American Century ETF Trust

10-Year Study

FDG.US · · US · ETF

Executive Summary: American Century ETF Trust has compounded at 18.3% annually over the last 10 years, with a maximum drawdown of 40.9% and an annualized volatility of 26.1%.

1Y CAGR
+28.1%
3Y CAGR
+28.3%
5Y CAGR
+11.5%
10Y CAGR
+18.3%

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 →
40.9%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.73
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
1.44
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
23.2%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2024 · +45.9%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2022 · -35.7%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
83%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
2026-0.1-5.8-4.412.4————————1.1%
20253.4-7.9-8.23.19.16.94.51.14.37.1-4.32.722.1%
20242.59.63.3-4.44.98.5-2.51.73.90.611.40.045.9%
202311.0-3.55.4-1.07.05.94.7-2.0-6.4-4.110.07.037.2%
2022-12.2-2.74.8-15.6-5.7-8.914.1-3.6-8.93.83.1-7.8-35.7%
2021-0.81.4-1.37.7-5.78.11.95.0-5.67.2-4.8-3.48.5%
2020————11.94.910.712.1-4.9-4.514.45.159.1%

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 26.1%. The dominant macroeconomic risk driver is VTI.US, accounting for 113.8% of variance. Idiosyncratic stock-specific factors contribute 2.4%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2020-04-0110000
2020-05-0111191.877682013432
2020-06-0111736.3945614594
2020-07-0112991.988437007562
2020-08-0114567.595825520259
2020-09-0113853.546832471313
2020-10-0113236.119812101373
2020-11-0115136.294924727226
2020-12-0115907.453297954455
2021-01-0115785.793854594514
2021-02-0116010.297221075947
2021-03-0115807.175127592747
2021-04-0117027.618190331817
2021-05-0116059.474148971882
2021-06-0117353.041165364903
2021-07-0117680.17464223785
2021-08-0118555.52395878546
2021-09-0117521.953222050935
2021-10-0118775.964883397228
2021-11-0117872.392286491955
2021-12-0117263.23981877233
2022-01-0115162.957372156023
2022-02-0114756.285559729657
2022-03-0115460.841267567386
2022-04-0113046.425158061062
2022-05-0112307.060737782207
2022-06-0111214.477687572564
2022-07-0112795.622825791801
2022-08-0112341.270774579376
2022-09-0111241.418091550335
2022-10-0111670.75405335483
2022-11-0112028.270319158262
2022-12-0111092.604431482641
2023-01-0112311.336992381852
2023-02-0111875.159023217924
2023-03-0112521.728718684453
2023-04-0112397.075897104762
2023-05-0113262.162202613219
2023-06-0114038.943850638978
2023-07-0114699.625186284342
2023-08-0114404.563618908744
2023-09-0113480.464999925165
2023-10-0112933.532036630397
2023-11-0114231.375307623066
2023-12-0115221.328247441195
2024-01-0115599.776779509897
2024-02-0117100.742143985768
2024-03-0117664.56631294914
2024-04-0116889.965554769202
2024-05-0117718.660933634666
2024-06-0119223.902552710184
2024-07-0118739.402906570253
2024-08-0119063.11537976348
2024-09-0119809.749432861736
2024-10-0119933.760816251477
2024-11-0122201.244817713956
2024-12-0122206.590135963514
2025-01-0122961.349072801095
2025-02-0121154.63150445051
2025-03-0119427.024646193386
2025-04-0120032.114672043343
2025-05-0121851.66100419287
2025-06-0123360.70848986207
2025-07-0124417.1999512507
2025-08-0124682.541549158752
2025-09-0125751.17757361038
2025-10-0127582.8043250039
2025-11-0126407.15502919613
2025-12-0127121.075734607086
2026-01-0127081.52037956036
2026-02-0125512.13494149014
2026-03-0124385.341854483333
2026-04-0127419.558305662405
Annual Return Matrix
YearAnnual Return
20210.08522964018333568
2022-0.3574436462719841
20230.37220508866615254
20240.45891276864728203
20250.2213075293664548
20260.011005557964445023
Total Factor Risk
0.2607467131324489
VTI.US Exposure
1.1384593426017633
VEA.US Exposure
-0.02473221803898731
VWO.US Exposure
0.010095845232505464
QQQ.US Exposure
-0.09870125355320757
VTV.US Exposure
-0.13087007234001163
IJR.US Exposure
-0.03525982540257048
QUAL.US Exposure
-0.02403337083042576
SHV.US Exposure
0.11868594278316703
TLT.US Exposure
0.005715355084097019
LQD.US Exposure
-0.015898921783011118
HYG.US Exposure
-0.006849198591375995
GLD.US Exposure
0.002642611426058742
USO.US Exposure
-0.0022835608725335216
VNQ.US Exposure
0.02042240741490987
BTC-USD.CC Exposure
0.015195767575207202
CPER.US Exposure
-0.0022206297889225597
VIX.INDX Exposure
0.009568180498623643
UUP.US Exposure
0.00024484121735169955
TIP.US Exposure
-0.00372629112628393
Idiosyncratic Exposure
0.023545048493646102
Value Score
37.4
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
0
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
26.1%

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 →31.6x
Dividend YieldDividend YieldAnnual dividend paid per share divided by the current share price — expressed as a percentage income return.Click for full definition →0.00%
Market Cap$668.0B
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
$0
Avg Yield on Cost
0.00%

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 →
+8.1%
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 →
+6.6%
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 →
1.1% 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 →
1.35
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is American Century ETF Trust a high-risk investment?

American Century ETF Trust (FDG.US) has an annualized volatility of 26.1% and experienced a maximum drawdown of 40.9% over the last 10 years. Its primary macro risk driver is VTI.US.

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

Over the past 10 years, FDG.US has generated a Compound Annual Growth Rate (CAGR) of 18.3%. It has had a positive return in 83% 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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