TWCUX vs. BIGRX
Compare and contrast key facts about American Century Ultra Fund (TWCUX) and American Century Disciplined Core Value Fund (BIGRX).
TWCUX is managed by American Century Investments. It was launched on Nov 2, 1981. BIGRX is managed by American Century Investments. It was launched on Dec 17, 1990.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: TWCUX or BIGRX.
Performance
TWCUX vs. BIGRX - Performance Comparison
Returns By Period
In the year-to-date period, TWCUX achieves a 27.98% return, which is significantly higher than BIGRX's 17.47% return. Over the past 10 years, TWCUX has outperformed BIGRX with an annualized return of 9.83%, while BIGRX has yielded a comparatively lower 1.35% annualized return.
TWCUX
27.98%
2.10%
12.24%
27.14%
12.97%
9.83%
BIGRX
17.47%
0.90%
8.13%
25.52%
1.42%
1.35%
Key characteristics
| TWCUX | BIGRX | |
|---|---|---|
| Sharpe Ratio | 1.48 | 2.27 |
| Sortino Ratio | 1.95 | 3.21 |
| Omega Ratio | 1.28 | 1.40 |
| Calmar Ratio | 1.10 | 0.83 |
| Martin Ratio | 6.61 | 12.12 |
| Ulcer Index | 4.06% | 2.08% |
| Daily Std Dev | 18.17% | 11.10% |
| Max Drawdown | -72.83% | -61.39% |
| Current Drawdown | -1.59% | -12.41% |
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TWCUX vs. BIGRX - Expense Ratio Comparison
TWCUX has a 0.93% expense ratio, which is higher than BIGRX's 0.65% expense ratio.
Correlation
The correlation between TWCUX and BIGRX is 0.83, 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.
Risk-Adjusted Performance
TWCUX vs. BIGRX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for American Century Ultra Fund (TWCUX) and American Century Disciplined Core Value Fund (BIGRX). 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.
Dividends
TWCUX vs. BIGRX - Dividend Comparison
TWCUX has not paid dividends to shareholders, while BIGRX's dividend yield for the trailing twelve months is around 1.26%.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
TWCUX American Century Ultra Fund | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.17% | 0.29% | 0.24% | 0.34% | 0.30% |
BIGRX American Century Disciplined Core Value Fund | 1.26% | 1.55% | 2.22% | 1.27% | 1.94% | 1.97% | 2.22% | 2.34% | 2.27% | 2.38% | 2.07% | 2.02% |
Drawdowns
TWCUX vs. BIGRX - Drawdown Comparison
The maximum TWCUX drawdown since its inception was -72.83%, which is greater than BIGRX's maximum drawdown of -61.39%. Use the drawdown chart below to compare losses from any high point for TWCUX and BIGRX. For additional features, visit the drawdowns tool.
Volatility
TWCUX vs. BIGRX - Volatility Comparison
American Century Ultra Fund (TWCUX) has a higher volatility of 5.67% compared to American Century Disciplined Core Value Fund (BIGRX) at 3.59%. This indicates that TWCUX's price experiences larger fluctuations and is considered to be riskier than BIGRX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.