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TWMIX vs. FDG
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between TWMIX and FDG is 0.62, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


-0.50.00.51.00.6

Performance

TWMIX vs. FDG - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in American Century Emerging Markets Fund (TWMIX) and American Century Focused Dynamic Growth ETF (FDG). The values are adjusted to include any dividend payments, if applicable.

-5.00%0.00%5.00%10.00%15.00%20.00%SeptemberOctoberNovemberDecember2025February
4.46%
19.26%
TWMIX
FDG

Key characteristics

Sharpe Ratio

TWMIX:

1.06

FDG:

1.91

Sortino Ratio

TWMIX:

1.53

FDG:

2.53

Omega Ratio

TWMIX:

1.19

FDG:

1.34

Calmar Ratio

TWMIX:

0.42

FDG:

2.67

Martin Ratio

TWMIX:

3.69

FDG:

11.14

Ulcer Index

TWMIX:

4.10%

FDG:

3.59%

Daily Std Dev

TWMIX:

14.30%

FDG:

20.97%

Max Drawdown

TWMIX:

-73.76%

FDG:

-43.69%

Current Drawdown

TWMIX:

-26.16%

FDG:

-1.44%

Returns By Period

In the year-to-date period, TWMIX achieves a 4.95% return, which is significantly higher than FDG's 4.35% return.


TWMIX

YTD

4.95%

1M

5.53%

6M

4.46%

1Y

14.23%

5Y*

0.79%

10Y*

3.57%

FDG

YTD

4.35%

1M

2.13%

6M

19.26%

1Y

40.48%

5Y*

N/A

10Y*

N/A

*Annualized

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


TWMIX vs. FDG - Expense Ratio Comparison

TWMIX has a 1.26% expense ratio, which is higher than FDG's 0.45% expense ratio.


TWMIX
American Century Emerging Markets Fund
Expense ratio chart for TWMIX: current value at 1.26% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%1.26%
Expense ratio chart for FDG: current value at 0.45% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.45%

Risk-Adjusted Performance

TWMIX vs. FDG — Risk-Adjusted Performance Rank

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

TWMIX
The Risk-Adjusted Performance Rank of TWMIX is 4646
Overall Rank
The Sharpe Ratio Rank of TWMIX is 5151
Sharpe Ratio Rank
The Sortino Ratio Rank of TWMIX is 5252
Sortino Ratio Rank
The Omega Ratio Rank of TWMIX is 4747
Omega Ratio Rank
The Calmar Ratio Rank of TWMIX is 3030
Calmar Ratio Rank
The Martin Ratio Rank of TWMIX is 5050
Martin Ratio Rank

FDG
The Risk-Adjusted Performance Rank of FDG is 7575
Overall Rank
The Sharpe Ratio Rank of FDG is 7777
Sharpe Ratio Rank
The Sortino Ratio Rank of FDG is 7373
Sortino Ratio Rank
The Omega Ratio Rank of FDG is 7474
Omega Ratio Rank
The Calmar Ratio Rank of FDG is 7575
Calmar Ratio Rank
The Martin Ratio Rank of FDG is 7878
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

TWMIX vs. FDG - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for American Century Emerging Markets Fund (TWMIX) and American Century Focused Dynamic Growth ETF (FDG). 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.


Sharpe ratio
The chart of Sharpe ratio for TWMIX, currently valued at 1.06, compared to the broader market-1.000.001.002.003.004.001.061.91
The chart of Sortino ratio for TWMIX, currently valued at 1.53, compared to the broader market0.002.004.006.008.0010.0012.001.532.53
The chart of Omega ratio for TWMIX, currently valued at 1.19, compared to the broader market1.002.003.004.001.191.34
The chart of Calmar ratio for TWMIX, currently valued at 0.42, compared to the broader market0.005.0010.0015.0020.000.422.67
The chart of Martin ratio for TWMIX, currently valued at 3.69, compared to the broader market0.0020.0040.0060.0080.003.6911.14
TWMIX
FDG

The current TWMIX Sharpe Ratio is 1.06, which is lower than the FDG Sharpe Ratio of 1.91. The chart below compares the historical Sharpe Ratios of TWMIX and FDG, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio1.001.502.002.503.00SeptemberOctoberNovemberDecember2025February
1.06
1.91
TWMIX
FDG

Dividends

TWMIX vs. FDG - Dividend Comparison

TWMIX's dividend yield for the trailing twelve months is around 0.68%, while FDG has not paid dividends to shareholders.


TTM20242023202220212020201920182017201620152014
TWMIX
American Century Emerging Markets Fund
0.68%0.71%1.31%3.37%0.58%0.96%0.47%0.30%0.24%0.13%0.08%0.36%
FDG
American Century Focused Dynamic Growth ETF
0.00%0.00%0.00%0.00%0.00%0.01%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

TWMIX vs. FDG - Drawdown Comparison

The maximum TWMIX drawdown since its inception was -73.76%, which is greater than FDG's maximum drawdown of -43.69%. Use the drawdown chart below to compare losses from any high point for TWMIX and FDG. For additional features, visit the drawdowns tool.


-35.00%-30.00%-25.00%-20.00%-15.00%-10.00%-5.00%0.00%SeptemberOctoberNovemberDecember2025February
-26.16%
-1.44%
TWMIX
FDG

Volatility

TWMIX vs. FDG - Volatility Comparison

The current volatility for American Century Emerging Markets Fund (TWMIX) is 3.89%, while American Century Focused Dynamic Growth ETF (FDG) has a volatility of 6.03%. This indicates that TWMIX experiences smaller price fluctuations and is considered to be less risky than FDG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%4.00%6.00%8.00%10.00%SeptemberOctoberNovemberDecember2025February
3.89%
6.03%
TWMIX
FDG
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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