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ACSNX vs. TWEIX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

ACSNX vs. TWEIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in American Century Short Duration Fund (ACSNX) and American Century Equity Income Fund (TWEIX). The values are adjusted to include any dividend payments, if applicable.

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ACSNX vs. TWEIX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
ACSNX
American Century Short Duration Fund
-0.20%5.65%4.69%4.72%-4.68%0.97%4.03%3.95%1.35%1.42%
TWEIX
American Century Equity Income Fund
2.58%11.84%10.51%3.92%-3.06%16.83%1.10%24.14%-3.77%13.35%

Returns By Period

In the year-to-date period, ACSNX achieves a -0.20% return, which is significantly lower than TWEIX's 2.58% return. Over the past 10 years, ACSNX has underperformed TWEIX with an annualized return of 2.26%, while TWEIX has yielded a comparatively higher 8.66% annualized return.


ACSNX

1D
0.20%
1M
-1.01%
YTD
-0.20%
6M
0.99%
1Y
3.98%
3Y*
4.40%
5Y*
2.07%
10Y*
2.26%

TWEIX

1D
-0.12%
1M
-5.77%
YTD
2.58%
6M
4.41%
1Y
9.60%
3Y*
9.46%
5Y*
7.27%
10Y*
8.66%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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ACSNX vs. TWEIX - Expense Ratio Comparison

ACSNX has a 0.57% expense ratio, which is lower than TWEIX's 0.94% expense ratio.


Return for Risk

ACSNX vs. TWEIX — Risk / Return Rank

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

ACSNX
ACSNX Risk / Return Rank: 9696
Overall Rank
ACSNX Sharpe Ratio Rank: 9595
Sharpe Ratio Rank
ACSNX Sortino Ratio Rank: 9797
Sortino Ratio Rank
ACSNX Omega Ratio Rank: 9696
Omega Ratio Rank
ACSNX Calmar Ratio Rank: 9696
Calmar Ratio Rank
ACSNX Martin Ratio Rank: 9696
Martin Ratio Rank

TWEIX
TWEIX Risk / Return Rank: 4444
Overall Rank
TWEIX Sharpe Ratio Rank: 4747
Sharpe Ratio Rank
TWEIX Sortino Ratio Rank: 4646
Sortino Ratio Rank
TWEIX Omega Ratio Rank: 4343
Omega Ratio Rank
TWEIX Calmar Ratio Rank: 4242
Calmar Ratio Rank
TWEIX Martin Ratio Rank: 4141
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

ACSNX vs. TWEIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for American Century Short Duration Fund (ACSNX) and American Century Equity Income Fund (TWEIX). 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.


ACSNXTWEIXDifference

Sharpe ratio

Return per unit of total volatility

2.24

0.91

+1.33

Sortino ratio

Return per unit of downside risk

3.99

1.33

+2.66

Omega ratio

Gain probability vs. loss probability

1.59

1.18

+0.41

Calmar ratio

Return relative to maximum drawdown

3.71

1.07

+2.64

Martin ratio

Return relative to average drawdown

14.92

4.18

+10.74

ACSNX vs. TWEIX - Sharpe Ratio Comparison

The current ACSNX Sharpe Ratio is 2.24, which is higher than the TWEIX Sharpe Ratio of 0.91. The chart below compares the historical Sharpe Ratios of ACSNX and TWEIX, 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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Sharpe Ratios by Period


ACSNXTWEIXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.24

0.91

+1.33

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.96

0.68

+0.28

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

1.20

0.65

+0.55

Sharpe Ratio (All Time)

Calculated using the full available price history

1.37

0.75

+0.62

Correlation

The correlation between ACSNX and TWEIX is -0.08. This indicates that the assets' prices tend to move in opposite directions. Negative correlation can be particularly beneficial for diversification and risk management, as one asset may offset the losses of the other during market fluctuations.


Dividends

ACSNX vs. TWEIX - Dividend Comparison

ACSNX's dividend yield for the trailing twelve months is around 4.13%, less than TWEIX's 10.11% yield.


TTM20252024202320222021202020192018201720162015
ACSNX
American Century Short Duration Fund
4.13%4.55%4.56%3.96%1.60%1.74%1.51%2.59%2.53%1.91%1.62%1.73%
TWEIX
American Century Equity Income Fund
10.11%10.35%11.51%8.02%8.76%6.83%2.00%7.38%8.79%11.95%7.88%10.49%

Drawdowns

ACSNX vs. TWEIX - Drawdown Comparison

The maximum ACSNX drawdown since its inception was -6.50%, smaller than the maximum TWEIX drawdown of -39.30%. Use the drawdown chart below to compare losses from any high point for ACSNX and TWEIX.


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Drawdown Indicators


ACSNXTWEIXDifference

Max Drawdown

Largest peak-to-trough decline

-6.50%

-39.30%

+32.80%

Max Drawdown (1Y)

Largest decline over 1 year

-1.21%

-8.86%

+7.65%

Max Drawdown (5Y)

Largest decline over 5 years

-6.50%

-13.69%

+7.19%

Max Drawdown (10Y)

Largest decline over 10 years

-6.50%

-32.82%

+26.32%

Current Drawdown

Current decline from peak

-1.01%

-5.77%

+4.76%

Average Drawdown

Average peak-to-trough decline

-0.59%

-4.17%

+3.58%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.30%

2.33%

-2.03%

Volatility

ACSNX vs. TWEIX - Volatility Comparison

The current volatility for American Century Short Duration Fund (ACSNX) is 0.60%, while American Century Equity Income Fund (TWEIX) has a volatility of 2.79%. This indicates that ACSNX experiences smaller price fluctuations and is considered to be less risky than TWEIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


ACSNXTWEIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.60%

2.79%

-2.19%

Volatility (6M)

Calculated over the trailing 6-month period

1.22%

6.06%

-4.84%

Volatility (1Y)

Calculated over the trailing 1-year period

1.97%

11.59%

-9.62%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

2.17%

10.70%

-8.53%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

1.89%

13.35%

-11.46%