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

Key characteristics


ACMVXVDIGX
YTD Return4.19%4.68%
1Y Return12.54%15.74%
3Y Return (Ann)6.01%8.68%
5Y Return (Ann)9.31%11.64%
10Y Return (Ann)8.95%11.18%
Sharpe Ratio1.131.66
Daily Std Dev11.46%9.37%
Max Drawdown-51.19%-45.23%
Current Drawdown0.00%-1.04%

Correlation

0.89
-1.001.00

The correlation between ACMVX and VDIGX is 0.89, 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. VDIGX - Performance Comparison

In the year-to-date period, ACMVX achieves a 4.19% return, which is significantly lower than VDIGX's 4.68% return. Over the past 10 years, ACMVX has underperformed VDIGX with an annualized return of 8.95%, while VDIGX has yielded a comparatively higher 11.18% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


450.00%500.00%550.00%600.00%OctoberNovemberDecember2024FebruaryMarch
547.07%
576.74%
ACMVX
VDIGX

Compare stocks, funds, or ETFs


American Century Mid Cap Value Fund

Vanguard Dividend Growth Fund

ACMVX vs. VDIGX - Expense Ratio Comparison

ACMVX has a 0.97% expense ratio, which is higher than VDIGX's 0.27% expense ratio.

ACMVX
American Century Mid Cap Value Fund
0.50%1.00%1.50%2.00%0.97%
0.50%1.00%1.50%2.00%0.27%

Risk-Adjusted Performance

ACMVX vs. VDIGX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for American Century Mid Cap Value Fund (ACMVX) and Vanguard Dividend Growth Fund (VDIGX). 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 ratioSortino ratioOmega ratioCalmar ratioUlcer Index
ACMVX
American Century Mid Cap Value Fund
1.13
VDIGX
Vanguard Dividend Growth Fund
1.66

ACMVX vs. VDIGX - Sharpe Ratio Comparison

The current ACMVX Sharpe Ratio is 1.13, which is lower than the VDIGX Sharpe Ratio of 1.66. The chart below compares the 12-month rolling Sharpe Ratio of ACMVX and VDIGX.


Rolling 12-month Sharpe Ratio0.000.501.001.502.00OctoberNovemberDecember2024FebruaryMarch
1.13
1.66
ACMVX
VDIGX

Dividends

ACMVX vs. VDIGX - Dividend Comparison

ACMVX's dividend yield for the trailing twelve months is around 5.12%, more than VDIGX's 2.08% yield.


TTM20232022202120202019201820172016201520142013
ACMVX
American Century Mid Cap Value Fund
5.12%5.24%15.00%15.95%1.83%1.46%14.51%9.49%4.05%11.06%11.12%7.41%
VDIGX
Vanguard Dividend Growth Fund
2.08%2.29%6.06%5.45%2.83%4.70%8.84%5.16%2.86%5.69%3.41%2.28%

Drawdowns

ACMVX vs. VDIGX - Drawdown Comparison

The maximum ACMVX drawdown since its inception was -51.19%, which is greater than VDIGX's maximum drawdown of -45.23%. The drawdown chart below compares losses from any high point along the way for ACMVX and VDIGX


-14.00%-12.00%-10.00%-8.00%-6.00%-4.00%-2.00%0.00%OctoberNovemberDecember2024FebruaryMarch0
-1.04%
ACMVX
VDIGX

Volatility

ACMVX vs. VDIGX - Volatility Comparison

American Century Mid Cap Value Fund (ACMVX) has a higher volatility of 2.77% compared to Vanguard Dividend Growth Fund (VDIGX) at 1.79%. This indicates that ACMVX's price experiences larger fluctuations and is considered to be riskier than VDIGX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


1.50%2.00%2.50%3.00%3.50%4.00%4.50%5.00%OctoberNovemberDecember2024FebruaryMarch
2.77%
1.79%
ACMVX
VDIGX