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NPHIX vs. TWCGX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

NPHIX vs. TWCGX - Performance Comparison

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

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NPHIX vs. TWCGX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
NPHIX
American Century High Income Fund
-1.06%8.86%6.92%12.05%-12.59%6.12%8.03%12.70%-1.98%7.02%
TWCGX
American Century Growth Fund
-10.23%15.28%26.20%43.31%-31.39%27.86%35.23%35.39%-1.27%30.06%

Returns By Period

In the year-to-date period, NPHIX achieves a -1.06% return, which is significantly higher than TWCGX's -10.23% return. Over the past 10 years, NPHIX has underperformed TWCGX with an annualized return of 5.72%, while TWCGX has yielded a comparatively higher 14.92% annualized return.


NPHIX

1D
0.47%
1M
-1.83%
YTD
-1.06%
6M
0.26%
1Y
6.53%
3Y*
7.43%
5Y*
3.31%
10Y*
5.72%

TWCGX

1D
3.75%
1M
-5.65%
YTD
-10.23%
6M
-9.87%
1Y
15.47%
3Y*
17.60%
5Y*
9.71%
10Y*
14.92%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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NPHIX vs. TWCGX - Expense Ratio Comparison

NPHIX has a 0.58% expense ratio, which is lower than TWCGX's 0.94% expense ratio.


Return for Risk

NPHIX vs. TWCGX — Risk / Return Rank

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

NPHIX
NPHIX Risk / Return Rank: 8686
Overall Rank
NPHIX Sharpe Ratio Rank: 8585
Sharpe Ratio Rank
NPHIX Sortino Ratio Rank: 8787
Sortino Ratio Rank
NPHIX Omega Ratio Rank: 8888
Omega Ratio Rank
NPHIX Calmar Ratio Rank: 8484
Calmar Ratio Rank
NPHIX Martin Ratio Rank: 8686
Martin Ratio Rank

TWCGX
TWCGX Risk / Return Rank: 3232
Overall Rank
TWCGX Sharpe Ratio Rank: 2929
Sharpe Ratio Rank
TWCGX Sortino Ratio Rank: 3434
Sortino Ratio Rank
TWCGX Omega Ratio Rank: 3232
Omega Ratio Rank
TWCGX Calmar Ratio Rank: 3535
Calmar Ratio Rank
TWCGX Martin Ratio Rank: 3030
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. TWCGX - Risk-Adjusted Trends Comparison

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


NPHIXTWCGXDifference

Sharpe ratio

Return per unit of total volatility

1.74

0.73

+1.01

Sortino ratio

Return per unit of downside risk

2.50

1.21

+1.29

Omega ratio

Gain probability vs. loss probability

1.40

1.17

+0.23

Calmar ratio

Return relative to maximum drawdown

2.27

0.99

+1.28

Martin ratio

Return relative to average drawdown

9.64

3.39

+6.24

NPHIX vs. TWCGX - Sharpe Ratio Comparison

The current NPHIX Sharpe Ratio is 1.74, which is higher than the TWCGX Sharpe Ratio of 0.73. The chart below compares the historical Sharpe Ratios of NPHIX and TWCGX, 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


NPHIXTWCGXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.74

0.73

+1.01

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.64

0.45

+0.18

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

1.02

0.70

+0.31

Sharpe Ratio (All Time)

Calculated using the full available price history

0.97

0.51

+0.46

Correlation

The correlation between NPHIX and TWCGX is 0.42, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Dividends

NPHIX vs. TWCGX - Dividend Comparison

NPHIX's dividend yield for the trailing twelve months is around 6.29%, less than TWCGX's 19.09% yield.


TTM20252024202320222021202020192018201720162015
NPHIX
American Century High Income Fund
6.29%6.69%6.07%4.81%4.95%5.77%5.35%5.54%6.24%5.87%5.72%7.44%
TWCGX
American Century Growth Fund
19.09%17.14%5.96%4.81%4.86%9.83%5.33%5.60%14.07%10.28%4.64%6.80%

Drawdowns

NPHIX vs. TWCGX - Drawdown Comparison

The maximum NPHIX drawdown since its inception was -21.67%, smaller than the maximum TWCGX drawdown of -59.60%. Use the drawdown chart below to compare losses from any high point for NPHIX and TWCGX.


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Drawdown Indicators


NPHIXTWCGXDifference

Max Drawdown

Largest peak-to-trough decline

-21.67%

-59.60%

+37.93%

Max Drawdown (1Y)

Largest decline over 1 year

-3.14%

-16.69%

+13.55%

Max Drawdown (5Y)

Largest decline over 5 years

-16.34%

-34.92%

+18.58%

Max Drawdown (10Y)

Largest decline over 10 years

-21.67%

-34.92%

+13.25%

Current Drawdown

Current decline from peak

-1.84%

-13.56%

+11.72%

Average Drawdown

Average peak-to-trough decline

-2.55%

-15.34%

+12.79%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.74%

4.86%

-4.12%

Volatility

NPHIX vs. TWCGX - Volatility Comparison

The current volatility for American Century High Income Fund (NPHIX) is 1.31%, while American Century Growth Fund (TWCGX) has a volatility of 6.79%. This indicates that NPHIX experiences smaller price fluctuations and is considered to be less risky than TWCGX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


NPHIXTWCGXDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.31%

6.79%

-5.48%

Volatility (6M)

Calculated over the trailing 6-month period

2.30%

12.60%

-10.30%

Volatility (1Y)

Calculated over the trailing 1-year period

3.86%

22.69%

-18.83%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

5.23%

21.63%

-16.40%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

5.64%

21.27%

-15.63%