American Century ETF Trust - Avantis U.S. Large Cap Value ETF

10-Year Study

AVLV.US · · US · ETF

Executive Summary: American Century ETF Trust - Avantis U.S. Large Cap Value ETF has compounded at 14.0% annually over the last 10 years, with a maximum drawdown of 17.0% and an annualized volatility of 13.3%.

1Y CAGR
+33.3%
3Y CAGR
+22.0%
5Y CAGR
+14.0%
10Y CAGR
+14.0%

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 →
17.0%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.65
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
1.16
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
17.0%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2024 · +17.5%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2022 · -5.5%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
80%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
20266.93.5-3.85.0————————11.7%
20254.2-1.2-4.8-4.25.14.31.73.31.10.62.71.915.1%
20240.45.55.4-5.13.8-0.32.70.91.50.18.1-5.817.5%
20237.0-3.1-1.20.2-3.48.35.0-2.5-3.2-3.77.36.717.4%
2022-3.0-0.94.1-5.93.3-11.98.1-1.8-8.713.06.7-5.7-5.5%
2021—————————6.3-1.23.68.9%

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 13.3%. The dominant macroeconomic risk driver is VTI.US, accounting for 72.0% of variance. Idiosyncratic stock-specific factors contribute 3.2%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2021-09-0110000
2021-10-0110634.767688003069
2021-11-0110510.021513164418
2021-12-0110886.458777931544
2022-01-0110565.140913382567
2022-02-0110474.777000314722
2022-03-0110900.51347051748
2022-04-0110253.264698147454
2022-05-0110596.031058283861
2022-06-019339.817461446597
2022-07-0110097.542153299619
2022-08-019911.145026320215
2022-09-019048.635272104884
2022-10-0110221.98654026066
2022-11-0110902.367310337098
2022-12-0110283.357260800774
2023-01-0111006.613465775099
2023-02-0110664.450681393915
2023-03-0110532.159809614961
2023-04-0110554.81545671284
2023-05-0110198.317748145082
2023-06-0111046.255459127144
2023-07-0111603.248099814185
2023-08-0111315.428689680148
2023-09-0110955.331082858018
2023-10-0110547.74499786593
2023-11-0111317.196304391877
2023-12-0112075.869472431677
2024-01-0112121.870567490549
2024-02-0112792.9821384689
2024-03-0113481.489624963893
2024-04-0112797.552069187026
2024-05-0113280.089329211773
2024-06-0113238.270151885527
2024-07-0113594.293622359894
2024-08-0113720.699630525412
2024-09-0113926.238731456213
2024-10-0113943.160408879461
2024-11-0115066.479558182546
2024-12-0114187.479252083414
2025-01-0114786.679083082201
2025-02-0114608.19310975163
2025-03-0113911.666688222944
2025-04-0113333.527339826083
2025-05-0114011.924932421072
2025-06-0114612.849265577643
2025-07-0114861.371582791191
2025-08-0115345.52556358886
2025-09-0115518.838030446084
2025-10-0115611.185120995382
2025-11-0116033.192355281933
2025-12-0116333.191061905314
2026-01-0117454.117464464478
2026-02-0118059.84884738587
2026-03-0117376.51486736423
2026-04-0118238.76594625589
Annual Return Matrix
YearAnnual Return
2022-0.05539923766150179
20230.1743119650684315
20240.17486192480569507
20250.15123982010453374
20260.11666886630592588
Total Factor Risk
0.13255424318402625
VTI.US Exposure
0.7201329352707222
VEA.US Exposure
0.19463383369949863
VWO.US Exposure
-0.07658871771452273
QQQ.US Exposure
-0.23141840284119117
VTV.US Exposure
0.146906522177758
IJR.US Exposure
0.2447887273971159
QUAL.US Exposure
0.0964331490527942
SHV.US Exposure
0.0000054479912714412326
TLT.US Exposure
0.0008188046120132355
LQD.US Exposure
0.07420356687017501
HYG.US Exposure
-0.06142580705193159
GLD.US Exposure
-0.004206712030370529
USO.US Exposure
0.012858890332208626
VNQ.US Exposure
-0.08031735204134051
BTC-USD.CC Exposure
-0.0036249135989165253
CPER.US Exposure
0.034331858287407896
VIX.INDX Exposure
-0.07328626793840211
UUP.US Exposure
-0.016102983605907242
TIP.US Exposure
-0.01059939518238071
Idiosyncratic Exposure
0.03245681631399798
Value Score
43.8
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
14.4
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
13.3%

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 →15.4x
Dividend YieldDividend YieldAnnual dividend paid per share divided by the current share price — expressed as a percentage income return.Click for full definition →1.20%
Market Cap$108.5B
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
$50
Avg Yield on Cost
0.50%
Annual Income Simulation Table
Historical Realised Yields
YearAnnual PayoutYield on CostQuality
2026$49.580.50%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 →
+2.9%
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 →
0.0% 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 →
0.96
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is American Century ETF Trust - Avantis U.S. Large Cap Value ETF a high-risk investment?

American Century ETF Trust - Avantis U.S. Large Cap Value ETF (AVLV.US) has an annualized volatility of 13.3% and experienced a maximum drawdown of 17.0% over the last 10 years. Its primary macro risk driver is VTI.US.

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

Over the past 10 years, AVLV.US has generated a Compound Annual Growth Rate (CAGR) of 14.0%. It has had a positive return in 80% 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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