AOVIX vs. EPS

Last updated Jun 24, 2026

AOVIX (American Century Investments One Choice Portfolio: Very Aggressive) and EPS (WisdomTree U.S. LargeCap Fund) are both funds - AOVIX is a Diversified Portfolio fund managed by American Century, while EPS is a Large Cap Growth Equities fund tracking the WisdomTree U.S. Large Cap Index. Over the past 10 years, AOVIX returned 11.67%/yr vs 14.96%/yr for EPS. Their correlation of 0.91 suggests significant overlap in exposure. AOVIX charges 0.00%/yr vs 0.08%/yr for EPS.

Performance

AOVIX vs. EPS - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in American Century Investments One Choice Portfolio: Very Aggressive (AOVIX) and WisdomTree U.S. LargeCap Fund (EPS). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

The year-to-date returns for both stocks are quite close, with AOVIX having a 9.38% return and EPS slightly lower at 8.94%. Over the past 10 years, AOVIX has underperformed EPS with an annualized return of 11.67%, while EPS has yielded a comparatively higher 14.96% annualized return.

AOVIX

• 1D: -0.17%
• 1M: 1.01%
• YTD: 9.38%
• 6M: 8.60%
• 1Y: 21.64%
• 3Y*: 16.46%
• 5Y*: 7.67%
• 10Y*: 11.67%

EPS

• 1D: -1.23%
• 1M: -1.17%
• YTD: 8.94%
• 6M: 8.09%
• 1Y: 24.95%
• 3Y*: 20.67%
• 5Y*: 12.70%
• 10Y*: 14.96%

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

AOVIX vs. EPS - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
AOVIX American Century Investments One Choice Portfolio: Very Aggressive	9.38%	17.35%	14.44%	17.31%	-19.64%	15.85%	21.15%	27.57%	-8.09%	20.64%
EPS WisdomTree U.S. LargeCap Fund	8.94%	17.40%	23.97%	22.81%	-15.82%	27.47%	12.02%	32.54%	-7.52%	22.73%

Correlation

The correlation between AOVIX and EPS is 0.93, 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	0.93
Correlation (3Y) Calculated over the trailing 3-year period	0.93
Correlation (5Y) Calculated over the trailing 5-year period	0.94
Correlation (10Y) Calculated over the trailing 10-year period	0.92
Correlation (All Time) Calculated using the full available price history since Feb 23, 2007	0.91

The correlation between AOVIX and EPS has been stable across timeframes, ranging from 0.91 to 0.94 - a consistent structural relationship.

Return for Risk

AOVIX vs. EPS — Risk / Return Rank

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

AOVIX

AOVIX Risk / Return Rank: 42
AOVIX Sharpe Ratio Rank: 42
AOVIX Sortino Ratio Rank: 39
AOVIX Omega Ratio Rank: 41
AOVIX Calmar Ratio Rank: 39
AOVIX Martin Ratio Rank: 48

EPS

EPS Risk / Return Rank: 68
EPS Sharpe Ratio Rank: 68
EPS Sortino Ratio Rank: 65
EPS Omega Ratio Rank: 67
EPS Calmar Ratio Rank: 63
EPS Martin Ratio Rank: 75

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.

AOVIX vs. EPS - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for American Century Investments One Choice Portfolio: Very Aggressive (AOVIX) and WisdomTree U.S. LargeCap Fund (EPS). 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.

	AOVIX	EPS	Difference
Sharpe ratio: Return per unit of total volatility	1.75	2.10	-0.35
Sortino ratio: Return per unit of downside risk	2.43	2.84	-0.41
Omega ratio: Gain probability vs. loss probability	1.32	1.38	-0.06
Calmar ratio: Return relative to maximum drawdown	2.25	2.99	-0.74
Martin ratio: Return relative to average drawdown	9.47	13.40	-3.94

AOVIX vs. EPS - Sharpe Ratio Comparison

The current AOVIX Sharpe Ratio is 1.75, which is comparable to the EPS Sharpe Ratio of 2.10. The chart below compares the historical Sharpe Ratios of AOVIX and EPS, 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

AOVIX vs. EPS - Drawdown Comparison

The maximum AOVIX drawdown since its inception was -54.18%, roughly equal to the maximum EPS drawdown of -54.43%. Use the drawdown chart below to compare losses from any high point for AOVIX and EPS.

Drawdown Indicators

	AOVIX	EPS	Difference
Max Drawdown Largest peak-to-trough decline	-54.18%	-54.43%	+0.25%
Max Drawdown (1Y) Largest decline over 1 year	-10.13%	-8.39%	-1.74%
Max Drawdown (3Y) Largest decline over 3 years	-16.90%	-17.65%	+0.75%
Max Drawdown (5Y) Largest decline over 5 years	-29.07%	-23.55%	-5.52%
Max Drawdown (10Y) Largest decline over 10 years	-34.60%	-35.79%	+1.19%
Current Drawdown Current decline from peak	-0.73%	-3.01%	+2.28%
Average Drawdown Average peak-to-trough decline	-8.33%	-7.64%	-0.69%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.40%	1.87%	+0.53%

Volatility

AOVIX vs. EPS - Volatility Comparison

American Century Investments One Choice Portfolio: Very Aggressive (AOVIX) and WisdomTree U.S. LargeCap Fund (EPS) have volatilities of 4.71% and 4.69%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	AOVIX	EPS	Difference
Volatility (1M) Calculated over the trailing 1-month period	4.71%	4.69%	+0.02%
Volatility (6M) Calculated over the trailing 6-month period	10.59%	9.65%	+0.94%
Volatility (1Y) Calculated over the trailing 1-year period	13.03%	11.97%	+1.06%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	16.10%	16.11%	-0.01%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	17.23%	17.67%	-0.44%

AOVIX vs. EPS - Expense Ratio Comparison

AOVIX has a 0.00% expense ratio, which is lower than EPS's 0.08% 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%.

Dividends

AOVIX vs. EPS - Dividend Comparison

AOVIX's dividend yield for the trailing twelve months is around 7.51%, more than EPS's 1.17% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
AOVIX American Century Investments One Choice Portfolio: Very Aggressive	7.51%	8.21%	1.98%	1.59%	12.63%	9.86%	8.31%	9.10%	10.18%	1.81%	4.63%	13.85%
EPS WisdomTree U.S. LargeCap Fund	1.17%	1.26%	1.47%	1.73%	1.95%	1.51%	1.85%	1.70%	2.02%	1.59%	1.99%	2.15%

Frequently Asked Questions

Can I hold both AOVIX and EPS in my portfolio?

With a correlation of 0.93, AOVIX and EPS move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

Which is riskier, AOVIX or EPS?

AOVIX has higher volatility (4.71%) compared to EPS (4.69%). In terms of maximum drawdown, AOVIX dropped -54.18% vs EPS's -54.43%.

Which has better risk-adjusted returns?

EPS currently has the higher Sharpe Ratio (2.10 vs 1.75), 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.