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American Century Short Duration Fund (ACSNX)
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Fund Info

ISIN
US0249324361
CUSIP
024932436
Inception Date
Nov 30, 2006
Min. Investment
$2,500
Distribution Policy
Distributing
Asset Class
Bond

Share Price Chart


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Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in American Century Short Duration Fund, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.


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S&P 500 Index

Returns By Period

American Century Short Duration Fund (ACSNX) has returned -0.20% so far this year and 3.98% over the past 12 months. Over the last ten years, ACSNX has returned 2.26% per year, falling short of the S&P 500 Index benchmark, which averaged 12.16% annually.


American Century Short Duration Fund

1D
0.20%
1M
-1.01%
YTD
-0.20%
6M
0.99%
1Y
3.98%
3Y*
4.40%
5Y*
2.07%
10Y*
2.26%

Benchmark (S&P 500 Index)

1D
2.91%
1M
-5.09%
YTD
-4.63%
6M
-2.39%
1Y
16.33%
3Y*
16.69%
5Y*
10.18%
10Y*
12.16%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Monthly Returns

Based on dividend-adjusted daily data since Dec 1, 2006, ACSNX's average daily return is +0.01%, while the average monthly return is +0.21%. At this rate, your investment would double in approximately 27.5 years.

Historically, 73% of months were positive and 27% were negative. The best month was Dec 2008 with a return of +1.6%, while the worst month was Mar 2020 at -2.2%. The longest winning streak lasted 19 consecutive months, and the longest losing streak was 4 months.

On a daily basis, ACSNX closed higher 25% of trading days. The best single day was Dec 30, 2011 with a return of +1.2%, while the worst single day was Dec 9, 2011 at -1.0%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20260.36%0.46%-1.01%-0.20%
20250.50%0.70%0.19%0.61%0.20%0.89%0.07%0.80%0.37%0.36%0.46%0.37%5.65%
20240.36%-0.37%0.48%-0.34%0.84%0.47%1.22%0.93%0.86%-0.53%0.39%0.29%4.69%
20230.87%-0.45%1.15%0.39%-0.40%-0.56%0.43%0.35%-0.15%0.27%1.31%1.43%4.72%
2022-0.66%-0.66%-1.37%-0.28%0.16%-1.20%0.30%-0.42%-1.42%-0.30%0.67%0.41%-4.68%
20210.19%0.10%0.12%0.33%0.24%-0.04%0.21%0.02%0.11%-0.19%-0.18%0.05%0.97%

Benchmark Metrics

American Century Short Duration Fund has an annualized alpha of 2.61%, beta of -0.01, and R² of 0.01 versus S&P 500 Index. Calculated based on daily prices since December 04, 2006.

  • This fund captured 7.01% of S&P 500 Index gains and tended to rise during its downturns (downside capture of -2.67%) — a profile typical of hedging or uncorrelated assets.
  • Beta of -0.01 may look defensive, but with R² of 0.01 this fund is largely uncorrelated with S&P 500 Index — low beta reflects independence, not downside protection. See the Volatility section for a true picture of this fund's risk.
  • R² of 0.01 means this fund moves largely independently of S&P 500 Index — capture ratios reflect limited market correlation rather than active downside protection. Consider using a more representative benchmark.

Alpha
2.61%
Beta
-0.01
0.01
Upside Capture
7.01%
Downside Capture
-2.67%

Expense Ratio

ACSNX has an expense ratio of 0.57%, placing it in the medium range.


Return for Risk

Risk / Return Rank

ACSNX ranks 96 for risk / return — in the top 96% of mutual funds on our site. This means strong returns relative to risk — exactly what professional investors look for. Well-suited for investors who want to maximize return per unit of risk.


ACSNX Risk / Return Rank: 9696
Overall Rank
ACSNX Sharpe Ratio Rank: 9595
Sharpe Ratio Rank
ACSNX Sortino Ratio Rank: 9797
Sortino Ratio Rank
ACSNX Omega Ratio Rank: 9696
Omega Ratio Rank
ACSNX Calmar Ratio Rank: 9696
Calmar Ratio Rank
ACSNX Martin Ratio Rank: 9696
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

Return / Risk — by metrics

The table below present risk-adjusted performance metrics for American Century Short Duration Fund (ACSNX) and compare them to a chosen benchmark (S&P 500 Index).


ACSNXBenchmarkDifference

Sharpe ratio

Return per unit of total volatility

2.24

0.90

+1.35

Sortino ratio

Return per unit of downside risk

3.99

1.39

+2.60

Omega ratio

Gain probability vs. loss probability

1.59

1.21

+0.38

Calmar ratio

Return relative to maximum drawdown

3.71

1.40

+2.31

Martin ratio

Return relative to average drawdown

14.92

6.61

+8.32

Explore ACSNX risk-adjusted metrics in detail

Dive deeper into individual metrics with historical trends, benchmark comparisons, and performance across different time periods.

Dividends

Dividend History

American Century Short Duration Fund provided a 4.13% dividend yield over the last twelve months, with an annual payout of $0.40 per share. The fund has been increasing its distributions for 3 consecutive years.


1.00%2.00%3.00%4.00%5.00%$0.00$0.10$0.20$0.30$0.4020152016201720182019202020212022202320242025
Dividends
Dividend Yield
PeriodTTM20252024202320222021202020192018201720162015
Dividend$0.40$0.45$0.45$0.39$0.16$0.18$0.16$0.26$0.25$0.19$0.17$0.18

Dividend yield

4.13%4.55%4.56%3.96%1.60%1.74%1.51%2.59%2.53%1.91%1.62%1.73%

Monthly Dividends

The table displays the monthly dividend distributions for American Century Short Duration Fund. The dividends shown in the table have been adjusted to account for any splits that may have occurred.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2026$0.04$0.04$0.00$0.07
2025$0.04$0.04$0.04$0.04$0.04$0.04$0.04$0.04$0.04$0.04$0.04$0.04$0.45
2024$0.04$0.03$0.04$0.04$0.04$0.04$0.04$0.04$0.03$0.04$0.04$0.04$0.45
2023$0.03$0.03$0.03$0.03$0.03$0.04$0.03$0.03$0.04$0.04$0.04$0.04$0.39
2022$0.01$0.01$0.01$0.01$0.02$0.00$0.00$0.02$0.00$0.02$0.03$0.03$0.16
2021$0.00$0.01$0.01$0.02$0.02$0.02$0.01$0.01$0.01$0.01$0.01$0.05$0.18

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.


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Worst Drawdowns

The table below displays the maximum drawdowns of the American Century Short Duration Fund. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.

The maximum drawdown for the American Century Short Duration Fund was 6.50%, occurring on Oct 20, 2022. Recovery took 393 trading sessions.

The current American Century Short Duration Fund drawdown is 1.01%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-6.5%Oct 4, 2021265Oct 20, 2022393May 15, 2024658
-5.32%Mar 9, 202012Mar 24, 202053Jun 9, 202065
-1.27%Mar 4, 200872Jun 13, 200815Jul 7, 200887
-1.21%Mar 2, 202619Mar 26, 2026
-1.18%Nov 13, 20086Nov 20, 200815Dec 12, 200821

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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