TWCIX vs. ^GSPC

In the year-to-date period, TWCIX achieves a -1.93% return, which is significantly lower than ^GSPC's 0.19% return. Over the past 10 years, TWCIX has outperformed ^GSPC with an annualized return of 14.00%, while ^GSPC has yielded a comparatively lower 10.78% annualized return.

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This table presents a comparison of risk-adjusted performance metrics for American Century Select Fund (TWCIX) and S&P 500 (^GSPC). 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 ^GSPC Sharpe Ratio of 0.63. The chart below compares the historical Sharpe Ratios of TWCIX and ^GSPC, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

The maximum TWCIX drawdown since its inception was -57.09%, roughly equal to the maximum ^GSPC drawdown of -56.78%. Use the drawdown chart below to compare losses from any high point for TWCIX and ^GSPC. For additional features, visit the drawdowns tool.

American Century Select Fund (TWCIX) has a higher volatility of 8.05% compared to S&P 500 (^GSPC) at 6.15%. This indicates that TWCIX's price experiences larger fluctuations and is considered to be riskier than ^GSPC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.