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TORYX vs. TWEIX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

TORYX vs. TWEIX - Performance Comparison

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

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TORYX vs. TWEIX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
TORYX
Torray Fund
2.51%14.89%13.77%12.57%-0.69%21.40%-2.45%19.89%-10.59%12.07%
TWEIX
American Century Equity Income Fund
2.58%11.84%10.51%3.92%-3.06%16.83%1.10%24.14%-3.77%13.35%

Returns By Period

The year-to-date returns for both investments are quite close, with TORYX having a 2.51% return and TWEIX slightly higher at 2.58%. Both investments have delivered pretty close results over the past 10 years, with TORYX having a 9.04% annualized return and TWEIX not far behind at 8.66%.


TORYX

1D
-0.02%
1M
-1.80%
YTD
2.51%
6M
2.69%
1Y
15.52%
3Y*
14.56%
5Y*
10.29%
10Y*
9.04%

TWEIX

1D
-0.12%
1M
-5.77%
YTD
2.58%
6M
4.41%
1Y
9.60%
3Y*
9.46%
5Y*
7.27%
10Y*
8.66%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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TORYX vs. TWEIX - Expense Ratio Comparison

TORYX has a 1.07% expense ratio, which is higher than TWEIX's 0.94% expense ratio.


Return for Risk

TORYX vs. TWEIX — Risk / Return Rank

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

TORYX
TORYX Risk / Return Rank: 6060
Overall Rank
TORYX Sharpe Ratio Rank: 5555
Sharpe Ratio Rank
TORYX Sortino Ratio Rank: 5959
Sortino Ratio Rank
TORYX Omega Ratio Rank: 5656
Omega Ratio Rank
TORYX Calmar Ratio Rank: 5959
Calmar Ratio Rank
TORYX Martin Ratio Rank: 6868
Martin Ratio Rank

TWEIX
TWEIX Risk / Return Rank: 4444
Overall Rank
TWEIX Sharpe Ratio Rank: 4747
Sharpe Ratio Rank
TWEIX Sortino Ratio Rank: 4646
Sortino Ratio Rank
TWEIX Omega Ratio Rank: 4343
Omega Ratio Rank
TWEIX Calmar Ratio Rank: 4242
Calmar Ratio Rank
TWEIX Martin Ratio Rank: 4141
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.

TORYX vs. TWEIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Torray Fund (TORYX) and American Century Equity Income Fund (TWEIX). 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.


TORYXTWEIXDifference

Sharpe ratio

Return per unit of total volatility

1.02

0.91

+0.11

Sortino ratio

Return per unit of downside risk

1.54

1.33

+0.21

Omega ratio

Gain probability vs. loss probability

1.22

1.18

+0.04

Calmar ratio

Return relative to maximum drawdown

1.37

1.07

+0.30

Martin ratio

Return relative to average drawdown

6.52

4.18

+2.34

TORYX vs. TWEIX - Sharpe Ratio Comparison

The current TORYX Sharpe Ratio is 1.02, which is comparable to the TWEIX Sharpe Ratio of 0.91. The chart below compares the historical Sharpe Ratios of TORYX and TWEIX, 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


TORYXTWEIXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.02

0.91

+0.11

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.68

0.68

0.00

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.52

0.65

-0.14

Sharpe Ratio (All Time)

Calculated using the full available price history

0.53

0.75

-0.22

Correlation

The correlation between TORYX and TWEIX is 0.85, 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.


Dividends

TORYX vs. TWEIX - Dividend Comparison

TORYX's dividend yield for the trailing twelve months is around 32.24%, more than TWEIX's 10.11% yield.


TTM20252024202320222021202020192018201720162015
TORYX
Torray Fund
32.24%32.38%7.32%6.47%10.55%10.80%3.22%2.66%2.21%7.34%8.93%4.30%
TWEIX
American Century Equity Income Fund
10.11%10.35%11.51%8.02%8.76%6.83%2.00%7.38%8.79%11.95%7.88%10.49%

Drawdowns

TORYX vs. TWEIX - Drawdown Comparison

The maximum TORYX drawdown since its inception was -56.55%, which is greater than TWEIX's maximum drawdown of -39.30%. Use the drawdown chart below to compare losses from any high point for TORYX and TWEIX.


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Drawdown Indicators


TORYXTWEIXDifference

Max Drawdown

Largest peak-to-trough decline

-56.55%

-39.30%

-17.25%

Max Drawdown (1Y)

Largest decline over 1 year

-11.13%

-8.86%

-2.27%

Max Drawdown (5Y)

Largest decline over 5 years

-16.53%

-13.69%

-2.84%

Max Drawdown (10Y)

Largest decline over 10 years

-38.31%

-32.82%

-5.49%

Current Drawdown

Current decline from peak

-2.64%

-5.77%

+3.13%

Average Drawdown

Average peak-to-trough decline

-7.37%

-4.17%

-3.20%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.34%

2.33%

+0.01%

Volatility

TORYX vs. TWEIX - Volatility Comparison

Torray Fund (TORYX) has a higher volatility of 3.12% compared to American Century Equity Income Fund (TWEIX) at 2.79%. This indicates that TORYX's price experiences larger fluctuations and is considered to be riskier than TWEIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


TORYXTWEIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.12%

2.79%

+0.33%

Volatility (6M)

Calculated over the trailing 6-month period

7.85%

6.06%

+1.79%

Volatility (1Y)

Calculated over the trailing 1-year period

16.28%

11.59%

+4.69%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.16%

10.70%

+4.46%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.59%

13.35%

+4.24%