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TWEIX vs. FDETX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

TWEIX vs. FDETX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in American Century Equity Income Fund (TWEIX) and Fidelity Advisor Capital Development Fund Class O (FDETX). The values are adjusted to include any dividend payments, if applicable.

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TWEIX vs. FDETX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
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%
FDETX
Fidelity Advisor Capital Development Fund Class O
-1.95%27.60%27.07%24.20%-8.00%25.32%9.12%31.39%-9.09%16.45%

Returns By Period

In the year-to-date period, TWEIX achieves a 3.53% return, which is significantly higher than FDETX's -1.95% return. Over the past 10 years, TWEIX has underperformed FDETX with an annualized return of 8.76%, while FDETX has yielded a comparatively higher 15.03% annualized return.


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%

FDETX

1D
3.24%
1M
-5.25%
YTD
-1.95%
6M
3.03%
1Y
27.50%
3Y*
22.78%
5Y*
14.97%
10Y*
15.03%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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TWEIX vs. FDETX - Expense Ratio Comparison

TWEIX has a 0.94% expense ratio, which is higher than FDETX's 0.56% expense ratio.


Return for Risk

TWEIX vs. FDETX — Risk / Return Rank

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

TWEIX
TWEIX Risk / Return Rank: 4343
Overall Rank
TWEIX Sharpe Ratio Rank: 4242
Sharpe Ratio Rank
TWEIX Sortino Ratio Rank: 4242
Sortino Ratio Rank
TWEIX Omega Ratio Rank: 3838
Omega Ratio Rank
TWEIX Calmar Ratio Rank: 4848
Calmar Ratio Rank
TWEIX Martin Ratio Rank: 4747
Martin Ratio Rank

FDETX
FDETX Risk / Return Rank: 8484
Overall Rank
FDETX Sharpe Ratio Rank: 8080
Sharpe Ratio Rank
FDETX Sortino Ratio Rank: 8181
Sortino Ratio Rank
FDETX Omega Ratio Rank: 8383
Omega Ratio Rank
FDETX Calmar Ratio Rank: 8686
Calmar Ratio Rank
FDETX Martin Ratio Rank: 9090
Martin Ratio Rank
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. FDETX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for American Century Equity Income Fund (TWEIX) and Fidelity Advisor Capital Development Fund Class O (FDETX). 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.


TWEIXFDETXDifference

Sharpe ratio

Return per unit of total volatility

0.92

1.52

-0.59

Sortino ratio

Return per unit of downside risk

1.35

2.14

-0.79

Omega ratio

Gain probability vs. loss probability

1.19

1.34

-0.16

Calmar ratio

Return relative to maximum drawdown

1.27

2.29

-1.02

Martin ratio

Return relative to average drawdown

4.91

10.41

-5.50

TWEIX vs. FDETX - Sharpe Ratio Comparison

The current TWEIX Sharpe Ratio is 0.92, which is lower than the FDETX Sharpe Ratio of 1.52. The chart below compares the historical Sharpe Ratios of TWEIX and FDETX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


TWEIXFDETXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.92

1.52

-0.59

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.69

0.85

-0.16

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.66

0.80

-0.14

Sharpe Ratio (All Time)

Calculated using the full available price history

0.75

0.63

+0.12

Correlation

The correlation between TWEIX and FDETX is 0.81, 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.


Dividends

TWEIX vs. FDETX - Dividend Comparison

TWEIX's dividend yield for the trailing twelve months is around 10.02%, less than FDETX's 10.55% yield.


TTM20252024202320222021202020192018201720162015
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%
FDETX
Fidelity Advisor Capital Development Fund Class O
10.55%10.34%8.95%4.39%5.66%5.63%4.47%7.46%15.81%5.34%2.92%5.97%

Drawdowns

TWEIX vs. FDETX - Drawdown Comparison

The maximum TWEIX drawdown since its inception was -39.30%, smaller than the maximum FDETX drawdown of -66.86%. Use the drawdown chart below to compare losses from any high point for TWEIX and FDETX.


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Drawdown Indicators


TWEIXFDETXDifference

Max Drawdown

Largest peak-to-trough decline

-39.30%

-66.86%

+27.56%

Max Drawdown (1Y)

Largest decline over 1 year

-8.86%

-12.42%

+3.56%

Max Drawdown (5Y)

Largest decline over 5 years

-13.69%

-21.72%

+8.03%

Max Drawdown (10Y)

Largest decline over 10 years

-32.82%

-36.61%

+3.79%

Current Drawdown

Current decline from peak

-4.90%

-6.71%

+1.81%

Average Drawdown

Average peak-to-trough decline

-4.17%

-11.26%

+7.09%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.35%

2.73%

-0.38%

Volatility

TWEIX vs. FDETX - Volatility Comparison

The current volatility for American Century Equity Income Fund (TWEIX) is 3.04%, while Fidelity Advisor Capital Development Fund Class O (FDETX) has a volatility of 5.73%. This indicates that TWEIX experiences smaller price fluctuations and is considered to be less risky than FDETX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


TWEIXFDETXDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.04%

5.73%

-2.69%

Volatility (6M)

Calculated over the trailing 6-month period

6.12%

10.07%

-3.95%

Volatility (1Y)

Calculated over the trailing 1-year period

11.60%

18.62%

-7.02%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

10.71%

17.62%

-6.91%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

13.35%

18.85%

-5.50%