FAIRX vs. TWEIX
Compare and contrast key facts about Fairholme Fund (FAIRX) and American Century Equity Income Fund (TWEIX).
FAIRX is managed by Fairholme. It was launched on Dec 29, 1999. TWEIX is managed by American Century. It was launched on Aug 1, 1994.
Performance
FAIRX vs. TWEIX - Performance Comparison
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FAIRX vs. TWEIX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
FAIRX Fairholme Fund | 5.32% | 29.49% | -17.44% | 46.72% | -20.49% | 6.87% | 47.76% | 32.06% | -23.18% | -5.94% |
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
In the year-to-date period, FAIRX achieves a 5.32% return, which is significantly higher than TWEIX's 3.53% return. Over the past 10 years, FAIRX has outperformed TWEIX with an annualized return of 10.56%, while TWEIX has yielded a comparatively lower 8.76% annualized return.
FAIRX
- 1D
- 0.07%
- 1M
- -11.33%
- YTD
- 5.32%
- 6M
- 22.68%
- 1Y
- 30.82%
- 3Y*
- 15.70%
- 5Y*
- 7.38%
- 10Y*
- 10.56%
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%
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FAIRX vs. TWEIX - Expense Ratio Comparison
FAIRX has a 1.00% expense ratio, which is higher than TWEIX's 0.94% expense ratio.
Return for Risk
FAIRX vs. TWEIX — Risk / Return Rank
FAIRX
TWEIX
FAIRX vs. TWEIX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Fairholme Fund (FAIRX) 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.
| FAIRX | TWEIX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.16 | 0.92 | +0.24 |
Sortino ratioReturn per unit of downside risk | 1.81 | 1.35 | +0.47 |
Omega ratioGain probability vs. loss probability | 1.22 | 1.19 | +0.04 |
Calmar ratioReturn relative to maximum drawdown | 2.25 | 1.27 | +0.98 |
Martin ratioReturn relative to average drawdown | 7.34 | 4.91 | +2.43 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| FAIRX | TWEIX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.16 | 0.92 | +0.24 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.28 | 0.69 | -0.41 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.44 | 0.66 | -0.22 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.46 | 0.75 | -0.29 |
Correlation
The correlation between FAIRX and TWEIX is 0.63, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Dividends
FAIRX vs. TWEIX - Dividend Comparison
FAIRX's dividend yield for the trailing twelve months is around 0.55%, less than TWEIX's 10.02% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FAIRX Fairholme Fund | 0.55% | 0.58% | 0.71% | 0.41% | 0.00% | 0.00% | 0.57% | 0.83% | 2.23% | 1.29% | 7.29% | 69.79% |
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
FAIRX vs. TWEIX - Drawdown Comparison
The maximum FAIRX drawdown since its inception was -51.28%, which is greater than TWEIX's maximum drawdown of -39.30%. Use the drawdown chart below to compare losses from any high point for FAIRX and TWEIX.
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Drawdown Indicators
| FAIRX | TWEIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -51.28% | -39.30% | -11.98% |
Max Drawdown (1Y)Largest decline over 1 year | -13.96% | -8.86% | -5.10% |
Max Drawdown (5Y)Largest decline over 5 years | -41.50% | -13.69% | -27.81% |
Max Drawdown (10Y)Largest decline over 10 years | -41.50% | -32.82% | -8.68% |
Current DrawdownCurrent decline from peak | -11.33% | -4.90% | -6.43% |
Average DrawdownAverage peak-to-trough decline | -11.62% | -4.17% | -7.45% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.28% | 2.35% | +1.93% |
Volatility
FAIRX vs. TWEIX - Volatility Comparison
Fairholme Fund (FAIRX) has a higher volatility of 8.41% compared to American Century Equity Income Fund (TWEIX) at 3.04%. This indicates that FAIRX's price experiences larger fluctuations and is considered to be riskier than TWEIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| FAIRX | TWEIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 8.41% | 3.04% | +5.37% |
Volatility (6M)Calculated over the trailing 6-month period | 18.96% | 6.12% | +12.84% |
Volatility (1Y)Calculated over the trailing 1-year period | 25.94% | 11.60% | +14.34% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 26.46% | 10.71% | +15.75% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 24.02% | 13.35% | +10.67% |