BGEIX vs. TWUSX
BGEIX (American Century Global Gold Fund) and TWUSX (American Century Short-Term Government Fund) are both mutual funds - BGEIX is a Gold fund managed by American Century, while TWUSX is a Government Bonds fund managed by American Century. Over the past 10 years, BGEIX returned 10.13%/yr vs 1.49%/yr for TWUSX. Their 0.07 correlation means their historical movements had little consistent relationship. BGEIX charges 0.65%/yr vs 0.55%/yr for TWUSX.
Performance
BGEIX vs. TWUSX - Performance Comparison
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Returns By Period
In the year-to-date period, BGEIX achieves a -11.13% return, which is significantly lower than TWUSX's 0.33% return. Over the past 10 years, BGEIX has outperformed TWUSX with an annualized return of 10.13%, while TWUSX has yielded a comparatively lower 1.49% 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%
TWUSX
- 1D
- 0.00%
- 1M
- -0.22%
- 6M
- 0.15%
- YTD
- 0.33%
- 1Y
- 2.07%
- 3Y*
- 3.94%
- 5Y*
- 1.48%
- 10Y*
- 1.49%
- ALL TIME*
- -2.30%
Liquidity Comparison
| Position | Avg. 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. TWUSX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
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% |
TWUSX American Century Short-Term Government Fund | 0.33% | 4.94% | 3.59% | 3.70% | -4.31% | -0.09% | 3.36% | 2.91% | 1.12% | 0.22% |
Correlation
The correlation between BGEIX and TWUSX is 0.19, which is low. Their historical price movements had little consistent relationship.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.19 |
Correlation (3Y) Balances recent behavior with more history. | 0.19 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.24 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.23 |
Correlation (All Time) Calculated using the full available price history since Aug 17, 1988 | 0.07 |
The correlation between BGEIX and TWUSX shifts across timeframes, from 0.07 (all time) to 0.24 (5 years), reflecting how their relationship changes across market environments.
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Return for Risk
BGEIX vs. TWUSX — Risk / Return Rank
BGEIX
TWUSX
BGEIX vs. TWUSX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for American Century Global Gold Fund (BGEIX) and American Century Short-Term Government Fund (TWUSX). 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.
| BGEIX | TWUSX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.51 | ||
| Sortino ratioReturn per unit of downside risk | -1.26 | ||
| Omega ratioGain probability vs. loss probability | 1.21 | 1.36 | -0.15 |
| Calmar ratioReturn relative to maximum drawdown | 1.30 | 2.91 | -1.61 |
| Martin ratioReturn relative to average drawdown | 2.88 | 9.47 | -6.59 |
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Drawdowns
BGEIX vs. TWUSX - Drawdown Comparison
The maximum BGEIX drawdown since its inception was -78.69%, smaller than the maximum TWUSX drawdown of -91.06%. Use the drawdown chart below to compare losses from any high point for BGEIX and TWUSX.
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Drawdown Indicators
| BGEIX | TWUSX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -78.69% | -91.06% | +12.37% |
Max Drawdown (1Y)Largest decline over 1 year | -38.61% | -0.98% | -37.63% |
Max Drawdown (3Y)Largest decline over 3 years | -38.61% | -1.09% | -37.52% |
Max Drawdown (5Y)Largest decline over 5 years | -46.62% | -5.81% | -40.81% |
Max Drawdown (10Y)Largest decline over 10 years | -51.92% | -5.85% | -46.07% |
Current DrawdownCurrent decline from peak | -33.63% | -64.63% | +31.00% |
Average DrawdownAverage peak-to-trough decline | -35.14% | -76.88% | +41.74% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 17.45% | 0.30% | +17.15% |
Volatility
BGEIX vs. TWUSX - Volatility Comparison
American Century Global Gold Fund (BGEIX) has a higher volatility of 11.67% compared to American Century Short-Term Government Fund (TWUSX) at 0.35%. This indicates that BGEIX's price experiences larger fluctuations and is considered to be riskier than TWUSX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| BGEIX | TWUSX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 11.67% | 0.35% | +11.32% |
Volatility (6M)Calculated over the trailing 6-month period | 37.64% | 1.31% | +36.33% |
Volatility (1Y)Calculated over the trailing 1-year period | 45.61% | 1.76% | +43.85% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 34.42% | 2.32% | +32.10% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 33.49% | 1.82% | +31.67% |
BGEIX vs. TWUSX - Expense Ratio Comparison
BGEIX has a 0.65% expense ratio, which is higher than TWUSX's 0.55% expense ratio.
Dividends
BGEIX vs. TWUSX - Dividend Comparison
BGEIX's dividend yield for the trailing twelve months is around 0.91%, less than TWUSX's 3.29% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% | 0.00% |
TWUSX American Century Short-Term Government Fund | 3.29% | 3.70% | 4.06% | 3.83% | 1.12% | 1.05% | 0.72% | 1.81% | 1.74% | 1.06% | 0.57% | 0.53% |
Frequently Asked Questions
BGEIX and TWUSX have a correlation of 0.19, 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 TWUSX (0.35%). In terms of maximum drawdown, BGEIX dropped -78.69% vs TWUSX's -91.06%.
TWUSX currently has the higher Sharpe Ratio (1.62 vs 1.11), 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.
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