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FASEX vs. ACMVX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between FASEX and ACMVX is 0.88, 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.


-0.50.00.51.0
Correlation: 0.9

Performance

FASEX vs. ACMVX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Nuveen Mid Cap Value Fund (FASEX) and American Century Mid Cap Value Fund (ACMVX). The values are adjusted to include any dividend payments, if applicable.

200.00%300.00%400.00%500.00%600.00%NovemberDecember2025FebruaryMarchApril
202.21%
555.42%
FASEX
ACMVX

Key characteristics

Sharpe Ratio

FASEX:

-0.24

ACMVX:

0.23

Sortino Ratio

FASEX:

-0.21

ACMVX:

0.43

Omega Ratio

FASEX:

0.97

ACMVX:

1.06

Calmar Ratio

FASEX:

-0.19

ACMVX:

0.23

Martin Ratio

FASEX:

-0.60

ACMVX:

0.84

Ulcer Index

FASEX:

8.18%

ACMVX:

4.07%

Daily Std Dev

FASEX:

20.18%

ACMVX:

14.84%

Max Drawdown

FASEX:

-58.65%

ACMVX:

-51.19%

Current Drawdown

FASEX:

-17.78%

ACMVX:

-8.89%

Returns By Period

In the year-to-date period, FASEX achieves a -7.02% return, which is significantly lower than ACMVX's -2.73% return. Over the past 10 years, FASEX has underperformed ACMVX with an annualized return of 4.05%, while ACMVX has yielded a comparatively higher 7.50% annualized return.


FASEX

YTD

-7.02%

1M

-5.34%

6M

-11.59%

1Y

-4.56%

5Y*

11.15%

10Y*

4.05%

ACMVX

YTD

-2.73%

1M

-4.74%

6M

-4.04%

1Y

3.73%

5Y*

12.41%

10Y*

7.50%

*Annualized

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FASEX vs. ACMVX - Expense Ratio Comparison

FASEX has a 1.16% expense ratio, which is higher than ACMVX's 0.97% expense ratio.


Expense ratio chart for FASEX: current value is 1.16%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
FASEX: 1.16%
Expense ratio chart for ACMVX: current value is 0.97%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
ACMVX: 0.97%

Risk-Adjusted Performance

FASEX vs. ACMVX — Risk-Adjusted Performance Rank

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

FASEX
The Risk-Adjusted Performance Rank of FASEX is 1010
Overall Rank
The Sharpe Ratio Rank of FASEX is 1010
Sharpe Ratio Rank
The Sortino Ratio Rank of FASEX is 1010
Sortino Ratio Rank
The Omega Ratio Rank of FASEX is 1010
Omega Ratio Rank
The Calmar Ratio Rank of FASEX is 99
Calmar Ratio Rank
The Martin Ratio Rank of FASEX is 1010
Martin Ratio Rank

ACMVX
The Risk-Adjusted Performance Rank of ACMVX is 3737
Overall Rank
The Sharpe Ratio Rank of ACMVX is 3636
Sharpe Ratio Rank
The Sortino Ratio Rank of ACMVX is 3636
Sortino Ratio Rank
The Omega Ratio Rank of ACMVX is 3434
Omega Ratio Rank
The Calmar Ratio Rank of ACMVX is 4141
Calmar Ratio Rank
The Martin Ratio Rank of ACMVX is 3737
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

FASEX vs. ACMVX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Nuveen Mid Cap Value Fund (FASEX) and American Century Mid Cap Value Fund (ACMVX). 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.


The chart of Sharpe ratio for FASEX, currently valued at -0.24, compared to the broader market-1.000.001.002.003.00
FASEX: -0.24
ACMVX: 0.23
The chart of Sortino ratio for FASEX, currently valued at -0.21, compared to the broader market-2.000.002.004.006.008.00
FASEX: -0.21
ACMVX: 0.43
The chart of Omega ratio for FASEX, currently valued at 0.97, compared to the broader market0.501.001.502.002.503.00
FASEX: 0.97
ACMVX: 1.06
The chart of Calmar ratio for FASEX, currently valued at -0.19, compared to the broader market0.002.004.006.008.0010.00
FASEX: -0.19
ACMVX: 0.23
The chart of Martin ratio for FASEX, currently valued at -0.60, compared to the broader market0.0010.0020.0030.0040.0050.00
FASEX: -0.60
ACMVX: 0.84

The current FASEX Sharpe Ratio is -0.24, which is lower than the ACMVX Sharpe Ratio of 0.23. The chart below compares the historical Sharpe Ratios of FASEX and ACMVX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio-1.00-0.500.000.501.001.502.002.50NovemberDecember2025FebruaryMarchApril
-0.24
0.23
FASEX
ACMVX

Dividends

FASEX vs. ACMVX - Dividend Comparison

FASEX's dividend yield for the trailing twelve months is around 1.03%, less than ACMVX's 8.93% yield.


TTM20242023202220212020201920182017201620152014
FASEX
Nuveen Mid Cap Value Fund
1.03%0.96%0.96%1.13%0.63%1.05%0.89%0.26%0.63%0.86%0.28%0.84%
ACMVX
American Century Mid Cap Value Fund
8.93%8.76%5.24%15.00%15.95%1.83%1.46%14.51%9.49%4.05%11.06%11.12%

Drawdowns

FASEX vs. ACMVX - Drawdown Comparison

The maximum FASEX drawdown since its inception was -58.65%, which is greater than ACMVX's maximum drawdown of -51.19%. Use the drawdown chart below to compare losses from any high point for FASEX and ACMVX. For additional features, visit the drawdowns tool.


-25.00%-20.00%-15.00%-10.00%-5.00%0.00%NovemberDecember2025FebruaryMarchApril
-17.78%
-8.89%
FASEX
ACMVX

Volatility

FASEX vs. ACMVX - Volatility Comparison

Nuveen Mid Cap Value Fund (FASEX) has a higher volatility of 13.55% compared to American Century Mid Cap Value Fund (ACMVX) at 10.18%. This indicates that FASEX's price experiences larger fluctuations and is considered to be riskier than ACMVX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%4.00%6.00%8.00%10.00%12.00%14.00%NovemberDecember2025FebruaryMarchApril
13.55%
10.18%
FASEX
ACMVX