BIGRX vs. TWEIX
Compare and contrast key facts about American Century Disciplined Core Value Fund (BIGRX) and American Century Equity Income Fund (TWEIX).
BIGRX is managed by American Century Investments. It was launched on Dec 17, 1990. TWEIX is managed by American Century Investments. It was launched on Aug 1, 1994.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: BIGRX or TWEIX.
Performance
BIGRX vs. TWEIX - Performance Comparison
Returns By Period
In the year-to-date period, BIGRX achieves a 19.07% return, which is significantly higher than TWEIX's 15.26% return. Over the past 10 years, BIGRX has underperformed TWEIX with an annualized return of 1.46%, while TWEIX has yielded a comparatively higher 2.37% annualized return.
BIGRX
19.07%
2.63%
10.89%
26.66%
1.69%
1.46%
TWEIX
15.26%
0.74%
10.27%
13.59%
2.62%
2.37%
Key characteristics
| BIGRX | TWEIX | |
|---|---|---|
| Sharpe Ratio | 2.44 | 1.49 |
| Sortino Ratio | 3.45 | 1.89 |
| Omega Ratio | 1.43 | 1.30 |
| Calmar Ratio | 0.91 | 0.93 |
| Martin Ratio | 13.11 | 5.76 |
| Ulcer Index | 2.08% | 2.41% |
| Daily Std Dev | 11.16% | 9.29% |
| Max Drawdown | -61.39% | -44.31% |
| Current Drawdown | -11.21% | -0.51% |
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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.
Correlation
The correlation between BIGRX and TWEIX 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.
Risk-Adjusted Performance
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.
Dividends
BIGRX vs. TWEIX - Dividend Comparison
BIGRX's dividend yield for the trailing twelve months is around 1.24%, less than TWEIX's 2.30% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
BIGRX American Century Disciplined Core Value Fund | 1.24% | 1.55% | 2.22% | 1.27% | 1.94% | 1.97% | 2.22% | 2.34% | 2.27% | 2.38% | 2.07% | 2.02% |
TWEIX American Century Equity Income Fund | 2.30% | 2.54% | 2.31% | 1.86% | 2.00% | 2.26% | 2.84% | 1.86% | 1.96% | 2.55% | 2.49% | 2.39% |
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.
Volatility
BIGRX vs. TWEIX - Volatility Comparison
American Century Disciplined Core Value Fund (BIGRX) has a higher volatility of 3.79% compared to American Century Equity Income Fund (TWEIX) at 2.56%. 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.