PortfoliosLab logoPortfoliosLab logo
ASDVX vs. TWCGX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

ASDVX vs. TWCGX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in American Century Short Duration Strategic Income Fund (ASDVX) and American Century Growth Fund (TWCGX). The values are adjusted to include any dividend payments, if applicable.

Loading graphics...

ASDVX vs. TWCGX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
ASDVX
American Century Short Duration Strategic Income Fund
-0.20%6.30%5.60%5.78%-6.48%1.86%5.47%5.23%0.27%2.81%
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, ASDVX achieves a -0.20% return, which is significantly higher than TWCGX's -10.23% return. Over the past 10 years, ASDVX has underperformed TWCGX with an annualized return of 3.07%, while TWCGX has yielded a comparatively higher 14.92% annualized return.


ASDVX

1D
0.22%
1M
-0.88%
YTD
-0.20%
6M
1.00%
1Y
4.29%
3Y*
5.28%
5Y*
2.38%
10Y*
3.07%

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)

Compare stocks, funds, or ETFs

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


ASDVX vs. TWCGX - Expense Ratio Comparison

ASDVX has a 0.53% expense ratio, which is lower than TWCGX's 0.94% expense ratio.


Return for Risk

ASDVX vs. TWCGX — Risk / Return Rank

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

ASDVX
ASDVX Risk / Return Rank: 9494
Overall Rank
ASDVX Sharpe Ratio Rank: 9090
Sharpe Ratio Rank
ASDVX Sortino Ratio Rank: 9696
Sortino Ratio Rank
ASDVX Omega Ratio Rank: 9494
Omega Ratio Rank
ASDVX Calmar Ratio Rank: 9494
Calmar Ratio Rank
ASDVX Martin Ratio Rank: 9494
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.

ASDVX vs. TWCGX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for American Century Short Duration Strategic Income Fund (ASDVX) 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.


ASDVXTWCGXDifference

Sharpe ratio

Return per unit of total volatility

1.97

0.73

+1.24

Sortino ratio

Return per unit of downside risk

3.39

1.21

+2.18

Omega ratio

Gain probability vs. loss probability

1.48

1.17

+0.31

Calmar ratio

Return relative to maximum drawdown

3.39

0.99

+2.40

Martin ratio

Return relative to average drawdown

13.23

3.39

+9.84

ASDVX vs. TWCGX - Sharpe Ratio Comparison

The current ASDVX Sharpe Ratio is 1.97, which is higher than the TWCGX Sharpe Ratio of 0.73. The chart below compares the historical Sharpe Ratios of ASDVX 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.


Loading graphics...

Sharpe Ratios by Period


ASDVXTWCGXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.97

0.73

+1.24

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

1.03

0.45

+0.58

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

1.42

0.70

+0.72

Sharpe Ratio (All Time)

Calculated using the full available price history

1.16

0.51

+0.64

Correlation

The correlation between ASDVX and TWCGX is 0.13, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


Dividends

ASDVX vs. TWCGX - Dividend Comparison

ASDVX's dividend yield for the trailing twelve months is around 4.45%, less than TWCGX's 19.09% yield.


TTM20252024202320222021202020192018201720162015
ASDVX
American Century Short Duration Strategic Income Fund
4.45%4.86%5.09%4.78%2.42%3.20%2.59%2.86%2.84%2.36%2.72%3.50%
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

ASDVX vs. TWCGX - Drawdown Comparison

The maximum ASDVX drawdown since its inception was -8.41%, smaller than the maximum TWCGX drawdown of -59.60%. Use the drawdown chart below to compare losses from any high point for ASDVX and TWCGX.


Loading graphics...

Drawdown Indicators


ASDVXTWCGXDifference

Max Drawdown

Largest peak-to-trough decline

-8.41%

-59.60%

+51.19%

Max Drawdown (1Y)

Largest decline over 1 year

-1.43%

-16.69%

+15.26%

Max Drawdown (5Y)

Largest decline over 5 years

-8.41%

-34.92%

+26.51%

Max Drawdown (10Y)

Largest decline over 10 years

-8.41%

-34.92%

+26.51%

Current Drawdown

Current decline from peak

-1.10%

-13.56%

+12.46%

Average Drawdown

Average peak-to-trough decline

-1.25%

-15.34%

+14.09%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.37%

4.86%

-4.49%

Volatility

ASDVX vs. TWCGX - Volatility Comparison

The current volatility for American Century Short Duration Strategic Income Fund (ASDVX) is 0.61%, while American Century Growth Fund (TWCGX) has a volatility of 6.79%. This indicates that ASDVX 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.


Loading graphics...

Volatility by Period


ASDVXTWCGXDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.61%

6.79%

-6.18%

Volatility (6M)

Calculated over the trailing 6-month period

1.36%

12.60%

-11.24%

Volatility (1Y)

Calculated over the trailing 1-year period

2.29%

22.69%

-20.40%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

2.32%

21.63%

-19.31%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

2.17%

21.27%

-19.10%