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MUSI vs. MDIV
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

MUSI vs. MDIV - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in American Century Multisector Income ETF (MUSI) and First Trust Multi-Asset Diversified Income Index Fund (MDIV). The values are adjusted to include any dividend payments, if applicable.

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MUSI vs. MDIV - Yearly Performance Comparison


2026 (YTD)20252024202320222021
MUSI
American Century Multisector Income ETF
-0.07%8.32%5.14%7.51%-10.33%0.58%
MDIV
First Trust Multi-Asset Diversified Income Index Fund
4.59%3.77%10.05%11.50%-3.86%0.08%

Returns By Period

In the year-to-date period, MUSI achieves a -0.07% return, which is significantly lower than MDIV's 4.59% return.


MUSI

1D
0.60%
1M
-1.80%
YTD
-0.07%
6M
1.26%
1Y
5.87%
3Y*
5.93%
5Y*
10Y*

MDIV

1D
0.56%
1M
-1.47%
YTD
4.59%
6M
4.22%
1Y
5.41%
3Y*
10.12%
5Y*
6.28%
10Y*
5.01%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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MUSI vs. MDIV - Expense Ratio Comparison

MUSI has a 0.36% expense ratio, which is lower than MDIV's 0.73% expense ratio.


Return for Risk

MUSI vs. MDIV — Risk / Return Rank

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

MUSI
MUSI Risk / Return Rank: 7575
Overall Rank
MUSI Sharpe Ratio Rank: 7575
Sharpe Ratio Rank
MUSI Sortino Ratio Rank: 7070
Sortino Ratio Rank
MUSI Omega Ratio Rank: 7777
Omega Ratio Rank
MUSI Calmar Ratio Rank: 7575
Calmar Ratio Rank
MUSI Martin Ratio Rank: 7676
Martin Ratio Rank

MDIV
MDIV Risk / Return Rank: 3030
Overall Rank
MDIV Sharpe Ratio Rank: 3131
Sharpe Ratio Rank
MDIV Sortino Ratio Rank: 2929
Sortino Ratio Rank
MDIV Omega Ratio Rank: 3030
Omega Ratio Rank
MDIV Calmar Ratio Rank: 2828
Calmar Ratio Rank
MDIV Martin Ratio Rank: 3131
Martin Ratio Rank
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.

MUSI vs. MDIV - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for American Century Multisector Income ETF (MUSI) and First Trust Multi-Asset Diversified Income Index Fund (MDIV). 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.


MUSIMDIVDifference

Sharpe ratio

Return per unit of total volatility

1.35

0.56

+0.80

Sortino ratio

Return per unit of downside risk

1.77

0.80

+0.97

Omega ratio

Gain probability vs. loss probability

1.29

1.12

+0.17

Calmar ratio

Return relative to maximum drawdown

1.98

0.64

+1.34

Martin ratio

Return relative to average drawdown

8.07

2.58

+5.49

MUSI vs. MDIV - Sharpe Ratio Comparison

The current MUSI Sharpe Ratio is 1.35, which is higher than the MDIV Sharpe Ratio of 0.56. The chart below compares the historical Sharpe Ratios of MUSI and MDIV, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


MUSIMDIVDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.35

0.56

+0.80

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.57

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.33

Sharpe Ratio (All Time)

Calculated using the full available price history

0.43

0.33

+0.10

Correlation

The correlation between MUSI and MDIV is 0.37, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


Dividends

MUSI vs. MDIV - Dividend Comparison

MUSI's dividend yield for the trailing twelve months is around 5.74%, less than MDIV's 6.30% yield.


TTM20252024202320222021202020192018201720162015
MUSI
American Century Multisector Income ETF
5.74%5.74%6.00%5.20%4.02%1.62%0.00%0.00%0.00%0.00%0.00%0.00%
MDIV
First Trust Multi-Asset Diversified Income Index Fund
6.30%6.51%6.40%6.08%6.71%5.30%6.00%5.90%6.76%6.04%6.35%7.38%

Drawdowns

MUSI vs. MDIV - Drawdown Comparison

The maximum MUSI drawdown since its inception was -13.91%, smaller than the maximum MDIV drawdown of -48.50%. Use the drawdown chart below to compare losses from any high point for MUSI and MDIV.


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Drawdown Indicators


MUSIMDIVDifference

Max Drawdown

Largest peak-to-trough decline

-13.91%

-48.50%

+34.59%

Max Drawdown (1Y)

Largest decline over 1 year

-2.99%

-8.84%

+5.85%

Max Drawdown (5Y)

Largest decline over 5 years

-13.02%

Max Drawdown (10Y)

Largest decline over 10 years

-48.50%

Current Drawdown

Current decline from peak

-1.80%

-2.25%

+0.45%

Average Drawdown

Average peak-to-trough decline

-4.33%

-4.64%

+0.31%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.74%

2.20%

-1.46%

Volatility

MUSI vs. MDIV - Volatility Comparison

The current volatility for American Century Multisector Income ETF (MUSI) is 1.70%, while First Trust Multi-Asset Diversified Income Index Fund (MDIV) has a volatility of 2.11%. This indicates that MUSI experiences smaller price fluctuations and is considered to be less risky than MDIV based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


MUSIMDIVDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.70%

2.11%

-0.41%

Volatility (6M)

Calculated over the trailing 6-month period

2.27%

4.82%

-2.55%

Volatility (1Y)

Calculated over the trailing 1-year period

4.35%

9.73%

-5.38%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

4.88%

11.02%

-6.14%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

4.88%

15.27%

-10.39%