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TWCUX vs. KAUFX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between TWCUX and KAUFX is 0.76, 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.


-0.50.00.51.00.8

Performance

TWCUX vs. KAUFX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in American Century Ultra Fund (TWCUX) and Federated Hermes Kaufmann Fd (KAUFX). The values are adjusted to include any dividend payments, if applicable.

-10.00%-5.00%0.00%5.00%10.00%15.00%JulyAugustSeptemberOctoberNovemberDecember
6.52%
-0.70%
TWCUX
KAUFX

Key characteristics

Sharpe Ratio

TWCUX:

1.57

KAUFX:

0.46

Sortino Ratio

TWCUX:

2.08

KAUFX:

0.67

Omega Ratio

TWCUX:

1.29

KAUFX:

1.11

Calmar Ratio

TWCUX:

1.16

KAUFX:

0.24

Martin Ratio

TWCUX:

7.49

KAUFX:

2.37

Ulcer Index

TWCUX:

3.81%

KAUFX:

3.72%

Daily Std Dev

TWCUX:

18.19%

KAUFX:

19.37%

Max Drawdown

TWCUX:

-72.83%

KAUFX:

-96.51%

Current Drawdown

TWCUX:

-5.14%

KAUFX:

-29.69%

Returns By Period

In the year-to-date period, TWCUX achieves a 28.54% return, which is significantly higher than KAUFX's 7.79% return. Over the past 10 years, TWCUX has outperformed KAUFX with an annualized return of 10.59%, while KAUFX has yielded a comparatively lower -1.79% annualized return.


TWCUX

YTD

28.54%

1M

0.23%

6M

8.16%

1Y

28.59%

5Y*

13.03%

10Y*

10.59%

KAUFX

YTD

7.79%

1M

-12.90%

6M

-0.70%

1Y

8.83%

5Y*

-1.26%

10Y*

-1.79%

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


TWCUX vs. KAUFX - Expense Ratio Comparison

TWCUX has a 0.93% expense ratio, which is lower than KAUFX's 1.96% expense ratio.


KAUFX
Federated Hermes Kaufmann Fd
Expense ratio chart for KAUFX: current value at 1.96% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%1.96%
Expense ratio chart for TWCUX: current value at 0.93% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.93%

Risk-Adjusted Performance

TWCUX vs. KAUFX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for American Century Ultra Fund (TWCUX) and Federated Hermes Kaufmann Fd (KAUFX). 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.


Sharpe ratio
The chart of Sharpe ratio for TWCUX, currently valued at 1.58, compared to the broader market-1.000.001.002.003.004.001.580.46
The chart of Sortino ratio for TWCUX, currently valued at 2.09, compared to the broader market-2.000.002.004.006.008.0010.002.090.67
The chart of Omega ratio for TWCUX, currently valued at 1.29, compared to the broader market0.501.001.502.002.503.003.501.291.11
The chart of Calmar ratio for TWCUX, currently valued at 1.17, compared to the broader market0.002.004.006.008.0010.0012.0014.001.170.24
The chart of Martin ratio for TWCUX, currently valued at 7.49, compared to the broader market0.0020.0040.0060.007.492.37
TWCUX
KAUFX

The current TWCUX Sharpe Ratio is 1.57, which is higher than the KAUFX Sharpe Ratio of 0.46. The chart below compares the historical Sharpe Ratios of TWCUX and KAUFX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.501.001.502.002.50JulyAugustSeptemberOctoberNovemberDecember
1.58
0.46
TWCUX
KAUFX

Dividends

TWCUX vs. KAUFX - Dividend Comparison

Neither TWCUX nor KAUFX has paid dividends to shareholders.


TTM20232022202120202019201820172016201520142013
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%
KAUFX
Federated Hermes Kaufmann Fd
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

TWCUX vs. KAUFX - Drawdown Comparison

The maximum TWCUX drawdown since its inception was -72.83%, smaller than the maximum KAUFX drawdown of -96.51%. Use the drawdown chart below to compare losses from any high point for TWCUX and KAUFX. For additional features, visit the drawdowns tool.


-35.00%-30.00%-25.00%-20.00%-15.00%-10.00%-5.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-5.14%
-29.69%
TWCUX
KAUFX

Volatility

TWCUX vs. KAUFX - Volatility Comparison

The current volatility for American Century Ultra Fund (TWCUX) is 6.28%, while Federated Hermes Kaufmann Fd (KAUFX) has a volatility of 12.76%. This indicates that TWCUX experiences smaller price fluctuations and is considered to be less risky than KAUFX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%4.00%6.00%8.00%10.00%12.00%JulyAugustSeptemberOctoberNovemberDecember
6.28%
12.76%
TWCUX
KAUFX
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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