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TWCIX vs. GXXIX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

TWCIX vs. GXXIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in American Century Select Fund (TWCIX) and abrdn U.S. Sustainable Leaders Fund (GXXIX). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, TWCIX achieves a -7.87% return, which is significantly lower than GXXIX's -6.73% return. Over the past 10 years, TWCIX has outperformed GXXIX with an annualized return of 15.08%, while GXXIX has yielded a comparatively lower 13.51% annualized return.


TWCIX

1D
0.00%
1M
-4.47%
YTD
-7.87%
6M
-6.31%
1Y
32.50%
3Y*
17.79%
5Y*
10.52%
10Y*
15.08%

GXXIX

1D
0.23%
1M
-3.66%
YTD
-6.73%
6M
-7.18%
1Y
12.34%
3Y*
6.02%
5Y*
9.46%
10Y*
13.51%
*Multi-year figures are annualized to reflect compound growth (CAGR)

TWCIX vs. GXXIX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
TWCIX
American Century Select Fund
-7.87%16.30%26.15%39.93%-28.82%25.47%33.99%36.30%-3.54%28.90%
GXXIX
abrdn U.S. Sustainable Leaders Fund
-6.73%3.82%10.11%15.19%-26.55%81.37%29.56%36.96%-6.73%20.42%

Correlation

The correlation between TWCIX and GXXIX is 0.88, indicating a strong positive relationship between their price movements. Combining them offers limited diversification — they'll tend to fall together during downturns. For meaningful risk reduction, look for holdings with correlations below 0.5.


TWCIX vs. GXXIX - Expense Ratio Comparison

TWCIX has a 0.94% expense ratio, which is lower than GXXIX's 0.97% expense ratio.


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Return for Risk

TWCIX vs. GXXIX — Risk / Return Rank

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

TWCIX
TWCIX Risk / Return Rank: 2929
Overall Rank
TWCIX Sharpe Ratio Rank: 2525
Sharpe Ratio Rank
TWCIX Sortino Ratio Rank: 2929
Sortino Ratio Rank
TWCIX Omega Ratio Rank: 2828
Omega Ratio Rank
TWCIX Calmar Ratio Rank: 3333
Calmar Ratio Rank
TWCIX Martin Ratio Rank: 3131
Martin Ratio Rank

GXXIX
GXXIX Risk / Return Rank: 77
Overall Rank
GXXIX Sharpe Ratio Rank: 66
Sharpe Ratio Rank
GXXIX Sortino Ratio Rank: 66
Sortino Ratio Rank
GXXIX Omega Ratio Rank: 66
Omega Ratio Rank
GXXIX Calmar Ratio Rank: 77
Calmar Ratio Rank
GXXIX Martin Ratio Rank: 88
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.

TWCIX vs. GXXIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for American Century Select Fund (TWCIX) and abrdn U.S. Sustainable Leaders Fund (GXXIX). 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.


TWCIXGXXIXDifference

Sharpe ratio

Return per unit of total volatility

0.76

0.17

+0.59

Sortino ratio

Return per unit of downside risk

1.25

0.37

+0.88

Omega ratio

Gain probability vs. loss probability

1.17

1.05

+0.13

Calmar ratio

Return relative to maximum drawdown

1.24

0.31

+0.94

Martin ratio

Return relative to average drawdown

4.36

1.12

+3.24

TWCIX vs. GXXIX - Sharpe Ratio Comparison

The current TWCIX Sharpe Ratio is 0.76, which is higher than the GXXIX Sharpe Ratio of 0.17. The chart below compares the historical Sharpe Ratios of TWCIX and GXXIX, 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


TWCIXGXXIXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.76

0.17

+0.59

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.49

0.34

+0.15

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.72

0.57

+0.15

Sharpe Ratio (All Time)

Calculated using the full available price history

0.58

0.61

-0.03

Drawdowns

TWCIX vs. GXXIX - Drawdown Comparison

The maximum TWCIX drawdown since its inception was -57.31%, which is greater than GXXIX's maximum drawdown of -33.65%. Use the drawdown chart below to compare losses from any high point for TWCIX and GXXIX.


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Drawdown Indicators


TWCIXGXXIXDifference

Max Drawdown

Largest peak-to-trough decline

-57.31%

-33.65%

-23.66%

Max Drawdown (1Y)

Largest decline over 1 year

-14.66%

-11.78%

-2.88%

Max Drawdown (5Y)

Largest decline over 5 years

-31.24%

-33.65%

+2.41%

Max Drawdown (10Y)

Largest decline over 10 years

-31.24%

-33.65%

+2.41%

Current Drawdown

Current decline from peak

-10.36%

-10.10%

-0.26%

Average Drawdown

Average peak-to-trough decline

-12.42%

-6.20%

-6.22%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.18%

3.23%

+0.95%

Volatility

TWCIX vs. GXXIX - Volatility Comparison

American Century Select Fund (TWCIX) has a higher volatility of 7.14% compared to abrdn U.S. Sustainable Leaders Fund (GXXIX) at 5.18%. This indicates that TWCIX's price experiences larger fluctuations and is considered to be riskier than GXXIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


TWCIXGXXIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.14%

5.18%

+1.96%

Volatility (6M)

Calculated over the trailing 6-month period

12.82%

9.26%

+3.56%

Volatility (1Y)

Calculated over the trailing 1-year period

23.01%

16.73%

+6.28%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

21.48%

27.76%

-6.28%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

20.97%

23.71%

-2.74%

Dividends

TWCIX vs. GXXIX - Dividend Comparison

TWCIX's dividend yield for the trailing twelve months is around 10.89%, more than GXXIX's 2.46% yield.


TTM20252024202320222021202020192018201720162015
TWCIX
American Century Select Fund
10.89%10.04%3.67%5.21%10.36%8.25%6.26%5.42%9.05%6.30%3.43%6.16%
GXXIX
abrdn U.S. Sustainable Leaders Fund
2.46%2.30%0.00%0.28%0.39%59.39%14.10%9.76%12.93%10.11%12.20%5.82%