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ARYVX vs. TWCGX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

ARYVX vs. TWCGX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in American Century Global Real Estate Fund (ARYVX) and American Century Growth Fund (TWCGX). The values are adjusted to include any dividend payments, if applicable.

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ARYVX vs. TWCGX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
ARYVX
American Century Global Real Estate Fund
1.72%6.61%7.05%12.38%-26.06%32.97%-0.66%29.88%-6.53%14.38%
TWCGX
American Century Growth Fund
-10.23%15.28%26.20%43.31%-31.39%27.86%35.23%35.39%-1.27%30.06%

Returns By Period

In the year-to-date period, ARYVX achieves a 1.72% return, which is significantly higher than TWCGX's -10.23% return. Over the past 10 years, ARYVX has underperformed TWCGX with an annualized return of 5.62%, while TWCGX has yielded a comparatively higher 14.92% annualized return.


ARYVX

1D
1.72%
1M
-7.67%
YTD
1.72%
6M
1.16%
1Y
7.69%
3Y*
8.66%
5Y*
3.71%
10Y*
5.62%

TWCGX

1D
3.75%
1M
-5.65%
YTD
-10.23%
6M
-9.87%
1Y
15.47%
3Y*
17.60%
5Y*
9.71%
10Y*
14.92%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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ARYVX vs. TWCGX - Expense Ratio Comparison

ARYVX has a 1.11% expense ratio, which is higher than TWCGX's 0.94% expense ratio.


Return for Risk

ARYVX vs. TWCGX — Risk / Return Rank

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

ARYVX
ARYVX Risk / Return Rank: 1919
Overall Rank
ARYVX Sharpe Ratio Rank: 1717
Sharpe Ratio Rank
ARYVX Sortino Ratio Rank: 1616
Sortino Ratio Rank
ARYVX Omega Ratio Rank: 1616
Omega Ratio Rank
ARYVX Calmar Ratio Rank: 2121
Calmar Ratio Rank
ARYVX Martin Ratio Rank: 2525
Martin Ratio Rank

TWCGX
TWCGX Risk / Return Rank: 3232
Overall Rank
TWCGX Sharpe Ratio Rank: 2929
Sharpe Ratio Rank
TWCGX Sortino Ratio Rank: 3434
Sortino Ratio Rank
TWCGX Omega Ratio Rank: 3232
Omega Ratio Rank
TWCGX Calmar Ratio Rank: 3535
Calmar Ratio Rank
TWCGX Martin Ratio Rank: 3030
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.

ARYVX vs. TWCGX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for American Century Global Real Estate Fund (ARYVX) and American Century Growth Fund (TWCGX). 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.


ARYVXTWCGXDifference

Sharpe ratio

Return per unit of total volatility

0.55

0.73

-0.19

Sortino ratio

Return per unit of downside risk

0.83

1.21

-0.39

Omega ratio

Gain probability vs. loss probability

1.12

1.17

-0.05

Calmar ratio

Return relative to maximum drawdown

0.75

0.99

-0.24

Martin ratio

Return relative to average drawdown

3.09

3.39

-0.31

ARYVX vs. TWCGX - Sharpe Ratio Comparison

The current ARYVX Sharpe Ratio is 0.55, which is comparable to the TWCGX Sharpe Ratio of 0.73. The chart below compares the historical Sharpe Ratios of ARYVX and TWCGX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


ARYVXTWCGXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.55

0.73

-0.19

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.22

0.45

-0.23

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.32

0.70

-0.38

Sharpe Ratio (All Time)

Calculated using the full available price history

0.35

0.51

-0.16

Correlation

The correlation between ARYVX and TWCGX is 0.60, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Dividends

ARYVX vs. TWCGX - Dividend Comparison

ARYVX's dividend yield for the trailing twelve months is around 2.98%, less than TWCGX's 19.09% yield.


TTM20252024202320222021202020192018201720162015
ARYVX
American Century Global Real Estate Fund
2.98%3.03%2.14%2.49%7.05%7.85%0.99%4.37%3.97%3.40%4.48%2.98%
TWCGX
American Century Growth Fund
19.09%17.14%5.96%4.81%4.86%9.83%5.33%5.60%14.07%10.28%4.64%6.80%

Drawdowns

ARYVX vs. TWCGX - Drawdown Comparison

The maximum ARYVX drawdown since its inception was -39.31%, smaller than the maximum TWCGX drawdown of -59.60%. Use the drawdown chart below to compare losses from any high point for ARYVX and TWCGX.


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Drawdown Indicators


ARYVXTWCGXDifference

Max Drawdown

Largest peak-to-trough decline

-39.31%

-59.60%

+20.29%

Max Drawdown (1Y)

Largest decline over 1 year

-11.25%

-16.69%

+5.44%

Max Drawdown (5Y)

Largest decline over 5 years

-33.69%

-34.92%

+1.23%

Max Drawdown (10Y)

Largest decline over 10 years

-39.31%

-34.92%

-4.39%

Current Drawdown

Current decline from peak

-7.80%

-13.56%

+5.76%

Average Drawdown

Average peak-to-trough decline

-8.18%

-15.34%

+7.16%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.74%

4.86%

-2.12%

Volatility

ARYVX vs. TWCGX - Volatility Comparison

The current volatility for American Century Global Real Estate Fund (ARYVX) is 4.75%, while American Century Growth Fund (TWCGX) has a volatility of 6.79%. This indicates that ARYVX experiences smaller price fluctuations and is considered to be less risky than TWCGX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


ARYVXTWCGXDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.75%

6.79%

-2.04%

Volatility (6M)

Calculated over the trailing 6-month period

8.44%

12.60%

-4.16%

Volatility (1Y)

Calculated over the trailing 1-year period

14.64%

22.69%

-8.05%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.67%

21.63%

-4.96%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.48%

21.27%

-3.79%