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TWCIX vs. POGRX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

TWCIX vs. POGRX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in American Century Select Fund (TWCIX) and PrimeCap Odyssey Growth Fund (POGRX). 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 8.87% return, which is significantly lower than POGRX's 26.45% return. Both investments have delivered pretty close results over the past 10 years, with TWCIX having a 16.94% annualized return and POGRX not far ahead at 17.39%.


TWCIX

1D
-0.34%
1M
5.18%
YTD
8.87%
6M
8.46%
1Y
28.26%
3Y*
21.44%
5Y*
13.60%
10Y*
16.94%

POGRX

1D
-0.02%
1M
15.42%
YTD
26.45%
6M
27.81%
1Y
64.17%
3Y*
29.06%
5Y*
16.04%
10Y*
17.39%
*Multi-year figures are annualized to reflect compound growth (CAGR)

TWCIX vs. POGRX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
TWCIX
American Century Select Fund
8.87%16.30%26.15%39.93%-28.82%25.47%33.99%36.30%-3.54%28.90%
POGRX
PrimeCap Odyssey Growth Fund
26.45%32.99%13.09%23.85%-14.61%18.81%17.05%23.98%-4.56%32.07%

Correlation

The correlation between TWCIX and POGRX is 0.75, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


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

0.75

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

0.78

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

0.84

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

0.83

Correlation (All Time)
Calculated using the full available price history since Nov 4, 2004

0.87

The correlation between TWCIX and POGRX shifts across timeframes, from 0.75 (1 year) to 0.87 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

TWCIX vs. POGRX — Risk / Return Rank

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

TWCIX
TWCIX Risk / Return Rank: 3434
Overall Rank
TWCIX Sharpe Ratio Rank: 4040
Sharpe Ratio Rank
TWCIX Sortino Ratio Rank: 3535
Sortino Ratio Rank
TWCIX Omega Ratio Rank: 3636
Omega Ratio Rank
TWCIX Calmar Ratio Rank: 2828
Calmar Ratio Rank
TWCIX Martin Ratio Rank: 3333
Martin Ratio Rank

POGRX
POGRX Risk / Return Rank: 9393
Overall Rank
POGRX Sharpe Ratio Rank: 9797
Sharpe Ratio Rank
POGRX Sortino Ratio Rank: 9494
Sortino Ratio Rank
POGRX Omega Ratio Rank: 9090
Omega Ratio Rank
POGRX Calmar Ratio Rank: 9090
Calmar Ratio Rank
POGRX Martin Ratio Rank: 9292
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. POGRX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for American Century Select Fund (TWCIX) and PrimeCap Odyssey Growth Fund (POGRX). 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.


TWCIXPOGRXDifference
Sharpe ratioReturn per unit of total volatility

-1.85

Sortino ratioReturn per unit of downside risk

-2.36

Omega ratioGain probability vs. loss probability

1.32

1.65

-0.33

Calmar ratioReturn relative to maximum drawdown

1.99

4.60

-2.61

Martin ratioReturn relative to average drawdown

7.44

19.58

-12.14

TWCIX vs. POGRX - Sharpe Ratio Comparison

The current TWCIX Sharpe Ratio is 1.84, which is lower than the POGRX Sharpe Ratio of 3.69. The chart below compares the historical Sharpe Ratios of TWCIX and POGRX, 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


TWCIXPOGRXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.84

3.69

-1.85

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.64

0.82

-0.19

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.81

0.85

-0.04

Sharpe Ratio (All Time)

Calculated using the full available price history

0.59

0.66

-0.07

Drawdowns

TWCIX vs. POGRX - Drawdown Comparison

The maximum TWCIX drawdown since its inception was -57.31%, which is greater than POGRX's maximum drawdown of -51.63%. Use the drawdown chart below to compare losses from any high point for TWCIX and POGRX.


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Drawdown Indicators


TWCIXPOGRXDifference

Max Drawdown

Largest peak-to-trough decline

-57.31%

-51.63%

-5.68%

Max Drawdown (1Y)

Largest decline over 1 year

-14.66%

-14.40%

-0.26%

Max Drawdown (3Y)

Largest decline over 3 years

-23.88%

-22.13%

-1.75%

Max Drawdown (5Y)

Largest decline over 5 years

-31.24%

-26.85%

-4.39%

Max Drawdown (10Y)

Largest decline over 10 years

-31.24%

-35.29%

+4.05%

Current Drawdown

Current decline from peak

-0.34%

-0.02%

-0.32%

Average Drawdown

Average peak-to-trough decline

-12.39%

-7.13%

-5.26%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.91%

3.37%

+0.54%

Volatility

TWCIX vs. POGRX - Volatility Comparison

The current volatility for American Century Select Fund (TWCIX) is 3.60%, while PrimeCap Odyssey Growth Fund (POGRX) has a volatility of 7.05%. This indicates that TWCIX experiences smaller price fluctuations and is considered to be less risky than POGRX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


TWCIXPOGRXDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.60%

7.05%

-3.45%

Volatility (6M)

Calculated over the trailing 6-month period

12.03%

14.59%

-2.56%

Volatility (1Y)

Calculated over the trailing 1-year period

15.87%

17.96%

-2.09%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

21.48%

19.60%

+1.88%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

21.03%

20.47%

+0.56%

TWCIX vs. POGRX - Expense Ratio Comparison

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


Dividends

TWCIX vs. POGRX - Dividend Comparison

TWCIX's dividend yield for the trailing twelve months is around 9.22%, less than POGRX's 19.68% yield.


PositionTTM20252024202320222021202020192018201720162015
POGRX
PrimeCap Odyssey Growth Fund
19.68%24.89%20.79%13.28%12.36%13.68%12.50%5.13%2.45%1.54%5.83%1.29%
TWCIX
American Century Select Fund
9.22%10.04%3.67%5.21%10.36%8.25%6.26%5.42%9.05%6.30%3.43%6.16%

Frequently Asked Questions


TWCIX and POGRX have a correlation of 0.75, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

POGRX has higher volatility (7.05%) compared to TWCIX (3.60%). In terms of maximum drawdown, TWCIX dropped -57.31% vs POGRX's -51.63%.

POGRX currently has the higher Sharpe Ratio (3.69 vs 1.84), 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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