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

Correlation

The correlation between BIGRX and TWEIX is 0.85, 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.


Performance

BIGRX vs. TWEIX - 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 Equity Income Fund (TWEIX). The values are adjusted to include any dividend payments, if applicable.

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Key characteristics

Sharpe Ratio

BIGRX:

0.16

TWEIX:

-0.13

Sortino Ratio

BIGRX:

0.33

TWEIX:

-0.11

Omega Ratio

BIGRX:

1.04

TWEIX:

0.98

Calmar Ratio

BIGRX:

0.09

TWEIX:

-0.14

Martin Ratio

BIGRX:

0.43

TWEIX:

-0.31

Ulcer Index

BIGRX:

5.61%

TWEIX:

7.46%

Daily Std Dev

BIGRX:

16.49%

TWEIX:

14.44%

Max Drawdown

BIGRX:

-61.39%

TWEIX:

-44.31%

Current Drawdown

BIGRX:

-16.51%

TWEIX:

-11.02%

Returns By Period

In the year-to-date period, BIGRX achieves a -1.14% return, which is significantly lower than TWEIX's 2.40% return. Over the past 10 years, BIGRX has underperformed TWEIX with an annualized return of 1.27%, while TWEIX has yielded a comparatively higher 1.89% annualized return.


BIGRX

YTD

-1.14%

1M

8.79%

6M

-4.68%

1Y

2.67%

3Y*

6.09%

5Y*

2.49%

10Y*

1.27%

TWEIX

YTD

2.40%

1M

4.67%

6M

-8.85%

1Y

-1.90%

3Y*

-0.41%

5Y*

4.22%

10Y*

1.89%

*Annualized

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BIGRX vs. TWEIX - Expense Ratio Comparison

BIGRX has a 0.65% expense ratio, which is lower than TWEIX's 0.94% expense ratio.


Risk-Adjusted Performance

BIGRX vs. TWEIX — 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 2828
Overall Rank
The Sharpe Ratio Rank of BIGRX is 2929
Sharpe Ratio Rank
The Sortino Ratio Rank of BIGRX is 2828
Sortino Ratio Rank
The Omega Ratio Rank of BIGRX is 2727
Omega Ratio Rank
The Calmar Ratio Rank of BIGRX is 2727
Calmar Ratio Rank
The Martin Ratio Rank of BIGRX is 2828
Martin Ratio Rank

TWEIX
The Risk-Adjusted Performance Rank of TWEIX is 1111
Overall Rank
The Sharpe Ratio Rank of TWEIX is 1313
Sharpe Ratio Rank
The Sortino Ratio Rank of TWEIX is 1111
Sortino Ratio Rank
The Omega Ratio Rank of TWEIX is 1010
Omega Ratio Rank
The Calmar Ratio Rank of TWEIX is 1010
Calmar Ratio Rank
The Martin Ratio Rank of TWEIX is 1212
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. TWEIX - 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 Equity Income Fund (TWEIX). 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 current BIGRX Sharpe Ratio is 0.16, which is higher than the TWEIX Sharpe Ratio of -0.13. The chart below compares the historical Sharpe Ratios of BIGRX and TWEIX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Dividends

BIGRX vs. TWEIX - Dividend Comparison

BIGRX's dividend yield for the trailing twelve months is around 1.39%, less than TWEIX's 11.16% yield.


TTM20242023202220212020201920182017201620152014
BIGRX
American Century Disciplined Core Value Fund
1.39%1.32%1.55%2.22%1.27%1.94%1.97%2.22%2.34%2.27%2.38%2.07%
TWEIX
American Century Equity Income Fund
11.16%11.51%8.02%8.76%6.83%2.00%7.38%8.79%11.95%7.88%10.49%10.05%

Drawdowns

BIGRX vs. TWEIX - Drawdown Comparison

The maximum BIGRX drawdown since its inception was -61.39%, which is greater than TWEIX's maximum drawdown of -44.31%. Use the drawdown chart below to compare losses from any high point for BIGRX and TWEIX. For additional features, visit the drawdowns tool.


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Volatility

BIGRX vs. TWEIX - Volatility Comparison

American Century Disciplined Core Value Fund (BIGRX) has a higher volatility of 4.33% compared to American Century Equity Income Fund (TWEIX) at 3.23%. This indicates that BIGRX's price experiences larger fluctuations and is considered to be riskier than TWEIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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