TWEIX vs. BTTRX

Last updated Apr 2, 2026

Compare and contrast key facts about American Century Equity Income Fund (TWEIX) and American Century Zero Coupon 2025 Fund (BTTRX).

TWEIX is managed by American Century. It was launched on Aug 1, 1994. BTTRX is managed by American Century. It was launched on Feb 14, 1996.

Performance

TWEIX vs. BTTRX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in American Century Equity Income Fund (TWEIX) and American Century Zero Coupon 2025 Fund (BTTRX). The values are adjusted to include any dividend payments, if applicable.

TWEIX vs. BTTRX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
TWEIX American Century Equity Income Fund	3.53%	11.84%	10.51%	3.92%	-3.06%	16.83%	1.10%	24.14%	-3.77%	13.35%
BTTRX American Century Zero Coupon 2025 Fund	0.00%	2.79%	9.54%	7.82%	-7.63%	-2.65%	17.73%	11.43%	5.77%	1.22%

Returns By Period

TWEIX

• 1D: 0.92%
• 1M: -4.70%
• YTD: 3.53%
• 6M: 5.61%
• 1Y: 11.13%
• 3Y*: 9.80%
• 5Y*: 7.37%
• 10Y*: 8.76%

BTTRX

• 1D: —
• 1M: —
• YTD: —
• 6M: —
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

TWEIX vs. BTTRX - Expense Ratio Comparison

TWEIX has a 0.94% expense ratio, which is higher than BTTRX's 0.54% expense ratio.

TWEIX

American Century Equity Income Fund

BTTRX

American Century Zero Coupon 2025 Fund

Return for Risk

TWEIX vs. BTTRX — Risk / Return Rank

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

TWEIX

TWEIX Risk / Return Rank: 43
TWEIX Sharpe Ratio Rank: 42
TWEIX Sortino Ratio Rank: 42
TWEIX Omega Ratio Rank: 38
TWEIX Calmar Ratio Rank: 48
TWEIX Martin Ratio Rank: 47

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.

TWEIX vs. BTTRX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for American Century Equity Income Fund (TWEIX) and American Century Zero Coupon 2025 Fund (BTTRX). 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.

	TWEIX	BTTRX	Difference
Sharpe ratio Return per unit of total volatility	0.92	—	—
Sortino ratio Return per unit of downside risk	1.35	—	—
Omega ratio Gain probability vs. loss probability	1.19	—	—
Calmar ratio Return relative to maximum drawdown	1.27	—	—
Martin ratio Return relative to average drawdown	4.91	—	—
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

Sharpe Ratios by Period

	TWEIX	BTTRX	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	0.92	—	—
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.69	—	—
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.66	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.75	—	—

Correlation

The correlation between TWEIX and BTTRX is -0.17. This indicates that the assets' prices tend to move in opposite directions. Negative correlation can be particularly beneficial for diversification and risk management, as one asset may offset the losses of the other during market fluctuations.

Dividends

TWEIX vs. BTTRX - Dividend Comparison

TWEIX's dividend yield for the trailing twelve months is around 10.02%, while BTTRX has not paid dividends to shareholders.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
TWEIX American Century Equity Income Fund	10.02%	10.35%	11.51%	8.02%	8.76%	6.83%	2.00%	7.38%	8.79%	11.95%	7.88%	10.49%
BTTRX American Century Zero Coupon 2025 Fund	0.00%	0.00%	4.96%	4.00%	3.47%	3.27%	7.69%	3.90%	5.25%	1.05%	3.42%	2.85%

Drawdowns

Drawdown Indicators

	TWEIX	BTTRX	Difference
Max Drawdown Largest peak-to-trough decline	-39.30%	—	—
Max Drawdown (1Y) Largest decline over 1 year	-8.86%	—	—
Max Drawdown (5Y) Largest decline over 5 years	-13.69%	—	—
Max Drawdown (10Y) Largest decline over 10 years	-32.82%	—	—
Current Drawdown Current decline from peak	-4.90%	—	—
Average Drawdown Average peak-to-trough decline	-4.17%	—	—
Ulcer Index Depth and duration of drawdowns from previous peaks	2.35%	—	—

Volatility

Volatility by Period

	TWEIX	BTTRX	Difference
Volatility (1M) Calculated over the trailing 1-month period	3.04%	—	—
Volatility (6M) Calculated over the trailing 6-month period	6.12%	—	—
Volatility (1Y) Calculated over the trailing 1-year period	11.60%	—	—
Volatility (5Y) Calculated over the trailing 5-year period, annualized	10.71%	—	—
Volatility (10Y) Calculated over the trailing 10-year period, annualized	13.35%	—	—