BIGRX vs. TWUSX

Last updated Jun 6, 2026

BIGRX (American Century Disciplined Core Value Fund) and TWUSX (American Century Short-Term Government Fund) are both mutual funds - BIGRX is a Large Cap Value Equities fund managed by American Century, while TWUSX is a Government Bonds fund managed by American Century. Over the past 10 years, BIGRX returned 11.32%/yr vs 1.51%/yr for TWUSX. At a correlation of -0.07, they often move in opposite directions. BIGRX charges 0.65%/yr vs 0.55%/yr for TWUSX.

Performance

BIGRX vs. TWUSX - 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 Short-Term Government Fund (TWUSX). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, BIGRX achieves a 12.46% return, which is significantly higher than TWUSX's 0.36% return. Over the past 10 years, BIGRX has outperformed TWUSX with an annualized return of 11.32%, while TWUSX has yielded a comparatively lower 1.51% annualized return.

BIGRX

• 1D: 0.72%
• 1M: 2.98%
• YTD: 12.46%
• 6M: 13.04%
• 1Y: 29.61%
• 3Y*: 17.73%
• 5Y*: 7.54%
• 10Y*: 11.32%

TWUSX

• 1D: 0.00%
• 1M: -0.12%
• YTD: 0.36%
• 6M: 0.77%
• 1Y: 3.19%
• 3Y*: 3.83%
• 5Y*: 1.48%
• 10Y*: 1.51%

*Multi-year figures are annualized to reflect compound growth (CAGR)

BIGRX vs. TWUSX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
BIGRX American Century Disciplined Core Value Fund	12.46%	14.85%	13.26%	8.44%	-12.59%	24.22%	11.86%	24.00%	-6.37%	20.63%
TWUSX American Century Short-Term Government Fund	0.36%	4.94%	3.59%	3.70%	-4.31%	-0.09%	3.36%	2.91%	1.12%	0.22%

Correlation

The correlation between BIGRX and TWUSX is 0.19, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.19
Correlation (3Y) Calculated over the trailing 3-year period	0.08
Correlation (5Y) Calculated over the trailing 5-year period	0.05
Correlation (10Y) Calculated over the trailing 10-year period	-0.06
Correlation (All Time) Calculated using the full available price history since Dec 18, 1990	-0.07

The correlation between BIGRX and TWUSX shifts across timeframes, from -0.07 (all time) to 0.19 (1 year), reflecting how their relationship changes across market environments.

Return for Risk

BIGRX vs. TWUSX — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

BIGRX

BIGRX Risk / Return Rank: 81
BIGRX Sharpe Ratio Rank: 82
BIGRX Sortino Ratio Rank: 80
BIGRX Omega Ratio Rank: 74
BIGRX Calmar Ratio Rank: 83
BIGRX Martin Ratio Rank: 86

TWUSX

TWUSX Risk / Return Rank: 55
TWUSX Sharpe Ratio Rank: 38
TWUSX Sortino Ratio Rank: 56
TWUSX Omega Ratio Rank: 51
TWUSX Calmar Ratio Rank: 71
TWUSX Martin Ratio Rank: 57

The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

BIGRX vs. TWUSX - 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 Short-Term Government Fund (TWUSX). 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	TWUSX	Difference
Sharpe ratio: Return per unit of total volatility	2.63	1.72	+0.91
Sortino ratio: Return per unit of downside risk	3.75	3.07	+0.69
Omega ratio: Gain probability vs. loss probability	1.47	1.38	+0.09
Calmar ratio: Return relative to maximum drawdown	3.72	3.16	+0.56
Martin ratio: Return relative to average drawdown	15.68	11.07	+4.61
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

BIGRX vs. TWUSX - Sharpe Ratio Comparison

The current BIGRX Sharpe Ratio is 2.63, which is higher than the TWUSX Sharpe Ratio of 1.72. The chart below compares the historical Sharpe Ratios of BIGRX and TWUSX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	BIGRX	TWUSX	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	2.63	1.72	+0.91
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.51	0.65	-0.14
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.68	0.83	-0.16
Sharpe Ratio (All Time) Calculated using the full available price history	0.58	-0.00	+0.58

Drawdowns

BIGRX vs. TWUSX - Drawdown Comparison

The maximum BIGRX drawdown since its inception was -58.04%, smaller than the maximum TWUSX drawdown of -91.06%. Use the drawdown chart below to compare losses from any high point for BIGRX and TWUSX.

Drawdown Indicators

	BIGRX	TWUSX	Difference
Max Drawdown Largest peak-to-trough decline	-58.04%	-91.06%	+33.02%
Max Drawdown (1Y) Largest decline over 1 year	-7.95%	-0.98%	-6.97%
Max Drawdown (3Y) Largest decline over 3 years	-18.24%	-1.09%	-17.15%
Max Drawdown (5Y) Largest decline over 5 years	-22.19%	-5.81%	-16.38%
Max Drawdown (10Y) Largest decline over 10 years	-32.62%	-5.85%	-26.77%
Current Drawdown Current decline from peak	0.00%	-64.62%	+64.62%
Average Drawdown Average peak-to-trough decline	-9.00%	-76.97%	+67.97%
Ulcer Index Depth and duration of drawdowns from previous peaks	1.88%	0.28%	+1.60%

Volatility

BIGRX vs. TWUSX - Volatility Comparison

American Century Disciplined Core Value Fund (BIGRX) has a higher volatility of 2.74% compared to American Century Short-Term Government Fund (TWUSX) at 0.49%. This indicates that BIGRX's price experiences larger fluctuations and is considered to be riskier than TWUSX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	BIGRX	TWUSX	Difference
Volatility (1M) Calculated over the trailing 1-month period	2.74%	0.49%	+2.25%
Volatility (6M) Calculated over the trailing 6-month period	8.35%	1.23%	+7.12%
Volatility (1Y) Calculated over the trailing 1-year period	11.25%	1.81%	+9.44%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	14.94%	2.31%	+12.63%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	16.82%	1.82%	+15.00%

BIGRX vs. TWUSX - Expense Ratio Comparison

BIGRX has a 0.65% expense ratio, which is higher than TWUSX's 0.55% expense ratio.

Dividends

BIGRX vs. TWUSX - Dividend Comparison

BIGRX's dividend yield for the trailing twelve months is around 8.05%, more than TWUSX's 3.60% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
BIGRX American Century Disciplined Core Value Fund	8.05%	9.05%	1.32%	1.55%	1.88%	28.04%	16.19%	3.90%	13.40%	9.32%	3.91%	9.22%
TWUSX American Century Short-Term Government Fund	3.60%	3.70%	4.06%	3.83%	1.12%	1.05%	0.72%	1.81%	1.74%	1.06%	0.57%	0.53%

Frequently Asked Questions

Can I hold both BIGRX and TWUSX in my portfolio?

BIGRX and TWUSX have a correlation of 0.19, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, BIGRX or TWUSX?

BIGRX has higher volatility (2.74%) compared to TWUSX (0.49%). In terms of maximum drawdown, BIGRX dropped -58.04% vs TWUSX's -91.06%.

Which has better risk-adjusted returns?

BIGRX currently has the higher Sharpe Ratio (2.63 vs 1.72), 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.