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TWCIX vs. QQQ
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between TWCIX and QQQ is 0.87, 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.


Performance

TWCIX vs. QQQ - Performance Comparison

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

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Key characteristics

Sharpe Ratio

TWCIX:

0.50

QQQ:

0.67

Sortino Ratio

TWCIX:

0.91

QQQ:

1.14

Omega Ratio

TWCIX:

1.13

QQQ:

1.16

Calmar Ratio

TWCIX:

0.56

QQQ:

0.79

Martin Ratio

TWCIX:

1.78

QQQ:

2.59

Ulcer Index

TWCIX:

7.44%

QQQ:

6.98%

Daily Std Dev

TWCIX:

25.17%

QQQ:

25.51%

Max Drawdown

TWCIX:

-57.09%

QQQ:

-82.98%

Current Drawdown

TWCIX:

-6.17%

QQQ:

-3.72%

Returns By Period

In the year-to-date period, TWCIX achieves a -1.93% return, which is significantly lower than QQQ's 1.61% return. Over the past 10 years, TWCIX has underperformed QQQ with an annualized return of 14.00%, while QQQ has yielded a comparatively higher 17.78% annualized return.


TWCIX

YTD

-1.93%

1M

12.48%

6M

-2.31%

1Y

12.52%

5Y*

15.70%

10Y*

14.00%

QQQ

YTD

1.61%

1M

13.38%

6M

1.57%

1Y

17.02%

5Y*

19.19%

10Y*

17.78%

*Annualized

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TWCIX vs. QQQ - Expense Ratio Comparison

TWCIX has a 0.94% expense ratio, which is higher than QQQ's 0.20% expense ratio.


Risk-Adjusted Performance

TWCIX vs. QQQ — Risk-Adjusted Performance Rank

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

TWCIX
The Risk-Adjusted Performance Rank of TWCIX is 5555
Overall Rank
The Sharpe Ratio Rank of TWCIX is 4949
Sharpe Ratio Rank
The Sortino Ratio Rank of TWCIX is 5555
Sortino Ratio Rank
The Omega Ratio Rank of TWCIX is 5656
Omega Ratio Rank
The Calmar Ratio Rank of TWCIX is 6464
Calmar Ratio Rank
The Martin Ratio Rank of TWCIX is 5353
Martin Ratio Rank

QQQ
The Risk-Adjusted Performance Rank of QQQ is 6767
Overall Rank
The Sharpe Ratio Rank of QQQ is 6363
Sharpe Ratio Rank
The Sortino Ratio Rank of QQQ is 6868
Sortino Ratio Rank
The Omega Ratio Rank of QQQ is 6868
Omega Ratio Rank
The Calmar Ratio Rank of QQQ is 7373
Calmar Ratio Rank
The Martin Ratio Rank of QQQ is 6565
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

TWCIX vs. QQQ - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for American Century Select Fund (TWCIX) and Invesco QQQ (QQQ). 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.


The current TWCIX Sharpe Ratio is 0.50, which is comparable to the QQQ Sharpe Ratio of 0.67. The chart below compares the historical Sharpe Ratios of TWCIX and QQQ, 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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Dividends

TWCIX vs. QQQ - Dividend Comparison

TWCIX's dividend yield for the trailing twelve months is around 3.74%, more than QQQ's 0.58% yield.


TTM20242023202220212020201920182017201620152014
TWCIX
American Century Select Fund
3.74%3.67%5.21%10.36%8.25%6.26%5.42%0.11%0.29%0.38%0.44%0.43%
QQQ
Invesco QQQ
0.58%0.56%0.62%0.80%0.43%0.55%0.74%0.91%0.84%1.06%0.99%1.41%

Drawdowns

TWCIX vs. QQQ - Drawdown Comparison

The maximum TWCIX drawdown since its inception was -57.09%, smaller than the maximum QQQ drawdown of -82.98%. Use the drawdown chart below to compare losses from any high point for TWCIX and QQQ. For additional features, visit the drawdowns tool.


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Volatility

TWCIX vs. QQQ - Volatility Comparison

American Century Select Fund (TWCIX) has a higher volatility of 8.05% compared to Invesco QQQ (QQQ) at 7.54%. This indicates that TWCIX's price experiences larger fluctuations and is considered to be riskier than QQQ based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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