BIGRX vs. BCITX
BIGRX (American Century Disciplined Core Value Fund) and BCITX (American Century California Intermediate-Term Tax-Free Bond Fund) are both mutual funds - BIGRX is a Large Cap Value Equities fund managed by American Century, while BCITX is a Municipal Bonds fund managed by American Century. Over the past 10 years, BIGRX returned 11.28%/yr vs 1.87%/yr for BCITX. At a correlation of -0.03, they often move in opposite directions. BIGRX charges 0.65%/yr vs 0.46%/yr for BCITX.
Performance
BIGRX vs. BCITX - Performance Comparison
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Returns By Period
In the year-to-date period, BIGRX achieves a 11.65% return, which is significantly higher than BCITX's 1.10% return. Over the past 10 years, BIGRX has outperformed BCITX with an annualized return of 11.28%, while BCITX has yielded a comparatively lower 1.87% annualized return.
BIGRX
- 1D
- -0.21%
- 1M
- 3.15%
- YTD
- 11.65%
- 6M
- 12.39%
- 1Y
- 28.50%
- 3Y*
- 17.32%
- 5Y*
- 7.38%
- 10Y*
- 11.28%
BCITX
- 1D
- -0.09%
- 1M
- 0.52%
- YTD
- 1.10%
- 6M
- 1.54%
- 1Y
- 6.02%
- 3Y*
- 3.82%
- 5Y*
- 1.04%
- 10Y*
- 1.87%
BIGRX vs. BCITX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
BIGRX American Century Disciplined Core Value Fund | 11.65% | 14.85% | 13.26% | 8.44% | -12.59% | 24.22% | 11.86% | 24.00% | -6.37% | 20.63% |
BCITX American Century California Intermediate-Term Tax-Free Bond Fund | 1.10% | 4.74% | 2.17% | 4.75% | -7.36% | 1.11% | 3.71% | 6.62% | 0.71% | 4.63% |
Correlation
The correlation between BIGRX and BCITX is 0.18, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.18 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.13 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.08 |
Correlation (10Y) Calculated over the trailing 10-year period | -0.01 |
Correlation (All Time) Calculated using the full available price history since Dec 18, 1990 | -0.03 |
The correlation between BIGRX and BCITX shifts across timeframes, from -0.03 (all time) to 0.18 (1 year), reflecting how their relationship changes across market environments.
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Return for Risk
BIGRX vs. BCITX — Risk / Return Rank
BIGRX
BCITX
BIGRX vs. BCITX - 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 California Intermediate-Term Tax-Free Bond Fund (BCITX). 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 | BCITX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.34 | ||
| Sortino ratioReturn per unit of downside risk | -1.12 | ||
| Omega ratioGain probability vs. loss probability | 1.45 | 1.76 | -0.31 |
| Calmar ratioReturn relative to maximum drawdown | 3.55 | 2.38 | +1.17 |
| Martin ratioReturn relative to average drawdown | 14.96 | 7.76 | +7.20 |
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 | BCITX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.51 | 2.85 | -0.34 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.50 | 0.35 | +0.15 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.67 | 0.56 | +0.11 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.58 | 1.16 | -0.59 |
Drawdowns
BIGRX vs. BCITX - Drawdown Comparison
The maximum BIGRX drawdown since its inception was -58.04%, which is greater than BCITX's maximum drawdown of -12.17%. Use the drawdown chart below to compare losses from any high point for BIGRX and BCITX.
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Drawdown Indicators
| BIGRX | BCITX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -58.04% | -12.17% | -45.87% |
Max Drawdown (1Y)Largest decline over 1 year | -7.95% | -2.62% | -5.33% |
Max Drawdown (3Y)Largest decline over 3 years | -18.24% | -4.25% | -13.99% |
Max Drawdown (5Y)Largest decline over 5 years | -22.19% | -11.40% | -10.79% |
Max Drawdown (10Y)Largest decline over 10 years | -32.62% | -11.40% | -21.22% |
Current DrawdownCurrent decline from peak | -0.21% | -0.82% | +0.61% |
Average DrawdownAverage peak-to-trough decline | -9.00% | -1.92% | -7.08% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.88% | 0.80% | +1.08% |
Volatility
BIGRX vs. BCITX - Volatility Comparison
American Century Disciplined Core Value Fund (BIGRX) has a higher volatility of 2.78% compared to American Century California Intermediate-Term Tax-Free Bond Fund (BCITX) at 0.85%. This indicates that BIGRX's price experiences larger fluctuations and is considered to be riskier than BCITX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| BIGRX | BCITX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.78% | 0.85% | +1.93% |
Volatility (6M)Calculated over the trailing 6-month period | 8.33% | 1.70% | +6.63% |
Volatility (1Y)Calculated over the trailing 1-year period | 11.25% | 2.19% | +9.06% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.94% | 3.00% | +11.94% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.82% | 3.37% | +13.45% |
BIGRX vs. BCITX - Expense Ratio Comparison
BIGRX has a 0.65% expense ratio, which is higher than BCITX's 0.46% expense ratio.
Dividends
BIGRX vs. BCITX - Dividend Comparison
BIGRX's dividend yield for the trailing twelve months is around 8.11%, more than BCITX's 3.04% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
BCITX American Century California Intermediate-Term Tax-Free Bond Fund | 3.04% | 3.49% | 3.40% | 2.70% | 1.67% | 1.93% | 2.22% | 2.77% | 2.65% | 2.48% | 2.42% | 2.39% |
BIGRX American Century Disciplined Core Value Fund | 8.11% | 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 BCITX have a correlation of 0.18, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
BIGRX has higher volatility (2.78%) compared to BCITX (0.85%). In terms of maximum drawdown, BIGRX dropped -58.04% vs BCITX's -12.17%.
BCITX currently has the higher Sharpe Ratio (2.85 vs 2.51), 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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