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TWVLX vs. TWCUX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

TWVLX vs. TWCUX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in American Century Value Fund (TWVLX) and American Century Ultra Fund (TWCUX). The values are adjusted to include any dividend payments, if applicable.

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TWVLX vs. TWCUX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
TWVLX
American Century Value Fund
2.97%15.70%9.10%8.78%0.39%24.41%0.68%26.93%-8.91%8.50%
TWCUX
American Century Ultra Fund
-8.79%12.66%29.54%43.36%-32.38%23.47%49.79%34.60%0.70%31.65%

Returns By Period

In the year-to-date period, TWVLX achieves a 2.97% return, which is significantly higher than TWCUX's -8.79% return. Over the past 10 years, TWVLX has underperformed TWCUX with an annualized return of 10.08%, while TWCUX has yielded a comparatively higher 16.15% annualized return.


TWVLX

1D
1.47%
1M
-5.13%
YTD
2.97%
6M
6.39%
1Y
14.98%
3Y*
11.99%
5Y*
8.97%
10Y*
10.08%

TWCUX

1D
3.99%
1M
-5.42%
YTD
-8.79%
6M
-7.90%
1Y
14.91%
3Y*
17.99%
5Y*
9.40%
10Y*
16.15%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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TWVLX vs. TWCUX - Expense Ratio Comparison

TWVLX has a 1.01% expense ratio, which is higher than TWCUX's 0.93% expense ratio.


Return for Risk

TWVLX vs. TWCUX — Risk / Return Rank

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

TWVLX
TWVLX Risk / Return Rank: 4646
Overall Rank
TWVLX Sharpe Ratio Rank: 4545
Sharpe Ratio Rank
TWVLX Sortino Ratio Rank: 4444
Sortino Ratio Rank
TWVLX Omega Ratio Rank: 4242
Omega Ratio Rank
TWVLX Calmar Ratio Rank: 4848
Calmar Ratio Rank
TWVLX Martin Ratio Rank: 5252
Martin Ratio Rank

TWCUX
TWCUX Risk / Return Rank: 3131
Overall Rank
TWCUX Sharpe Ratio Rank: 2626
Sharpe Ratio Rank
TWCUX Sortino Ratio Rank: 3131
Sortino Ratio Rank
TWCUX Omega Ratio Rank: 2929
Omega Ratio Rank
TWCUX Calmar Ratio Rank: 3636
Calmar Ratio Rank
TWCUX 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.

TWVLX vs. TWCUX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for American Century Value Fund (TWVLX) and American Century Ultra Fund (TWCUX). 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.


TWVLXTWCUXDifference

Sharpe ratio

Return per unit of total volatility

0.98

0.68

+0.30

Sortino ratio

Return per unit of downside risk

1.42

1.15

+0.27

Omega ratio

Gain probability vs. loss probability

1.20

1.16

+0.05

Calmar ratio

Return relative to maximum drawdown

1.36

1.01

+0.35

Martin ratio

Return relative to average drawdown

5.66

3.53

+2.14

TWVLX vs. TWCUX - Sharpe Ratio Comparison

The current TWVLX Sharpe Ratio is 0.98, which is higher than the TWCUX Sharpe Ratio of 0.68. The chart below compares the historical Sharpe Ratios of TWVLX and TWCUX, 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


TWVLXTWCUXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.98

0.68

+0.30

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.64

0.42

+0.22

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.57

0.74

-0.16

Sharpe Ratio (All Time)

Calculated using the full available price history

0.58

0.51

+0.06

Correlation

The correlation between TWVLX and TWCUX is 0.70, 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.


Dividends

TWVLX vs. TWCUX - Dividend Comparison

TWVLX's dividend yield for the trailing twelve months is around 9.71%, less than TWCUX's 12.69% yield.


TTM20252024202320222021202020192018201720162015
TWVLX
American Century Value Fund
9.71%10.07%11.14%7.34%15.07%13.94%3.49%8.70%11.82%7.24%3.22%8.56%
TWCUX
American Century Ultra Fund
12.69%11.57%3.58%6.09%7.42%6.78%2.80%4.27%8.24%5.85%4.58%5.21%

Drawdowns

TWVLX vs. TWCUX - Drawdown Comparison

The maximum TWVLX drawdown since its inception was -53.19%, smaller than the maximum TWCUX drawdown of -62.11%. Use the drawdown chart below to compare losses from any high point for TWVLX and TWCUX.


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Drawdown Indicators


TWVLXTWCUXDifference

Max Drawdown

Largest peak-to-trough decline

-53.19%

-62.11%

+8.92%

Max Drawdown (1Y)

Largest decline over 1 year

-11.26%

-15.72%

+4.46%

Max Drawdown (5Y)

Largest decline over 5 years

-17.12%

-35.23%

+18.11%

Max Drawdown (10Y)

Largest decline over 10 years

-39.88%

-35.23%

-4.65%

Current Drawdown

Current decline from peak

-5.56%

-12.36%

+6.80%

Average Drawdown

Average peak-to-trough decline

-6.67%

-16.86%

+10.19%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.70%

4.49%

-1.79%

Volatility

TWVLX vs. TWCUX - Volatility Comparison

The current volatility for American Century Value Fund (TWVLX) is 3.58%, while American Century Ultra Fund (TWCUX) has a volatility of 7.21%. This indicates that TWVLX experiences smaller price fluctuations and is considered to be less risky than TWCUX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


TWVLXTWCUXDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.58%

7.21%

-3.63%

Volatility (6M)

Calculated over the trailing 6-month period

7.68%

13.26%

-5.58%

Volatility (1Y)

Calculated over the trailing 1-year period

14.79%

23.37%

-8.58%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.08%

22.59%

-8.51%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.72%

22.03%

-4.31%