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BGEIX vs. TWHIX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

BGEIX vs. TWHIX - Performance Comparison

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

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Returns By Period

In the year-to-date period, BGEIX achieves a -11.13% return, which is significantly lower than TWHIX's 3.13% return. Over the past 10 years, BGEIX has underperformed TWHIX with an annualized return of 10.13%, while TWHIX has yielded a comparatively higher 11.27% annualized return.


BGEIX

1D
3.47%
1M
-2.24%
6M
-19.57%
YTD
-11.13%
1Y
48.85%
3Y*
38.61%
5Y*
18.36%
10Y*
10.13%
ALL TIME*
5.11%

TWHIX

1D
2.10%
1M
-3.99%
6M
3.23%
YTD
3.13%
1Y
0.36%
3Y*
11.89%
5Y*
3.31%
10Y*
11.27%
ALL TIME*
10.98%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$0.00$0.00$0.00
$0.00$0.00$0.00

BGEIX vs. TWHIX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
BGEIX
American Century Global Gold Fund
-11.13%158.45%15.10%7.52%-12.54%-8.85%18.92%37.82%-7.43%10.62%
TWHIX
American Century Heritage Fund
3.13%6.53%24.66%20.64%-28.13%11.52%42.61%35.50%-5.08%21.83%

Correlation

The correlation between BGEIX and TWHIX is 0.41, which is low. Their historical price movements had little consistent relationship.


Correlation
Correlation (1Y)
Focuses on recent behavior, but can change the most.

0.41

Correlation (3Y)
Balances recent behavior with more history.

0.30

Correlation (5Y)
Shows whether the relationship held over a longer period.

0.31

Correlation (10Y)
Provides a long-term view across more market conditions.

0.24

Correlation (All Time)
Calculated using the full available price history since Aug 17, 1988

0.19

Over the past year, BGEIX and TWHIX have become more correlated (0.41) than their long-term average of 0.19, meaning their price movements have been converging.

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Return for Risk

BGEIX vs. TWHIX — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

BGEIX
BGEIX Risk / Return Rank: 3232
Overall Rank
BGEIX Sharpe Ratio Rank: 3737
Sharpe Ratio Rank
BGEIX Sortino Ratio Rank: 3434
Sortino Ratio Rank
BGEIX Omega Ratio Rank: 3838
Omega Ratio Rank
BGEIX Calmar Ratio Rank: 3030
Calmar Ratio Rank
BGEIX Martin Ratio Rank: 2121
Martin Ratio Rank

TWHIX
TWHIX Risk / Return Rank: 44
Overall Rank
TWHIX Sharpe Ratio Rank: 44
Sharpe Ratio Rank
TWHIX Sortino Ratio Rank: 44
Sortino Ratio Rank
TWHIX Omega Ratio Rank: 44
Omega Ratio Rank
TWHIX Calmar Ratio Rank: 44
Calmar Ratio Rank
TWHIX Martin Ratio Rank: 33
Martin Ratio Rank
The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

BGEIX vs. TWHIX - Risk-Adjusted Trends Comparison

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

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


BGEIXTWHIXDifference
Sharpe ratioReturn per unit of total volatility

+1.21

Sortino ratioReturn per unit of downside risk

+1.57

Omega ratioGain probability vs. loss probability

1.21

1.00

+0.21

Calmar ratioReturn relative to maximum drawdown

1.30

-0.13

+1.43

Martin ratioReturn relative to average drawdown

2.88

-0.36

+3.24

BGEIX vs. TWHIX - Sharpe Ratio Comparison

The current BGEIX Sharpe Ratio is 1.11, which is higher than the TWHIX Sharpe Ratio of -0.11. The chart below compares the historical Sharpe Ratios of BGEIX and TWHIX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

BGEIX vs. TWHIX - Drawdown Comparison

The maximum BGEIX drawdown since its inception was -78.69%, which is greater than TWHIX's maximum drawdown of -56.98%. Use the drawdown chart below to compare losses from any high point for BGEIX and TWHIX.


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Drawdown Indicators


BGEIXTWHIXDifference

Max Drawdown

Largest peak-to-trough decline

-78.69%

-56.98%

-21.71%

Max Drawdown (1Y)

Largest decline over 1 year

-38.61%

-15.82%

-22.79%

Max Drawdown (3Y)

Largest decline over 3 years

-38.61%

-26.30%

-12.31%

Max Drawdown (5Y)

Largest decline over 5 years

-46.62%

-40.34%

-6.28%

Max Drawdown (10Y)

Largest decline over 10 years

-51.92%

-40.34%

-11.58%

Current Drawdown

Current decline from peak

-33.63%

-5.18%

-28.45%

Average Drawdown

Average peak-to-trough decline

-35.14%

-12.21%

-22.93%

Ulcer Index

Depth and duration of drawdowns from previous peaks

17.45%

5.57%

+11.88%

Volatility

BGEIX vs. TWHIX - Volatility Comparison

American Century Global Gold Fund (BGEIX) has a higher volatility of 11.67% compared to American Century Heritage Fund (TWHIX) at 4.82%. This indicates that BGEIX's price experiences larger fluctuations and is considered to be riskier than TWHIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


BGEIXTWHIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

11.67%

4.82%

+6.85%

Volatility (6M)

Calculated over the trailing 6-month period

37.64%

14.77%

+22.87%

Volatility (1Y)

Calculated over the trailing 1-year period

45.61%

18.53%

+27.08%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

34.42%

23.41%

+11.01%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

33.49%

22.85%

+10.64%

BGEIX vs. TWHIX - Expense Ratio Comparison

BGEIX has a 0.65% expense ratio, which is lower than TWHIX's 1.00% expense ratio.


Dividends

BGEIX vs. TWHIX - Dividend Comparison

BGEIX's dividend yield for the trailing twelve months is around 0.91%, less than TWHIX's 21.47% yield.


PositionTTM2025202420232022202120202019201820172016
BGEIX
American Century Global Gold Fund
0.91%0.85%1.36%1.56%1.38%2.13%0.56%0.87%0.00%0.00%10.56%
TWHIX
American Century Heritage Fund
21.47%22.14%15.58%0.78%0.98%12.00%13.72%11.32%25.33%9.38%8.71%

Frequently Asked Questions


BGEIX and TWHIX have a correlation of 0.41, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

BGEIX has higher volatility (11.67%) compared to TWHIX (4.82%). In terms of maximum drawdown, BGEIX dropped -78.69% vs TWHIX's -56.98%.

BGEIX currently has the higher Sharpe Ratio (1.11 vs -0.11), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

Portfolio Optimizer

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