AFDAX vs. BIGRX

Last updated Jun 23, 2026

AFDAX (American Century Sustainable Equity Fund) and BIGRX (American Century Disciplined Core Value Fund) are both mutual funds - AFDAX is a Large Cap Blend Equities fund managed by American Century, while BIGRX is a Large Cap Value Equities fund managed by American Century. Over the past 10 years, AFDAX returned 14.07%/yr vs 11.35%/yr for BIGRX. Their correlation of 0.93 suggests significant overlap in exposure. AFDAX charges 1.04%/yr vs 0.65%/yr for BIGRX.

Performance

AFDAX vs. BIGRX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in American Century Sustainable Equity Fund (AFDAX) and American Century Disciplined Core Value Fund (BIGRX). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, AFDAX achieves a 7.14% return, which is significantly lower than BIGRX's 12.02% return. Over the past 10 years, AFDAX has outperformed BIGRX with an annualized return of 14.07%, while BIGRX has yielded a comparatively lower 11.35% annualized return.

AFDAX

• 1D: 1.01%
• 1M: 0.95%
• YTD: 7.14%
• 6M: 6.69%
• 1Y: 20.89%
• 3Y*: 15.56%
• 5Y*: 10.37%
• 10Y*: 14.07%

BIGRX

• 1D: 0.23%
• 1M: 2.08%
• YTD: 12.02%
• 6M: 10.96%
• 1Y: 29.04%
• 3Y*: 16.29%
• 5Y*: 8.77%
• 10Y*: 11.35%

*Multi-year figures are annualized to reflect compound growth (CAGR)

AFDAX vs. BIGRX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
AFDAX American Century Sustainable Equity Fund	7.14%	10.91%	19.26%	23.90%	-19.72%	28.32%	18.99%	33.51%	-5.12%	25.51%
BIGRX American Century Disciplined Core Value Fund	12.02%	14.85%	13.26%	8.44%	-12.59%	24.22%	11.86%	24.00%	-6.37%	20.63%

Correlation

The correlation between AFDAX and BIGRX is 0.82, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.82
Correlation (3Y) Calculated over the trailing 3-year period	0.81
Correlation (5Y) Calculated over the trailing 5-year period	0.84
Correlation (10Y) Calculated over the trailing 10-year period	0.88
Correlation (All Time) Calculated using the full available price history since Jan 3, 2005	0.93

The correlation between AFDAX and BIGRX shifts across timeframes, from 0.81 (3 years) to 0.93 (all time), reflecting how their relationship changes across market environments.

Return for Risk

AFDAX vs. BIGRX — Risk / Return Rank

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

AFDAX

AFDAX Risk / Return Rank: 36
AFDAX Sharpe Ratio Rank: 35
AFDAX Sortino Ratio Rank: 33
AFDAX Omega Ratio Rank: 35
AFDAX Calmar Ratio Rank: 32
AFDAX Martin Ratio Rank: 45

BIGRX

BIGRX Risk / Return Rank: 82
BIGRX Sharpe Ratio Rank: 83
BIGRX Sortino Ratio Rank: 81
BIGRX Omega Ratio Rank: 76
BIGRX Calmar Ratio Rank: 83
BIGRX Martin Ratio Rank: 87

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.

AFDAX vs. BIGRX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for American Century Sustainable Equity Fund (AFDAX) and American Century Disciplined Core Value Fund (BIGRX). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.

	AFDAX	BIGRX	Difference
Sharpe ratio: Return per unit of total volatility	1.60	2.49	-0.89
Sortino ratio: Return per unit of downside risk	2.22	3.53	-1.31
Omega ratio: Gain probability vs. loss probability	1.29	1.45	-0.16
Calmar ratio: Return relative to maximum drawdown	2.01	3.67	-1.65
Martin ratio: Return relative to average drawdown	8.94	15.35	-6.41

AFDAX vs. BIGRX - Sharpe Ratio Comparison

The current AFDAX Sharpe Ratio is 1.60, which is lower than the BIGRX Sharpe Ratio of 2.49. The chart below compares the historical Sharpe Ratios of AFDAX and BIGRX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Drawdowns

AFDAX vs. BIGRX - Drawdown Comparison

The maximum AFDAX drawdown since its inception was -53.00%, smaller than the maximum BIGRX drawdown of -58.04%. Use the drawdown chart below to compare losses from any high point for AFDAX and BIGRX.

Drawdown Indicators

	AFDAX	BIGRX	Difference
Max Drawdown Largest peak-to-trough decline	-53.00%	-58.04%	+5.04%
Max Drawdown (1Y) Largest decline over 1 year	-10.20%	-7.95%	-2.25%
Max Drawdown (3Y) Largest decline over 3 years	-20.59%	-18.24%	-2.35%
Max Drawdown (5Y) Largest decline over 5 years	-26.67%	-22.19%	-4.48%
Max Drawdown (10Y) Largest decline over 10 years	-34.35%	-32.62%	-1.73%
Current Drawdown Current decline from peak	-1.30%	-1.38%	+0.08%
Average Drawdown Average peak-to-trough decline	-7.51%	-8.99%	+1.48%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.29%	1.90%	+0.39%

Volatility

AFDAX vs. BIGRX - Volatility Comparison

American Century Sustainable Equity Fund (AFDAX) has a higher volatility of 4.82% compared to American Century Disciplined Core Value Fund (BIGRX) at 4.32%. This indicates that AFDAX's price experiences larger fluctuations and is considered to be riskier than BIGRX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	AFDAX	BIGRX	Difference
Volatility (1M) Calculated over the trailing 1-month period	4.82%	4.32%	+0.50%
Volatility (6M) Calculated over the trailing 6-month period	10.22%	8.95%	+1.27%
Volatility (1Y) Calculated over the trailing 1-year period	12.80%	11.69%	+1.11%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	17.45%	14.98%	+2.47%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	18.66%	16.86%	+1.80%

AFDAX vs. BIGRX - Expense Ratio Comparison

AFDAX has a 1.04% expense ratio, which is higher than BIGRX's 0.65% expense ratio.

Dividends

AFDAX vs. BIGRX - Dividend Comparison

AFDAX's dividend yield for the trailing twelve months is around 21.49%, more than BIGRX's 8.32% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
AFDAX American Century Sustainable Equity Fund	21.49%	23.02%	6.42%	1.52%	0.38%	2.15%	0.16%	0.63%	8.15%	2.68%	0.93%	0.83%
BIGRX American Century Disciplined Core Value Fund	8.32%	9.05%	1.32%	1.55%	1.88%	28.04%	16.19%	3.90%	13.40%	9.32%	3.91%	9.22%

Frequently Asked Questions

Can I hold both AFDAX and BIGRX in my portfolio?

AFDAX and BIGRX have a correlation of 0.82, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, AFDAX or BIGRX?

AFDAX has higher volatility (4.82%) compared to BIGRX (4.32%). In terms of maximum drawdown, AFDAX dropped -53.00% vs BIGRX's -58.04%.

Which has better risk-adjusted returns?

BIGRX currently has the higher Sharpe Ratio (2.49 vs 1.60), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.