BULIX vs. BIGRX

Last updated Jun 4, 2026

BULIX (American Century Utilities Fund) and BIGRX (American Century Disciplined Core Value Fund) are both mutual funds - BULIX is a Utilities Equities fund managed by American Century, while BIGRX is a Large Cap Value Equities fund managed by American Century. Over the past 10 years, BULIX returned 6.86%/yr vs 11.30%/yr for BIGRX. A 0.68 correlation means they provide meaningful diversification when combined. Both charge a 0.65% expense ratio.

Performance

BULIX vs. BIGRX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in American Century Utilities Fund (BULIX) and American Century Disciplined Core Value Fund (BIGRX). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, BULIX achieves a 4.40% return, which is significantly lower than BIGRX's 11.88% return. Over the past 10 years, BULIX has underperformed BIGRX with an annualized return of 6.86%, while BIGRX has yielded a comparatively higher 11.30% annualized return.

BULIX

• 1D: 1.70%
• 1M: -5.06%
• YTD: 4.40%
• 6M: 2.91%
• 1Y: 10.79%
• 3Y*: 15.11%
• 5Y*: 8.21%
• 10Y*: 6.86%

BIGRX

• 1D: 0.44%
• 1M: 4.27%
• YTD: 11.88%
• 6M: 12.76%
• 1Y: 28.35%
• 3Y*: 17.40%
• 5Y*: 7.51%
• 10Y*: 11.30%

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

BULIX vs. BIGRX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
BULIX American Century Utilities Fund	4.40%	16.76%	24.32%	-7.51%	-4.37%	13.77%	-2.38%	19.94%	1.82%	0.59%
BIGRX American Century Disciplined Core Value Fund	11.88%	14.85%	13.26%	8.44%	-12.59%	24.22%	11.86%	24.00%	-6.37%	20.63%

Correlation

The correlation between BULIX and BIGRX is 0.29, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.29
Correlation (3Y) Calculated over the trailing 3-year period	0.44
Correlation (5Y) Calculated over the trailing 5-year period	0.51
Correlation (10Y) Calculated over the trailing 10-year period	0.50
Correlation (All Time) Calculated using the full available price history since Mar 1, 1993	0.68

Over the past year, the correlation between BULIX and BIGRX has dropped to 0.29 - well below their long-term average of 0.68, suggesting their price drivers have been diverging.

Return for Risk

BULIX vs. BIGRX — Risk / Return Rank

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

BULIX

BULIX Risk / Return Rank: 11
BULIX Sharpe Ratio Rank: 10
BULIX Sortino Ratio Rank: 9
BULIX Omega Ratio Rank: 10
BULIX Calmar Ratio Rank: 13
BULIX Martin Ratio Rank: 10

BIGRX

BIGRX Risk / Return Rank: 79
BIGRX Sharpe Ratio Rank: 81
BIGRX Sortino Ratio Rank: 79
BIGRX Omega Ratio Rank: 71
BIGRX Calmar Ratio Rank: 80
BIGRX Martin Ratio Rank: 82

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.

BULIX vs. BIGRX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for American Century Utilities Fund (BULIX) and American Century Disciplined Core Value Fund (BIGRX). 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.

	BULIX	BIGRX	Difference
Sharpe ratio: Return per unit of total volatility	0.81	2.61	-1.80
Sortino ratio: Return per unit of downside risk	1.17	3.73	-2.56
Omega ratio: Gain probability vs. loss probability	1.15	1.47	-0.32
Calmar ratio: Return relative to maximum drawdown	1.26	3.70	-2.44
Martin ratio: Return relative to average drawdown	3.11	15.59	-12.49
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

BULIX vs. BIGRX - Sharpe Ratio Comparison

The current BULIX Sharpe Ratio is 0.81, which is lower than the BIGRX Sharpe Ratio of 2.61. The chart below compares the historical Sharpe Ratios of BULIX and BIGRX, 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

	BULIX	BIGRX	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	0.81	2.61	-1.80
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.49	0.51	-0.01
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.38	0.67	-0.29
Sharpe Ratio (All Time) Calculated using the full available price history	0.45	0.58	-0.12

Drawdowns

BULIX vs. BIGRX - Drawdown Comparison

The maximum BULIX drawdown since its inception was -55.21%, roughly equal to the maximum BIGRX drawdown of -58.04%. Use the drawdown chart below to compare losses from any high point for BULIX and BIGRX.

Drawdown Indicators

	BULIX	BIGRX	Difference
Max Drawdown Largest peak-to-trough decline	-55.21%	-58.04%	+2.83%
Max Drawdown (1Y) Largest decline over 1 year	-8.93%	-7.95%	-0.98%
Max Drawdown (3Y) Largest decline over 3 years	-16.54%	-18.24%	+1.70%
Max Drawdown (5Y) Largest decline over 5 years	-24.56%	-22.19%	-2.37%
Max Drawdown (10Y) Largest decline over 10 years	-33.86%	-32.62%	-1.24%
Current Drawdown Current decline from peak	-7.38%	0.00%	-7.38%
Average Drawdown Average peak-to-trough decline	-10.03%	-9.00%	-1.03%
Ulcer Index Depth and duration of drawdowns from previous peaks	3.61%	1.88%	+1.73%

Volatility

BULIX vs. BIGRX - Volatility Comparison

American Century Utilities Fund (BULIX) has a higher volatility of 5.15% compared to American Century Disciplined Core Value Fund (BIGRX) at 2.91%. This indicates that BULIX's price experiences larger fluctuations and is considered to be riskier than BIGRX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	BULIX	BIGRX	Difference
Volatility (1M) Calculated over the trailing 1-month period	5.15%	2.91%	+2.24%
Volatility (6M) Calculated over the trailing 6-month period	11.14%	8.36%	+2.78%
Volatility (1Y) Calculated over the trailing 1-year period	13.85%	11.24%	+2.61%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	16.71%	14.94%	+1.77%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	18.05%	16.82%	+1.23%

BULIX vs. BIGRX - Expense Ratio Comparison

Both BULIX and BIGRX have an expense ratio of 0.65%.

Dividends

BULIX vs. BIGRX - Dividend Comparison

BULIX's dividend yield for the trailing twelve months is around 10.93%, more than BIGRX's 8.09% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
BIGRX American Century Disciplined Core Value Fund	8.09%	9.05%	1.32%	1.55%	1.88%	28.04%	16.19%	3.90%	13.40%	9.32%	3.91%	9.22%
BULIX American Century Utilities Fund	10.93%	11.60%	2.36%	2.65%	7.78%	7.50%	7.55%	2.97%	6.91%	7.70%	6.99%	5.87%

Frequently Asked Questions

Can I hold both BULIX and BIGRX in my portfolio?

BULIX and BIGRX have a correlation of 0.29, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, BULIX or BIGRX?

BULIX has higher volatility (5.15%) compared to BIGRX (2.91%). In terms of maximum drawdown, BULIX dropped -55.21% vs BIGRX's -58.04%.

Which has better risk-adjusted returns?

BIGRX currently has the higher Sharpe Ratio (2.61 vs 0.81), 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.