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TWGGX vs. ACFOX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

TWGGX vs. ACFOX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in American Century Focused Global Growth Fund (TWGGX) and American Century Investments Focused Dynamic Growth Fund (ACFOX). The values are adjusted to include any dividend payments, if applicable.

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TWGGX vs. ACFOX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
TWGGX
American Century Focused Global Growth Fund
-7.64%16.50%13.99%18.49%-22.76%13.83%27.88%36.20%-6.32%27.49%
ACFOX
American Century Investments Focused Dynamic Growth Fund
-10.26%20.51%43.30%35.66%-36.32%7.08%73.31%32.30%6.51%34.55%

Returns By Period

In the year-to-date period, TWGGX achieves a -7.64% return, which is significantly higher than ACFOX's -10.26% return. Over the past 10 years, TWGGX has underperformed ACFOX with an annualized return of 10.50%, while ACFOX has yielded a comparatively higher 17.41% annualized return.


TWGGX

1D
3.44%
1M
-8.37%
YTD
-7.64%
6M
-7.36%
1Y
7.69%
3Y*
9.78%
5Y*
4.01%
10Y*
10.50%

ACFOX

1D
4.84%
1M
-5.18%
YTD
-10.26%
6M
-6.37%
1Y
24.51%
3Y*
23.01%
5Y*
7.15%
10Y*
17.41%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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TWGGX vs. ACFOX - Expense Ratio Comparison

TWGGX has a 1.10% expense ratio, which is higher than ACFOX's 0.85% expense ratio.


Return for Risk

TWGGX vs. ACFOX — Risk / Return Rank

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

TWGGX
TWGGX Risk / Return Rank: 1616
Overall Rank
TWGGX Sharpe Ratio Rank: 1414
Sharpe Ratio Rank
TWGGX Sortino Ratio Rank: 1515
Sortino Ratio Rank
TWGGX Omega Ratio Rank: 1515
Omega Ratio Rank
TWGGX Calmar Ratio Rank: 1717
Calmar Ratio Rank
TWGGX Martin Ratio Rank: 2020
Martin Ratio Rank

ACFOX
ACFOX Risk / Return Rank: 5555
Overall Rank
ACFOX Sharpe Ratio Rank: 5151
Sharpe Ratio Rank
ACFOX Sortino Ratio Rank: 5959
Sortino Ratio Rank
ACFOX Omega Ratio Rank: 5050
Omega Ratio Rank
ACFOX Calmar Ratio Rank: 6262
Calmar Ratio Rank
ACFOX Martin Ratio Rank: 5353
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.

TWGGX vs. ACFOX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for American Century Focused Global Growth Fund (TWGGX) and American Century Investments Focused Dynamic Growth Fund (ACFOX). 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.


TWGGXACFOXDifference

Sharpe ratio

Return per unit of total volatility

0.44

1.01

-0.57

Sortino ratio

Return per unit of downside risk

0.75

1.60

-0.85

Omega ratio

Gain probability vs. loss probability

1.11

1.21

-0.11

Calmar ratio

Return relative to maximum drawdown

0.57

1.49

-0.92

Martin ratio

Return relative to average drawdown

2.35

5.33

-2.97

TWGGX vs. ACFOX - Sharpe Ratio Comparison

The current TWGGX Sharpe Ratio is 0.44, which is lower than the ACFOX Sharpe Ratio of 1.01. The chart below compares the historical Sharpe Ratios of TWGGX and ACFOX, 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


TWGGXACFOXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.44

1.01

-0.57

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.22

0.28

-0.06

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.57

0.74

-0.17

Sharpe Ratio (All Time)

Calculated using the full available price history

0.46

0.53

-0.07

Correlation

The correlation between TWGGX and ACFOX is 0.87, 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

TWGGX vs. ACFOX - Dividend Comparison

TWGGX's dividend yield for the trailing twelve months is around 9.77%, more than ACFOX's 8.42% yield.


TTM20252024202320222021202020192018201720162015
TWGGX
American Century Focused Global Growth Fund
9.77%9.02%14.90%3.81%12.67%13.16%11.05%17.27%11.31%12.90%0.58%8.61%
ACFOX
American Century Investments Focused Dynamic Growth Fund
8.42%7.56%0.00%0.00%0.00%2.48%0.62%0.00%0.00%0.00%1.15%1.33%

Drawdowns

TWGGX vs. ACFOX - Drawdown Comparison

The maximum TWGGX drawdown since its inception was -58.08%, roughly equal to the maximum ACFOX drawdown of -58.92%. Use the drawdown chart below to compare losses from any high point for TWGGX and ACFOX.


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Drawdown Indicators


TWGGXACFOXDifference

Max Drawdown

Largest peak-to-trough decline

-58.08%

-58.92%

+0.84%

Max Drawdown (1Y)

Largest decline over 1 year

-14.04%

-16.52%

+2.48%

Max Drawdown (5Y)

Largest decline over 5 years

-31.23%

-43.77%

+12.54%

Max Drawdown (10Y)

Largest decline over 10 years

-32.06%

-43.77%

+11.71%

Current Drawdown

Current decline from peak

-11.08%

-12.48%

+1.40%

Average Drawdown

Average peak-to-trough decline

-15.13%

-14.81%

-0.32%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.40%

4.63%

-1.23%

Volatility

TWGGX vs. ACFOX - Volatility Comparison

The current volatility for American Century Focused Global Growth Fund (TWGGX) is 7.18%, while American Century Investments Focused Dynamic Growth Fund (ACFOX) has a volatility of 8.54%. This indicates that TWGGX experiences smaller price fluctuations and is considered to be less risky than ACFOX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


TWGGXACFOXDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.18%

8.54%

-1.36%

Volatility (6M)

Calculated over the trailing 6-month period

11.12%

15.24%

-4.12%

Volatility (1Y)

Calculated over the trailing 1-year period

18.58%

25.24%

-6.66%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

18.17%

25.28%

-7.11%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.63%

23.71%

-5.08%