BIGRX vs. TWHIX
BIGRX (American Century Disciplined Core Value Fund) and TWHIX (American Century Heritage Fund) are both mutual funds - BIGRX is a Large Cap Value Equities fund managed by American Century, while TWHIX is a Mid Cap Growth Equities fund managed by American Century. Over the past 10 years, BIGRX returned 11.25%/yr vs 11.38%/yr for TWHIX. Their correlation of 0.81 means they have usually moved in the same direction. BIGRX charges 0.65%/yr vs 1.00%/yr for TWHIX.
Performance
BIGRX vs. TWHIX - Performance Comparison
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Returns By Period
In the year-to-date period, BIGRX achieves a 16.10% return, which is significantly higher than TWHIX's 2.89% return. Both investments have delivered pretty close results over the past 10 years, with BIGRX having a 11.25% annualized return and TWHIX not far ahead at 11.38%.
BIGRX
- 1D
- 0.54%
- 1M
- 1.53%
- 6M
- 10.61%
- YTD
- 16.10%
- 1Y
- 30.53%
- 3Y*
- 15.95%
- 5Y*
- 8.55%
- 10Y*
- 11.25%
- ALL TIME*
- 10.12%
TWHIX
- 1D
- -0.23%
- 1M
- -4.21%
- 6M
- 2.25%
- YTD
- 2.89%
- 1Y
- 0.13%
- 3Y*
- 11.82%
- 5Y*
- 3.26%
- 10Y*
- 11.38%
- ALL TIME*
- 10.97%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $0.00 | $0.00 | $0.00 | |
| $0.00 | $0.00 | $0.00 |
BIGRX vs. TWHIX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
BIGRX American Century Disciplined Core Value Fund | 16.10% | 14.85% | 13.26% | 8.44% | -12.59% | 24.22% | 11.86% | 24.00% | -6.37% | 20.63% |
TWHIX American Century Heritage Fund | 2.89% | 6.53% | 24.66% | 20.64% | -28.13% | 11.52% | 42.61% | 35.50% | -5.08% | 21.83% |
Correlation
The correlation between BIGRX and TWHIX is 0.75, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.75 |
Correlation (3Y) Balances recent behavior with more history. | 0.75 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.76 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.77 |
Correlation (All Time) Calculated using the full available price history since Dec 17, 1990 | 0.81 |
The correlation between BIGRX and TWHIX has been stable across timeframes, ranging from 0.74 to 0.81 - a consistent structural relationship.
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Return for Risk
BIGRX vs. TWHIX — Risk / Return Rank
BIGRX
TWHIX
BIGRX vs. TWHIX - 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 Heritage Fund (TWHIX). 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| BIGRX | TWHIX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +2.60 | ||
| Sortino ratioReturn per unit of downside risk | +3.55 | ||
| Omega ratioGain probability vs. loss probability | 1.46 | 1.00 | +0.46 |
| Calmar ratioReturn relative to maximum drawdown | 3.68 | -0.10 | +3.78 |
| Martin ratioReturn relative to average drawdown | 15.81 | -0.27 | +16.08 |
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Drawdowns
BIGRX vs. TWHIX - Drawdown Comparison
The maximum BIGRX drawdown since its inception was -58.04%, roughly equal to the maximum TWHIX drawdown of -56.98%. Use the drawdown chart below to compare losses from any high point for BIGRX and TWHIX.
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Drawdown Indicators
| BIGRX | TWHIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -58.04% | -56.98% | -1.06% |
Max Drawdown (1Y)Largest decline over 1 year | -7.95% | -15.82% | +7.87% |
Max Drawdown (3Y)Largest decline over 3 years | -18.24% | -26.30% | +8.06% |
Max Drawdown (5Y)Largest decline over 5 years | -22.19% | -40.34% | +18.15% |
Max Drawdown (10Y)Largest decline over 10 years | -32.62% | -40.34% | +7.72% |
Current DrawdownCurrent decline from peak | -0.13% | -5.40% | +5.27% |
Average DrawdownAverage peak-to-trough decline | -8.96% | -12.21% | +3.25% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.85% | 5.56% | -3.71% |
Volatility
BIGRX vs. TWHIX - Volatility Comparison
The current volatility for American Century Disciplined Core Value Fund (BIGRX) is 2.64%, while American Century Heritage Fund (TWHIX) has a volatility of 4.81%. This indicates that BIGRX experiences smaller price fluctuations and is considered to be less risky than TWHIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| BIGRX | TWHIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.64% | 4.81% | -2.17% |
Volatility (6M)Calculated over the trailing 6-month period | 8.88% | 14.77% | -5.89% |
Volatility (1Y)Calculated over the trailing 1-year period | 11.66% | 18.52% | -6.86% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.89% | 23.40% | -8.51% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.80% | 22.85% | -6.05% |
BIGRX vs. TWHIX - Expense Ratio Comparison
BIGRX has a 0.65% expense ratio, which is lower than TWHIX's 1.00% expense ratio.
Dividends
BIGRX vs. TWHIX - Dividend Comparison
BIGRX's dividend yield for the trailing twelve months is around 7.74%, less than TWHIX's 21.52% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
BIGRX American Century Disciplined Core Value Fund | 7.74% | 9.05% | 1.32% | 1.55% | 1.88% | 28.04% | 16.19% | 3.90% | 13.40% | 9.32% | 3.91% | 9.22% |
TWHIX American Century Heritage Fund | 21.52% | 22.14% | 15.58% | 0.78% | 0.98% | 12.00% | 13.72% | 11.32% | 25.33% | 9.38% | 8.71% | 0.00% |
Frequently Asked Questions
BIGRX and TWHIX have a correlation of 0.75, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
TWHIX has higher volatility (4.81%) compared to BIGRX (2.64%). In terms of maximum drawdown, BIGRX dropped -58.04% vs TWHIX's -56.98%.
BIGRX currently has the higher Sharpe Ratio (2.52 vs -0.08), 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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