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TWIEX vs. BCHYX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

TWIEX vs. BCHYX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in American Century International Growth Fund (TWIEX) and American Century California High Yield Municipal Fund (BCHYX). The values are adjusted to include any dividend payments, if applicable.

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TWIEX vs. BCHYX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
TWIEX
American Century International Growth Fund
-3.78%15.58%2.31%12.31%-24.98%8.61%25.59%28.37%-14.44%31.04%
BCHYX
American Century California High Yield Municipal Fund
-0.17%3.48%4.07%6.69%-12.77%3.82%3.95%9.92%0.65%8.50%

Returns By Period

In the year-to-date period, TWIEX achieves a -3.78% return, which is significantly lower than BCHYX's -0.17% return. Over the past 10 years, TWIEX has outperformed BCHYX with an annualized return of 6.39%, while BCHYX has yielded a comparatively lower 2.41% annualized return.


TWIEX

1D
1.46%
1M
-3.08%
YTD
-3.78%
6M
-4.35%
1Y
8.39%
3Y*
4.92%
5Y*
0.32%
10Y*
6.39%

BCHYX

1D
0.21%
1M
-1.34%
YTD
-0.17%
6M
1.68%
1Y
3.71%
3Y*
3.79%
5Y*
0.70%
10Y*
2.41%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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TWIEX vs. BCHYX - Expense Ratio Comparison

TWIEX has a 1.36% expense ratio, which is higher than BCHYX's 0.49% expense ratio.


Return for Risk

TWIEX vs. BCHYX — Risk / Return Rank

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

TWIEX
TWIEX Risk / Return Rank: 1414
Overall Rank
TWIEX Sharpe Ratio Rank: 1313
Sharpe Ratio Rank
TWIEX Sortino Ratio Rank: 1313
Sortino Ratio Rank
TWIEX Omega Ratio Rank: 1212
Omega Ratio Rank
TWIEX Calmar Ratio Rank: 1515
Calmar Ratio Rank
TWIEX Martin Ratio Rank: 1717
Martin Ratio Rank

BCHYX
BCHYX Risk / Return Rank: 1818
Overall Rank
BCHYX Sharpe Ratio Rank: 1818
Sharpe Ratio Rank
BCHYX Sortino Ratio Rank: 1515
Sortino Ratio Rank
BCHYX Omega Ratio Rank: 2828
Omega Ratio Rank
BCHYX Calmar Ratio Rank: 1616
Calmar Ratio Rank
BCHYX Martin Ratio Rank: 1414
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. BCHYX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for American Century International Growth Fund (TWIEX) and American Century California High Yield Municipal Fund (BCHYX). 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.


TWIEXBCHYXDifference

Sharpe ratio

Return per unit of total volatility

0.48

0.63

-0.14

Sortino ratio

Return per unit of downside risk

0.80

0.89

-0.09

Omega ratio

Gain probability vs. loss probability

1.11

1.17

-0.07

Calmar ratio

Return relative to maximum drawdown

0.70

0.72

-0.02

Martin ratio

Return relative to average drawdown

2.62

2.14

+0.48

TWIEX vs. BCHYX - Sharpe Ratio Comparison

The current TWIEX Sharpe Ratio is 0.48, which is comparable to the BCHYX Sharpe Ratio of 0.63. The chart below compares the historical Sharpe Ratios of TWIEX and BCHYX, 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


TWIEXBCHYXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.48

0.63

-0.14

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.02

0.15

-0.13

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.35

0.50

-0.15

Sharpe Ratio (All Time)

Calculated using the full available price history

0.38

1.19

-0.81

Correlation

The correlation between TWIEX and BCHYX is -0.05. This indicates that the assets' prices tend to move in opposite directions. Negative correlation can be particularly beneficial for diversification and risk management, as one asset may offset the losses of the other during market fluctuations.


Dividends

TWIEX vs. BCHYX - Dividend Comparison

TWIEX's dividend yield for the trailing twelve months is around 3.44%, less than BCHYX's 4.33% yield.


TTM20252024202320222021202020192018201720162015
TWIEX
American Century International Growth Fund
3.44%3.31%1.01%0.00%2.89%12.00%4.48%0.37%13.87%5.31%0.49%5.66%
BCHYX
American Century California High Yield Municipal Fund
4.33%4.58%4.41%3.67%2.55%2.57%3.07%3.50%3.52%3.50%3.59%3.67%

Drawdowns

TWIEX vs. BCHYX - Drawdown Comparison

The maximum TWIEX drawdown since its inception was -62.43%, which is greater than BCHYX's maximum drawdown of -18.35%. Use the drawdown chart below to compare losses from any high point for TWIEX and BCHYX.


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Drawdown Indicators


TWIEXBCHYXDifference

Max Drawdown

Largest peak-to-trough decline

-62.43%

-18.35%

-44.08%

Max Drawdown (1Y)

Largest decline over 1 year

-13.04%

-5.76%

-7.28%

Max Drawdown (5Y)

Largest decline over 5 years

-38.76%

-18.35%

-20.41%

Max Drawdown (10Y)

Largest decline over 10 years

-38.76%

-18.35%

-20.41%

Current Drawdown

Current decline from peak

-8.70%

-2.15%

-6.55%

Average Drawdown

Average peak-to-trough decline

-16.71%

-2.39%

-14.32%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.49%

1.93%

+1.56%

Volatility

TWIEX vs. BCHYX - Volatility Comparison

American Century International Growth Fund (TWIEX) has a higher volatility of 8.05% compared to American Century California High Yield Municipal Fund (BCHYX) at 1.20%. This indicates that TWIEX's price experiences larger fluctuations and is considered to be riskier than BCHYX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


TWIEXBCHYXDifference

Volatility (1M)

Calculated over the trailing 1-month period

8.05%

1.20%

+6.85%

Volatility (6M)

Calculated over the trailing 6-month period

12.38%

1.93%

+10.45%

Volatility (1Y)

Calculated over the trailing 1-year period

18.64%

5.97%

+12.67%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

18.11%

4.83%

+13.28%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.09%

4.79%

+13.30%