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TWCIX vs. VUG
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

TWCIX vs. VUG - Performance Comparison

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

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TWCIX vs. VUG - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
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%
VUG
Vanguard Growth ETF
-10.37%19.40%32.69%46.83%-33.16%27.35%40.25%37.03%-3.32%27.72%

Returns By Period

In the year-to-date period, TWCIX achieves a -12.29% return, which is significantly lower than VUG's -10.37% return. Over the past 10 years, TWCIX has underperformed VUG with an annualized return of 14.46%, while VUG has yielded a comparatively higher 16.03% 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%

VUG

1D
4.00%
1M
-5.12%
YTD
-10.37%
6M
-8.73%
1Y
18.30%
3Y*
21.15%
5Y*
11.43%
10Y*
16.03%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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TWCIX vs. VUG - Expense Ratio Comparison

TWCIX has a 0.94% expense ratio, which is higher than VUG's 0.03% expense ratio.


Return for Risk

TWCIX vs. VUG — Risk / Return Rank

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

TWCIX
TWCIX Risk / Return Rank: 2727
Overall Rank
TWCIX Sharpe Ratio Rank: 2626
Sharpe Ratio Rank
TWCIX Sortino Ratio Rank: 2929
Sortino Ratio Rank
TWCIX Omega Ratio Rank: 2828
Omega Ratio Rank
TWCIX Calmar Ratio Rank: 2626
Calmar Ratio Rank
TWCIX Martin Ratio Rank: 2525
Martin Ratio Rank

VUG
VUG Risk / Return Rank: 5050
Overall Rank
VUG Sharpe Ratio Rank: 4949
Sharpe Ratio Rank
VUG Sortino Ratio Rank: 5454
Sortino Ratio Rank
VUG Omega Ratio Rank: 5353
Omega Ratio Rank
VUG Calmar Ratio Rank: 4949
Calmar Ratio Rank
VUG Martin Ratio Rank: 4545
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. VUG - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for American Century Select Fund (TWCIX) and Vanguard Growth ETF (VUG). 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.


TWCIXVUGDifference

Sharpe ratio

Return per unit of total volatility

0.61

0.81

-0.20

Sortino ratio

Return per unit of downside risk

1.03

1.31

-0.28

Omega ratio

Gain probability vs. loss probability

1.14

1.18

-0.04

Calmar ratio

Return relative to maximum drawdown

0.74

1.11

-0.38

Martin ratio

Return relative to average drawdown

2.69

3.96

-1.27

TWCIX vs. VUG - Sharpe Ratio Comparison

The current TWCIX Sharpe Ratio is 0.61, which is comparable to the VUG Sharpe Ratio of 0.81. The chart below compares the historical Sharpe Ratios of TWCIX and VUG, 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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Sharpe Ratios by Period


TWCIXVUGDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.61

0.81

-0.20

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.46

0.52

-0.06

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.69

0.75

-0.06

Sharpe Ratio (All Time)

Calculated using the full available price history

0.57

0.57

0.00

Correlation

The correlation between TWCIX and VUG is 0.97, 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.


Dividends

TWCIX vs. VUG - Dividend Comparison

TWCIX's dividend yield for the trailing twelve months is around 11.44%, more than VUG's 0.46% yield.


TTM20252024202320222021202020192018201720162015
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%
VUG
Vanguard Growth ETF
0.46%0.41%0.47%0.58%0.70%0.48%0.66%0.95%1.32%1.14%1.39%1.30%

Drawdowns

TWCIX vs. VUG - Drawdown Comparison

The maximum TWCIX drawdown since its inception was -57.31%, which is greater than VUG's maximum drawdown of -50.68%. Use the drawdown chart below to compare losses from any high point for TWCIX and VUG.


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Drawdown Indicators


TWCIXVUGDifference

Max Drawdown

Largest peak-to-trough decline

-57.31%

-50.68%

-6.63%

Max Drawdown (1Y)

Largest decline over 1 year

-14.66%

-16.53%

+1.87%

Max Drawdown (5Y)

Largest decline over 5 years

-31.24%

-35.61%

+4.37%

Max Drawdown (10Y)

Largest decline over 10 years

-31.24%

-35.61%

+4.37%

Current Drawdown

Current decline from peak

-14.66%

-13.20%

-1.46%

Average Drawdown

Average peak-to-trough decline

-12.42%

-7.13%

-5.29%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.01%

4.66%

-0.65%

Volatility

TWCIX vs. VUG - Volatility Comparison

The current volatility for American Century Select Fund (TWCIX) is 5.75%, while Vanguard Growth ETF (VUG) has a volatility of 7.00%. This indicates that TWCIX experiences smaller price fluctuations and is considered to be less risky than VUG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


TWCIXVUGDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.75%

7.00%

-1.25%

Volatility (6M)

Calculated over the trailing 6-month period

12.15%

12.65%

-0.50%

Volatility (1Y)

Calculated over the trailing 1-year period

22.70%

22.68%

+0.02%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

21.43%

22.23%

-0.80%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

20.94%

21.38%

-0.44%