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TWIEX vs. ACFOX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

TWIEX vs. ACFOX - Performance Comparison

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

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TWIEX vs. ACFOX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
TWIEX
American Century International Growth Fund
-8.07%15.58%2.31%12.31%-24.98%8.61%25.59%28.37%-14.44%31.04%
ACFOX
American Century Investments Focused Dynamic Growth Fund
-14.41%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, TWIEX achieves a -8.07% return, which is significantly higher than ACFOX's -14.41% return. Over the past 10 years, TWIEX has underperformed ACFOX with an annualized return of 5.91%, while ACFOX has yielded a comparatively higher 16.85% annualized return.


TWIEX

1D
0.32%
1M
-12.34%
YTD
-8.07%
6M
-7.78%
1Y
4.30%
3Y*
3.33%
5Y*
-0.23%
10Y*
5.91%

ACFOX

1D
-0.86%
1M
-8.88%
YTD
-14.41%
6M
-10.23%
1Y
19.65%
3Y*
21.09%
5Y*
6.51%
10Y*
16.85%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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TWIEX vs. ACFOX - Expense Ratio Comparison

TWIEX has a 1.36% expense ratio, which is higher than ACFOX's 0.85% expense ratio.


Return for Risk

TWIEX vs. ACFOX — Risk / Return Rank

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

TWIEX
TWIEX Risk / Return Rank: 99
Overall Rank
TWIEX Sharpe Ratio Rank: 99
Sharpe Ratio Rank
TWIEX Sortino Ratio Rank: 99
Sortino Ratio Rank
TWIEX Omega Ratio Rank: 99
Omega Ratio Rank
TWIEX Calmar Ratio Rank: 99
Calmar Ratio Rank
TWIEX Martin Ratio Rank: 1010
Martin Ratio Rank

ACFOX
ACFOX Risk / Return Rank: 3636
Overall Rank
ACFOX Sharpe Ratio Rank: 3535
Sharpe Ratio Rank
ACFOX Sortino Ratio Rank: 4242
Sortino Ratio Rank
ACFOX Omega Ratio Rank: 3636
Omega Ratio Rank
ACFOX Calmar Ratio Rank: 3535
Calmar Ratio Rank
ACFOX Martin Ratio Rank: 3232
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.

TWIEX vs. ACFOX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for American Century International Growth Fund (TWIEX) 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.


TWIEXACFOXDifference

Sharpe ratio

Return per unit of total volatility

0.19

0.77

-0.58

Sortino ratio

Return per unit of downside risk

0.39

1.26

-0.87

Omega ratio

Gain probability vs. loss probability

1.05

1.17

-0.11

Calmar ratio

Return relative to maximum drawdown

0.19

0.94

-0.75

Martin ratio

Return relative to average drawdown

0.71

3.40

-2.69

TWIEX vs. ACFOX - Sharpe Ratio Comparison

The current TWIEX Sharpe Ratio is 0.19, which is lower than the ACFOX Sharpe Ratio of 0.77. The chart below compares the historical Sharpe Ratios of TWIEX 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


TWIEXACFOXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.19

0.77

-0.58

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.01

0.26

-0.27

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.33

0.71

-0.39

Sharpe Ratio (All Time)

Calculated using the full available price history

0.37

0.52

-0.15

Correlation

The correlation between TWIEX and ACFOX is 0.73, 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

TWIEX vs. ACFOX - Dividend Comparison

TWIEX's dividend yield for the trailing twelve months is around 3.60%, less than ACFOX's 8.83% yield.


TTM20252024202320222021202020192018201720162015
TWIEX
American Century International Growth Fund
3.60%3.31%1.01%0.00%2.89%12.00%4.48%0.37%13.87%5.31%0.49%5.66%
ACFOX
American Century Investments Focused Dynamic Growth Fund
8.83%7.56%0.00%0.00%0.00%2.48%0.62%0.00%0.00%0.00%1.15%1.33%

Drawdowns

TWIEX vs. ACFOX - Drawdown Comparison

The maximum TWIEX drawdown since its inception was -62.43%, which is greater than ACFOX's maximum drawdown of -58.92%. Use the drawdown chart below to compare losses from any high point for TWIEX and ACFOX.


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Drawdown Indicators


TWIEXACFOXDifference

Max Drawdown

Largest peak-to-trough decline

-62.43%

-58.92%

-3.51%

Max Drawdown (1Y)

Largest decline over 1 year

-13.04%

-16.52%

+3.48%

Max Drawdown (5Y)

Largest decline over 5 years

-38.76%

-43.77%

+5.01%

Max Drawdown (10Y)

Largest decline over 10 years

-38.76%

-43.77%

+5.01%

Current Drawdown

Current decline from peak

-12.77%

-16.52%

+3.75%

Average Drawdown

Average peak-to-trough decline

-16.71%

-14.81%

-1.90%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.40%

4.56%

-1.16%

Volatility

TWIEX vs. ACFOX - Volatility Comparison

American Century International Growth Fund (TWIEX) has a higher volatility of 7.82% compared to American Century Investments Focused Dynamic Growth Fund (ACFOX) at 6.86%. This indicates that TWIEX's price experiences larger fluctuations and is considered to be riskier 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


TWIEXACFOXDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.82%

6.86%

+0.96%

Volatility (6M)

Calculated over the trailing 6-month period

11.93%

14.48%

-2.55%

Volatility (1Y)

Calculated over the trailing 1-year period

18.38%

24.83%

-6.45%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

18.06%

25.20%

-7.14%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.07%

23.67%

-5.60%