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BIGRX vs. ACMVX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between BIGRX and ACMVX is 0.87, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


-0.50.00.51.0
Correlation: 0.9

Performance

BIGRX vs. ACMVX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in American Century Disciplined Core Value Fund (BIGRX) and American Century Mid Cap Value Fund (ACMVX). The values are adjusted to include any dividend payments, if applicable.

60.00%80.00%100.00%120.00%140.00%160.00%NovemberDecember2025FebruaryMarchApril
81.42%
117.09%
BIGRX
ACMVX

Key characteristics

Sharpe Ratio

BIGRX:

0.06

ACMVX:

-0.20

Sortino Ratio

BIGRX:

0.19

ACMVX:

-0.16

Omega Ratio

BIGRX:

1.03

ACMVX:

0.98

Calmar Ratio

BIGRX:

0.03

ACMVX:

-0.12

Martin Ratio

BIGRX:

0.18

ACMVX:

-0.45

Ulcer Index

BIGRX:

5.07%

ACMVX:

7.32%

Daily Std Dev

BIGRX:

16.16%

ACMVX:

16.44%

Max Drawdown

BIGRX:

-61.39%

ACMVX:

-55.52%

Current Drawdown

BIGRX:

-20.03%

ACMVX:

-22.37%

Returns By Period

In the year-to-date period, BIGRX achieves a -5.31% return, which is significantly lower than ACMVX's -2.73% return. Over the past 10 years, BIGRX has outperformed ACMVX with an annualized return of 0.93%, while ACMVX has yielded a comparatively lower 0.47% annualized return.


BIGRX

YTD

-5.31%

1M

-4.06%

6M

-6.79%

1Y

0.97%

5Y*

2.03%

10Y*

0.93%

ACMVX

YTD

-2.73%

1M

-4.68%

6M

-10.24%

1Y

-2.91%

5Y*

3.76%

10Y*

0.47%

*Annualized

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BIGRX vs. ACMVX - Expense Ratio Comparison

BIGRX has a 0.65% expense ratio, which is lower than ACMVX's 0.97% expense ratio.


Expense ratio chart for ACMVX: current value is 0.97%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
ACMVX: 0.97%
Expense ratio chart for BIGRX: current value is 0.65%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
BIGRX: 0.65%

Risk-Adjusted Performance

BIGRX vs. ACMVX — Risk-Adjusted Performance Rank

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

BIGRX
The Risk-Adjusted Performance Rank of BIGRX is 2626
Overall Rank
The Sharpe Ratio Rank of BIGRX is 2626
Sharpe Ratio Rank
The Sortino Ratio Rank of BIGRX is 2626
Sortino Ratio Rank
The Omega Ratio Rank of BIGRX is 2626
Omega Ratio Rank
The Calmar Ratio Rank of BIGRX is 2626
Calmar Ratio Rank
The Martin Ratio Rank of BIGRX is 2626
Martin Ratio Rank

ACMVX
The Risk-Adjusted Performance Rank of ACMVX is 1313
Overall Rank
The Sharpe Ratio Rank of ACMVX is 1313
Sharpe Ratio Rank
The Sortino Ratio Rank of ACMVX is 1313
Sortino Ratio Rank
The Omega Ratio Rank of ACMVX is 1212
Omega Ratio Rank
The Calmar Ratio Rank of ACMVX is 1414
Calmar Ratio Rank
The Martin Ratio Rank of ACMVX is 1414
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

BIGRX vs. ACMVX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for American Century Disciplined Core Value Fund (BIGRX) and American Century Mid Cap Value Fund (ACMVX). 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.


The chart of Sharpe ratio for BIGRX, currently valued at 0.06, compared to the broader market-1.000.001.002.003.00
BIGRX: 0.06
ACMVX: -0.20
The chart of Sortino ratio for BIGRX, currently valued at 0.19, compared to the broader market-2.000.002.004.006.008.0010.00
BIGRX: 0.19
ACMVX: -0.16
The chart of Omega ratio for BIGRX, currently valued at 1.03, compared to the broader market0.501.001.502.002.503.00
BIGRX: 1.03
ACMVX: 0.98
The chart of Calmar ratio for BIGRX, currently valued at 0.03, compared to the broader market0.002.004.006.008.0010.00
BIGRX: 0.03
ACMVX: -0.12
The chart of Martin ratio for BIGRX, currently valued at 0.18, compared to the broader market0.0010.0020.0030.0040.0050.00
BIGRX: 0.18
ACMVX: -0.45

The current BIGRX Sharpe Ratio is 0.06, which is higher than the ACMVX Sharpe Ratio of -0.20. The chart below compares the historical Sharpe Ratios of BIGRX and ACMVX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio-1.000.001.002.003.00NovemberDecember2025FebruaryMarchApril
0.06
-0.20
BIGRX
ACMVX

Dividends

BIGRX vs. ACMVX - Dividend Comparison

BIGRX's dividend yield for the trailing twelve months is around 1.45%, less than ACMVX's 1.66% yield.


TTM20242023202220212020201920182017201620152014
BIGRX
American Century Disciplined Core Value Fund
1.45%1.32%1.55%2.22%1.27%1.94%1.97%2.22%2.34%2.27%2.38%2.07%
ACMVX
American Century Mid Cap Value Fund
1.66%1.70%1.72%1.80%1.42%1.33%1.46%1.81%1.58%1.29%1.18%1.11%

Drawdowns

BIGRX vs. ACMVX - Drawdown Comparison

The maximum BIGRX drawdown since its inception was -61.39%, which is greater than ACMVX's maximum drawdown of -55.52%. Use the drawdown chart below to compare losses from any high point for BIGRX and ACMVX. For additional features, visit the drawdowns tool.


-25.00%-20.00%-15.00%-10.00%NovemberDecember2025FebruaryMarchApril
-20.03%
-22.37%
BIGRX
ACMVX

Volatility

BIGRX vs. ACMVX - Volatility Comparison

American Century Disciplined Core Value Fund (BIGRX) has a higher volatility of 11.42% compared to American Century Mid Cap Value Fund (ACMVX) at 10.18%. This indicates that BIGRX's price experiences larger fluctuations and is considered to be riskier than ACMVX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%4.00%6.00%8.00%10.00%12.00%NovemberDecember2025FebruaryMarchApril
11.42%
10.18%
BIGRX
ACMVX