BIGRX vs. VOO
Compare and contrast key facts about American Century Disciplined Core Value Fund (BIGRX) and Vanguard S&P 500 ETF (VOO).
BIGRX is managed by American Century Investments. It was launched on Dec 17, 1990. VOO is a passively managed fund by Vanguard that tracks the performance of the S&P 500 Index. It was launched on Sep 7, 2010.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: BIGRX or VOO.
Performance
BIGRX vs. VOO - Performance Comparison
Returns By Period
In the year-to-date period, BIGRX achieves a 17.47% return, which is significantly lower than VOO's 25.48% return. Over the past 10 years, BIGRX has underperformed VOO with an annualized return of 1.35%, while VOO has yielded a comparatively higher 13.15% annualized return.
BIGRX
17.47%
-0.00%
7.71%
25.16%
1.47%
1.35%
VOO
25.48%
0.99%
11.84%
31.84%
15.62%
13.15%
Key characteristics
| BIGRX | VOO | |
|---|---|---|
| Sharpe Ratio | 2.30 | 2.69 |
| Sortino Ratio | 3.26 | 3.59 |
| Omega Ratio | 1.41 | 1.50 |
| Calmar Ratio | 0.85 | 3.89 |
| Martin Ratio | 12.35 | 17.64 |
| Ulcer Index | 2.07% | 1.86% |
| Daily Std Dev | 11.10% | 12.20% |
| Max Drawdown | -61.39% | -33.99% |
| Current Drawdown | -12.41% | -1.40% |
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BIGRX vs. VOO - Expense Ratio Comparison
BIGRX has a 0.65% expense ratio, which is higher than VOO's 0.03% expense ratio.
Correlation
The correlation between BIGRX and VOO is 0.93, 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. VOO - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for American Century Disciplined Core Value Fund (BIGRX) and Vanguard S&P 500 ETF (VOO). 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. VOO - Dividend Comparison
BIGRX's dividend yield for the trailing twelve months is around 1.26%, which matches VOO's 1.25% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
BIGRX American Century Disciplined Core Value Fund | 1.26% | 1.55% | 2.22% | 1.27% | 1.94% | 1.97% | 2.22% | 2.34% | 2.27% | 2.38% | 2.07% | 2.02% |
VOO Vanguard S&P 500 ETF | 1.25% | 1.46% | 1.69% | 1.25% | 1.54% | 1.88% | 2.06% | 1.78% | 2.02% | 2.10% | 1.85% | 1.84% |
Drawdowns
BIGRX vs. VOO - Drawdown Comparison
The maximum BIGRX drawdown since its inception was -61.39%, which is greater than VOO's maximum drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for BIGRX and VOO. For additional features, visit the drawdowns tool.
Volatility
BIGRX vs. VOO - Volatility Comparison
The current volatility for American Century Disciplined Core Value Fund (BIGRX) is 3.61%, while Vanguard S&P 500 ETF (VOO) has a volatility of 4.10%. This indicates that BIGRX experiences smaller price fluctuations and is considered to be less risky than VOO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.