PortfoliosLab logo
TWEIX vs. VT
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between TWEIX and VT is 0.88, 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.


-0.50.00.51.0
Correlation: 0.9

Performance

TWEIX vs. VT - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in American Century Equity Income Fund (TWEIX) and Vanguard Total World Stock ETF (VT). The values are adjusted to include any dividend payments, if applicable.

100.00%150.00%200.00%250.00%NovemberDecember2025FebruaryMarchApril
81.03%
232.77%
TWEIX
VT

Key characteristics

Sharpe Ratio

TWEIX:

-0.04

VT:

0.62

Sortino Ratio

TWEIX:

0.03

VT:

0.98

Omega Ratio

TWEIX:

1.01

VT:

1.14

Calmar Ratio

TWEIX:

-0.04

VT:

0.66

Martin Ratio

TWEIX:

-0.09

VT:

3.01

Ulcer Index

TWEIX:

6.75%

VT:

3.63%

Daily Std Dev

TWEIX:

14.19%

VT:

17.69%

Max Drawdown

TWEIX:

-44.31%

VT:

-50.27%

Current Drawdown

TWEIX:

-12.69%

VT:

-6.73%

Returns By Period

In the year-to-date period, TWEIX achieves a 0.48% return, which is significantly higher than VT's -1.58% return. Over the past 10 years, TWEIX has underperformed VT with an annualized return of 1.76%, while VT has yielded a comparatively higher 8.42% annualized return.


TWEIX

YTD

0.48%

1M

-3.58%

6M

-10.66%

1Y

-1.07%

5Y*

3.92%

10Y*

1.76%

VT

YTD

-1.58%

1M

-3.41%

6M

-2.05%

1Y

9.71%

5Y*

13.70%

10Y*

8.42%

*Annualized

Compare stocks, funds, or ETFs

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


TWEIX vs. VT - Expense Ratio Comparison

TWEIX has a 0.94% expense ratio, which is higher than VT's 0.07% expense ratio.


Expense ratio chart for TWEIX: current value is 0.94%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
TWEIX: 0.94%
Expense ratio chart for VT: current value is 0.07%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
VT: 0.07%

Risk-Adjusted Performance

TWEIX vs. VT — Risk-Adjusted Performance Rank

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

TWEIX
The Risk-Adjusted Performance Rank of TWEIX is 2121
Overall Rank
The Sharpe Ratio Rank of TWEIX is 2222
Sharpe Ratio Rank
The Sortino Ratio Rank of TWEIX is 2121
Sortino Ratio Rank
The Omega Ratio Rank of TWEIX is 2121
Omega Ratio Rank
The Calmar Ratio Rank of TWEIX is 2121
Calmar Ratio Rank
The Martin Ratio Rank of TWEIX is 2222
Martin Ratio Rank

VT
The Risk-Adjusted Performance Rank of VT is 7070
Overall Rank
The Sharpe Ratio Rank of VT is 6666
Sharpe Ratio Rank
The Sortino Ratio Rank of VT is 6767
Sortino Ratio Rank
The Omega Ratio Rank of VT is 6868
Omega Ratio Rank
The Calmar Ratio Rank of VT is 7474
Calmar Ratio Rank
The Martin Ratio Rank of VT is 7474
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

TWEIX vs. VT - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for American Century Equity Income Fund (TWEIX) and Vanguard Total World Stock ETF (VT). 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.


The chart of Sharpe ratio for TWEIX, currently valued at -0.04, compared to the broader market-1.000.001.002.003.00
TWEIX: -0.04
VT: 0.62
The chart of Sortino ratio for TWEIX, currently valued at 0.03, compared to the broader market-2.000.002.004.006.008.00
TWEIX: 0.03
VT: 0.98
The chart of Omega ratio for TWEIX, currently valued at 1.01, compared to the broader market0.501.001.502.002.503.00
TWEIX: 1.01
VT: 1.14
The chart of Calmar ratio for TWEIX, currently valued at -0.04, compared to the broader market0.002.004.006.008.0010.00
TWEIX: -0.04
VT: 0.66
The chart of Martin ratio for TWEIX, currently valued at -0.09, compared to the broader market0.0010.0020.0030.0040.0050.00
TWEIX: -0.09
VT: 3.01

The current TWEIX Sharpe Ratio is -0.04, which is lower than the VT Sharpe Ratio of 0.62. The chart below compares the historical Sharpe Ratios of TWEIX and VT, 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 Ratio-1.000.001.002.003.00NovemberDecember2025FebruaryMarchApril
-0.04
0.62
TWEIX
VT

Dividends

TWEIX vs. VT - Dividend Comparison

TWEIX's dividend yield for the trailing twelve months is around 2.63%, more than VT's 1.96% yield.


TTM20242023202220212020201920182017201620152014
TWEIX
American Century Equity Income Fund
2.63%2.74%2.54%2.31%1.86%2.00%2.26%2.84%1.86%1.96%2.55%2.49%
VT
Vanguard Total World Stock ETF
1.96%1.95%2.08%2.20%1.82%1.66%2.32%2.53%2.11%2.39%2.45%2.44%

Drawdowns

TWEIX vs. VT - Drawdown Comparison

The maximum TWEIX drawdown since its inception was -44.31%, smaller than the maximum VT drawdown of -50.27%. Use the drawdown chart below to compare losses from any high point for TWEIX and VT. For additional features, visit the drawdowns tool.


-15.00%-10.00%-5.00%0.00%NovemberDecember2025FebruaryMarchApril
-12.69%
-6.73%
TWEIX
VT

Volatility

TWEIX vs. VT - Volatility Comparison

The current volatility for American Century Equity Income Fund (TWEIX) is 8.23%, while Vanguard Total World Stock ETF (VT) has a volatility of 12.79%. This indicates that TWEIX experiences smaller price fluctuations and is considered to be less risky than VT 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%NovemberDecember2025FebruaryMarchApril
8.23%
12.79%
TWEIX
VT