American Century ETF Trust

10-Year Study

AVSC.US · · US · ETF

Executive Summary: American Century ETF Trust has compounded at 9.9% annually over the last 10 years, with a maximum drawdown of 21.0% and an annualized volatility of 18.4%.

1Y CAGR
+39.4%
3Y CAGR
+18.4%
5Y CAGR
+9.9%
10Y CAGR
+9.9%

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 →
21.0%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.37
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
0.84
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
21.6%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2023 · +19.7%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2024 · 7.8%
% 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.
20266.72.4-2.96.5————————12.9%
20252.0-6.4-6.5-4.16.44.81.78.70.8-0.02.20.89.4%
2024-4.54.53.0-6.85.5-2.712.3-2.7-0.7-1.410.9-7.77.8%
20239.5-0.5-6.3-3.3-1.38.78.0-5.2-4.7-5.88.613.119.7%
2022—1.90.5-7.72.1-8.79.9-2.6-9.613.13.4-5.9-6.2%

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 18.4%. The dominant macroeconomic risk driver is IJR.US, accounting for 99.8% of variance. Idiosyncratic stock-specific factors contribute 0.9%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2022-01-0110000
2022-02-0110187.973737769875
2022-03-0110237.942296119494
2022-04-019452.509584632133
2022-05-019648.709990781625
2022-06-018812.452245880466
2022-07-019689.257323425269
2022-08-019441.6909522425
2022-09-018531.889045909318
2022-10-019647.19989001057
2022-11-019976.176469925329
2022-12-019382.684328084042
2023-01-0110269.879800486387
2023-02-0110223.359681210966
2023-03-019575.458833976816
2023-04-019259.780156374316
2023-05-019138.205774895814
2023-06-019935.651676099162
2023-07-0110734.78798861339
2023-08-0110179.521681215474
2023-09-019704.516102858148
2023-10-019138.070541990945
2023-11-019925.914906948492
2023-12-0111229.154411184663
2024-01-0110723.338269334361
2024-02-0111204.970260030337
2024-03-0111544.60770061238
2024-04-0110757.462038996662
2024-05-0111350.571020940815
2024-06-0111046.229368529952
2024-07-0112402.930947824892
2024-08-0112064.307754029378
2024-09-0111983.483554551825
2024-10-0111817.102003926264
2024-11-0113105.961742611215
2024-12-0112100.009240915166
2025-01-0112347.07975811341
2025-02-0111556.89135613811
2025-03-0110803.170760842862
2025-04-0110356.744403048151
2025-05-0111024.141327401116
2025-06-0111551.617272848163
2025-07-0111745.383486709989
2025-08-0112764.566274265853
2025-09-0112863.421527726126
2025-10-0112862.294586852207
2025-11-0113139.792507646293
2025-12-0113239.30138681344
2026-01-0114125.076913714645
2026-02-0114463.159175890678
2026-03-0114041.683289044557
2026-04-0114947.743751676324
Annual Return Matrix
YearAnnual Return
20230.19679550313483385
20240.07755301938524428
20250.09415630378577333
20260.12904324140279178
Total Factor Risk
0.18441197386619576
VTI.US Exposure
0.007788278147809776
VEA.US Exposure
0.022202929804831968
VWO.US Exposure
-0.001593654324235067
QQQ.US Exposure
0.012243588964227012
VTV.US Exposure
0.000233932367014779
IJR.US Exposure
0.9982491289533211
QUAL.US Exposure
-0.05648770401299241
SHV.US Exposure
0.05356429621701701
TLT.US Exposure
-0.002759085372880573
LQD.US Exposure
0.0010746488941691225
HYG.US Exposure
-0.030431570742187653
GLD.US Exposure
-0.002201521288926819
USO.US Exposure
0.0014072909980878193
VNQ.US Exposure
-0.028040183204594275
BTC-USD.CC Exposure
-0.0005777040540781455
CPER.US Exposure
0.0042440830896781625
VIX.INDX Exposure
0.008566652239266712
UUP.US Exposure
0.0013792288128059427
TIP.US Exposure
0.0022940126049483503
Idiosyncratic Exposure
0.00884335190671725
Value Score
44.7
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
12.7
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
18.4%

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 →13.2x
Dividend YieldDividend YieldAnnual dividend paid per share divided by the current share price — expressed as a percentage income return.Click for full definition →1.06%
Market Cap$2.1B
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
$20
Avg Yield on Cost
0.20%
Annual Income Simulation Table
Historical Realised Yields
YearAnnual PayoutYield on CostQuality
2026$19.830.20%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 →
+4.4%
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 →
+12.8%
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 →
1.26
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is American Century ETF Trust a high-risk investment?

American Century ETF Trust (AVSC.US) has an annualized volatility of 18.4% and experienced a maximum drawdown of 21.0% over the last 10 years. Its primary macro risk driver is IJR.US.

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

Over the past 10 years, AVSC.US has generated a Compound Annual Growth Rate (CAGR) of 9.9%. 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.

Run a Full Backtest on American Century ETF Trust

stresstest.pro lets you simulate DCA vs Lump Sum, Monte Carlo projections, portfolio optimisation, and more — all in seconds.

Start a Free Backtest