BIGRX vs. ACFOX
BIGRX (American Century Disciplined Core Value Fund) and ACFOX (American Century Investments Focused Dynamic Growth Fund) are both mutual funds - BIGRX is a Large Cap Value Equities fund managed by American Century, while ACFOX is a Large Cap Growth Equities fund managed by American Century. Over the past 10 years, BIGRX returned 11.30%/yr vs 19.58%/yr for ACFOX. A 0.79 correlation means they provide meaningful diversification when combined. BIGRX charges 0.65%/yr vs 0.85%/yr for ACFOX.
Performance
BIGRX vs. ACFOX - Performance Comparison
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Returns By Period
In the year-to-date period, BIGRX achieves a 11.88% return, which is significantly higher than ACFOX's 9.28% return. Over the past 10 years, BIGRX has underperformed ACFOX with an annualized return of 11.30%, while ACFOX has yielded a comparatively higher 19.58% annualized return.
BIGRX
- 1D
- 0.44%
- 1M
- 4.27%
- YTD
- 11.88%
- 6M
- 12.76%
- 1Y
- 28.35%
- 3Y*
- 17.40%
- 5Y*
- 7.51%
- 10Y*
- 11.30%
ACFOX
- 1D
- -1.06%
- 1M
- 5.78%
- YTD
- 9.28%
- 6M
- 10.92%
- 1Y
- 33.16%
- 3Y*
- 28.29%
- 5Y*
- 11.86%
- 10Y*
- 19.58%
BIGRX vs. ACFOX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
BIGRX American Century Disciplined Core Value Fund | 11.88% | 14.85% | 13.26% | 8.44% | -12.59% | 24.22% | 11.86% | 24.00% | -6.37% | 20.63% |
ACFOX American Century Investments Focused Dynamic Growth Fund | 9.28% | 20.51% | 43.30% | 35.66% | -36.32% | 7.08% | 73.31% | 32.30% | 6.51% | 34.55% |
Correlation
The correlation between BIGRX and ACFOX is 0.57, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.57 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.56 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.63 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.67 |
Correlation (All Time) Calculated using the full available price history since Jun 1, 2006 | 0.79 |
Over the past year, the correlation between BIGRX and ACFOX has dropped to 0.57 - well below their long-term average of 0.79, suggesting their price drivers have been diverging.
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Return for Risk
BIGRX vs. ACFOX — Risk / Return Rank
BIGRX
ACFOX
BIGRX vs. ACFOX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for American Century Disciplined Core Value Fund (BIGRX) and American Century Investments Focused Dynamic Growth Fund (ACFOX). 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.
| BIGRX | ACFOX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.81 | ||
| Sortino ratioReturn per unit of downside risk | +1.31 | ||
| Omega ratioGain probability vs. loss probability | 1.47 | 1.31 | +0.16 |
| Calmar ratioReturn relative to maximum drawdown | 3.70 | 2.05 | +1.65 |
| Martin ratioReturn relative to average drawdown | 15.59 | 7.24 | +8.36 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| BIGRX | ACFOX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.61 | 1.80 | +0.81 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.51 | 0.47 | +0.03 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.67 | 0.83 | -0.15 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.58 | 0.58 | 0.00 |
Drawdowns
BIGRX vs. ACFOX - Drawdown Comparison
The maximum BIGRX drawdown since its inception was -58.04%, roughly equal to the maximum ACFOX drawdown of -58.92%. Use the drawdown chart below to compare losses from any high point for BIGRX and ACFOX.
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Drawdown Indicators
| BIGRX | ACFOX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -58.04% | -58.92% | +0.88% |
Max Drawdown (1Y)Largest decline over 1 year | -7.95% | -16.52% | +8.57% |
Max Drawdown (3Y)Largest decline over 3 years | -18.24% | -27.03% | +8.79% |
Max Drawdown (5Y)Largest decline over 5 years | -22.19% | -43.77% | +21.58% |
Max Drawdown (10Y)Largest decline over 10 years | -32.62% | -43.77% | +11.15% |
Current DrawdownCurrent decline from peak | 0.00% | -1.06% | +1.06% |
Average DrawdownAverage peak-to-trough decline | -9.00% | -14.71% | +5.71% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.88% | 4.67% | -2.79% |
Volatility
BIGRX vs. ACFOX - Volatility Comparison
The current volatility for American Century Disciplined Core Value Fund (BIGRX) is 2.91%, while American Century Investments Focused Dynamic Growth Fund (ACFOX) has a volatility of 5.17%. This indicates that BIGRX experiences smaller price fluctuations and is considered to be less risky than ACFOX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| BIGRX | ACFOX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.91% | 5.17% | -2.26% |
Volatility (6M)Calculated over the trailing 6-month period | 8.36% | 14.56% | -6.20% |
Volatility (1Y)Calculated over the trailing 1-year period | 11.24% | 18.80% | -7.56% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.94% | 25.28% | -10.34% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.82% | 23.81% | -6.99% |
BIGRX vs. ACFOX - Expense Ratio Comparison
BIGRX has a 0.65% expense ratio, which is lower than ACFOX's 0.85% expense ratio.
Dividends
BIGRX vs. ACFOX - Dividend Comparison
BIGRX's dividend yield for the trailing twelve months is around 8.09%, more than ACFOX's 6.91% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
ACFOX American Century Investments Focused Dynamic Growth Fund | 6.91% | 7.56% | 0.00% | 0.00% | 0.00% | 2.48% | 0.62% | 0.00% | 0.00% | 0.00% | 1.15% | 1.33% |
BIGRX American Century Disciplined Core Value Fund | 8.09% | 9.05% | 1.32% | 1.55% | 1.88% | 28.04% | 16.19% | 3.90% | 13.40% | 9.32% | 3.91% | 9.22% |
Frequently Asked Questions
BIGRX and ACFOX have a correlation of 0.57, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
ACFOX has higher volatility (5.17%) compared to BIGRX (2.91%). In terms of maximum drawdown, BIGRX dropped -58.04% vs ACFOX's -58.92%.
BIGRX currently has the higher Sharpe Ratio (2.61 vs 1.80), 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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