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TWCGX vs. FNIAX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

TWCGX vs. FNIAX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in American Century Growth Fund (TWCGX) and Fidelity Advisor New Insights Fund Class A (FNIAX). The values are adjusted to include any dividend payments, if applicable.

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TWCGX vs. FNIAX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
TWCGX
American Century Growth Fund
-10.23%15.28%26.20%43.31%-31.39%27.86%35.23%35.39%-1.27%30.06%
FNIAX
Fidelity Advisor New Insights Fund Class A
-4.13%21.17%34.94%35.97%-26.57%24.40%23.62%29.17%-4.67%28.07%

Returns By Period

In the year-to-date period, TWCGX achieves a -10.23% return, which is significantly lower than FNIAX's -4.13% return. Both investments have delivered pretty close results over the past 10 years, with TWCGX having a 14.92% annualized return and FNIAX not far ahead at 14.99%.


TWCGX

1D
3.75%
1M
-5.65%
YTD
-10.23%
6M
-9.87%
1Y
15.47%
3Y*
17.60%
5Y*
9.71%
10Y*
14.92%

FNIAX

1D
3.63%
1M
-5.85%
YTD
-4.13%
6M
-0.55%
1Y
23.58%
3Y*
24.63%
5Y*
13.28%
10Y*
14.99%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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TWCGX vs. FNIAX - Expense Ratio Comparison

TWCGX has a 0.94% expense ratio, which is higher than FNIAX's 0.93% expense ratio.


Return for Risk

TWCGX vs. FNIAX — Risk / Return Rank

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

TWCGX
TWCGX Risk / Return Rank: 3232
Overall Rank
TWCGX Sharpe Ratio Rank: 2929
Sharpe Ratio Rank
TWCGX Sortino Ratio Rank: 3434
Sortino Ratio Rank
TWCGX Omega Ratio Rank: 3232
Omega Ratio Rank
TWCGX Calmar Ratio Rank: 3535
Calmar Ratio Rank
TWCGX Martin Ratio Rank: 3030
Martin Ratio Rank

FNIAX
FNIAX Risk / Return Rank: 7676
Overall Rank
FNIAX Sharpe Ratio Rank: 6868
Sharpe Ratio Rank
FNIAX Sortino Ratio Rank: 7272
Sortino Ratio Rank
FNIAX Omega Ratio Rank: 6969
Omega Ratio Rank
FNIAX Calmar Ratio Rank: 8686
Calmar Ratio Rank
FNIAX Martin Ratio Rank: 8585
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. FNIAX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for American Century Growth Fund (TWCGX) and Fidelity Advisor New Insights Fund Class A (FNIAX). 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.


TWCGXFNIAXDifference

Sharpe ratio

Return per unit of total volatility

0.73

1.24

-0.51

Sortino ratio

Return per unit of downside risk

1.21

1.85

-0.63

Omega ratio

Gain probability vs. loss probability

1.17

1.27

-0.10

Calmar ratio

Return relative to maximum drawdown

0.99

2.26

-1.27

Martin ratio

Return relative to average drawdown

3.39

9.02

-5.63

TWCGX vs. FNIAX - Sharpe Ratio Comparison

The current TWCGX Sharpe Ratio is 0.73, which is lower than the FNIAX Sharpe Ratio of 1.24. The chart below compares the historical Sharpe Ratios of TWCGX and FNIAX, 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


TWCGXFNIAXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.73

1.24

-0.51

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.45

0.70

-0.25

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.70

0.78

-0.08

Sharpe Ratio (All Time)

Calculated using the full available price history

0.51

0.61

-0.09

Correlation

The correlation between TWCGX and FNIAX is 0.93, 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

TWCGX vs. FNIAX - Dividend Comparison

TWCGX's dividend yield for the trailing twelve months is around 19.09%, more than FNIAX's 9.75% yield.


TTM20252024202320222021202020192018201720162015
TWCGX
American Century Growth Fund
19.09%17.14%5.96%4.81%4.86%9.83%5.33%5.60%14.07%10.28%4.64%6.80%
FNIAX
Fidelity Advisor New Insights Fund Class A
9.75%8.96%5.85%6.18%17.12%12.66%8.14%6.48%13.78%7.61%4.99%4.40%

Drawdowns

TWCGX vs. FNIAX - Drawdown Comparison

The maximum TWCGX drawdown since its inception was -59.60%, which is greater than FNIAX's maximum drawdown of -49.69%. Use the drawdown chart below to compare losses from any high point for TWCGX and FNIAX.


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Drawdown Indicators


TWCGXFNIAXDifference

Max Drawdown

Largest peak-to-trough decline

-59.60%

-49.69%

-9.91%

Max Drawdown (1Y)

Largest decline over 1 year

-16.69%

-10.85%

-5.84%

Max Drawdown (5Y)

Largest decline over 5 years

-34.92%

-31.98%

-2.94%

Max Drawdown (10Y)

Largest decline over 10 years

-34.92%

-31.98%

-2.94%

Current Drawdown

Current decline from peak

-13.56%

-7.16%

-6.40%

Average Drawdown

Average peak-to-trough decline

-15.34%

-7.28%

-8.06%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.86%

2.72%

+2.14%

Volatility

TWCGX vs. FNIAX - Volatility Comparison

American Century Growth Fund (TWCGX) and Fidelity Advisor New Insights Fund Class A (FNIAX) have volatilities of 6.79% and 6.66%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


TWCGXFNIAXDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.79%

6.66%

+0.13%

Volatility (6M)

Calculated over the trailing 6-month period

12.60%

11.42%

+1.18%

Volatility (1Y)

Calculated over the trailing 1-year period

22.69%

19.84%

+2.85%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

21.63%

19.07%

+2.56%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

21.27%

19.25%

+2.02%