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TWSAX vs. TWCGX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

TWSAX vs. TWCGX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in American Century Strategic Allocation: Aggressive Fund (TWSAX) and American Century Growth Fund (TWCGX). The values are adjusted to include any dividend payments, if applicable.

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TWSAX vs. TWCGX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
TWSAX
American Century Strategic Allocation: Aggressive Fund
-3.64%15.87%13.12%15.28%-15.47%14.92%18.37%24.38%-6.59%19.22%
TWCGX
American Century Growth Fund
-13.48%15.28%26.20%43.31%-31.39%27.86%35.23%35.39%-1.27%30.06%

Returns By Period

In the year-to-date period, TWSAX achieves a -3.64% return, which is significantly higher than TWCGX's -13.48% return. Over the past 10 years, TWSAX has underperformed TWCGX with an annualized return of 9.27%, while TWCGX has yielded a comparatively higher 14.50% annualized return.


TWSAX

1D
-0.24%
1M
-8.06%
YTD
-3.64%
6M
-1.60%
1Y
12.37%
3Y*
11.36%
5Y*
6.18%
10Y*
9.27%

TWCGX

1D
-0.40%
1M
-8.79%
YTD
-13.48%
6M
-12.63%
1Y
12.31%
3Y*
16.17%
5Y*
9.27%
10Y*
14.50%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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TWSAX vs. TWCGX - Expense Ratio Comparison

TWSAX has a 0.63% expense ratio, which is lower than TWCGX's 0.94% expense ratio.


Return for Risk

TWSAX vs. TWCGX — Risk / Return Rank

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

TWSAX
TWSAX Risk / Return Rank: 4848
Overall Rank
TWSAX Sharpe Ratio Rank: 4646
Sharpe Ratio Rank
TWSAX Sortino Ratio Rank: 4747
Sortino Ratio Rank
TWSAX Omega Ratio Rank: 4747
Omega Ratio Rank
TWSAX Calmar Ratio Rank: 4545
Calmar Ratio Rank
TWSAX Martin Ratio Rank: 5252
Martin Ratio Rank

TWCGX
TWCGX Risk / Return Rank: 2222
Overall Rank
TWCGX Sharpe Ratio Rank: 2323
Sharpe Ratio Rank
TWCGX Sortino Ratio Rank: 2626
Sortino Ratio Rank
TWCGX Omega Ratio Rank: 2525
Omega Ratio Rank
TWCGX Calmar Ratio Rank: 1919
Calmar Ratio Rank
TWCGX Martin Ratio Rank: 1919
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.

TWSAX vs. TWCGX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for American Century Strategic Allocation: Aggressive Fund (TWSAX) and American Century Growth Fund (TWCGX). 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.


TWSAXTWCGXDifference

Sharpe ratio

Return per unit of total volatility

0.94

0.55

+0.39

Sortino ratio

Return per unit of downside risk

1.38

0.96

+0.43

Omega ratio

Gain probability vs. loss probability

1.20

1.13

+0.07

Calmar ratio

Return relative to maximum drawdown

1.15

0.56

+0.59

Martin ratio

Return relative to average drawdown

5.13

1.97

+3.16

TWSAX vs. TWCGX - Sharpe Ratio Comparison

The current TWSAX Sharpe Ratio is 0.94, which is higher than the TWCGX Sharpe Ratio of 0.55. The chart below compares the historical Sharpe Ratios of TWSAX and TWCGX, 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


TWSAXTWCGXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.94

0.55

+0.39

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.47

0.43

+0.03

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.66

0.69

-0.02

Sharpe Ratio (All Time)

Calculated using the full available price history

0.55

0.51

+0.04

Correlation

The correlation between TWSAX and TWCGX is 0.90, 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

TWSAX vs. TWCGX - Dividend Comparison

TWSAX's dividend yield for the trailing twelve months is around 7.25%, less than TWCGX's 19.81% yield.


TTM20252024202320222021202020192018201720162015
TWSAX
American Century Strategic Allocation: Aggressive Fund
7.25%6.98%6.92%2.38%5.51%13.14%6.54%15.43%14.22%9.74%1.54%7.60%
TWCGX
American Century Growth Fund
19.81%17.14%5.96%4.81%4.86%9.83%5.33%5.60%14.07%10.28%4.64%6.80%

Drawdowns

TWSAX vs. TWCGX - Drawdown Comparison

The maximum TWSAX drawdown since its inception was -46.25%, smaller than the maximum TWCGX drawdown of -59.60%. Use the drawdown chart below to compare losses from any high point for TWSAX and TWCGX.


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Drawdown Indicators


TWSAXTWCGXDifference

Max Drawdown

Largest peak-to-trough decline

-46.25%

-59.60%

+13.35%

Max Drawdown (1Y)

Largest decline over 1 year

-9.77%

-16.69%

+6.92%

Max Drawdown (5Y)

Largest decline over 5 years

-23.64%

-34.92%

+11.28%

Max Drawdown (10Y)

Largest decline over 10 years

-30.07%

-34.92%

+4.85%

Current Drawdown

Current decline from peak

-8.27%

-16.69%

+8.42%

Average Drawdown

Average peak-to-trough decline

-7.82%

-15.34%

+7.52%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.19%

4.78%

-2.59%

Volatility

TWSAX vs. TWCGX - Volatility Comparison

The current volatility for American Century Strategic Allocation: Aggressive Fund (TWSAX) is 4.24%, while American Century Growth Fund (TWCGX) has a volatility of 5.43%. This indicates that TWSAX experiences smaller price fluctuations and is considered to be less risky than TWCGX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


TWSAXTWCGXDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.24%

5.43%

-1.19%

Volatility (6M)

Calculated over the trailing 6-month period

7.64%

12.03%

-4.39%

Volatility (1Y)

Calculated over the trailing 1-year period

13.46%

22.43%

-8.97%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

13.36%

21.58%

-8.22%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

14.03%

21.24%

-7.21%