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AREVX vs. BGEIX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

AREVX vs. BGEIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in American Century Investments One Choice 2055 Portfolio (AREVX) and American Century Global Gold Fund (BGEIX). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, AREVX achieves a 7.45% return, which is significantly higher than BGEIX's -0.94% return. Over the past 10 years, AREVX has underperformed BGEIX with an annualized return of 10.01%, while BGEIX has yielded a comparatively higher 13.55% annualized return.


AREVX

1D
-0.65%
1M
2.27%
YTD
7.45%
6M
7.83%
1Y
18.91%
3Y*
14.42%
5Y*
6.72%
10Y*
10.01%

BGEIX

1D
-3.00%
1M
-1.32%
YTD
-0.94%
6M
5.85%
1Y
60.07%
3Y*
42.79%
5Y*
18.55%
10Y*
13.55%
*Multi-year figures are annualized to reflect compound growth (CAGR)

AREVX vs. BGEIX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
AREVX
American Century Investments One Choice 2055 Portfolio
7.45%15.53%12.13%15.78%-17.66%13.86%17.90%24.49%-5.65%18.57%
BGEIX
American Century Global Gold Fund
-0.94%158.45%15.10%7.52%-12.54%-8.85%18.92%37.82%-7.43%10.62%

Correlation

The correlation between AREVX and BGEIX is 0.41, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.41

Correlation (3Y)
Calculated over the trailing 3-year period

0.40

Correlation (5Y)
Calculated over the trailing 5-year period

0.41

Correlation (10Y)
Calculated over the trailing 10-year period

0.30

Correlation (All Time)
Calculated using the full available price history since Apr 1, 2011

0.27

The correlation between AREVX and BGEIX shifts across timeframes, from 0.27 (all time) to 0.41 (5 years), reflecting how their relationship changes across market environments.

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Return for Risk

AREVX vs. BGEIX — Risk / Return Rank

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

AREVX
AREVX Risk / Return Rank: 4545
Overall Rank
AREVX Sharpe Ratio Rank: 4545
Sharpe Ratio Rank
AREVX Sortino Ratio Rank: 4444
Sortino Ratio Rank
AREVX Omega Ratio Rank: 4545
Omega Ratio Rank
AREVX Calmar Ratio Rank: 3939
Calmar Ratio Rank
AREVX Martin Ratio Rank: 5050
Martin Ratio Rank

BGEIX
BGEIX Risk / Return Rank: 2323
Overall Rank
BGEIX Sharpe Ratio Rank: 2525
Sharpe Ratio Rank
BGEIX Sortino Ratio Rank: 1919
Sortino Ratio Rank
BGEIX Omega Ratio Rank: 2424
Omega Ratio Rank
BGEIX Calmar Ratio Rank: 2929
Calmar Ratio Rank
BGEIX Martin Ratio Rank: 2020
Martin Ratio Rank
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.

AREVX vs. BGEIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for American Century Investments One Choice 2055 Portfolio (AREVX) and American Century Global Gold Fund (BGEIX). 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.


AREVXBGEIXDifference
Sharpe ratioReturn per unit of total volatility

+0.49

Sortino ratioReturn per unit of downside risk

+0.89

Omega ratioGain probability vs. loss probability

1.35

1.26

+0.10

Calmar ratioReturn relative to maximum drawdown

2.33

1.99

+0.34

Martin ratioReturn relative to average drawdown

10.03

5.20

+4.83

AREVX vs. BGEIX - Sharpe Ratio Comparison

The current AREVX Sharpe Ratio is 1.92, which is higher than the BGEIX Sharpe Ratio of 1.43. The chart below compares the historical Sharpe Ratios of AREVX and BGEIX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


AREVXBGEIXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.92

1.43

+0.49

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.51

0.55

-0.04

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.71

0.41

+0.30

Sharpe Ratio (All Time)

Calculated using the full available price history

0.66

0.16

+0.50

Drawdowns

AREVX vs. BGEIX - Drawdown Comparison

The maximum AREVX drawdown since its inception was -30.16%, smaller than the maximum BGEIX drawdown of -78.69%. Use the drawdown chart below to compare losses from any high point for AREVX and BGEIX.


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Drawdown Indicators


AREVXBGEIXDifference

Max Drawdown

Largest peak-to-trough decline

-30.16%

-78.69%

+48.53%

Max Drawdown (1Y)

Largest decline over 1 year

-8.28%

-30.55%

+22.27%

Max Drawdown (3Y)

Largest decline over 3 years

-13.59%

-30.55%

+16.96%

Max Drawdown (5Y)

Largest decline over 5 years

-25.65%

-46.62%

+20.97%

Max Drawdown (10Y)

Largest decline over 10 years

-30.16%

-51.92%

+21.76%

Current Drawdown

Current decline from peak

-0.65%

-26.02%

+25.37%

Average Drawdown

Average peak-to-trough decline

-4.32%

-35.15%

+30.83%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.92%

11.66%

-9.74%

Volatility

AREVX vs. BGEIX - Volatility Comparison

The current volatility for American Century Investments One Choice 2055 Portfolio (AREVX) is 2.95%, while American Century Global Gold Fund (BGEIX) has a volatility of 14.11%. This indicates that AREVX experiences smaller price fluctuations and is considered to be less risky than BGEIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


AREVXBGEIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.95%

14.11%

-11.16%

Volatility (6M)

Calculated over the trailing 6-month period

7.99%

35.11%

-27.12%

Volatility (1Y)

Calculated over the trailing 1-year period

10.04%

42.55%

-32.51%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

13.20%

33.61%

-20.41%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

14.17%

33.26%

-19.09%

AREVX vs. BGEIX - Expense Ratio Comparison

AREVX has a 0.88% expense ratio, which is higher than BGEIX's 0.65% expense ratio.


Dividends

AREVX vs. BGEIX - Dividend Comparison

AREVX's dividend yield for the trailing twelve months is around 12.29%, more than BGEIX's 0.85% yield.


PositionTTM20252024202320222021202020192018201720162015
AREVX
American Century Investments One Choice 2055 Portfolio
12.29%13.20%4.07%1.55%6.15%7.51%5.18%7.65%9.58%2.28%3.29%5.20%
BGEIX
American Century Global Gold Fund
0.85%0.85%1.36%1.56%1.38%2.13%0.56%0.87%0.00%0.00%10.56%0.00%

Frequently Asked Questions


AREVX and BGEIX have a correlation of 0.41, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

BGEIX has higher volatility (14.11%) compared to AREVX (2.95%). In terms of maximum drawdown, AREVX dropped -30.16% vs BGEIX's -78.69%.

AREVX currently has the higher Sharpe Ratio (1.92 vs 1.43), 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.

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