TSWEX vs. TWEIX
Compare and contrast key facts about TSW Large Cap Value Fund (TSWEX) and American Century Equity Income Fund (TWEIX).
TSWEX is managed by TS&W Funds. It was launched on Jul 17, 1992. TWEIX is managed by American Century. It was launched on Aug 1, 1994.
Performance
TSWEX vs. TWEIX - Performance Comparison
Loading graphics...
TSWEX vs. TWEIX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
TSWEX TSW Large Cap Value Fund | 1.69% | 2.29% | 11.12% | 6.47% | 0.85% | 25.23% | 7.37% | 21.26% | -1.91% | 14.52% |
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
In the year-to-date period, TSWEX achieves a 1.69% return, which is significantly lower than TWEIX's 2.58% return. Over the past 10 years, TSWEX has outperformed TWEIX with an annualized return of 9.26%, while TWEIX has yielded a comparatively lower 8.66% annualized return.
TSWEX
- 1D
- -0.23%
- 1M
- -5.36%
- YTD
- 1.69%
- 6M
- -9.88%
- 1Y
- -3.20%
- 3Y*
- 7.85%
- 5Y*
- 6.72%
- 10Y*
- 9.26%
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%
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
TSWEX vs. TWEIX - Expense Ratio Comparison
TSWEX has a 0.75% expense ratio, which is lower than TWEIX's 0.94% expense ratio.
Return for Risk
TSWEX vs. TWEIX — Risk / Return Rank
TSWEX
TWEIX
TSWEX vs. TWEIX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for TSW Large Cap Value Fund (TSWEX) 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.
| TSWEX | TWEIX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | -0.18 | 0.91 | -1.09 |
Sortino ratioReturn per unit of downside risk | -0.08 | 1.33 | -1.41 |
Omega ratioGain probability vs. loss probability | 0.98 | 1.18 | -0.20 |
Calmar ratioReturn relative to maximum drawdown | 0.00 | 1.07 | -1.07 |
Martin ratioReturn relative to average drawdown | 0.01 | 4.18 | -4.18 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading graphics...
Sharpe Ratios by Period
| TSWEX | TWEIX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.18 | 0.91 | -1.09 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.47 | 0.68 | -0.21 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.58 | 0.65 | -0.07 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.46 | 0.75 | -0.28 |
Correlation
The correlation between TSWEX and TWEIX is 0.88, 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
TSWEX vs. TWEIX - Dividend Comparison
TSWEX's dividend yield for the trailing twelve months is around 0.67%, less than TWEIX's 10.11% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
TSWEX TSW Large Cap Value Fund | 0.67% | 1.05% | 8.86% | 8.12% | 12.42% | 13.07% | 5.12% | 4.40% | 16.09% | 8.52% | 11.06% | 6.91% |
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
TSWEX vs. TWEIX - Drawdown Comparison
The maximum TSWEX drawdown since its inception was -53.14%, which is greater than TWEIX's maximum drawdown of -39.30%. Use the drawdown chart below to compare losses from any high point for TSWEX and TWEIX.
Loading graphics...
Drawdown Indicators
| TSWEX | TWEIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -53.14% | -39.30% | -13.84% |
Max Drawdown (1Y)Largest decline over 1 year | -14.35% | -8.86% | -5.49% |
Max Drawdown (5Y)Largest decline over 5 years | -16.34% | -13.69% | -2.65% |
Max Drawdown (10Y)Largest decline over 10 years | -33.90% | -32.82% | -1.08% |
Current DrawdownCurrent decline from peak | -12.50% | -5.77% | -6.73% |
Average DrawdownAverage peak-to-trough decline | -7.36% | -4.17% | -3.19% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 6.19% | 2.33% | +3.86% |
Volatility
TSWEX vs. TWEIX - Volatility Comparison
TSW Large Cap Value Fund (TSWEX) has a higher volatility of 2.96% compared to American Century Equity Income Fund (TWEIX) at 2.79%. This indicates that TSWEX'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.
Loading graphics...
Volatility by Period
| TSWEX | TWEIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.96% | 2.79% | +0.17% |
Volatility (6M)Calculated over the trailing 6-month period | 16.42% | 6.06% | +10.36% |
Volatility (1Y)Calculated over the trailing 1-year period | 21.69% | 11.59% | +10.10% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.83% | 10.70% | +4.13% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.34% | 13.35% | +2.99% |