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AULDX vs. BCHYX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

AULDX vs. BCHYX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in American Century Ultra Fund Class R6 (AULDX) and American Century California High Yield Municipal Fund (BCHYX). The values are adjusted to include any dividend payments, if applicable.

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AULDX vs. BCHYX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
AULDX
American Century Ultra Fund Class R6
-8.71%13.05%29.99%43.86%-32.15%23.89%50.31%35.23%1.04%32.36%
BCHYX
American Century California High Yield Municipal Fund
-0.38%3.48%4.07%6.69%-12.77%3.82%3.95%9.92%0.65%8.50%

Returns By Period

In the year-to-date period, AULDX achieves a -8.71% return, which is significantly lower than BCHYX's -0.38% return. Over the past 10 years, AULDX has outperformed BCHYX with an annualized return of 16.54%, while BCHYX has yielded a comparatively lower 2.39% annualized return.


AULDX

1D
3.99%
1M
-5.39%
YTD
-8.71%
6M
-7.74%
1Y
15.31%
3Y*
18.40%
5Y*
9.78%
10Y*
16.54%

BCHYX

1D
0.42%
1M
-2.05%
YTD
-0.38%
6M
1.36%
1Y
3.49%
3Y*
3.71%
5Y*
0.66%
10Y*
2.39%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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AULDX vs. BCHYX - Expense Ratio Comparison

AULDX has a 0.52% expense ratio, which is higher than BCHYX's 0.49% expense ratio.


Return for Risk

AULDX vs. BCHYX — Risk / Return Rank

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

AULDX
AULDX Risk / Return Rank: 2525
Overall Rank
AULDX Sharpe Ratio Rank: 2222
Sharpe Ratio Rank
AULDX Sortino Ratio Rank: 2727
Sortino Ratio Rank
AULDX Omega Ratio Rank: 2525
Omega Ratio Rank
AULDX Calmar Ratio Rank: 2727
Calmar Ratio Rank
AULDX Martin Ratio Rank: 2626
Martin Ratio Rank

BCHYX
BCHYX Risk / Return Rank: 2525
Overall Rank
BCHYX Sharpe Ratio Rank: 2424
Sharpe Ratio Rank
BCHYX Sortino Ratio Rank: 2121
Sortino Ratio Rank
BCHYX Omega Ratio Rank: 3636
Omega Ratio Rank
BCHYX Calmar Ratio Rank: 2525
Calmar Ratio Rank
BCHYX Martin Ratio Rank: 2020
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.

AULDX vs. BCHYX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for American Century Ultra Fund Class R6 (AULDX) and American Century California High Yield Municipal Fund (BCHYX). 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.


AULDXBCHYXDifference

Sharpe ratio

Return per unit of total volatility

0.70

0.66

+0.04

Sortino ratio

Return per unit of downside risk

1.18

0.93

+0.24

Omega ratio

Gain probability vs. loss probability

1.16

1.18

-0.02

Calmar ratio

Return relative to maximum drawdown

1.04

0.78

+0.26

Martin ratio

Return relative to average drawdown

3.65

2.32

+1.33

AULDX vs. BCHYX - Sharpe Ratio Comparison

The current AULDX Sharpe Ratio is 0.70, which is comparable to the BCHYX Sharpe Ratio of 0.66. The chart below compares the historical Sharpe Ratios of AULDX and BCHYX, 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


AULDXBCHYXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.70

0.66

+0.04

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.44

0.14

+0.30

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.75

0.50

+0.25

Sharpe Ratio (All Time)

Calculated using the full available price history

0.71

1.19

-0.48

Correlation

The correlation between AULDX and BCHYX is -0.02. This indicates that the assets' prices tend to move in opposite directions. Negative correlation can be particularly beneficial for diversification and risk management, as one asset may offset the losses of the other during market fluctuations.


Dividends

AULDX vs. BCHYX - Dividend Comparison

AULDX's dividend yield for the trailing twelve months is around 11.61%, more than BCHYX's 4.34% yield.


TTM20252024202320222021202020192018201720162015
AULDX
American Century Ultra Fund Class R6
11.61%10.60%3.32%5.68%6.97%6.42%2.67%4.18%7.94%6.19%4.45%5.06%
BCHYX
American Century California High Yield Municipal Fund
4.34%4.58%4.41%3.67%2.55%2.57%3.07%3.50%3.52%3.50%3.59%3.67%

Drawdowns

AULDX vs. BCHYX - Drawdown Comparison

The maximum AULDX drawdown since its inception was -35.03%, which is greater than BCHYX's maximum drawdown of -18.35%. Use the drawdown chart below to compare losses from any high point for AULDX and BCHYX.


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Drawdown Indicators


AULDXBCHYXDifference

Max Drawdown

Largest peak-to-trough decline

-35.03%

-18.35%

-16.68%

Max Drawdown (1Y)

Largest decline over 1 year

-15.60%

-5.76%

-9.84%

Max Drawdown (5Y)

Largest decline over 5 years

-35.03%

-18.35%

-16.68%

Max Drawdown (10Y)

Largest decline over 10 years

-35.03%

-18.35%

-16.68%

Current Drawdown

Current decline from peak

-12.23%

-2.35%

-9.88%

Average Drawdown

Average peak-to-trough decline

-6.23%

-2.39%

-3.84%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.45%

1.93%

+2.52%

Volatility

AULDX vs. BCHYX - Volatility Comparison

American Century Ultra Fund Class R6 (AULDX) has a higher volatility of 7.21% compared to American Century California High Yield Municipal Fund (BCHYX) at 1.24%. This indicates that AULDX's price experiences larger fluctuations and is considered to be riskier than BCHYX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


AULDXBCHYXDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.21%

1.24%

+5.97%

Volatility (6M)

Calculated over the trailing 6-month period

13.25%

1.97%

+11.28%

Volatility (1Y)

Calculated over the trailing 1-year period

23.37%

5.98%

+17.39%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

22.60%

4.83%

+17.77%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

22.04%

4.79%

+17.25%