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NPHIX vs. OSTIX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

NPHIX vs. OSTIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in American Century High Income Fund (NPHIX) and Osterweis Strategic Income Fund (OSTIX). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, NPHIX achieves a 1.32% return, which is significantly lower than OSTIX's 1.67% return. Over the past 10 years, NPHIX has outperformed OSTIX with an annualized return of 5.43%, while OSTIX has yielded a comparatively lower 5.11% annualized return.


NPHIX

1D
0.00%
1M
0.56%
YTD
1.32%
6M
2.00%
1Y
6.95%
3Y*
8.35%
5Y*
3.40%
10Y*
5.43%

OSTIX

1D
-0.09%
1M
0.47%
YTD
1.67%
6M
1.82%
1Y
4.47%
3Y*
7.01%
5Y*
4.20%
10Y*
5.11%
*Multi-year figures are annualized to reflect compound growth (CAGR)

NPHIX vs. OSTIX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
NPHIX
American Century High Income Fund
1.32%8.86%6.92%12.05%-12.59%6.12%8.03%12.70%-1.98%7.02%
OSTIX
Osterweis Strategic Income Fund
1.67%4.04%8.03%12.29%-5.94%5.48%9.01%5.36%-0.66%6.00%

Correlation

The correlation between NPHIX and OSTIX is 0.70, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.70

Correlation (3Y)
Calculated over the trailing 3-year period

0.69

Correlation (5Y)
Calculated over the trailing 5-year period

0.77

Correlation (10Y)
Calculated over the trailing 10-year period

0.70

Correlation (All Time)
Calculated using the full available price history since Jan 2, 2013

0.69

The correlation between NPHIX and OSTIX has been stable across timeframes, ranging from 0.69 to 0.77 - a consistent structural relationship.

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Return for Risk

NPHIX vs. OSTIX — Risk / Return Rank

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

NPHIX
NPHIX Risk / Return Rank: 7272
Overall Rank
NPHIX Sharpe Ratio Rank: 5959
Sharpe Ratio Rank
NPHIX Sortino Ratio Rank: 8282
Sortino Ratio Rank
NPHIX Omega Ratio Rank: 7979
Omega Ratio Rank
NPHIX Calmar Ratio Rank: 5959
Calmar Ratio Rank
NPHIX Martin Ratio Rank: 8181
Martin Ratio Rank

OSTIX
OSTIX Risk / Return Rank: 8787
Overall Rank
OSTIX Sharpe Ratio Rank: 9090
Sharpe Ratio Rank
OSTIX Sortino Ratio Rank: 9090
Sortino Ratio Rank
OSTIX Omega Ratio Rank: 9292
Omega Ratio Rank
OSTIX Calmar Ratio Rank: 7878
Calmar Ratio Rank
OSTIX Martin Ratio Rank: 8585
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.

NPHIX vs. OSTIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for American Century High Income Fund (NPHIX) and Osterweis Strategic Income Fund (OSTIX). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


NPHIXOSTIXDifference
Sharpe ratioReturn per unit of total volatility

-0.67

Sortino ratioReturn per unit of downside risk

-0.51

Omega ratioGain probability vs. loss probability

1.47

1.65

-0.18

Calmar ratioReturn relative to maximum drawdown

2.82

3.30

-0.49

Martin ratioReturn relative to average drawdown

14.06

14.90

-0.84

NPHIX vs. OSTIX - Sharpe Ratio Comparison

The current NPHIX Sharpe Ratio is 2.08, which is comparable to the OSTIX Sharpe Ratio of 2.75. The chart below compares the historical Sharpe Ratios of NPHIX and OSTIX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

NPHIX vs. OSTIX - Drawdown Comparison

The maximum NPHIX drawdown since its inception was -21.67%, which is greater than OSTIX's maximum drawdown of -10.06%. Use the drawdown chart below to compare losses from any high point for NPHIX and OSTIX.


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Drawdown Indicators


NPHIXOSTIXDifference

Max Drawdown

Largest peak-to-trough decline

-21.67%

-10.06%

-11.61%

Max Drawdown (1Y)

Largest decline over 1 year

-2.52%

-1.42%

-1.10%

Max Drawdown (3Y)

Largest decline over 3 years

-3.94%

-3.27%

-0.67%

Max Drawdown (5Y)

Largest decline over 5 years

-16.34%

-9.75%

-6.59%

Max Drawdown (10Y)

Largest decline over 10 years

-21.67%

-10.06%

-11.61%

Current Drawdown

Current decline from peak

-0.23%

-0.18%

-0.05%

Average Drawdown

Average peak-to-trough decline

-2.51%

-0.94%

-1.57%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.50%

0.31%

+0.19%

Volatility

NPHIX vs. OSTIX - Volatility Comparison

American Century High Income Fund (NPHIX) has a higher volatility of 0.91% compared to Osterweis Strategic Income Fund (OSTIX) at 0.42%. This indicates that NPHIX's price experiences larger fluctuations and is considered to be riskier than OSTIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


NPHIXOSTIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.91%

0.42%

+0.49%

Volatility (6M)

Calculated over the trailing 6-month period

2.60%

1.36%

+1.24%

Volatility (1Y)

Calculated over the trailing 1-year period

3.42%

1.70%

+1.72%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

5.29%

3.01%

+2.28%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

5.64%

2.96%

+2.68%

NPHIX vs. OSTIX - Expense Ratio Comparison

NPHIX has a 0.58% expense ratio, which is lower than OSTIX's 0.84% expense ratio.


Dividends

NPHIX vs. OSTIX - Dividend Comparison

NPHIX's dividend yield for the trailing twelve months is around 6.76%, more than OSTIX's 4.75% yield.


PositionTTM20252024202320222021202020192018201720162015
NPHIX
American Century High Income Fund
6.76%6.69%6.07%4.81%4.95%5.77%5.35%5.54%6.24%5.87%5.72%7.44%
OSTIX
Osterweis Strategic Income Fund
4.75%3.96%5.25%5.72%4.72%4.03%3.85%4.74%4.66%4.58%5.23%5.98%

Frequently Asked Questions


NPHIX and OSTIX have a correlation of 0.70, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

NPHIX has higher volatility (0.91%) compared to OSTIX (0.42%). In terms of maximum drawdown, NPHIX dropped -21.67% vs OSTIX's -10.06%.

OSTIX currently has the higher Sharpe Ratio (2.75 vs 2.08), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

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