BVSIX vs. TWEIX

Last updated Jun 6, 2026

BVSIX (Baywood Socially Responsible Fund) and TWEIX (American Century Equity Income Fund) are both Large Cap Value Equities funds. Over the past 10 years, BVSIX returned 10.91%/yr vs 8.70%/yr for TWEIX. Their correlation of 0.89 suggests significant overlap in exposure. BVSIX charges 0.89%/yr vs 0.94%/yr for TWEIX.

Performance

BVSIX vs. TWEIX - Performance Comparison

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

Returns By Period

The year-to-date returns for both stocks are quite close, with BVSIX having a 7.58% return and TWEIX slightly lower at 7.32%. Over the past 10 years, BVSIX has outperformed TWEIX with an annualized return of 10.91%, while TWEIX has yielded a comparatively lower 8.70% annualized return.

BVSIX

• 1D: 0.95%
• 1M: 1.76%
• YTD: 7.58%
• 6M: 5.84%
• 1Y: 15.58%
• 3Y*: 15.38%
• 5Y*: 9.22%
• 10Y*: 10.91%

TWEIX

• 1D: 1.12%
• 1M: 1.12%
• YTD: 7.32%
• 6M: 7.80%
• 1Y: 16.14%
• 3Y*: 11.17%
• 5Y*: 7.04%
• 10Y*: 8.70%

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

BVSIX vs. TWEIX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
BVSIX Baywood Socially Responsible Fund	7.58%	9.36%	14.58%	12.73%	-0.72%	26.88%	4.25%	26.56%	-12.79%	16.74%
TWEIX American Century Equity Income Fund	7.32%	11.84%	10.51%	3.92%	-3.06%	16.83%	1.10%	24.14%	-3.77%	13.35%

Correlation

The correlation between BVSIX and TWEIX is 0.86, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.86
Correlation (3Y) Calculated over the trailing 3-year period	0.84
Correlation (5Y) Calculated over the trailing 5-year period	0.87
Correlation (10Y) Calculated over the trailing 10-year period	0.88
Correlation (All Time) Calculated using the full available price history since Aug 6, 2012	0.89

The correlation between BVSIX and TWEIX has been stable across timeframes, ranging from 0.84 to 0.89 - a consistent structural relationship.

Return for Risk

BVSIX vs. TWEIX — Risk / Return Rank

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

BVSIX

BVSIX Risk / Return Rank: 30
BVSIX Sharpe Ratio Rank: 29
BVSIX Sortino Ratio Rank: 30
BVSIX Omega Ratio Rank: 27
BVSIX Calmar Ratio Rank: 34
BVSIX Martin Ratio Rank: 32

TWEIX

TWEIX Risk / Return Rank: 49
TWEIX Sharpe Ratio Rank: 50
TWEIX Sortino Ratio Rank: 56
TWEIX Omega Ratio Rank: 46
TWEIX Calmar Ratio Rank: 51
TWEIX Martin Ratio Rank: 42

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.

BVSIX vs. TWEIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Baywood Socially Responsible Fund (BVSIX) 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.

	BVSIX	TWEIX	Difference
Sharpe ratio: Return per unit of total volatility	1.48	2.02	-0.54
Sortino ratio: Return per unit of downside risk	2.17	3.06	-0.89
Omega ratio: Gain probability vs. loss probability	1.26	1.35	-0.10
Calmar ratio: Return relative to maximum drawdown	2.11	2.65	-0.54
Martin ratio: Return relative to average drawdown	7.02	8.70	-1.68
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

BVSIX vs. TWEIX - Sharpe Ratio Comparison

The current BVSIX Sharpe Ratio is 1.48, which is comparable to the TWEIX Sharpe Ratio of 2.02. The chart below compares the historical Sharpe Ratios of BVSIX and TWEIX, 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

	BVSIX	TWEIX	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.48	2.02	-0.54
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.63	0.66	-0.03
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.61	0.65	-0.04
Sharpe Ratio (All Time) Calculated using the full available price history	0.45	0.76	-0.30

Drawdowns

BVSIX vs. TWEIX - Drawdown Comparison

The maximum BVSIX drawdown since its inception was -40.73%, roughly equal to the maximum TWEIX drawdown of -39.30%. Use the drawdown chart below to compare losses from any high point for BVSIX and TWEIX.

Drawdown Indicators

	BVSIX	TWEIX	Difference
Max Drawdown Largest peak-to-trough decline	-40.73%	-39.30%	-1.43%
Max Drawdown (1Y) Largest decline over 1 year	-7.86%	-6.43%	-1.43%
Max Drawdown (3Y) Largest decline over 3 years	-15.98%	-10.16%	-5.82%
Max Drawdown (5Y) Largest decline over 5 years	-15.99%	-13.69%	-2.30%
Max Drawdown (10Y) Largest decline over 10 years	-40.73%	-32.82%	-7.91%
Current Drawdown Current decline from peak	0.00%	-1.42%	+1.42%
Average Drawdown Average peak-to-trough decline	-8.15%	-4.16%	-3.99%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.36%	1.95%	+0.41%

Volatility

BVSIX vs. TWEIX - Volatility Comparison

Baywood Socially Responsible Fund (BVSIX) and American Century Equity Income Fund (TWEIX) have volatilities of 2.34% and 2.34%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	BVSIX	TWEIX	Difference
Volatility (1M) Calculated over the trailing 1-month period	2.34%	2.34%	0.00%
Volatility (6M) Calculated over the trailing 6-month period	8.08%	6.28%	+1.80%
Volatility (1Y) Calculated over the trailing 1-year period	11.22%	8.43%	+2.79%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	14.82%	10.74%	+4.08%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	17.99%	13.36%	+4.63%

BVSIX vs. TWEIX - Expense Ratio Comparison

BVSIX has a 0.89% expense ratio, which is lower than TWEIX's 0.94% expense ratio.

Dividends

BVSIX vs. TWEIX - Dividend Comparison

BVSIX's dividend yield for the trailing twelve months is around 3.50%, less than TWEIX's 9.66% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
BVSIX Baywood Socially Responsible Fund	3.50%	3.64%	4.15%	4.02%	3.75%	4.08%	1.99%	2.44%	10.28%	2.39%	1.19%	0.00%
TWEIX American Century Equity Income Fund	9.66%	10.35%	11.51%	8.02%	8.76%	6.83%	2.00%	7.38%	8.79%	11.95%	7.88%	10.49%

Frequently Asked Questions

Can I hold both BVSIX and TWEIX in my portfolio?

BVSIX and TWEIX have a correlation of 0.86, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, BVSIX or TWEIX?

TWEIX has higher volatility (2.34%) compared to BVSIX (2.34%). In terms of maximum drawdown, BVSIX dropped -40.73% vs TWEIX's -39.30%.

Which has better risk-adjusted returns?

TWEIX currently has the higher Sharpe Ratio (2.02 vs 1.48), 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.