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

Correlation

The correlation between TWCIX and TWCGX is 0.91, 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. TWCGX - Performance Comparison

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

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Key characteristics

Sharpe Ratio

TWCIX:

0.33

TWCGX:

0.26

Sortino Ratio

TWCIX:

0.61

TWCGX:

0.51

Omega Ratio

TWCIX:

1.08

TWCGX:

1.07

Calmar Ratio

TWCIX:

0.32

TWCGX:

0.25

Martin Ratio

TWCIX:

1.02

TWCGX:

0.77

Ulcer Index

TWCIX:

7.53%

TWCGX:

7.77%

Daily Std Dev

TWCIX:

25.22%

TWCGX:

25.34%

Max Drawdown

TWCIX:

-57.09%

TWCGX:

-58.57%

Current Drawdown

TWCIX:

-8.58%

TWCGX:

-8.41%

Returns By Period

The year-to-date returns for both investments are quite close, with TWCIX having a -4.45% return and TWCGX slightly higher at -4.42%. Both investments have delivered pretty close results over the past 10 years, with TWCIX having a 13.73% annualized return and TWCGX not far ahead at 14.04%.


TWCIX

YTD

-4.45%

1M

6.65%

6M

-3.32%

1Y

7.43%

3Y*

17.12%

5Y*

14.33%

10Y*

13.73%

TWCGX

YTD

-4.42%

1M

6.95%

6M

-3.13%

1Y

5.70%

3Y*

18.43%

5Y*

14.48%

10Y*

14.04%

*Annualized

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American Century Select Fund

American Century Growth Fund

TWCIX vs. TWCGX - Expense Ratio Comparison

Both TWCIX and TWCGX have an expense ratio of 0.94%.


Go deeper with the Portfolio Analysis tool — backtest performance, assess risk, compare to benchmarks, and more

Risk-Adjusted Performance

TWCIX vs. TWCGX — 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 3535
Overall Rank
The Sharpe Ratio Rank of TWCIX is 3030
Sharpe Ratio Rank
The Sortino Ratio Rank of TWCIX is 3737
Sortino Ratio Rank
The Omega Ratio Rank of TWCIX is 3636
Omega Ratio Rank
The Calmar Ratio Rank of TWCIX is 3939
Calmar Ratio Rank
The Martin Ratio Rank of TWCIX is 3333
Martin Ratio Rank

TWCGX
The Risk-Adjusted Performance Rank of TWCGX is 3030
Overall Rank
The Sharpe Ratio Rank of TWCGX is 2525
Sharpe Ratio Rank
The Sortino Ratio Rank of TWCGX is 3131
Sortino Ratio Rank
The Omega Ratio Rank of TWCGX is 3030
Omega Ratio Rank
The Calmar Ratio Rank of TWCGX is 3333
Calmar Ratio Rank
The Martin Ratio Rank of TWCGX is 2929
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. TWCGX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for American Century Select Fund (TWCIX) and American Century Growth Fund (TWCGX). 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 0.33, which is comparable to the TWCGX Sharpe Ratio of 0.26. The chart below compares the historical Sharpe Ratios of TWCIX and TWCGX, 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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Go to the full Sharpe Ratio tool to analyze any stock or portfolio. Customize time frames, set your own risk-free rate, and more

Dividends

TWCIX vs. TWCGX - Dividend Comparison

TWCIX's dividend yield for the trailing twelve months is around 3.84%, less than TWCGX's 6.24% yield.


TTM20242023202220212020201920182017201620152014
TWCIX
American Century Select Fund
3.84%3.67%5.21%10.36%8.25%6.26%5.42%9.05%6.30%3.81%6.60%10.06%
TWCGX
American Century Growth Fund
6.24%5.96%4.81%4.86%9.84%5.33%5.60%14.07%10.28%5.26%7.16%25.23%

Drawdowns

TWCIX vs. TWCGX - Drawdown Comparison

The maximum TWCIX drawdown since its inception was -57.09%, roughly equal to the maximum TWCGX drawdown of -58.57%. Use the drawdown chart below to compare losses from any high point for TWCIX and TWCGX.


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Go to the full Drawdowns tool for more analysis options, including inflation-adjusted drawdowns, and more

Volatility

TWCIX vs. TWCGX - Volatility Comparison

American Century Select Fund (TWCIX) and American Century Growth Fund (TWCGX) have volatilities of 5.80% and 5.74%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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