BTTRX vs. TWEIX

Last updated Apr 2, 2026

Compare and contrast key facts about American Century Zero Coupon 2025 Fund (BTTRX) and American Century Equity Income Fund (TWEIX).

BTTRX is managed by American Century. It was launched on Feb 14, 1996. TWEIX is managed by American Century. It was launched on Aug 1, 1994.

Performance

BTTRX vs. TWEIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in American Century Zero Coupon 2025 Fund (BTTRX) and American Century Equity Income Fund (TWEIX). The values are adjusted to include any dividend payments, if applicable.

BTTRX vs. TWEIX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
BTTRX American Century Zero Coupon 2025 Fund	0.00%	2.79%	9.54%	7.82%	-7.63%	-2.65%	17.73%	11.43%	5.77%	1.22%
TWEIX American Century Equity Income Fund	3.53%	11.84%	10.51%	3.92%	-3.06%	16.83%	1.10%	24.14%	-3.77%	13.35%

Returns By Period

BTTRX

• 1D: —
• 1M: —
• YTD: —
• 6M: —
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

TWEIX

• 1D: 0.92%
• 1M: -4.70%
• YTD: 3.53%
• 6M: 5.61%
• 1Y: 11.13%
• 3Y*: 9.80%
• 5Y*: 7.37%
• 10Y*: 8.76%

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

BTTRX vs. TWEIX - Expense Ratio Comparison

BTTRX has a 0.54% expense ratio, which is lower than TWEIX's 0.94% expense ratio.

TWEIX

American Century Equity Income Fund

BTTRX

American Century Zero Coupon 2025 Fund

Return for Risk

BTTRX vs. TWEIX — Risk / Return Rank

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

TWEIX

TWEIX Risk / Return Rank: 43
TWEIX Sharpe Ratio Rank: 42
TWEIX Sortino Ratio Rank: 42
TWEIX Omega Ratio Rank: 38
TWEIX Calmar Ratio Rank: 48
TWEIX Martin Ratio Rank: 47

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.

BTTRX vs. TWEIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for American Century Zero Coupon 2025 Fund (BTTRX) 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.

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

Sharpe Ratios by Period

	BTTRX	TWEIX	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	—	0.92	—
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	—	0.69	—
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	—	0.66	—
Sharpe Ratio (All Time) Calculated using the full available price history	—	0.75	—

Correlation

The correlation between BTTRX and TWEIX is -0.17. This indicates that the assets' prices tend to move in opposite directions. Negative correlation can be particularly beneficial for diversification and risk management, as one asset may offset the losses of the other during market fluctuations.

Dividends

BTTRX vs. TWEIX - Dividend Comparison

BTTRX has not paid dividends to shareholders, while TWEIX's dividend yield for the trailing twelve months is around 10.02%.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
BTTRX American Century Zero Coupon 2025 Fund	0.00%	0.00%	4.96%	4.00%	3.47%	3.27%	7.69%	3.90%	5.25%	1.05%	3.42%	2.85%
TWEIX American Century Equity Income Fund	10.02%	10.35%	11.51%	8.02%	8.76%	6.83%	2.00%	7.38%	8.79%	11.95%	7.88%	10.49%

Drawdowns

Drawdown Indicators

	BTTRX	TWEIX	Difference
Max Drawdown Largest peak-to-trough decline	—	-39.30%	—
Max Drawdown (1Y) Largest decline over 1 year	—	-8.86%	—
Max Drawdown (5Y) Largest decline over 5 years	—	-13.69%	—
Max Drawdown (10Y) Largest decline over 10 years	—	-32.82%	—
Current Drawdown Current decline from peak	—	-4.90%	—
Average Drawdown Average peak-to-trough decline	—	-4.17%	—
Ulcer Index Depth and duration of drawdowns from previous peaks	—	2.35%	—

Volatility

Volatility by Period

	BTTRX	TWEIX	Difference
Volatility (1M) Calculated over the trailing 1-month period	—	3.04%	—
Volatility (6M) Calculated over the trailing 6-month period	—	6.12%	—
Volatility (1Y) Calculated over the trailing 1-year period	—	11.60%	—
Volatility (5Y) Calculated over the trailing 5-year period, annualized	—	10.71%	—
Volatility (10Y) Calculated over the trailing 10-year period, annualized	—	13.35%	—