ARTOX vs. BIGRX
ARTOX (American Century Investments One Choice In Retirement Portfolio) and BIGRX (American Century Disciplined Core Value Fund) are both mutual funds - ARTOX is a Target Retirement Date fund managed by American Century, while BIGRX is a Large Cap Value Equities fund managed by American Century. Over the past 10 years, ARTOX returned 6.23%/yr vs 11.30%/yr for BIGRX. Their correlation of 0.90 suggests significant overlap in exposure. ARTOX charges 0.74%/yr vs 0.65%/yr for BIGRX.
Performance
ARTOX vs. BIGRX - Performance Comparison
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Returns By Period
In the year-to-date period, ARTOX achieves a 4.33% return, which is significantly lower than BIGRX's 11.88% return. Over the past 10 years, ARTOX has underperformed BIGRX with an annualized return of 6.23%, while BIGRX has yielded a comparatively higher 11.30% annualized return.
ARTOX
- 1D
- 0.15%
- 1M
- 1.95%
- YTD
- 4.33%
- 6M
- 4.52%
- 1Y
- 11.83%
- 3Y*
- 9.59%
- 5Y*
- 4.52%
- 10Y*
- 6.23%
BIGRX
- 1D
- 0.44%
- 1M
- 4.27%
- YTD
- 11.88%
- 6M
- 12.76%
- 1Y
- 28.35%
- 3Y*
- 17.40%
- 5Y*
- 7.51%
- 10Y*
- 11.30%
ARTOX vs. BIGRX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
ARTOX American Century Investments One Choice In Retirement Portfolio | 4.33% | 10.88% | 7.55% | 11.09% | -13.24% | 8.88% | 10.66% | 15.83% | -2.16% | 9.12% |
BIGRX American Century Disciplined Core Value Fund | 11.88% | 14.85% | 13.26% | 8.44% | -12.59% | 24.22% | 11.86% | 24.00% | -6.37% | 20.63% |
Correlation
The correlation between ARTOX and BIGRX is 0.86, 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 | 0.86 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.82 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.83 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.85 |
Correlation (All Time) Calculated using the full available price history since Sep 2, 2004 | 0.90 |
The correlation between ARTOX and BIGRX has been stable across timeframes, ranging from 0.82 to 0.90 - a consistent structural relationship.
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Return for Risk
ARTOX vs. BIGRX — Risk / Return Rank
ARTOX
BIGRX
ARTOX vs. BIGRX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for American Century Investments One Choice In Retirement Portfolio (ARTOX) and American Century Disciplined Core Value Fund (BIGRX). 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.
| ARTOX | BIGRX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.56 | ||
| Sortino ratioReturn per unit of downside risk | -0.74 | ||
| Omega ratioGain probability vs. loss probability | 1.39 | 1.47 | -0.08 |
| Calmar ratioReturn relative to maximum drawdown | 2.37 | 3.70 | -1.33 |
| Martin ratioReturn relative to average drawdown | 10.41 | 15.59 | -5.19 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| ARTOX | BIGRX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.06 | 2.61 | -0.56 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.59 | 0.51 | +0.08 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.78 | 0.67 | +0.10 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.68 | 0.58 | +0.10 |
Drawdowns
ARTOX vs. BIGRX - Drawdown Comparison
The maximum ARTOX drawdown since its inception was -27.66%, smaller than the maximum BIGRX drawdown of -58.04%. Use the drawdown chart below to compare losses from any high point for ARTOX and BIGRX.
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Drawdown Indicators
| ARTOX | BIGRX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -27.66% | -58.04% | +30.38% |
Max Drawdown (1Y)Largest decline over 1 year | -5.09% | -7.95% | +2.86% |
Max Drawdown (3Y)Largest decline over 3 years | -7.22% | -18.24% | +11.02% |
Max Drawdown (5Y)Largest decline over 5 years | -18.37% | -22.19% | +3.82% |
Max Drawdown (10Y)Largest decline over 10 years | -18.80% | -32.62% | +13.82% |
Current DrawdownCurrent decline from peak | 0.00% | 0.00% | 0.00% |
Average DrawdownAverage peak-to-trough decline | -3.01% | -9.00% | +5.99% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.16% | 1.88% | -0.72% |
Volatility
ARTOX vs. BIGRX - Volatility Comparison
The current volatility for American Century Investments One Choice In Retirement Portfolio (ARTOX) is 1.82%, while American Century Disciplined Core Value Fund (BIGRX) has a volatility of 2.91%. This indicates that ARTOX experiences smaller price fluctuations and is considered to be less risky than BIGRX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| ARTOX | BIGRX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.82% | 2.91% | -1.09% |
Volatility (6M)Calculated over the trailing 6-month period | 4.75% | 8.36% | -3.61% |
Volatility (1Y)Calculated over the trailing 1-year period | 5.86% | 11.24% | -5.38% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 7.77% | 14.94% | -7.17% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 8.06% | 16.82% | -8.76% |
ARTOX vs. BIGRX - Expense Ratio Comparison
ARTOX has a 0.74% expense ratio, which is higher than BIGRX's 0.65% expense ratio.
Dividends
ARTOX vs. BIGRX - Dividend Comparison
ARTOX's dividend yield for the trailing twelve months is around 8.37%, more than BIGRX's 8.09% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
ARTOX American Century Investments One Choice In Retirement Portfolio | 8.37% | 8.88% | 4.03% | 4.31% | 5.22% | 7.75% | 5.36% | 7.37% | 8.61% | 2.03% | 3.00% | 4.39% |
BIGRX American Century Disciplined Core Value Fund | 8.09% | 9.05% | 1.32% | 1.55% | 1.88% | 28.04% | 16.19% | 3.90% | 13.40% | 9.32% | 3.91% | 9.22% |
Frequently Asked Questions
ARTOX and BIGRX have a correlation of 0.86, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
BIGRX has higher volatility (2.91%) compared to ARTOX (1.82%). In terms of maximum drawdown, ARTOX dropped -27.66% vs BIGRX's -58.04%.
BIGRX currently has the higher Sharpe Ratio (2.61 vs 2.06), 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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