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TWCGX vs. APOIX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

TWCGX vs. APOIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in American Century Growth Fund (TWCGX) and American Century Short Duration Inflation Protection Bond Fund Investor Class (APOIX). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, TWCGX achieves a 8.57% return, which is significantly higher than APOIX's 2.02% return. Over the past 10 years, TWCGX has outperformed APOIX with an annualized return of 17.03%, while APOIX has yielded a comparatively lower 3.13% annualized return.


TWCGX

1D
-0.51%
1M
7.77%
YTD
8.57%
6M
7.58%
1Y
26.68%
3Y*
21.99%
5Y*
13.42%
10Y*
17.03%

APOIX

1D
0.00%
1M
-0.00%
YTD
2.02%
6M
1.90%
1Y
4.51%
3Y*
4.85%
5Y*
2.96%
10Y*
3.13%
*Multi-year figures are annualized to reflect compound growth (CAGR)

TWCGX vs. APOIX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
TWCGX
American Century Growth Fund
8.57%15.28%26.20%43.31%-31.39%27.86%35.23%35.39%-1.27%30.06%
APOIX
American Century Short Duration Inflation Protection Bond Fund Investor Class
2.02%5.95%4.15%3.82%-3.89%6.30%5.06%4.77%1.81%0.73%

Correlation

The correlation between TWCGX and APOIX is 0.02, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.02

Correlation (3Y)
Calculated over the trailing 3-year period

0.05

Correlation (5Y)
Calculated over the trailing 5-year period

0.11

Correlation (10Y)
Calculated over the trailing 10-year period

0.08

Correlation (All Time)
Calculated using the full available price history since Jun 1, 2005

-0.03

The correlation between TWCGX and APOIX shifts across timeframes, from -0.03 (all time) to 0.11 (5 years), reflecting how their relationship changes across market environments.

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Return for Risk

TWCGX vs. APOIX — Risk / Return Rank

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

TWCGX
TWCGX Risk / Return Rank: 2929
Overall Rank
TWCGX Sharpe Ratio Rank: 3737
Sharpe Ratio Rank
TWCGX Sortino Ratio Rank: 3333
Sortino Ratio Rank
TWCGX Omega Ratio Rank: 3434
Omega Ratio Rank
TWCGX Calmar Ratio Rank: 2020
Calmar Ratio Rank
TWCGX Martin Ratio Rank: 2121
Martin Ratio Rank

APOIX
APOIX Risk / Return Rank: 8484
Overall Rank
APOIX Sharpe Ratio Rank: 7171
Sharpe Ratio Rank
APOIX Sortino Ratio Rank: 8484
Sortino Ratio Rank
APOIX Omega Ratio Rank: 7878
Omega Ratio Rank
APOIX Calmar Ratio Rank: 9595
Calmar Ratio Rank
APOIX Martin Ratio Rank: 9191
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.

TWCGX vs. APOIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for American Century Growth Fund (TWCGX) and American Century Short Duration Inflation Protection Bond Fund Investor Class (APOIX). 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.


TWCGXAPOIXDifference
Sharpe ratioReturn per unit of total volatility

-0.70

Sortino ratioReturn per unit of downside risk

-1.60

Omega ratioGain probability vs. loss probability

1.31

1.51

-0.20

Calmar ratioReturn relative to maximum drawdown

1.66

5.81

-4.15

Martin ratioReturn relative to average drawdown

5.50

19.09

-13.59

TWCGX vs. APOIX - Sharpe Ratio Comparison

The current TWCGX Sharpe Ratio is 1.76, which is comparable to the APOIX Sharpe Ratio of 2.45. The chart below compares the historical Sharpe Ratios of TWCGX and APOIX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


TWCGXAPOIXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.76

2.45

-0.70

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.62

0.90

-0.28

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.80

1.10

-0.30

Sharpe Ratio (All Time)

Calculated using the full available price history

0.53

0.72

-0.18

Drawdowns

TWCGX vs. APOIX - Drawdown Comparison

The maximum TWCGX drawdown since its inception was -59.60%, which is greater than APOIX's maximum drawdown of -14.54%. Use the drawdown chart below to compare losses from any high point for TWCGX and APOIX.


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Drawdown Indicators


TWCGXAPOIXDifference

Max Drawdown

Largest peak-to-trough decline

-59.60%

-14.54%

-45.06%

Max Drawdown (1Y)

Largest decline over 1 year

-16.69%

-0.76%

-15.93%

Max Drawdown (3Y)

Largest decline over 3 years

-24.20%

-1.42%

-22.78%

Max Drawdown (5Y)

Largest decline over 5 years

-34.92%

-6.58%

-28.34%

Max Drawdown (10Y)

Largest decline over 10 years

-34.92%

-6.58%

-28.34%

Current Drawdown

Current decline from peak

-0.51%

-0.00%

-0.51%

Average Drawdown

Average peak-to-trough decline

-15.30%

-1.99%

-13.31%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.01%

0.23%

+4.78%

Volatility

TWCGX vs. APOIX - Volatility Comparison

American Century Growth Fund (TWCGX) has a higher volatility of 3.44% compared to American Century Short Duration Inflation Protection Bond Fund Investor Class (APOIX) at 0.51%. This indicates that TWCGX's price experiences larger fluctuations and is considered to be riskier than APOIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


TWCGXAPOIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.44%

0.51%

+2.93%

Volatility (6M)

Calculated over the trailing 6-month period

11.92%

1.25%

+10.67%

Volatility (1Y)

Calculated over the trailing 1-year period

15.72%

1.81%

+13.91%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

21.59%

3.31%

+18.28%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

21.31%

2.85%

+18.46%

TWCGX vs. APOIX - Expense Ratio Comparison

TWCGX has a 0.94% expense ratio, which is higher than APOIX's 0.57% expense ratio.


Dividends

TWCGX vs. APOIX - Dividend Comparison

TWCGX's dividend yield for the trailing twelve months is around 15.79%, more than APOIX's 3.91% yield.


PositionTTM20252024202320222021202020192018201720162015
APOIX
American Century Short Duration Inflation Protection Bond Fund Investor Class
3.91%3.99%2.31%2.78%5.63%3.92%0.81%1.69%3.99%1.52%0.42%0.00%
TWCGX
American Century Growth Fund
15.79%17.14%5.96%4.81%4.86%9.83%5.33%5.60%14.07%10.28%4.64%6.80%

Frequently Asked Questions


TWCGX and APOIX have a correlation of 0.02, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

TWCGX has higher volatility (3.44%) compared to APOIX (0.51%). In terms of maximum drawdown, TWCGX dropped -59.60% vs APOIX's -14.54%.

APOIX currently has the higher Sharpe Ratio (2.45 vs 1.76), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

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