American Century ETF (AVLC) Performance

NYSE Arca: AVLCTotal returns, calendar years, drawdowns and risk since 2023.

AVLC total return

Distributions reinvested · as of Oct 23, 2026
YTD
+15.3%
since Dec 31, 2025
1 year
+18.1%
total return
3 years
+23.9%
a year
Since first price
+22.5%
a year since 2023

AVLC trailing returns vs SPY, QQQ, AGG

AVLC trailing returns
PeriodAVLC total returnPrice onlyS&P 500 (SPY)Nasdaq-100 (QQQ)U.S. bonds (AGG)
1 month−1.0%−1.0%−1.0%−5.0%+0.9%
3 months+1.6%+1.4%+3.2%+1.9%−0.4%
6 months+7.3%+6.8%+7.8%+8.4%−1.5%
YTD+15.3%+14.6%+12.3%+15.1%−1.0%
1 year+18.1%+17.0%+14.4%+15.9%−1.1%
3 years+90.3%+23.9%/yr+84.3%+87.4%+23.3%/yr+101.4%+26.3%/yr+16.6%+5.2%/yr
Since inceptionSep 28, 2023+86.6%+22.5%/yr+80.7%———

Total return from adjusted closes (distributions reinvested, before tax). Periods of 3 years or more are also shown annualized. Price only excludes distributions.

Growth of $10,000: AVLC vs SPY

AVLCS&P 500 (SPY)

From Sep 28, 2023: AVLC grew to $18,658, SPY to $18,389.

Year-end values with distributions reinvested, no taxes or trading costs. Start: first common trading day of both funds.

AVLC returns by calendar year

AVLCSPY

2 of 2 full years positive. Best 2024 (+22.8%), worst 2025 (+17.6%). 2026 is year to date.

AVLC annual returns table

AVLC calendar-year returns
YearAVLCLargest dropSPYQQQAGG
2026YTD+15.3%−8.0%+12.3%+15.1%−1.0%
2025+17.6%−19.6%+17.7%+20.8%+7.2%
2024+22.8%−8.8%+24.9%+25.6%+1.3%

Largest drop = deepest fall from a high within that calendar year.

Calendar-year return vs largest drop within the year

Calendar-year returnLargest drop within the year

Most years include a sizable fall at some point even when the year ends higher.

AVLC largest drawdowns

Now 4.2% below the high
AVLC largest drawdowns
PeakDeclineBottomRecoveredFallUnderwater
Feb 19, 2025−19.6%Apr 8, 2025Jun 27, 202548 days4 months

Declines from a closing high (distributions reinvested) of 10% or more. Underwater = time from the peak until the old high was regained.

AVLC risk statistics

AVLC risk statistics
Statistic3 years
Annualized return+23.3%
Volatility (annualized)12.9%
Sharpe ratio1.37
Sortino ratio2.71
Best month+10.2%
Worst month−6.0%
Best 12 months+37.0%
Worst 12 months+5.0%
Positive months72%
Beta vs S&P 5001.01
Correlation with S&P 5000.98

From monthly total returns. Sharpe and Sortino use 1–3 month T-bills (BIL) as the risk-free rate, so they need history from 2007 on.

AVLC rolling returns

AVLC rolling returns
Holding periodPeriodsWorstMedianBestPositive
1-year26+5.0%+19.5%+37.0%100%
3-year (a year)2+23.3%+23.7%+24.1%100%

Every holding period starting at a month-end since 2023. Returns for 3 years and longer are annualized.

AVLC performance overview

American Century ETF (AVLC) returned +18.1% over the past year, with distributions reinvested. Since its first recorded price in 2023 it has returned +22.5% a year, turning $10,000 into about $18,658. Over the same year S&P 500 (SPY) returned +14.4%.

The deepest decline was −19.6%, from Feb 19, 2025 to Apr 8, 2025, and it took 3 months to get back to the old high. Volatility has been 12.9% a year.

Related: AVLC chart, AVLC holdings, AVLC dividends, AVLC valuation. See the AVLC overview for the latest quote and fund facts.

AVLC performance FAQ

What is the AVLC return over the past year?

AVLC returned +18.1% over the 12 months to October 23, 2026, including reinvested distributions. On price alone it rose 17.0%.

How much would $10,000 invested in AVLC be worth?

$10,000 invested in AVLC at its first recorded close on September 28, 2023 would be worth about $18,658 on October 23, 2026 with distributions reinvested.

What was the worst year for AVLC?

The worst calendar year was 2025, with a total return of +17.6%. The best was 2024 at +22.8%.

What is the biggest drawdown of AVLC?

The largest peak-to-trough decline was −19.6% between February 19, 2025 and April 8, 2025. It recovered to the old high on June 27, 2025, 3 months after the bottom.

How volatile is AVLC?

Over the past 3 years AVLC had an annualized volatility of 12.9% and a Sharpe ratio of 1.37 (excess return over 1–3 month T-bills per unit of risk).