PortfoliosLab logo
PortfoliosLab logo
Tools
Performance Analysis
Portfolio Analysis
Factor Model
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
AOGIX vs. VTSAX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between AOGIX and VTSAX is 0.95, 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.


-0.50.00.51.01.0

Performance

AOGIX vs. VTSAX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in American Century Investments One Choice Portfolio: Aggressive (AOGIX) and Vanguard Total Stock Market Index Fund Admiral Shares (VTSAX). The values are adjusted to include any dividend payments, if applicable.

100.00%200.00%300.00%400.00%500.00%600.00%700.00%JulyAugustSeptemberOctoberNovemberDecember
139.03%
686.10%
AOGIX
VTSAX

Key characteristics

Sharpe Ratio

AOGIX:

1.20

VTSAX:

2.09

Sortino Ratio

AOGIX:

1.66

VTSAX:

2.78

Omega Ratio

AOGIX:

1.22

VTSAX:

1.39

Calmar Ratio

AOGIX:

0.56

VTSAX:

3.13

Martin Ratio

AOGIX:

7.55

VTSAX:

13.34

Ulcer Index

AOGIX:

1.54%

VTSAX:

2.01%

Daily Std Dev

AOGIX:

9.73%

VTSAX:

12.85%

Max Drawdown

AOGIX:

-50.42%

VTSAX:

-55.34%

Current Drawdown

AOGIX:

-11.45%

VTSAX:

-3.10%

Returns By Period

In the year-to-date period, AOGIX achieves a 9.82% return, which is significantly lower than VTSAX's 24.80% return. Over the past 10 years, AOGIX has underperformed VTSAX with an annualized return of 1.56%, while VTSAX has yielded a comparatively higher 12.51% annualized return.


AOGIX

YTD

9.82%

1M

-3.22%

6M

2.53%

1Y

10.57%

5Y*

0.15%

10Y*

1.56%

VTSAX

YTD

24.80%

1M

-0.64%

6M

9.96%

1Y

25.16%

5Y*

14.07%

10Y*

12.51%

Compare stocks, funds, or ETFs

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


AOGIX vs. VTSAX - Expense Ratio Comparison

AOGIX has a 0.00% expense ratio, which is lower than VTSAX's 0.04% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


VTSAX
Vanguard Total Stock Market Index Fund Admiral Shares
Expense ratio chart for VTSAX: current value at 0.04% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.04%
Expense ratio chart for AOGIX: current value at 0.00% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.00%

Risk-Adjusted Performance

AOGIX vs. VTSAX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for American Century Investments One Choice Portfolio: Aggressive (AOGIX) and Vanguard Total Stock Market Index Fund Admiral Shares (VTSAX). 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 AOGIX, currently valued at 1.20, compared to the broader market-1.000.001.002.003.004.001.202.09
The chart of Sortino ratio for AOGIX, currently valued at 1.66, compared to the broader market-2.000.002.004.006.008.0010.001.662.78
The chart of Omega ratio for AOGIX, currently valued at 1.22, compared to the broader market0.501.001.502.002.503.003.501.221.39
The chart of Calmar ratio for AOGIX, currently valued at 0.56, compared to the broader market0.002.004.006.008.0010.0012.0014.000.563.13
The chart of Martin ratio for AOGIX, currently valued at 7.55, compared to the broader market0.0020.0040.0060.007.5513.34
AOGIX
VTSAX

The current AOGIX Sharpe Ratio is 1.20, which is lower than the VTSAX Sharpe Ratio of 2.09. The chart below compares the historical Sharpe Ratios of AOGIX and VTSAX, 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 Ratio1.001.502.002.503.003.50JulyAugustSeptemberOctoberNovemberDecember
1.20
2.09
AOGIX
VTSAX

Dividends

AOGIX vs. VTSAX - Dividend Comparison

AOGIX has not paid dividends to shareholders, while VTSAX's dividend yield for the trailing twelve months is around 0.93%.


TTM20232022202120202019201820172016201520142013
AOGIX
American Century Investments One Choice Portfolio: Aggressive
0.00%2.12%2.27%4.29%0.96%1.64%2.49%1.92%1.47%1.88%2.27%1.58%
VTSAX
Vanguard Total Stock Market Index Fund Admiral Shares
0.93%1.43%1.65%1.20%1.41%1.77%2.04%1.71%1.92%1.98%1.76%1.74%

Drawdowns

AOGIX vs. VTSAX - Drawdown Comparison

The maximum AOGIX drawdown since its inception was -50.42%, smaller than the maximum VTSAX drawdown of -55.34%. Use the drawdown chart below to compare losses from any high point for AOGIX and VTSAX. For additional features, visit the drawdowns tool.


-15.00%-10.00%-5.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-11.45%
-3.10%
AOGIX
VTSAX

Volatility

AOGIX vs. VTSAX - Volatility Comparison

The current volatility for American Century Investments One Choice Portfolio: Aggressive (AOGIX) is 3.48%, while Vanguard Total Stock Market Index Fund Admiral Shares (VTSAX) has a volatility of 4.06%. This indicates that AOGIX experiences smaller price fluctuations and is considered to be less risky than VTSAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%3.00%4.00%5.00%6.00%JulyAugustSeptemberOctoberNovemberDecember
3.48%
4.06%
AOGIX
VTSAX
PortfoliosLab logo
Performance Analysis
Portfolio AnalysisPortfolio PerformanceStock ComparisonSharpe RatioMartin RatioTreynor RatioSortino RatioOmega RatioCalmar RatioSummers Ratio
Community
Discussions


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.

Copyright © 2024 PortfoliosLab