TWVLX vs. SWPPX
Compare and contrast key facts about American Century Value Fund (TWVLX) and Schwab S&P 500 Index Fund (SWPPX).
TWVLX is managed by American Century. It was launched on Sep 1, 1993. SWPPX is a passively managed fund by Charles Schwab that tracks the performance of the S&P 500 Index. It was launched on May 19, 1997.
Performance
TWVLX vs. SWPPX - Performance Comparison
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TWVLX vs. SWPPX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
TWVLX American Century Value Fund | 1.48% | 15.70% | 9.10% | 8.78% | 0.39% | 24.41% | 0.68% | 26.93% | -8.91% | 8.50% |
SWPPX Schwab S&P 500 Index Fund | -7.07% | 17.87% | 24.96% | 26.26% | -18.14% | 28.67% | 18.38% | 31.46% | -4.47% | 21.81% |
Returns By Period
In the year-to-date period, TWVLX achieves a 1.48% return, which is significantly higher than SWPPX's -7.07% return. Over the past 10 years, TWVLX has underperformed SWPPX with an annualized return of 9.92%, while SWPPX has yielded a comparatively higher 13.71% annualized return.
TWVLX
- 1D
- 0.00%
- 1M
- -6.92%
- YTD
- 1.48%
- 6M
- 4.85%
- 1Y
- 12.76%
- 3Y*
- 11.45%
- 5Y*
- 8.81%
- 10Y*
- 9.92%
SWPPX
- 1D
- -0.37%
- 1M
- -7.65%
- YTD
- -7.07%
- 6M
- -4.58%
- 1Y
- 14.43%
- 3Y*
- 17.15%
- 5Y*
- 11.39%
- 10Y*
- 13.71%
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TWVLX vs. SWPPX - Expense Ratio Comparison
TWVLX has a 1.01% expense ratio, which is higher than SWPPX's 0.02% expense ratio.
Return for Risk
TWVLX vs. SWPPX — Risk / Return Rank
TWVLX
SWPPX
TWVLX vs. SWPPX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for American Century Value Fund (TWVLX) and Schwab S&P 500 Index Fund (SWPPX). 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.
| TWVLX | SWPPX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.93 | 0.84 | +0.09 |
Sortino ratioReturn per unit of downside risk | 1.35 | 1.30 | +0.05 |
Omega ratioGain probability vs. loss probability | 1.19 | 1.20 | 0.00 |
Calmar ratioReturn relative to maximum drawdown | 1.12 | 1.06 | +0.06 |
Martin ratioReturn relative to average drawdown | 4.72 | 5.14 | -0.42 |
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
| TWVLX | SWPPX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.93 | 0.84 | +0.09 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.63 | 0.68 | -0.05 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.56 | 0.76 | -0.19 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.57 | 0.48 | +0.09 |
Correlation
The correlation between TWVLX and SWPPX is 0.86, 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
TWVLX vs. SWPPX - Dividend Comparison
TWVLX's dividend yield for the trailing twelve months is around 9.86%, more than SWPPX's 1.19% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
TWVLX American Century Value Fund | 9.86% | 10.07% | 11.14% | 7.34% | 15.07% | 13.94% | 3.49% | 8.70% | 11.82% | 7.24% | 3.22% | 8.56% |
SWPPX Schwab S&P 500 Index Fund | 1.19% | 1.11% | 1.23% | 1.43% | 1.67% | 1.27% | 1.81% | 1.95% | 2.67% | 1.79% | 2.55% | 3.17% |
Drawdowns
TWVLX vs. SWPPX - Drawdown Comparison
The maximum TWVLX drawdown since its inception was -53.19%, roughly equal to the maximum SWPPX drawdown of -55.06%. Use the drawdown chart below to compare losses from any high point for TWVLX and SWPPX.
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Drawdown Indicators
| TWVLX | SWPPX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -53.19% | -55.06% | +1.87% |
Max Drawdown (1Y)Largest decline over 1 year | -11.26% | -12.10% | +0.84% |
Max Drawdown (5Y)Largest decline over 5 years | -17.12% | -24.51% | +7.39% |
Max Drawdown (10Y)Largest decline over 10 years | -39.88% | -33.80% | -6.08% |
Current DrawdownCurrent decline from peak | -6.92% | -8.89% | +1.97% |
Average DrawdownAverage peak-to-trough decline | -6.67% | -10.00% | +3.33% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.68% | 2.49% | +0.19% |
Volatility
TWVLX vs. SWPPX - Volatility Comparison
The current volatility for American Century Value Fund (TWVLX) is 3.10%, while Schwab S&P 500 Index Fund (SWPPX) has a volatility of 4.29%. This indicates that TWVLX experiences smaller price fluctuations and is considered to be less risky than SWPPX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| TWVLX | SWPPX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.10% | 4.29% | -1.19% |
Volatility (6M)Calculated over the trailing 6-month period | 7.55% | 9.11% | -1.56% |
Volatility (1Y)Calculated over the trailing 1-year period | 14.75% | 18.14% | -3.39% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.07% | 16.89% | -2.82% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.71% | 18.19% | -0.48% |