TWGGX vs. GAOAX
Compare and contrast key facts about American Century Focused Global Growth Fund (TWGGX) and JPMorgan Global Allocation Fund A (GAOAX).
TWGGX is managed by American Century. It was launched on Nov 30, 1998. GAOAX is managed by JPMorgan. It was launched on May 31, 2011.
Performance
TWGGX vs. GAOAX - Performance Comparison
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TWGGX vs. GAOAX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
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% |
GAOAX JPMorgan Global Allocation Fund A | -3.89% | 14.68% | 7.91% | 12.69% | -18.74% | 3.60% | 15.29% | 15.95% | -6.07% | 16.82% |
Returns By Period
In the year-to-date period, TWGGX achieves a -7.64% return, which is significantly lower than GAOAX's -3.89% return. Over the past 10 years, TWGGX has outperformed GAOAX with an annualized return of 10.50%, while GAOAX has yielded a comparatively lower 5.74% 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%
GAOAX
- 1D
- 1.47%
- 1M
- -6.40%
- YTD
- -3.89%
- 6M
- -2.79%
- 1Y
- 9.60%
- 3Y*
- 8.41%
- 5Y*
- 1.86%
- 10Y*
- 5.74%
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TWGGX vs. GAOAX - Expense Ratio Comparison
TWGGX has a 1.10% expense ratio, which is higher than GAOAX's 1.04% expense ratio.
Return for Risk
TWGGX vs. GAOAX — Risk / Return Rank
TWGGX
GAOAX
TWGGX vs. GAOAX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for American Century Focused Global Growth Fund (TWGGX) and JPMorgan Global Allocation Fund A (GAOAX). 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.
| TWGGX | GAOAX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.44 | 0.86 | -0.42 |
Sortino ratioReturn per unit of downside risk | 0.75 | 1.24 | -0.49 |
Omega ratioGain probability vs. loss probability | 1.11 | 1.17 | -0.07 |
Calmar ratioReturn relative to maximum drawdown | 0.57 | 1.10 | -0.53 |
Martin ratioReturn relative to average drawdown | 2.35 | 4.47 | -2.12 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| TWGGX | GAOAX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.44 | 0.86 | -0.42 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.22 | 0.17 | +0.05 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.57 | 0.53 | +0.03 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.46 | 0.54 | -0.08 |
Correlation
The correlation between TWGGX and GAOAX is 0.92, 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. GAOAX - Dividend Comparison
TWGGX's dividend yield for the trailing twelve months is around 9.77%, less than GAOAX's 10.04% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
GAOAX JPMorgan Global Allocation Fund A | 10.04% | 10.15% | 2.34% | 0.00% | 4.62% | 4.61% | 1.54% | 2.43% | 2.52% | 2.95% | 2.59% | 0.96% |
Drawdowns
TWGGX vs. GAOAX - Drawdown Comparison
The maximum TWGGX drawdown since its inception was -58.08%, which is greater than GAOAX's maximum drawdown of -29.02%. Use the drawdown chart below to compare losses from any high point for TWGGX and GAOAX.
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Drawdown Indicators
| TWGGX | GAOAX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -58.08% | -29.02% | -29.06% |
Max Drawdown (1Y)Largest decline over 1 year | -14.04% | -8.95% | -5.09% |
Max Drawdown (5Y)Largest decline over 5 years | -31.23% | -29.02% | -2.21% |
Max Drawdown (10Y)Largest decline over 10 years | -32.06% | -29.02% | -3.04% |
Current DrawdownCurrent decline from peak | -11.08% | -7.61% | -3.47% |
Average DrawdownAverage peak-to-trough decline | -15.13% | -6.01% | -9.12% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.40% | 2.20% | +1.20% |
Volatility
TWGGX vs. GAOAX - Volatility Comparison
American Century Focused Global Growth Fund (TWGGX) has a higher volatility of 7.18% compared to JPMorgan Global Allocation Fund A (GAOAX) at 4.98%. This indicates that TWGGX's price experiences larger fluctuations and is considered to be riskier than GAOAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| TWGGX | GAOAX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.18% | 4.98% | +2.20% |
Volatility (6M)Calculated over the trailing 6-month period | 11.12% | 7.55% | +3.57% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.58% | 11.53% | +7.05% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 18.17% | 11.03% | +7.14% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.63% | 10.81% | +7.82% |