American Century ETF Trust

10-Year Study

AVGV.US · · US · ETF

Executive Summary: American Century ETF Trust has compounded at 20.1% annually over the last 10 years, with a maximum drawdown of 9.5% and an annualized volatility of 12.7%.

1Y CAGR
+34.9%
3Y CAGR
+20.1%
5Y CAGR
+20.1%
10Y CAGR
+20.1%

History & Riski10-year historical performance analysis including CAGR, Max Drawdown, Sharpe & Sortino ratios, annual returns, and rolling volatility — all computed from daily market data.

10-Year Growth of $10,000

Max DrawdownMax DrawdownThe largest peak-to-trough decline in the asset's value over the measurement period.Click for full definition →
9.5%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
1.24
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
3.23
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
13.4%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2025 · +22.6%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2024 · 11.3%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
100%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
20266.65.0-5.35.2————————11.5%
20253.3-1.1-2.4-1.55.84.11.04.91.70.12.72.322.6%
2024-1.24.04.8-3.94.5-1.84.40.31.8-1.95.8-5.211.3%
2023——————5.7-3.1-2.8-4.07.67.310.4%

Risk X-RayiA 19-factor macroeconomic risk decomposition showing exactly which market forces (equity beta, rates, inflation, credit, commodity, crypto) drive this asset's volatility. Powered by multivariate regression against daily factor returns.

Risk Profile Insight: This asset has an estimated annualized volatility of 12.7%. The dominant macroeconomic risk driver is VEA.US, accounting for 44.4% of variance. Idiosyncratic stock-specific factors contribute 1.4%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2023-06-0110000
2023-07-0110568.863754229127
2023-08-0110242.799166934203
2023-09-019960.713374328074
2023-10-019559.553503074605
2023-11-0110290.461725895011
2023-12-0111043.493114036171
2024-01-0110909.683978300774
2024-02-0111340.643238749084
2024-03-0111889.071362128434
2024-04-0111429.197639098114
2024-05-0111938.853629022298
2024-06-0111722.067188567571
2024-07-0112243.494760411264
2024-08-0112277.327768585517
2024-09-0112493.064644918053
2024-10-0112258.62083158406
2024-11-0112967.920381300471
2024-12-0112287.185439458672
2025-01-0112687.727920052026
2025-02-0112543.258505585329
2025-03-0112244.873599552186
2025-04-0112066.139003449156
2025-05-0112763.502333736697
2025-06-0113290.013088681993
2025-07-0113427.958741840153
2025-08-0114090.727615472633
2025-09-0114330.727944747652
2025-10-0114346.615464401255
2025-11-0114728.430428304482
2025-12-0115060.216169049796
2026-01-0116056.273100700531
2026-02-0116854.765021114763
2026-03-0115957.49059508228
2026-04-0116795.083923970396
Annual Return Matrix
YearAnnual Return
20240.11261765752737962
20250.22568477893121908
20260.11519540858157962
Total Factor Risk
0.12736029623763512
VTI.US Exposure
0.16428667368453545
VEA.US Exposure
0.44376767517828564
VWO.US Exposure
-0.013176420085688005
QQQ.US Exposure
-0.019598250303261858
VTV.US Exposure
0.2675677575082965
IJR.US Exposure
0.35510911562049496
QUAL.US Exposure
-0.10280279206741409
SHV.US Exposure
0.004381585111694277
TLT.US Exposure
-0.023035068991674547
LQD.US Exposure
0.10067565651606096
HYG.US Exposure
-0.04652215849936575
GLD.US Exposure
0.009116377353227473
USO.US Exposure
-0.0009624422070238999
VNQ.US Exposure
-0.10573225053152681
BTC-USD.CC Exposure
-0.002733275991415639
CPER.US Exposure
-0.007314442940054844
VIX.INDX Exposure
-0.011203595766793185
UUP.US Exposure
-0.02006071609989511
TIP.US Exposure
-0.006247994023390516
Idiosyncratic Exposure
0.014484566534909095
Value Score
44.8
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
21.2
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
12.7%

FundamentalsiCompany financial health metrics: P/E valuation, dividend yield, Piotroski F-Score (9-point profitability signal), Altman Z-Score (bankruptcy risk proxy), and a radar chart across 6 fundamental dimensions. Note: ETFs may show N/A for some metrics.

Fundamental Dimensions

Core Valuation

P/E Ratio (TTM)P/E RatioPrice-to-Earnings ratio — the market price of a stock divided by its earnings per share, a key valuation measure.Click for full definition →12.9x
Dividend YieldDividend YieldAnnual dividend paid per share divided by the current share price — expressed as a percentage income return.Click for full definition →1.77%
Market Cap$22.3B
Piotroski F-ScorePiotroski F-ScoreA 9-point scoring system evaluating a company's financial strength across profitability, leverage, and operating efficiency.Click for full definition →
9-point profitability signal
0.0/ 9
Weak
Altman Z-ScoreAltman Z-ScoreA bankruptcy prediction model that combines 5 financial ratios into a single score indicating financial distress risk.Click for full definition →
Bankruptcy risk proxy
1.18
Distress Zone
Income Simulation

Based on $10,000 initial investment.

Total Income Generated
$34
Avg Yield on Cost
0.34%
Annual Income Simulation Table
Historical Realised Yields
YearAnnual PayoutYield on CostQuality
2026$34.020.34%Solid

Momentum & MacroiPrice momentum indicators relative to key technical levels: distance from 50-Day SMA (intermediate trend), 200-Day SMA (long-term trend), 52-Week High (bullish proximity), and Beta (market sensitivity coefficient).

vs 50-Day SMAMoving Averages (SMA)A rolling average of an asset's price over a defined window — used to identify trends and momentum signals.Click for full definition →
+2.8%
Above/below 50-day moving average
vs 200-Day SMAMoving Averages (SMA)A rolling average of an asset's price over a defined window — used to identify trends and momentum signals.Click for full definition →
+12.5%
Above/below 200-day moving average
vs 52-Week High52-Week HighThe highest price an asset reached in the past 52 weeks — a key reference for momentum and valuation context.Click for full definition →
0.8% from high
Distance from 52-week high
BetaBetaA measure of an asset's sensitivity to broad market movements relative to a benchmark (e.g. S&P 500).Click for full definition →
1.00
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is American Century ETF Trust a high-risk investment?

American Century ETF Trust (AVGV.US) has an annualized volatility of 12.7% and experienced a maximum drawdown of 9.5% over the last 10 years. Its primary macro risk driver is VEA.US.

What is the 10-year return of AVGV.US?

Over the past 10 years, AVGV.US has generated a Compound Annual Growth Rate (CAGR) of 20.1%. It has had a positive return in 100% of the years measured.

Data Methodology & Trust

The risk and return information on this page is pre-calculated mathematically using daily market data spanning a 10-year period. Fundamentals (such as P/E Ratio, Market Cap, and Dividend Yield) represent trailing averages and may not immediately reflect real-time live market fluctuations. Advanced scoring models like the Piotroski F-Score and Altman Z-Score are proxies applied to publicly available trailing-twelve-month financial statements and may not account for recent off-balance-sheet events, qualitative company shifts, or sector-specific capital structures. Macroeconomic factor exposures are estimated via multivariate regression against standard market indices. This data is provided for quantitative insight and backtesting research, and should not be misconstrued as tailored financial advice.

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