TWEIX vs. VTV
Compare and contrast key facts about American Century Equity Income Fund (TWEIX) and Vanguard Value ETF (VTV).
TWEIX is managed by American Century Investments. It was launched on Aug 1, 1994. VTV is a passively managed fund by Vanguard that tracks the performance of the MSCI US Prime Market Value Index. It was launched on Jan 26, 2004.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: TWEIX or VTV.
Key characteristics
| TWEIX | VTV | |
|---|---|---|
| YTD Return | 15.38% | 22.01% |
| 1Y Return | 16.41% | 33.46% |
| 3Y Return (Ann) | -0.01% | 10.03% |
| 5Y Return (Ann) | 2.75% | 11.98% |
| 10Y Return (Ann) | 2.48% | 10.75% |
| Sharpe Ratio | 1.84 | 3.39 |
| Sortino Ratio | 2.31 | 4.76 |
| Omega Ratio | 1.38 | 1.63 |
| Calmar Ratio | 1.15 | 5.86 |
| Martin Ratio | 7.12 | 22.10 |
| Ulcer Index | 2.40% | 1.58% |
| Daily Std Dev | 9.29% | 10.25% |
| Max Drawdown | -44.31% | -59.27% |
| Current Drawdown | -0.41% | 0.00% |
Correlation
The correlation between TWEIX and VTV 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.
Performance
TWEIX vs. VTV - Performance Comparison
In the year-to-date period, TWEIX achieves a 15.38% return, which is significantly lower than VTV's 22.01% return. Over the past 10 years, TWEIX has underperformed VTV with an annualized return of 2.48%, while VTV has yielded a comparatively higher 10.75% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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TWEIX vs. VTV - Expense Ratio Comparison
TWEIX has a 0.94% expense ratio, which is higher than VTV's 0.04% expense ratio.
Risk-Adjusted Performance
TWEIX vs. VTV - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for American Century Equity Income Fund (TWEIX) and Vanguard Value ETF (VTV). 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.
Dividends
TWEIX vs. VTV - Dividend Comparison
TWEIX's dividend yield for the trailing twelve months is around 2.30%, more than VTV's 2.21% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
TWEIX American Century Equity Income Fund | 2.30% | 2.54% | 2.31% | 1.86% | 2.00% | 2.26% | 2.84% | 1.86% | 1.96% | 2.55% | 2.49% | 2.39% |
VTV Vanguard Value ETF | 2.21% | 2.46% | 2.52% | 2.15% | 2.56% | 2.50% | 2.73% | 2.29% | 2.44% | 2.60% | 2.22% | 2.21% |
Drawdowns
TWEIX vs. VTV - Drawdown Comparison
The maximum TWEIX drawdown since its inception was -44.31%, smaller than the maximum VTV drawdown of -59.27%. Use the drawdown chart below to compare losses from any high point for TWEIX and VTV. For additional features, visit the drawdowns tool.
Volatility
TWEIX vs. VTV - Volatility Comparison
The current volatility for American Century Equity Income Fund (TWEIX) is 2.42%, while Vanguard Value ETF (VTV) has a volatility of 3.64%. This indicates that TWEIX experiences smaller price fluctuations and is considered to be less risky than VTV based on this measure. The chart below showcases a comparison of their rolling one-month volatility.