TORYX vs. TWEIX
Compare and contrast key facts about Torray Fund (TORYX) and American Century Equity Income Fund (TWEIX).
TORYX is managed by Torray. It was launched on Dec 18, 1990. TWEIX is managed by American Century. It was launched on Aug 1, 1994.
Performance
TORYX vs. TWEIX - Performance Comparison
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TORYX vs. TWEIX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
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%
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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
TORYX
TWEIX
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.
| TORYX | TWEIX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.02 | 0.91 | +0.11 |
Sortino ratioReturn per unit of downside risk | 1.54 | 1.33 | +0.21 |
Omega ratioGain probability vs. loss probability | 1.22 | 1.18 | +0.04 |
Calmar ratioReturn relative to maximum drawdown | 1.37 | 1.07 | +0.30 |
Martin ratioReturn relative to average drawdown | 6.52 | 4.18 | +2.34 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| TORYX | TWEIX | Difference | |
|---|---|---|---|
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.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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
| TORYX | TWEIX | Difference | |
|---|---|---|---|
Max DrawdownLargest 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 DrawdownCurrent decline from peak | -2.64% | -5.77% | +3.13% |
Average DrawdownAverage peak-to-trough decline | -7.37% | -4.17% | -3.20% |
Ulcer IndexDepth 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
| TORYX | TWEIX | Difference | |
|---|---|---|---|
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% |