TWCIX vs. BGEIX

Last updated Apr 1, 2026

Compare and contrast key facts about American Century Select Fund (TWCIX) and American Century Global Gold Fund (BGEIX).

TWCIX is managed by American Century. It was launched on Jun 30, 1971. BGEIX is managed by American Century. It was launched on Aug 16, 1988.

Performance

TWCIX vs. BGEIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in American Century Select Fund (TWCIX) and American Century Global Gold Fund (BGEIX). The values are adjusted to include any dividend payments, if applicable.

TWCIX vs. BGEIX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
TWCIX American Century Select Fund	-12.29%	16.30%	26.15%	39.93%	-28.82%	25.47%	33.99%	36.30%	-3.54%	28.90%
BGEIX American Century Global Gold Fund	-0.90%	158.45%	15.10%	7.52%	-12.54%	-8.85%	18.92%	37.82%	-7.43%	10.62%

Returns By Period

In the year-to-date period, TWCIX achieves a -12.29% return, which is significantly lower than BGEIX's -0.90% return. Over the past 10 years, TWCIX has underperformed BGEIX with an annualized return of 14.46%, while BGEIX has yielded a comparatively higher 16.25% annualized return.

TWCIX

• 1D: -0.45%
• 1M: -8.75%
• YTD: -12.29%
• 6M: -10.54%
• 1Y: 13.57%
• 3Y*: 15.91%
• 5Y*: 9.81%
• 10Y*: 14.46%

BGEIX

• 1D: -0.23%
• 1M: -25.99%
• YTD: -0.90%
• 6M: 14.02%
• 1Y: 86.62%
• 3Y*: 41.61%
• 5Y*: 22.42%
• 10Y*: 16.25%

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

TWCIX vs. BGEIX - Expense Ratio Comparison

TWCIX has a 0.94% expense ratio, which is higher than BGEIX's 0.65% expense ratio.

TWCIX

American Century Select Fund

BGEIX

American Century Global Gold Fund

Return for Risk

TWCIX vs. BGEIX — Risk / Return Rank

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

TWCIX

TWCIX Risk / Return Rank: 27
TWCIX Sharpe Ratio Rank: 26
TWCIX Sortino Ratio Rank: 29
TWCIX Omega Ratio Rank: 28
TWCIX Calmar Ratio Rank: 26
TWCIX Martin Ratio Rank: 25

BGEIX

BGEIX Risk / Return Rank: 90
BGEIX Sharpe Ratio Rank: 93
BGEIX Sortino Ratio Rank: 87
BGEIX Omega Ratio Rank: 85
BGEIX Calmar Ratio Rank: 93
BGEIX Martin Ratio Rank: 91

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. BGEIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for American Century Select Fund (TWCIX) and American Century Global Gold Fund (BGEIX). 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	BGEIX	Difference
Sharpe ratio Return per unit of total volatility	0.61	2.06	-1.45
Sortino ratio Return per unit of downside risk	1.03	2.33	-1.30
Omega ratio Gain probability vs. loss probability	1.14	1.35	-0.20
Calmar ratio Return relative to maximum drawdown	0.74	2.90	-2.16
Martin ratio Return relative to average drawdown	2.69	10.79	-8.10
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. BGEIX - Sharpe Ratio Comparison

The current TWCIX Sharpe Ratio is 0.61, which is lower than the BGEIX Sharpe Ratio of 2.06. The chart below compares the historical Sharpe Ratios of TWCIX and BGEIX, 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	BGEIX	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	0.61	2.06	-1.45
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.46	0.69	-0.23
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.69	0.49	+0.20
Sharpe Ratio (All Time) Calculated using the full available price history	0.57	0.16	+0.41

Correlation

The correlation between TWCIX and BGEIX is 0.14, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.

Dividends

TWCIX vs. BGEIX - Dividend Comparison

TWCIX's dividend yield for the trailing twelve months is around 11.44%, more than BGEIX's 0.85% yield.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
TWCIX American Century Select Fund	11.44%	10.04%	3.67%	5.21%	10.36%	8.25%	6.26%	5.42%	9.05%	6.30%	3.43%	6.16%
BGEIX American Century Global Gold Fund	0.85%	0.85%	1.36%	1.56%	1.38%	2.13%	0.56%	0.87%	0.00%	0.00%	10.56%	0.00%

Drawdowns

TWCIX vs. BGEIX - Drawdown Comparison

The maximum TWCIX drawdown since its inception was -57.31%, smaller than the maximum BGEIX drawdown of -78.69%. Use the drawdown chart below to compare losses from any high point for TWCIX and BGEIX.

Drawdown Indicators

	TWCIX	BGEIX	Difference
Max Drawdown Largest peak-to-trough decline	-57.31%	-78.69%	+21.38%
Max Drawdown (1Y) Largest decline over 1 year	-14.66%	-30.55%	+15.89%
Max Drawdown (5Y) Largest decline over 5 years	-31.24%	-46.62%	+15.38%
Max Drawdown (10Y) Largest decline over 10 years	-31.24%	-51.92%	+20.68%
Current Drawdown Current decline from peak	-14.66%	-25.99%	+11.33%
Average Drawdown Average peak-to-trough decline	-12.42%	-35.23%	+22.81%
Ulcer Index Depth and duration of drawdowns from previous peaks	4.01%	8.21%	-4.20%

Volatility

TWCIX vs. BGEIX - Volatility Comparison

The current volatility for American Century Select Fund (TWCIX) is 5.75%, while American Century Global Gold Fund (BGEIX) has a volatility of 15.52%. This indicates that TWCIX experiences smaller price fluctuations and is considered to be less risky than BGEIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	TWCIX	BGEIX	Difference
Volatility (1M) Calculated over the trailing 1-month period	5.75%	15.52%	-9.77%
Volatility (6M) Calculated over the trailing 6-month period	12.15%	35.02%	-22.87%
Volatility (1Y) Calculated over the trailing 1-year period	22.70%	43.03%	-20.33%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	21.43%	32.87%	-11.44%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	20.94%	33.39%	-12.45%