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TEGAX vs. ACMVX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between TEGAX and ACMVX is 0.87, 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.


Performance

TEGAX vs. ACMVX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Touchstone Mid Cap Growth Fund (TEGAX) and American Century Mid Cap Value Fund (ACMVX). The values are adjusted to include any dividend payments, if applicable.

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Key characteristics

Sharpe Ratio

TEGAX:

0.43

ACMVX:

-0.01

Sortino Ratio

TEGAX:

0.80

ACMVX:

0.14

Omega Ratio

TEGAX:

1.11

ACMVX:

1.02

Calmar Ratio

TEGAX:

0.37

ACMVX:

0.01

Martin Ratio

TEGAX:

1.31

ACMVX:

0.04

Ulcer Index

TEGAX:

9.38%

ACMVX:

7.95%

Daily Std Dev

TEGAX:

27.19%

ACMVX:

16.76%

Max Drawdown

TEGAX:

-58.44%

ACMVX:

-55.52%

Current Drawdown

TEGAX:

-13.42%

ACMVX:

-17.74%

Returns By Period

In the year-to-date period, TEGAX achieves a 4.09% return, which is significantly higher than ACMVX's 3.07% return. Over the past 10 years, TEGAX has outperformed ACMVX with an annualized return of 3.72%, while ACMVX has yielded a comparatively lower 0.97% annualized return.


TEGAX

YTD

4.09%

1M

19.10%

6M

0.18%

1Y

11.49%

5Y*

6.22%

10Y*

3.72%

ACMVX

YTD

3.07%

1M

7.54%

6M

-6.43%

1Y

-0.22%

5Y*

5.04%

10Y*

0.97%

*Annualized

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TEGAX vs. ACMVX - Expense Ratio Comparison

TEGAX has a 1.21% expense ratio, which is higher than ACMVX's 0.97% expense ratio.


Risk-Adjusted Performance

TEGAX vs. ACMVX — Risk-Adjusted Performance Rank

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

TEGAX
The Risk-Adjusted Performance Rank of TEGAX is 4646
Overall Rank
The Sharpe Ratio Rank of TEGAX is 4747
Sharpe Ratio Rank
The Sortino Ratio Rank of TEGAX is 4848
Sortino Ratio Rank
The Omega Ratio Rank of TEGAX is 4646
Omega Ratio Rank
The Calmar Ratio Rank of TEGAX is 4747
Calmar Ratio Rank
The Martin Ratio Rank of TEGAX is 4242
Martin Ratio Rank

ACMVX
The Risk-Adjusted Performance Rank of ACMVX is 1717
Overall Rank
The Sharpe Ratio Rank of ACMVX is 1717
Sharpe Ratio Rank
The Sortino Ratio Rank of ACMVX is 1717
Sortino Ratio Rank
The Omega Ratio Rank of ACMVX is 1717
Omega Ratio Rank
The Calmar Ratio Rank of ACMVX is 1717
Calmar Ratio Rank
The Martin Ratio Rank of ACMVX is 1717
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

TEGAX vs. ACMVX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Touchstone Mid Cap Growth Fund (TEGAX) and American Century Mid Cap Value Fund (ACMVX). 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.


The current TEGAX Sharpe Ratio is 0.43, which is higher than the ACMVX Sharpe Ratio of -0.01. The chart below compares the historical Sharpe Ratios of TEGAX and ACMVX, 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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Dividends

TEGAX vs. ACMVX - Dividend Comparison

TEGAX has not paid dividends to shareholders, while ACMVX's dividend yield for the trailing twelve months is around 1.56%.


TTM20242023202220212020201920182017201620152014
TEGAX
Touchstone Mid Cap Growth Fund
0.00%0.00%0.00%0.00%0.00%0.00%0.02%0.00%0.00%0.00%0.00%0.00%
ACMVX
American Century Mid Cap Value Fund
1.56%1.70%1.72%1.80%1.42%1.33%1.46%1.81%1.58%1.29%1.18%1.11%

Drawdowns

TEGAX vs. ACMVX - Drawdown Comparison

The maximum TEGAX drawdown since its inception was -58.44%, which is greater than ACMVX's maximum drawdown of -55.52%. Use the drawdown chart below to compare losses from any high point for TEGAX and ACMVX. For additional features, visit the drawdowns tool.


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Volatility

TEGAX vs. ACMVX - Volatility Comparison

Touchstone Mid Cap Growth Fund (TEGAX) has a higher volatility of 7.94% compared to American Century Mid Cap Value Fund (ACMVX) at 4.84%. This indicates that TEGAX's price experiences larger fluctuations and is considered to be riskier than ACMVX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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