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ASVIX vs. VSIAX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

ASVIX vs. VSIAX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in American Century Small Cap Value Fund (ASVIX) and Vanguard Small-Cap Value Index Fund Admiral Shares (VSIAX). The values are adjusted to include any dividend payments, if applicable.

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ASVIX vs. VSIAX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
ASVIX
American Century Small Cap Value Fund
1.81%-3.39%7.12%16.09%-14.48%37.20%8.94%33.51%-16.99%10.31%
VSIAX
Vanguard Small-Cap Value Index Fund Admiral Shares
0.80%9.09%11.34%17.06%-9.31%28.10%5.80%22.76%-12.24%11.80%

Returns By Period

In the year-to-date period, ASVIX achieves a 1.81% return, which is significantly higher than VSIAX's 0.80% return. Over the past 10 years, ASVIX has underperformed VSIAX with an annualized return of 9.26%, while VSIAX has yielded a comparatively higher 9.83% annualized return.


ASVIX

1D
0.00%
1M
-6.25%
YTD
1.81%
6M
0.60%
1Y
4.91%
3Y*
6.04%
5Y*
2.86%
10Y*
9.26%

VSIAX

1D
-0.40%
1M
-7.12%
YTD
0.80%
6M
2.85%
1Y
16.28%
3Y*
12.51%
5Y*
7.35%
10Y*
9.83%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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ASVIX vs. VSIAX - Expense Ratio Comparison

ASVIX has a 1.09% expense ratio, which is higher than VSIAX's 0.07% expense ratio.


Return for Risk

ASVIX vs. VSIAX — Risk / Return Rank

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

ASVIX
ASVIX Risk / Return Rank: 1010
Overall Rank
ASVIX Sharpe Ratio Rank: 1010
Sharpe Ratio Rank
ASVIX Sortino Ratio Rank: 1111
Sortino Ratio Rank
ASVIX Omega Ratio Rank: 1111
Omega Ratio Rank
ASVIX Calmar Ratio Rank: 1010
Calmar Ratio Rank
ASVIX Martin Ratio Rank: 1010
Martin Ratio Rank

VSIAX
VSIAX Risk / Return Rank: 4141
Overall Rank
VSIAX Sharpe Ratio Rank: 3939
Sharpe Ratio Rank
VSIAX Sortino Ratio Rank: 4444
Sortino Ratio Rank
VSIAX Omega Ratio Rank: 3939
Omega Ratio Rank
VSIAX Calmar Ratio Rank: 4040
Calmar Ratio Rank
VSIAX Martin Ratio Rank: 4242
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.

ASVIX vs. VSIAX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for American Century Small Cap Value Fund (ASVIX) and Vanguard Small-Cap Value Index Fund Admiral Shares (VSIAX). 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.


ASVIXVSIAXDifference

Sharpe ratio

Return per unit of total volatility

0.21

0.81

-0.61

Sortino ratio

Return per unit of downside risk

0.47

1.27

-0.80

Omega ratio

Gain probability vs. loss probability

1.06

1.17

-0.11

Calmar ratio

Return relative to maximum drawdown

0.20

1.03

-0.84

Martin ratio

Return relative to average drawdown

0.59

4.28

-3.69

ASVIX vs. VSIAX - Sharpe Ratio Comparison

The current ASVIX Sharpe Ratio is 0.21, which is lower than the VSIAX Sharpe Ratio of 0.81. The chart below compares the historical Sharpe Ratios of ASVIX and VSIAX, 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


ASVIXVSIAXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.21

0.81

-0.61

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.13

0.37

-0.24

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.40

0.44

-0.04

Sharpe Ratio (All Time)

Calculated using the full available price history

0.48

0.55

-0.08

Correlation

The correlation between ASVIX and VSIAX is 0.97, 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.


Dividends

ASVIX vs. VSIAX - Dividend Comparison

ASVIX's dividend yield for the trailing twelve months is around 13.73%, more than VSIAX's 1.95% yield.


TTM20252024202320222021202020192018201720162015
ASVIX
American Century Small Cap Value Fund
13.73%14.08%6.96%1.00%3.86%7.32%0.35%2.41%20.02%14.39%5.29%14.05%
VSIAX
Vanguard Small-Cap Value Index Fund Admiral Shares
1.95%1.95%1.98%2.10%2.03%1.75%1.68%2.06%2.35%1.79%1.77%1.99%

Drawdowns

ASVIX vs. VSIAX - Drawdown Comparison

The maximum ASVIX drawdown since its inception was -55.10%, which is greater than VSIAX's maximum drawdown of -45.39%. Use the drawdown chart below to compare losses from any high point for ASVIX and VSIAX.


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Drawdown Indicators


ASVIXVSIAXDifference

Max Drawdown

Largest peak-to-trough decline

-55.10%

-45.39%

-9.71%

Max Drawdown (1Y)

Largest decline over 1 year

-16.19%

-14.16%

-2.03%

Max Drawdown (5Y)

Largest decline over 5 years

-27.25%

-24.09%

-3.16%

Max Drawdown (10Y)

Largest decline over 10 years

-43.50%

-45.39%

+1.89%

Current Drawdown

Current decline from peak

-10.12%

-8.24%

-1.88%

Average Drawdown

Average peak-to-trough decline

-7.97%

-5.54%

-2.43%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.46%

3.42%

+2.04%

Volatility

ASVIX vs. VSIAX - Volatility Comparison

American Century Small Cap Value Fund (ASVIX) and Vanguard Small-Cap Value Index Fund Admiral Shares (VSIAX) have volatilities of 5.01% and 4.89%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


ASVIXVSIAXDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.01%

4.89%

+0.12%

Volatility (6M)

Calculated over the trailing 6-month period

13.14%

11.03%

+2.11%

Volatility (1Y)

Calculated over the trailing 1-year period

24.10%

20.62%

+3.48%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

22.06%

19.83%

+2.23%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

23.29%

22.44%

+0.85%