's 17.13% return. Over the past 10 years, ACMVX has underperformed TEGAX with an annualized return of 1.17%, while TEGAX has yielded a comparatively higher 3.24% annualized return.


ACMVX

YTD

12.77%

1M

0.52%

6M

7.83%

1Y

16.71%

5Y (annualized)

2.49%

10Y (annualized)

1.17%

TEGAX

YTD

17.13%

1M

4.24%

6M

10.85%

1Y

28.88%

5Y (annualized)

3.62%

10Y (annualized)

3.24%

Key characteristics


ACMVXTEGAX
Sharpe Ratio1.551.89
Sortino Ratio2.182.64
Omega Ratio1.281.32
Calmar Ratio0.720.91
Martin Ratio6.906.25
Ulcer Index2.52%4.83%
Daily Std Dev11.25%15.97%
Max Drawdown-55.52%-58.44%
Current Drawdown-11.32%-13.62%

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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.


TEGAX
Touchstone Mid Cap Growth Fund
Expense ratio chart for TEGAX: current value at 1.21% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%1.21%
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%

Correlation

-0.50.00.51.00.8

The correlation between ACMVX and TEGAX is 0.82, 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. 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.


Sharpe ratio
The chart of Sharpe ratio for ACMVX, currently valued at 1.55, compared to the broader market0.002.004.001.551.89
The chart of Sortino ratio for ACMVX, currently valued at 2.18, compared to the broader market0.005.0010.002.182.64
The chart of Omega ratio for ACMVX, currently valued at 1.28, compared to the broader market1.002.003.004.001.281.32
The chart of Calmar ratio for ACMVX, currently valued at 0.72, compared to the broader market0.005.0010.0015.0020.0025.000.720.91
The chart of Martin ratio for ACMVX, currently valued at 6.90, compared to the broader market0.0020.0040.0060.0080.00100.006.906.25
ACMVX
TEGAX

The current ACMVX Sharpe Ratio is 1.55, which is comparable to the TEGAX Sharpe Ratio of 1.89. 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.

Rolling 12-month Sharpe Ratio0.000.501.001.502.002.50JuneJulyAugustSeptemberOctoberNovember
1.55
1.89
ACMVX
TEGAX

Dividends

ACMVX vs. TEGAX - Dividend Comparison

ACMVX's dividend yield for the trailing twelve months is around 1.51%, while TEGAX has not paid dividends to shareholders.


TTM20232022202120202019201820172016201520142013
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%
TEGAX
Touchstone Mid Cap Growth Fund
0.00%0.00%0.00%0.00%0.00%0.02%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

ACMVX vs. TEGAX - Drawdown Comparison

The maximum ACMVX drawdown since its inception was -55.52%, roughly equal to the maximum TEGAX drawdown of -58.44%. Use the drawdown chart below to compare losses from any high point for ACMVX and TEGAX. For additional features, visit the drawdowns tool.


-30.00%-25.00%-20.00%-15.00%-10.00%JuneJulyAugustSeptemberOctoberNovember
-11.32%
-13.62%
ACMVX
TEGAX

Volatility

ACMVX vs. TEGAX - Volatility Comparison

The current volatility for American Century Mid Cap Value Fund (ACMVX) is 3.78%, while Touchstone Mid Cap Growth Fund (TEGAX) has a volatility of 5.81%. 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.


2.00%3.00%4.00%5.00%6.00%7.00%JuneJulyAugustSeptemberOctoberNovember
3.78%
5.81%
ACMVX
TEGAX