TWCIX vs. ^GSPC

Last updated Apr 2, 2026

Compare and contrast key facts about American Century Select Fund (TWCIX) and S&P 500 Index (^GSPC).

TWCIX is managed by American Century. It was launched on Jun 30, 1971.

Performance

TWCIX vs. ^GSPC - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in American Century Select Fund (TWCIX) and S&P 500 Index (^GSPC). The values are adjusted to include any dividend payments, if applicable.

TWCIX vs. ^GSPC - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
TWCIX American Century Select Fund	-8.73%	16.30%	26.15%	39.93%	-28.82%	25.47%	33.99%	36.30%	-3.54%	28.90%
^GSPC S&P 500 Index	-3.95%	16.39%	23.31%	24.23%	-19.44%	26.89%	16.26%	28.88%	-6.24%	19.42%

Returns By Period

In the year-to-date period, TWCIX achieves a -8.73% return, which is significantly lower than ^GSPC's -3.95% return. Over the past 10 years, TWCIX has outperformed ^GSPC with an annualized return of 14.92%, while ^GSPC has yielded a comparatively lower 12.24% annualized return.

TWCIX

• 1D: 4.05%
• 1M: -5.48%
• YTD: -8.73%
• 6M: -7.36%
• 1Y: 17.10%
• 3Y*: 17.46%
• 5Y*: 10.31%
• 10Y*: 14.92%

^GSPC

• 1D: 0.72%
• 1M: -4.45%
• YTD: -3.95%
• 6M: -2.02%
• 1Y: 16.73%
• 3Y*: 16.96%
• 5Y*: 10.34%
• 10Y*: 12.24%

*Multi-year figures are annualized to reflect compound growth (CAGR)

Return for Risk

TWCIX vs. ^GSPC — Risk / Return Rank

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

TWCIX

TWCIX Risk / Return Rank: 40
TWCIX Sharpe Ratio Rank: 33
TWCIX Sortino Ratio Rank: 39
TWCIX Omega Ratio Rank: 37
TWCIX Calmar Ratio Rank: 48
TWCIX Martin Ratio Rank: 42

^GSPC

^GSPC Risk / Return Rank: 67
^GSPC Sharpe Ratio Rank: 63
^GSPC Sortino Ratio Rank: 64
^GSPC Omega Ratio Rank: 69
^GSPC Calmar Ratio Rank: 60
^GSPC Martin Ratio Rank: 77

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.

TWCIX vs. ^GSPC - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for American Century Select Fund (TWCIX) and S&P 500 Index (^GSPC). 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.

	TWCIX	^GSPC	Difference
Sharpe ratio Return per unit of total volatility	0.79	0.92	-0.12
Sortino ratio Return per unit of downside risk	1.30	1.41	-0.12
Omega ratio Gain probability vs. loss probability	1.18	1.21	-0.03
Calmar ratio Return relative to maximum drawdown	1.25	1.41	-0.17
Martin ratio Return relative to average drawdown	4.50	6.61	-2.12
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

TWCIX vs. ^GSPC - Sharpe Ratio Comparison

The current TWCIX Sharpe Ratio is 0.79, which is comparable to the ^GSPC Sharpe Ratio of 0.92. The chart below compares the historical Sharpe Ratios of TWCIX and ^GSPC, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Sharpe Ratios by Period

	TWCIX	^GSPC	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	0.79	0.92	-0.12
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.48	0.61	-0.13
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.71	0.68	+0.03
Sharpe Ratio (All Time) Calculated using the full available price history	0.58	0.46	+0.12

Correlation

The correlation between TWCIX and ^GSPC is 0.89, 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.

Drawdowns

TWCIX vs. ^GSPC - Drawdown Comparison

The maximum TWCIX drawdown since its inception was -57.31%, roughly equal to the maximum ^GSPC drawdown of -56.78%. Use the drawdown chart below to compare losses from any high point for TWCIX and ^GSPC.

Drawdown Indicators

	TWCIX	^GSPC	Difference
Max Drawdown Largest peak-to-trough decline	-57.31%	-56.78%	-0.53%
Max Drawdown (1Y) Largest decline over 1 year	-14.66%	-12.14%	-2.52%
Max Drawdown (5Y) Largest decline over 5 years	-31.24%	-25.43%	-5.81%
Max Drawdown (10Y) Largest decline over 10 years	-31.24%	-33.92%	+2.68%
Current Drawdown Current decline from peak	-11.20%	-5.78%	-5.42%
Average Drawdown Average peak-to-trough decline	-12.42%	-10.75%	-1.67%
Ulcer Index Depth and duration of drawdowns from previous peaks	4.07%	2.60%	+1.47%

Volatility

TWCIX vs. ^GSPC - Volatility Comparison

American Century Select Fund (TWCIX) has a higher volatility of 7.21% compared to S&P 500 Index (^GSPC) at 5.37%. This indicates that TWCIX's price experiences larger fluctuations and is considered to be riskier than ^GSPC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	TWCIX	^GSPC	Difference
Volatility (1M) Calculated over the trailing 1-month period	7.21%	5.37%	+1.84%
Volatility (6M) Calculated over the trailing 6-month period	12.80%	9.55%	+3.25%
Volatility (1Y) Calculated over the trailing 1-year period	23.01%	18.33%	+4.68%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	21.49%	16.90%	+4.59%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	20.98%	18.05%	+2.93%