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NPHIX vs. TWCUX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

NPHIX vs. TWCUX - Performance Comparison

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

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NPHIX vs. TWCUX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
NPHIX
American Century High Income Fund
-1.52%8.86%6.92%12.05%-12.59%6.12%8.03%12.70%-1.98%7.02%
TWCUX
American Century Ultra Fund
-12.28%12.66%29.54%43.36%-32.38%23.47%49.79%34.60%0.70%31.65%

Returns By Period

In the year-to-date period, NPHIX achieves a -1.52% return, which is significantly higher than TWCUX's -12.28% return. Over the past 10 years, NPHIX has underperformed TWCUX with an annualized return of 5.67%, while TWCUX has yielded a comparatively higher 15.69% annualized return.


NPHIX

1D
0.23%
1M
-2.28%
YTD
-1.52%
6M
-0.09%
1Y
6.16%
3Y*
7.27%
5Y*
3.26%
10Y*
5.67%

TWCUX

1D
-0.65%
1M
-8.79%
YTD
-12.28%
6M
-10.88%
1Y
11.48%
3Y*
16.46%
5Y*
8.90%
10Y*
15.69%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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NPHIX vs. TWCUX - Expense Ratio Comparison

NPHIX has a 0.58% expense ratio, which is lower than TWCUX's 0.93% expense ratio.


Return for Risk

NPHIX vs. TWCUX — Risk / Return Rank

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

NPHIX
NPHIX Risk / Return Rank: 8787
Overall Rank
NPHIX Sharpe Ratio Rank: 8787
Sharpe Ratio Rank
NPHIX Sortino Ratio Rank: 8989
Sortino Ratio Rank
NPHIX Omega Ratio Rank: 8989
Omega Ratio Rank
NPHIX Calmar Ratio Rank: 8383
Calmar Ratio Rank
NPHIX Martin Ratio Rank: 8585
Martin Ratio Rank

TWCUX
TWCUX Risk / Return Rank: 2020
Overall Rank
TWCUX Sharpe Ratio Rank: 2020
Sharpe Ratio Rank
TWCUX Sortino Ratio Rank: 2323
Sortino Ratio Rank
TWCUX Omega Ratio Rank: 2222
Omega Ratio Rank
TWCUX Calmar Ratio Rank: 1818
Calmar Ratio Rank
TWCUX Martin Ratio Rank: 1818
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. TWCUX - Risk-Adjusted Trends Comparison

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


NPHIXTWCUXDifference

Sharpe ratio

Return per unit of total volatility

1.74

0.50

+1.24

Sortino ratio

Return per unit of downside risk

2.49

0.88

+1.61

Omega ratio

Gain probability vs. loss probability

1.40

1.12

+0.28

Calmar ratio

Return relative to maximum drawdown

2.03

0.53

+1.51

Martin ratio

Return relative to average drawdown

8.74

1.87

+6.86

NPHIX vs. TWCUX - Sharpe Ratio Comparison

The current NPHIX Sharpe Ratio is 1.74, which is higher than the TWCUX Sharpe Ratio of 0.50. The chart below compares the historical Sharpe Ratios of NPHIX and TWCUX, 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


NPHIXTWCUXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.74

0.50

+1.24

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.63

0.40

+0.23

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

1.01

0.72

+0.29

Sharpe Ratio (All Time)

Calculated using the full available price history

0.97

0.51

+0.46

Correlation

The correlation between NPHIX and TWCUX is 0.43, 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. TWCUX - Dividend Comparison

NPHIX's dividend yield for the trailing twelve months is around 6.32%, less than TWCUX's 13.19% yield.


TTM20252024202320222021202020192018201720162015
NPHIX
American Century High Income Fund
6.32%6.69%6.07%4.81%4.95%5.77%5.35%5.54%6.24%5.87%5.72%7.44%
TWCUX
American Century Ultra Fund
13.19%11.57%3.58%6.09%7.42%6.78%2.80%4.27%8.24%5.85%4.58%5.21%

Drawdowns

NPHIX vs. TWCUX - Drawdown Comparison

The maximum NPHIX drawdown since its inception was -21.67%, smaller than the maximum TWCUX drawdown of -62.11%. Use the drawdown chart below to compare losses from any high point for NPHIX and TWCUX.


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Drawdown Indicators


NPHIXTWCUXDifference

Max Drawdown

Largest peak-to-trough decline

-21.67%

-62.11%

+40.44%

Max Drawdown (1Y)

Largest decline over 1 year

-3.14%

-15.72%

+12.58%

Max Drawdown (5Y)

Largest decline over 5 years

-16.34%

-35.23%

+18.89%

Max Drawdown (10Y)

Largest decline over 10 years

-21.67%

-35.23%

+13.56%

Current Drawdown

Current decline from peak

-2.30%

-15.72%

+13.42%

Average Drawdown

Average peak-to-trough decline

-2.55%

-16.86%

+14.31%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.73%

4.42%

-3.69%

Volatility

NPHIX vs. TWCUX - Volatility Comparison

The current volatility for American Century High Income Fund (NPHIX) is 1.18%, while American Century Ultra Fund (TWCUX) has a volatility of 5.77%. This indicates that NPHIX experiences smaller price fluctuations and is considered to be less risky than TWCUX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


NPHIXTWCUXDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.18%

5.77%

-4.59%

Volatility (6M)

Calculated over the trailing 6-month period

2.26%

12.65%

-10.39%

Volatility (1Y)

Calculated over the trailing 1-year period

3.84%

23.09%

-19.25%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

5.24%

22.53%

-17.29%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

5.64%

22.00%

-16.36%