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NCVLX vs. ACIIX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

NCVLX vs. ACIIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Nuance Concentrated Value Fund (NCVLX) and American Century Equity Income Fund Class I (ACIIX). The values are adjusted to include any dividend payments, if applicable.

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NCVLX vs. ACIIX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
NCVLX
Nuance Concentrated Value Fund
0.08%3.28%6.02%10.00%-5.02%9.86%3.08%27.77%-4.76%11.07%
ACIIX
American Century Equity Income Fund Class I
2.73%12.05%10.58%4.25%-2.96%17.16%1.19%24.50%-3.53%13.69%

Returns By Period

In the year-to-date period, NCVLX achieves a 0.08% return, which is significantly lower than ACIIX's 2.73% return. Over the past 10 years, NCVLX has underperformed ACIIX with an annualized return of 7.01%, while ACIIX has yielded a comparatively higher 8.89% annualized return.


NCVLX

1D
0.32%
1M
-10.54%
YTD
0.08%
6M
3.33%
1Y
9.01%
3Y*
4.74%
5Y*
3.80%
10Y*
7.01%

ACIIX

1D
0.00%
1M
-5.73%
YTD
2.73%
6M
4.62%
1Y
9.92%
3Y*
9.70%
5Y*
7.47%
10Y*
8.89%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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NCVLX vs. ACIIX - Expense Ratio Comparison

NCVLX has a 1.04% expense ratio, which is higher than ACIIX's 0.72% expense ratio.


Return for Risk

NCVLX vs. ACIIX — Risk / Return Rank

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

NCVLX
NCVLX Risk / Return Rank: 2424
Overall Rank
NCVLX Sharpe Ratio Rank: 2525
Sharpe Ratio Rank
NCVLX Sortino Ratio Rank: 2626
Sortino Ratio Rank
NCVLX Omega Ratio Rank: 2121
Omega Ratio Rank
NCVLX Calmar Ratio Rank: 2525
Calmar Ratio Rank
NCVLX Martin Ratio Rank: 2222
Martin Ratio Rank

ACIIX
ACIIX Risk / Return Rank: 4545
Overall Rank
ACIIX Sharpe Ratio Rank: 4848
Sharpe Ratio Rank
ACIIX Sortino Ratio Rank: 4747
Sortino Ratio Rank
ACIIX Omega Ratio Rank: 4444
Omega Ratio Rank
ACIIX Calmar Ratio Rank: 4444
Calmar Ratio Rank
ACIIX Martin Ratio Rank: 4343
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.

NCVLX vs. ACIIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Nuance Concentrated Value Fund (NCVLX) and American Century Equity Income Fund Class I (ACIIX). 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.


NCVLXACIIXDifference

Sharpe ratio

Return per unit of total volatility

0.63

0.93

-0.30

Sortino ratio

Return per unit of downside risk

1.03

1.35

-0.32

Omega ratio

Gain probability vs. loss probability

1.13

1.19

-0.06

Calmar ratio

Return relative to maximum drawdown

0.74

1.11

-0.37

Martin ratio

Return relative to average drawdown

2.45

4.37

-1.92

NCVLX vs. ACIIX - Sharpe Ratio Comparison

The current NCVLX Sharpe Ratio is 0.63, which is lower than the ACIIX Sharpe Ratio of 0.93. The chart below compares the historical Sharpe Ratios of NCVLX and ACIIX, 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


NCVLXACIIXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.63

0.93

-0.30

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.28

0.70

-0.42

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.47

0.67

-0.20

Sharpe Ratio (All Time)

Calculated using the full available price history

0.55

0.53

+0.02

Correlation

The correlation between NCVLX and ACIIX is 0.85, 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

NCVLX vs. ACIIX - Dividend Comparison

NCVLX's dividend yield for the trailing twelve months is around 1.75%, less than ACIIX's 10.28% yield.


TTM20252024202320222021202020192018201720162015
NCVLX
Nuance Concentrated Value Fund
1.75%2.38%7.34%1.81%13.64%17.21%0.64%7.97%13.45%7.02%0.96%5.66%
ACIIX
American Century Equity Income Fund Class I
10.28%10.55%11.71%8.21%8.96%7.02%2.18%7.57%9.05%12.14%8.08%10.72%

Drawdowns

NCVLX vs. ACIIX - Drawdown Comparison

The maximum NCVLX drawdown since its inception was -31.48%, smaller than the maximum ACIIX drawdown of -39.16%. Use the drawdown chart below to compare losses from any high point for NCVLX and ACIIX.


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Drawdown Indicators


NCVLXACIIXDifference

Max Drawdown

Largest peak-to-trough decline

-31.48%

-39.16%

+7.68%

Max Drawdown (1Y)

Largest decline over 1 year

-11.54%

-8.96%

-2.58%

Max Drawdown (5Y)

Largest decline over 5 years

-19.58%

-13.49%

-6.09%

Max Drawdown (10Y)

Largest decline over 10 years

-31.48%

-32.76%

+1.28%

Current Drawdown

Current decline from peak

-10.54%

-5.73%

-4.81%

Average Drawdown

Average peak-to-trough decline

-4.03%

-5.26%

+1.23%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.48%

2.30%

+1.18%

Volatility

NCVLX vs. ACIIX - Volatility Comparison

Nuance Concentrated Value Fund (NCVLX) has a higher volatility of 3.97% compared to American Century Equity Income Fund Class I (ACIIX) at 2.76%. This indicates that NCVLX's price experiences larger fluctuations and is considered to be riskier than ACIIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


NCVLXACIIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.97%

2.76%

+1.21%

Volatility (6M)

Calculated over the trailing 6-month period

8.19%

6.05%

+2.14%

Volatility (1Y)

Calculated over the trailing 1-year period

15.22%

11.61%

+3.61%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

13.67%

10.74%

+2.93%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.06%

13.37%

+1.69%