FIKDX vs. TWEIX

Last updated Apr 2, 2026

Compare and contrast key facts about Kempner Multi-Cap Deep Value Fund (FIKDX) and American Century Equity Income Fund (TWEIX).

FIKDX is managed by Kempner. It was launched on Apr 25, 2008. TWEIX is managed by American Century. It was launched on Aug 1, 1994.

Performance

FIKDX vs. TWEIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Kempner Multi-Cap Deep Value Fund (FIKDX) and American Century Equity Income Fund (TWEIX). The values are adjusted to include any dividend payments, if applicable.

FIKDX vs. TWEIX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
FIKDX Kempner Multi-Cap Deep Value Fund	0.00%	3.87%	17.04%	14.84%	-8.65%	24.98%	-0.23%	23.21%	-8.20%	12.86%
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

Both investments have delivered pretty close results over the past 10 years, with FIKDX having a 9.02% annualized return and TWEIX not far behind at 8.76%.

FIKDX

• 1D: 0.00%
• 1M: 0.00%
• YTD: 0.00%
• 6M: -5.82%
• 1Y: 1.92%
• 3Y*: 9.97%
• 5Y*: 5.67%
• 10Y*: 9.02%

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)

FIKDX vs. TWEIX - Expense Ratio Comparison

FIKDX has a 0.95% expense ratio, which is higher than TWEIX's 0.94% expense ratio.

FIKDX

Kempner Multi-Cap Deep Value Fund

TWEIX

American Century Equity Income Fund

Return for Risk

FIKDX vs. TWEIX — Risk / Return Rank

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

FIKDX

FIKDX Risk / Return Rank: 5
FIKDX Sharpe Ratio Rank: 5
FIKDX Sortino Ratio Rank: 5
FIKDX Omega Ratio Rank: 7
FIKDX Calmar Ratio Rank: 3
FIKDX Martin Ratio Rank: 3

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.

FIKDX vs. TWEIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Kempner Multi-Cap Deep Value Fund (FIKDX) 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.

	FIKDX	TWEIX	Difference
Sharpe ratio Return per unit of total volatility	0.12	0.92	-0.80
Sortino ratio Return per unit of downside risk	0.27	1.35	-1.08
Omega ratio Gain probability vs. loss probability	1.06	1.19	-0.12
Calmar ratio Return relative to maximum drawdown	-0.08	1.27	-1.35
Martin ratio Return relative to average drawdown	-0.25	4.91	-5.16
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

FIKDX vs. TWEIX - Sharpe Ratio Comparison

The current FIKDX Sharpe Ratio is 0.12, which is lower than the TWEIX Sharpe Ratio of 0.92. The chart below compares the historical Sharpe Ratios of FIKDX and TWEIX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Sharpe Ratios by Period

	FIKDX	TWEIX	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	0.12	0.92	-0.80
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.35	0.69	-0.34
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.48	0.66	-0.18
Sharpe Ratio (All Time) Calculated using the full available price history	0.30	0.75	-0.45

Correlation

The correlation between FIKDX and TWEIX is 0.87, 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.

Dividends

FIKDX vs. TWEIX - Dividend Comparison

FIKDX's dividend yield for the trailing twelve months is around 32.65%, more than TWEIX's 10.02% yield.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
FIKDX Kempner Multi-Cap Deep Value Fund	32.65%	33.30%	8.25%	5.16%	9.50%	9.02%	6.63%	5.16%	3.23%	6.83%	2.06%	10.01%
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

FIKDX vs. TWEIX - Drawdown Comparison

The maximum FIKDX drawdown since its inception was -57.61%, which is greater than TWEIX's maximum drawdown of -39.30%. Use the drawdown chart below to compare losses from any high point for FIKDX and TWEIX.

Drawdown Indicators

	FIKDX	TWEIX	Difference
Max Drawdown Largest peak-to-trough decline	-57.61%	-39.30%	-18.31%
Max Drawdown (1Y) Largest decline over 1 year	-12.99%	-8.86%	-4.13%
Max Drawdown (5Y) Largest decline over 5 years	-23.50%	-13.69%	-9.81%
Max Drawdown (10Y) Largest decline over 10 years	-38.78%	-32.82%	-5.96%
Current Drawdown Current decline from peak	-6.40%	-4.90%	-1.50%
Average Drawdown Average peak-to-trough decline	-9.34%	-4.17%	-5.17%
Ulcer Index Depth and duration of drawdowns from previous peaks	4.88%	2.35%	+2.53%

Volatility

FIKDX vs. TWEIX - Volatility Comparison

The current volatility for Kempner Multi-Cap Deep Value Fund (FIKDX) is 0.00%, while American Century Equity Income Fund (TWEIX) has a volatility of 3.04%. This indicates that FIKDX experiences smaller price fluctuations and is considered to be less risky than TWEIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	FIKDX	TWEIX	Difference
Volatility (1M) Calculated over the trailing 1-month period	0.00%	3.04%	-3.04%
Volatility (6M) Calculated over the trailing 6-month period	6.66%	6.12%	+0.54%
Volatility (1Y) Calculated over the trailing 1-year period	16.65%	11.60%	+5.05%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	16.70%	10.71%	+5.99%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	18.92%	13.35%	+5.57%