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AIOIX vs. ACFOX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between AIOIX and ACFOX is 0.71, 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

AIOIX vs. ACFOX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in American Century International Opportunities Fund (AIOIX) and American Century Investments Focused Dynamic Growth Fund (ACFOX). The values are adjusted to include any dividend payments, if applicable.

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Key characteristics

Sharpe Ratio

AIOIX:

0.15

ACFOX:

0.52

Sortino Ratio

AIOIX:

0.36

ACFOX:

0.87

Omega Ratio

AIOIX:

1.05

ACFOX:

1.12

Calmar Ratio

AIOIX:

0.07

ACFOX:

0.52

Martin Ratio

AIOIX:

0.62

ACFOX:

1.58

Ulcer Index

AIOIX:

4.97%

ACFOX:

8.84%

Daily Std Dev

AIOIX:

18.28%

ACFOX:

28.78%

Max Drawdown

AIOIX:

-75.21%

ACFOX:

-59.40%

Current Drawdown

AIOIX:

-36.27%

ACFOX:

-13.53%

Returns By Period

In the year-to-date period, AIOIX achieves a 5.35% return, which is significantly higher than ACFOX's -8.44% return. Over the past 10 years, AIOIX has underperformed ACFOX with an annualized return of 0.85%, while ACFOX has yielded a comparatively higher 14.11% annualized return.


AIOIX

YTD

5.35%

1M

12.34%

6M

1.69%

1Y

3.10%

5Y*

0.46%

10Y*

0.85%

ACFOX

YTD

-8.44%

1M

10.22%

6M

-6.23%

1Y

15.13%

5Y*

12.07%

10Y*

14.11%

*Annualized

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AIOIX vs. ACFOX - Expense Ratio Comparison

AIOIX has a 1.48% expense ratio, which is higher than ACFOX's 0.85% expense ratio.


Risk-Adjusted Performance

AIOIX vs. ACFOX — Risk-Adjusted Performance Rank

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

AIOIX
The Risk-Adjusted Performance Rank of AIOIX is 3333
Overall Rank
The Sharpe Ratio Rank of AIOIX is 3333
Sharpe Ratio Rank
The Sortino Ratio Rank of AIOIX is 3434
Sortino Ratio Rank
The Omega Ratio Rank of AIOIX is 3333
Omega Ratio Rank
The Calmar Ratio Rank of AIOIX is 2828
Calmar Ratio Rank
The Martin Ratio Rank of AIOIX is 3636
Martin Ratio Rank

ACFOX
The Risk-Adjusted Performance Rank of ACFOX is 6060
Overall Rank
The Sharpe Ratio Rank of ACFOX is 6060
Sharpe Ratio Rank
The Sortino Ratio Rank of ACFOX is 6161
Sortino Ratio Rank
The Omega Ratio Rank of ACFOX is 5858
Omega Ratio Rank
The Calmar Ratio Rank of ACFOX is 6767
Calmar Ratio Rank
The Martin Ratio Rank of ACFOX is 5454
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

AIOIX vs. ACFOX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for American Century International Opportunities Fund (AIOIX) and American Century Investments Focused Dynamic Growth Fund (ACFOX). 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.


The current AIOIX Sharpe Ratio is 0.15, which is lower than the ACFOX Sharpe Ratio of 0.52. The chart below compares the historical Sharpe Ratios of AIOIX and ACFOX, 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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Dividends

AIOIX vs. ACFOX - Dividend Comparison

AIOIX's dividend yield for the trailing twelve months is around 0.10%, while ACFOX has not paid dividends to shareholders.


TTM20242023202220212020201920182017201620152014
AIOIX
American Century International Opportunities Fund
0.10%0.33%0.23%0.00%0.38%0.00%0.91%1.30%0.54%0.04%1.11%0.39%
ACFOX
American Century Investments Focused Dynamic Growth Fund
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%1.14%1.33%1.32%

Drawdowns

AIOIX vs. ACFOX - Drawdown Comparison

The maximum AIOIX drawdown since its inception was -75.21%, which is greater than ACFOX's maximum drawdown of -59.40%. Use the drawdown chart below to compare losses from any high point for AIOIX and ACFOX. For additional features, visit the drawdowns tool.


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Volatility

AIOIX vs. ACFOX - Volatility Comparison

The current volatility for American Century International Opportunities Fund (AIOIX) is 4.39%, while American Century Investments Focused Dynamic Growth Fund (ACFOX) has a volatility of 8.92%. This indicates that AIOIX experiences smaller price fluctuations and is considered to be less risky than ACFOX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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