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

Correlation

The correlation between TWCUX and VTCIX is 0.94, 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.


-0.50.00.51.00.9

Performance

TWCUX vs. VTCIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in American Century Ultra Fund (TWCUX) and Vanguard Tax-Managed Capital Appreciation Fund Institutional Shares (VTCIX). The values are adjusted to include any dividend payments, if applicable.

-10.00%-5.00%0.00%5.00%10.00%JulyAugustSeptemberOctoberNovemberDecember
6.52%
10.04%
TWCUX
VTCIX

Key characteristics

Sharpe Ratio

TWCUX:

1.57

VTCIX:

2.07

Sortino Ratio

TWCUX:

2.08

VTCIX:

2.75

Omega Ratio

TWCUX:

1.29

VTCIX:

1.38

Calmar Ratio

TWCUX:

1.16

VTCIX:

3.07

Martin Ratio

TWCUX:

7.49

VTCIX:

13.16

Ulcer Index

TWCUX:

3.81%

VTCIX:

2.00%

Daily Std Dev

TWCUX:

18.19%

VTCIX:

12.73%

Max Drawdown

TWCUX:

-72.83%

VTCIX:

-55.17%

Current Drawdown

TWCUX:

-5.14%

VTCIX:

-2.29%

Returns By Period

In the year-to-date period, TWCUX achieves a 28.54% return, which is significantly higher than VTCIX's 25.69% return. Over the past 10 years, TWCUX has underperformed VTCIX with an annualized return of 10.59%, while VTCIX has yielded a comparatively higher 13.08% annualized return.


TWCUX

YTD

28.54%

1M

0.23%

6M

8.16%

1Y

28.59%

5Y*

13.03%

10Y*

10.59%

VTCIX

YTD

25.69%

1M

-0.29%

6M

10.40%

1Y

26.06%

5Y*

14.73%

10Y*

13.08%

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. VTCIX - Expense Ratio Comparison

TWCUX has a 0.93% expense ratio, which is higher than VTCIX's 0.06% expense ratio.


TWCUX
American Century Ultra Fund
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%
Expense ratio chart for VTCIX: current value at 0.06% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.06%

Risk-Adjusted Performance

TWCUX vs. VTCIX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for American Century Ultra Fund (TWCUX) and Vanguard Tax-Managed Capital Appreciation Fund Institutional Shares (VTCIX). 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 1.57, compared to the broader market-1.000.001.002.003.004.001.572.07
The chart of Sortino ratio for TWCUX, currently valued at 2.08, compared to the broader market-2.000.002.004.006.008.0010.002.082.75
The chart of Omega ratio for TWCUX, currently valued at 1.29, compared to the broader market0.501.001.502.002.503.003.501.291.38
The chart of Calmar ratio for TWCUX, currently valued at 1.16, compared to the broader market0.002.004.006.008.0010.0012.0014.001.163.07
The chart of Martin ratio for TWCUX, currently valued at 7.49, compared to the broader market0.0020.0040.0060.007.4913.16
TWCUX
VTCIX

The current TWCUX Sharpe Ratio is 1.57, which is comparable to the VTCIX Sharpe Ratio of 2.07. The chart below compares the historical Sharpe Ratios of TWCUX and VTCIX, 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 Ratio1.001.502.002.503.003.50JulyAugustSeptemberOctoberNovemberDecember
1.57
2.07
TWCUX
VTCIX

Dividends

TWCUX vs. VTCIX - Dividend Comparison

TWCUX has not paid dividends to shareholders, while VTCIX's dividend yield for the trailing twelve months is around 0.78%.


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%
VTCIX
Vanguard Tax-Managed Capital Appreciation Fund Institutional Shares
0.78%1.27%1.50%1.07%1.34%1.55%1.87%1.60%1.79%1.73%1.59%1.55%

Drawdowns

TWCUX vs. VTCIX - Drawdown Comparison

The maximum TWCUX drawdown since its inception was -72.83%, which is greater than VTCIX's maximum drawdown of -55.17%. Use the drawdown chart below to compare losses from any high point for TWCUX and VTCIX. For additional features, visit the drawdowns tool.


-15.00%-10.00%-5.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-5.14%
-2.29%
TWCUX
VTCIX

Volatility

TWCUX vs. VTCIX - Volatility Comparison

American Century Ultra Fund (TWCUX) has a higher volatility of 6.28% compared to Vanguard Tax-Managed Capital Appreciation Fund Institutional Shares (VTCIX) at 3.94%. This indicates that TWCUX's price experiences larger fluctuations and is considered to be riskier than VTCIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%4.00%6.00%8.00%JulyAugustSeptemberOctoberNovemberDecember
6.28%
3.94%
TWCUX
VTCIX
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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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