PortfoliosLab logoPortfoliosLab logo
NPHIX vs. TWHIX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

NPHIX vs. TWHIX - Performance Comparison

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

Loading graphics...

NPHIX vs. TWHIX - 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%
TWHIX
American Century Heritage Fund
-10.01%6.53%24.66%20.64%-28.13%11.52%42.61%35.50%-5.08%21.83%

Returns By Period

In the year-to-date period, NPHIX achieves a -1.52% return, which is significantly higher than TWHIX's -10.01% return. Over the past 10 years, NPHIX has underperformed TWHIX with an annualized return of 5.67%, while TWHIX has yielded a comparatively higher 10.49% 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%

TWHIX

1D
-1.22%
1M
-9.79%
YTD
-10.01%
6M
-13.12%
1Y
4.24%
3Y*
9.84%
5Y*
2.81%
10Y*
10.49%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


NPHIX vs. TWHIX - Expense Ratio Comparison

NPHIX has a 0.58% expense ratio, which is lower than TWHIX's 1.00% expense ratio.


Return for Risk

NPHIX vs. TWHIX — 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

TWHIX
TWHIX Risk / Return Rank: 99
Overall Rank
TWHIX Sharpe Ratio Rank: 99
Sharpe Ratio Rank
TWHIX Sortino Ratio Rank: 1010
Sortino Ratio Rank
TWHIX Omega Ratio Rank: 99
Omega Ratio Rank
TWHIX Calmar Ratio Rank: 88
Calmar Ratio Rank
TWHIX Martin Ratio Rank: 88
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. TWHIX - Risk-Adjusted Trends Comparison

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


NPHIXTWHIXDifference

Sharpe ratio

Return per unit of total volatility

1.74

0.16

+1.57

Sortino ratio

Return per unit of downside risk

2.49

0.40

+2.09

Omega ratio

Gain probability vs. loss probability

1.40

1.05

+0.34

Calmar ratio

Return relative to maximum drawdown

2.03

0.10

+1.93

Martin ratio

Return relative to average drawdown

8.74

0.32

+8.42

NPHIX vs. TWHIX - Sharpe Ratio Comparison

The current NPHIX Sharpe Ratio is 1.74, which is higher than the TWHIX Sharpe Ratio of 0.16. The chart below compares the historical Sharpe Ratios of NPHIX and TWHIX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Loading graphics...

Sharpe Ratios by Period


NPHIXTWHIXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.74

0.16

+1.57

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.63

0.12

+0.50

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

1.01

0.46

+0.55

Sharpe Ratio (All Time)

Calculated using the full available price history

0.97

0.51

+0.46

Correlation

The correlation between NPHIX and TWHIX is 0.44, 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. TWHIX - Dividend Comparison

NPHIX's dividend yield for the trailing twelve months is around 6.32%, less than TWHIX's 24.60% 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%
TWHIX
American Century Heritage Fund
24.60%22.14%15.58%0.78%0.98%12.00%13.72%11.32%25.33%9.38%8.71%0.00%

Drawdowns

NPHIX vs. TWHIX - Drawdown Comparison

The maximum NPHIX drawdown since its inception was -21.67%, smaller than the maximum TWHIX drawdown of -56.98%. Use the drawdown chart below to compare losses from any high point for NPHIX and TWHIX.


Loading graphics...

Drawdown Indicators


NPHIXTWHIXDifference

Max Drawdown

Largest peak-to-trough decline

-21.67%

-56.98%

+35.31%

Max Drawdown (1Y)

Largest decline over 1 year

-3.14%

-15.82%

+12.68%

Max Drawdown (5Y)

Largest decline over 5 years

-16.34%

-40.34%

+24.00%

Max Drawdown (10Y)

Largest decline over 10 years

-21.67%

-40.34%

+18.67%

Current Drawdown

Current decline from peak

-2.30%

-15.82%

+13.52%

Average Drawdown

Average peak-to-trough decline

-2.55%

-12.27%

+9.72%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.73%

5.00%

-4.27%

Volatility

NPHIX vs. TWHIX - Volatility Comparison

The current volatility for American Century High Income Fund (NPHIX) is 1.18%, while American Century Heritage Fund (TWHIX) has a volatility of 6.05%. This indicates that NPHIX experiences smaller price fluctuations and is considered to be less risky than TWHIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading graphics...

Volatility by Period


NPHIXTWHIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.18%

6.05%

-4.87%

Volatility (6M)

Calculated over the trailing 6-month period

2.26%

13.36%

-11.10%

Volatility (1Y)

Calculated over the trailing 1-year period

3.84%

23.61%

-19.77%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

5.24%

23.25%

-18.01%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

5.64%

22.73%

-17.09%