BIGRX vs. ACMVX
Compare and contrast key facts about American Century Disciplined Core Value Fund (BIGRX) and American Century Mid Cap Value Fund (ACMVX).
BIGRX is managed by American Century Investments. It was launched on Dec 17, 1990. ACMVX is managed by American Century Investments. It was launched on Mar 31, 2004.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: BIGRX or ACMVX.
Performance
BIGRX vs. ACMVX - Performance Comparison
Returns By Period
In the year-to-date period, BIGRX achieves a 17.96% return, which is significantly higher than ACMVX's 12.77% return. Over the past 10 years, BIGRX has outperformed ACMVX with an annualized return of 1.39%, while ACMVX has yielded a comparatively lower 1.17% annualized return.
BIGRX
17.96%
0.42%
8.22%
26.09%
1.51%
1.39%
ACMVX
12.77%
0.52%
7.83%
16.71%
2.49%
1.17%
Key characteristics
| BIGRX | ACMVX | |
|---|---|---|
| Sharpe Ratio | 2.43 | 1.55 |
| Sortino Ratio | 3.42 | 2.18 |
| Omega Ratio | 1.43 | 1.28 |
| Calmar Ratio | 0.89 | 0.72 |
| Martin Ratio | 13.07 | 6.90 |
| Ulcer Index | 2.06% | 2.52% |
| Daily Std Dev | 11.11% | 11.25% |
| Max Drawdown | -61.39% | -55.52% |
| Current Drawdown | -12.04% | -11.32% |
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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.
Correlation
The correlation between BIGRX and ACMVX is 0.92, 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.
Risk-Adjusted Performance
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.
Dividends
BIGRX vs. ACMVX - Dividend Comparison
BIGRX's dividend yield for the trailing twelve months is around 1.25%, less than ACMVX's 1.51% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
BIGRX American Century Disciplined Core Value Fund | 1.25% | 1.55% | 2.22% | 1.27% | 1.94% | 1.97% | 2.22% | 2.34% | 2.27% | 2.38% | 2.07% | 2.02% |
ACMVX American Century Mid Cap Value Fund | 1.51% | 1.72% | 1.80% | 1.42% | 1.33% | 1.46% | 1.81% | 1.58% | 1.29% | 1.18% | 1.11% | 1.30% |
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.
Volatility
BIGRX vs. ACMVX - Volatility Comparison
American Century Disciplined Core Value Fund (BIGRX) and American Century Mid Cap Value Fund (ACMVX) have volatilities of 3.71% and 3.78%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.