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ASQIX vs. ACFOX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between ASQIX and ACFOX is 0.86, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Performance

ASQIX vs. ACFOX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in American Century Small Company Fund (ASQIX) and American Century Investments Focused Dynamic Growth Fund (ACFOX). The values are adjusted to include any dividend payments, if applicable.

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Key characteristics

Sharpe Ratio

ASQIX:

-0.15

ACFOX:

0.52

Sortino Ratio

ASQIX:

-0.04

ACFOX:

0.87

Omega Ratio

ASQIX:

1.00

ACFOX:

1.12

Calmar Ratio

ASQIX:

-0.09

ACFOX:

0.52

Martin Ratio

ASQIX:

-0.34

ACFOX:

1.58

Ulcer Index

ASQIX:

9.18%

ACFOX:

8.84%

Daily Std Dev

ASQIX:

23.03%

ACFOX:

28.78%

Max Drawdown

ASQIX:

-67.52%

ACFOX:

-59.40%

Current Drawdown

ASQIX:

-25.22%

ACFOX:

-13.53%

Returns By Period

In the year-to-date period, ASQIX achieves a -5.79% return, which is significantly higher than ACFOX's -8.44% return. Over the past 10 years, ASQIX has underperformed ACFOX with an annualized return of 1.41%, while ACFOX has yielded a comparatively higher 14.11% annualized return.


ASQIX

YTD

-5.79%

1M

10.71%

6M

-12.84%

1Y

-2.90%

5Y*

6.82%

10Y*

1.41%

ACFOX

YTD

-8.44%

1M

10.22%

6M

-6.23%

1Y

15.13%

5Y*

12.07%

10Y*

14.11%

*Annualized

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ASQIX vs. ACFOX - Expense Ratio Comparison

Both ASQIX and ACFOX have an expense ratio of 0.85%.


Risk-Adjusted Performance

ASQIX vs. ACFOX — Risk-Adjusted Performance Rank

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

ASQIX
The Risk-Adjusted Performance Rank of ASQIX is 1515
Overall Rank
The Sharpe Ratio Rank of ASQIX is 1616
Sharpe Ratio Rank
The Sortino Ratio Rank of ASQIX is 1616
Sortino Ratio Rank
The Omega Ratio Rank of ASQIX is 1616
Omega Ratio Rank
The Calmar Ratio Rank of ASQIX is 1515
Calmar Ratio Rank
The Martin Ratio Rank of ASQIX is 1515
Martin Ratio Rank

ACFOX
The Risk-Adjusted Performance Rank of ACFOX is 6060
Overall Rank
The Sharpe Ratio Rank of ACFOX is 6060
Sharpe Ratio Rank
The Sortino Ratio Rank of ACFOX is 6161
Sortino Ratio Rank
The Omega Ratio Rank of ACFOX is 5858
Omega Ratio Rank
The Calmar Ratio Rank of ACFOX is 6767
Calmar Ratio Rank
The Martin Ratio Rank of ACFOX is 5454
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

ASQIX vs. ACFOX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for American Century Small Company Fund (ASQIX) and American Century Investments Focused Dynamic Growth Fund (ACFOX). 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.


The current ASQIX Sharpe Ratio is -0.15, which is lower than the ACFOX Sharpe Ratio of 0.52. The chart below compares the historical Sharpe Ratios of ASQIX and ACFOX, 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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Dividends

ASQIX vs. ACFOX - Dividend Comparison

ASQIX's dividend yield for the trailing twelve months is around 0.32%, while ACFOX has not paid dividends to shareholders.


TTM20242023202220212020201920182017201620152014
ASQIX
American Century Small Company Fund
0.32%0.30%0.49%0.49%0.00%0.51%0.35%0.04%0.13%0.37%0.32%0.14%
ACFOX
American Century Investments Focused Dynamic Growth Fund
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%1.14%1.33%1.32%

Drawdowns

ASQIX vs. ACFOX - Drawdown Comparison

The maximum ASQIX drawdown since its inception was -67.52%, which is greater than ACFOX's maximum drawdown of -59.40%. Use the drawdown chart below to compare losses from any high point for ASQIX and ACFOX. For additional features, visit the drawdowns tool.


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Volatility

ASQIX vs. ACFOX - Volatility Comparison

The current volatility for American Century Small Company Fund (ASQIX) is 7.04%, while American Century Investments Focused Dynamic Growth Fund (ACFOX) has a volatility of 8.92%. This indicates that ASQIX experiences smaller price fluctuations and is considered to be less risky than ACFOX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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