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ALVIX vs. SCHG
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between ALVIX and SCHG is 0.87, 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

ALVIX vs. SCHG - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in American Century Investments Focused Large Cap Value Fund (ALVIX) and Schwab U.S. Large-Cap Growth ETF (SCHG). The values are adjusted to include any dividend payments, if applicable.

200.00%400.00%600.00%800.00%1,000.00%December2025FebruaryMarchAprilMay
164.50%
841.59%
ALVIX
SCHG

Key characteristics

Sharpe Ratio

ALVIX:

-0.05

SCHG:

0.52

Sortino Ratio

ALVIX:

0.13

SCHG:

0.87

Omega Ratio

ALVIX:

1.02

SCHG:

1.12

Calmar Ratio

ALVIX:

0.02

SCHG:

0.54

Martin Ratio

ALVIX:

0.05

SCHG:

1.81

Ulcer Index

ALVIX:

6.85%

SCHG:

6.97%

Daily Std Dev

ALVIX:

15.74%

SCHG:

24.88%

Max Drawdown

ALVIX:

-61.45%

SCHG:

-34.59%

Current Drawdown

ALVIX:

-14.61%

SCHG:

-10.56%

Returns By Period

In the year-to-date period, ALVIX achieves a 1.68% return, which is significantly higher than SCHG's -6.61% return. Over the past 10 years, ALVIX has underperformed SCHG with an annualized return of 2.87%, while SCHG has yielded a comparatively higher 15.30% annualized return.


ALVIX

YTD

1.68%

1M

7.84%

6M

-9.02%

1Y

-0.73%

5Y*

4.38%

10Y*

2.87%

SCHG

YTD

-6.61%

1M

16.75%

6M

-5.66%

1Y

12.85%

5Y*

17.95%

10Y*

15.30%

*Annualized

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ALVIX vs. SCHG - Expense Ratio Comparison

ALVIX has a 0.83% expense ratio, which is higher than SCHG's 0.04% expense ratio.


Risk-Adjusted Performance

ALVIX vs. SCHG — Risk-Adjusted Performance Rank

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

ALVIX
The Risk-Adjusted Performance Rank of ALVIX is 2121
Overall Rank
The Sharpe Ratio Rank of ALVIX is 1919
Sharpe Ratio Rank
The Sortino Ratio Rank of ALVIX is 2121
Sortino Ratio Rank
The Omega Ratio Rank of ALVIX is 2222
Omega Ratio Rank
The Calmar Ratio Rank of ALVIX is 2121
Calmar Ratio Rank
The Martin Ratio Rank of ALVIX is 2222
Martin Ratio Rank

SCHG
The Risk-Adjusted Performance Rank of SCHG is 5959
Overall Rank
The Sharpe Ratio Rank of SCHG is 5858
Sharpe Ratio Rank
The Sortino Ratio Rank of SCHG is 5959
Sortino Ratio Rank
The Omega Ratio Rank of SCHG is 5959
Omega Ratio Rank
The Calmar Ratio Rank of SCHG is 6464
Calmar Ratio Rank
The Martin Ratio Rank of SCHG is 5757
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.

ALVIX vs. SCHG - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for American Century Investments Focused Large Cap Value Fund (ALVIX) and Schwab U.S. Large-Cap Growth ETF (SCHG). 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 ALVIX Sharpe Ratio is -0.05, which is lower than the SCHG Sharpe Ratio of 0.52. The chart below compares the historical Sharpe Ratios of ALVIX and SCHG, 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-1.000.001.002.003.00December2025FebruaryMarchAprilMay
-0.05
0.52
ALVIX
SCHG

Dividends

ALVIX vs. SCHG - Dividend Comparison

ALVIX's dividend yield for the trailing twelve months is around 1.98%, more than SCHG's 0.44% yield.


TTM20242023202220212020201920182017201620152014
ALVIX
American Century Investments Focused Large Cap Value Fund
1.98%2.04%1.89%1.85%1.90%1.65%1.68%2.76%1.77%1.78%1.33%1.33%
SCHG
Schwab U.S. Large-Cap Growth ETF
0.44%0.40%0.46%0.55%0.42%0.52%0.82%1.27%1.01%1.04%1.22%1.09%

Drawdowns

ALVIX vs. SCHG - Drawdown Comparison

The maximum ALVIX drawdown since its inception was -61.45%, which is greater than SCHG's maximum drawdown of -34.59%. Use the drawdown chart below to compare losses from any high point for ALVIX and SCHG. For additional features, visit the drawdowns tool.


-20.00%-15.00%-10.00%-5.00%0.00%December2025FebruaryMarchAprilMay
-14.61%
-10.56%
ALVIX
SCHG

Volatility

ALVIX vs. SCHG - Volatility Comparison

The current volatility for American Century Investments Focused Large Cap Value Fund (ALVIX) is 7.22%, while Schwab U.S. Large-Cap Growth ETF (SCHG) has a volatility of 13.51%. This indicates that ALVIX experiences smaller price fluctuations and is considered to be less risky than SCHG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


5.00%10.00%15.00%December2025FebruaryMarchAprilMay
7.22%
13.51%
ALVIX
SCHG