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

Correlation

The correlation between ACMVX and VDIGX is 0.88, 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.


-0.50.00.51.00.9

Performance

ACMVX vs. VDIGX - Performance Comparison

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

0.00%5.00%10.00%JulyAugustSeptemberOctoberNovemberDecember
11.02%
6.82%
ACMVX
VDIGX

Key characteristics

Sharpe Ratio

ACMVX:

1.17

VDIGX:

1.80

Sortino Ratio

ACMVX:

1.69

VDIGX:

2.49

Omega Ratio

ACMVX:

1.21

VDIGX:

1.32

Calmar Ratio

ACMVX:

0.57

VDIGX:

3.29

Martin Ratio

ACMVX:

5.18

VDIGX:

9.04

Ulcer Index

ACMVX:

2.54%

VDIGX:

1.75%

Daily Std Dev

ACMVX:

11.26%

VDIGX:

8.78%

Max Drawdown

ACMVX:

-55.52%

VDIGX:

-45.23%

Current Drawdown

ACMVX:

-11.12%

VDIGX:

-2.89%

Returns By Period

In the year-to-date period, ACMVX achieves a 13.03% return, which is significantly higher than VDIGX's 12.22% return. Over the past 10 years, ACMVX has underperformed VDIGX with an annualized return of 2.39%, while VDIGX has yielded a comparatively higher 11.14% annualized return.


ACMVX

YTD

13.03%

1M

0.29%

6M

11.03%

1Y

13.09%

5Y (annualized)

2.31%

10Y (annualized)

2.39%

VDIGX

YTD

12.22%

1M

-0.61%

6M

6.82%

1Y

15.85%

5Y (annualized)

10.60%

10Y (annualized)

11.14%

Compare stocks, funds, or ETFs

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


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
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 VDIGX: current value at 0.27% compared with the broader market ranging from 0.00% to 2.12%.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 ratio
The chart of Sharpe ratio for ACMVX, currently valued at 1.17, compared to the broader market-1.000.001.002.003.004.005.001.171.80
The chart of Sortino ratio for ACMVX, currently valued at 1.69, compared to the broader market-2.000.002.004.006.008.0010.0012.001.692.49
The chart of Omega ratio for ACMVX, currently valued at 1.21, compared to the broader market1.002.003.004.001.211.32
The chart of Calmar ratio for ACMVX, currently valued at 0.57, compared to the broader market0.005.0010.0015.000.573.29
The chart of Martin ratio for ACMVX, currently valued at 5.18, compared to the broader market0.0020.0040.0060.0080.005.189.04
ACMVX
VDIGX

The current ACMVX Sharpe Ratio is 1.17, which is lower than the VDIGX Sharpe Ratio of 1.80. The chart below compares the historical Sharpe Ratios of ACMVX and VDIGX, 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 Ratio-0.500.000.501.001.502.002.503.00JulyAugustSeptemberOctoberNovemberDecember
1.17
1.80
ACMVX
VDIGX

Dividends

ACMVX vs. VDIGX - Dividend Comparison

ACMVX's dividend yield for the trailing twelve months is around 1.51%, less than VDIGX's 1.64% yield.


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%
VDIGX
Vanguard Dividend Growth Fund
1.64%1.69%1.67%1.46%1.62%1.72%2.15%1.92%1.92%1.93%1.91%1.80%

Drawdowns

ACMVX vs. VDIGX - Drawdown Comparison

The maximum ACMVX drawdown since its inception was -55.52%, which is greater than VDIGX's maximum drawdown of -45.23%. Use the drawdown chart below to compare losses from any high point for ACMVX and VDIGX. For additional features, visit the drawdowns tool.


-20.00%-15.00%-10.00%-5.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-11.12%
-2.89%
ACMVX
VDIGX

Volatility

ACMVX vs. VDIGX - Volatility Comparison

American Century Mid Cap Value Fund (ACMVX) has a higher volatility of 2.68% compared to Vanguard Dividend Growth Fund (VDIGX) at 2.15%. 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%JulyAugustSeptemberOctoberNovemberDecember
2.68%
2.15%
ACMVX
VDIGX
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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