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BEQGX vs. BGEIX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

BEQGX vs. BGEIX - Performance Comparison

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

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BEQGX vs. BGEIX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
BEQGX
American Century Equity Growth Fund
-5.63%18.38%24.70%24.37%-22.99%27.19%14.52%28.42%-6.00%21.85%
BGEIX
American Century Global Gold Fund
5.78%158.45%15.10%7.52%-12.54%-8.85%18.92%37.82%-7.43%10.62%

Returns By Period

In the year-to-date period, BEQGX achieves a -5.63% return, which is significantly lower than BGEIX's 5.78% return. Over the past 10 years, BEQGX has underperformed BGEIX with an annualized return of 12.03%, while BGEIX has yielded a comparatively higher 17.01% annualized return.


BEQGX

1D
2.85%
1M
-5.31%
YTD
-5.63%
6M
-1.83%
1Y
19.17%
3Y*
18.19%
5Y*
9.09%
10Y*
12.03%

BGEIX

1D
6.74%
1M
-20.97%
YTD
5.78%
6M
20.29%
1Y
99.08%
3Y*
44.73%
5Y*
23.18%
10Y*
17.01%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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BEQGX vs. BGEIX - Expense Ratio Comparison

Both BEQGX and BGEIX have an expense ratio of 0.65%.


Return for Risk

BEQGX vs. BGEIX — Risk / Return Rank

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

BEQGX
BEQGX Risk / Return Rank: 6060
Overall Rank
BEQGX Sharpe Ratio Rank: 5151
Sharpe Ratio Rank
BEQGX Sortino Ratio Rank: 5656
Sortino Ratio Rank
BEQGX Omega Ratio Rank: 5555
Omega Ratio Rank
BEQGX Calmar Ratio Rank: 6666
Calmar Ratio Rank
BEQGX Martin Ratio Rank: 7272
Martin Ratio Rank

BGEIX
BGEIX Risk / Return Rank: 9292
Overall Rank
BGEIX Sharpe Ratio Rank: 9595
Sharpe Ratio Rank
BGEIX Sortino Ratio Rank: 8989
Sortino Ratio Rank
BGEIX Omega Ratio Rank: 8787
Omega Ratio Rank
BGEIX Calmar Ratio Rank: 9595
Calmar Ratio Rank
BGEIX Martin Ratio Rank: 9393
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.

BEQGX vs. BGEIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for American Century Equity Growth Fund (BEQGX) and American Century Global Gold Fund (BGEIX). 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.


BEQGXBGEIXDifference

Sharpe ratio

Return per unit of total volatility

1.04

2.30

-1.26

Sortino ratio

Return per unit of downside risk

1.58

2.52

-0.94

Omega ratio

Gain probability vs. loss probability

1.23

1.38

-0.14

Calmar ratio

Return relative to maximum drawdown

1.63

3.30

-1.66

Martin ratio

Return relative to average drawdown

7.22

12.12

-4.90

BEQGX vs. BGEIX - Sharpe Ratio Comparison

The current BEQGX Sharpe Ratio is 1.04, which is lower than the BGEIX Sharpe Ratio of 2.30. The chart below compares the historical Sharpe Ratios of BEQGX and BGEIX, 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


BEQGXBGEIXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.04

2.30

-1.26

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.54

0.71

-0.17

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.67

0.51

+0.16

Sharpe Ratio (All Time)

Calculated using the full available price history

0.49

0.17

+0.32

Correlation

The correlation between BEQGX and BGEIX is 0.17, 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

BEQGX vs. BGEIX - Dividend Comparison

BEQGX's dividend yield for the trailing twelve months is around 12.19%, more than BGEIX's 0.80% yield.


TTM20252024202320222021202020192018201720162015
BEQGX
American Century Equity Growth Fund
12.19%11.50%0.58%1.20%9.65%27.71%12.60%10.44%13.39%10.22%1.86%8.27%
BGEIX
American Century Global Gold Fund
0.80%0.85%1.36%1.56%1.38%2.13%0.56%0.87%0.00%0.00%10.56%0.00%

Drawdowns

BEQGX vs. BGEIX - Drawdown Comparison

The maximum BEQGX drawdown since its inception was -54.43%, smaller than the maximum BGEIX drawdown of -78.69%. Use the drawdown chart below to compare losses from any high point for BEQGX and BGEIX.


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Drawdown Indicators


BEQGXBGEIXDifference

Max Drawdown

Largest peak-to-trough decline

-54.43%

-78.69%

+24.26%

Max Drawdown (1Y)

Largest decline over 1 year

-12.22%

-30.55%

+18.33%

Max Drawdown (5Y)

Largest decline over 5 years

-27.25%

-46.62%

+19.37%

Max Drawdown (10Y)

Largest decline over 10 years

-31.94%

-51.92%

+19.98%

Current Drawdown

Current decline from peak

-7.45%

-21.00%

+13.55%

Average Drawdown

Average peak-to-trough decline

-9.43%

-35.23%

+25.80%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.77%

8.31%

-5.54%

Volatility

BEQGX vs. BGEIX - Volatility Comparison

The current volatility for American Century Equity Growth Fund (BEQGX) is 5.24%, while American Century Global Gold Fund (BGEIX) has a volatility of 17.41%. This indicates that BEQGX experiences smaller price fluctuations and is considered to be less risky than BGEIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


BEQGXBGEIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.24%

17.41%

-12.17%

Volatility (6M)

Calculated over the trailing 6-month period

10.08%

35.58%

-25.50%

Volatility (1Y)

Calculated over the trailing 1-year period

18.88%

43.43%

-24.55%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.01%

33.00%

-15.99%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.93%

33.45%

-15.52%