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ISIN
US0250831304
CUSIP
025083130
Inception Date
Nov 30, 2004
Min. Investment
$2,500
Distribution Policy
Distributing
Asset Class
Equity
Asset Class Size
Large-Cap
Asset Class Style
Blend

Share Price Chart


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Performance

AFDAX Performance Chart

American Century Sustainable Equity Fund (AFDAX) is up 7.1% since the beginning of the year. AFDAX is currently trading at $51 per share. Investors who bought $1,000 worth of AFDAX shares 5 years ago would now be looking at an investment worth $1,638.


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S&P 500 Index

Returns By Period

American Century Sustainable Equity Fund (AFDAX) has returned 7.14% so far this year and 20.89% over the past 12 months. Over the last decade, AFDAX has posted an annualized return of 14.07%, slightly higher than the S&P 500 Index benchmark’s 13.88%.


American Century Sustainable Equity Fund

1D
1.01%
1M
0.95%
YTD
7.14%
6M
6.69%
1Y
20.89%
3Y*
15.56%
5Y*
10.37%
10Y*
14.07%

Benchmark (S&P 500 Index)

1D
-0.37%
1M
-0.01%
YTD
9.16%
6M
8.64%
1Y
25.22%
3Y*
19.78%
5Y*
11.99%
10Y*
13.88%
*Multi-year figures are annualized to reflect compound growth (CAGR)

AFDAX Monthly Returns History

Based on dividend-adjusted daily data since Jan 3, 2005, AFDAX's average daily return is +0.05%, while the average monthly return is +0.94%. At this rate, an investment would double in approximately 6.2 years.

Historically, 64% of months were positive and 36% were negative. The best month was Apr 2020 with a return of +12.3%, while the worst month was Oct 2008 at -16.4%. The longest winning streak lasted 15 consecutive months, and the longest losing streak was 5 months.

On a daily basis, AFDAX closed higher 53% of trading days. The best single day was Oct 13, 2008 with a return of +12.1%, while the worst single day was Mar 16, 2020 at -12.2%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20261.09%-1.19%-5.78%10.56%3.62%-0.64%7.14%
20252.20%-2.64%-6.85%-0.92%6.32%4.82%1.71%2.15%2.78%1.75%0.29%-0.57%10.91%
20241.85%5.56%3.13%-4.78%4.42%3.03%0.47%2.20%1.72%-2.10%5.50%-2.68%19.26%
20236.06%-2.65%3.45%0.88%0.65%5.85%3.53%-1.88%-4.88%-1.85%8.62%4.77%23.90%
2022-6.05%-3.63%2.64%-9.15%-0.76%-7.82%9.32%-4.09%-8.96%8.80%6.38%-5.91%-19.72%
2021-1.36%2.67%3.87%5.56%0.28%2.72%2.69%3.31%-5.08%8.25%-1.28%4.24%28.32%

Benchmark Metrics

American Century Sustainable Equity Fund has an annualized alpha of 1.77%, beta of 0.99, and R2 of 0.99 versus S&P 500 Index. Calculated based on daily prices since January 03, 2005.

  • This fund captured 105.35% of S&P 500 Index gains but only 96.92% of its losses - a favorable profile for investors.
  • With beta of 0.99 and R2 of 0.99, this fund moves broadly in line with S&P 500 Index - much of its variation is explained by market exposure rather than independent behavior.

Alpha
1.77%
Beta
0.99
0.99
Upside Capture
105.35%
Downside Capture
96.92%

Expense Ratio

AFDAX has a high expense ratio of 1.04%, indicating above-average management fees.


Return for Risk

Risk / Return Rank

AFDAX ranks 36 for risk / return — below 36% of mutual funds on our site. The returns aren't fully compensating for the risk involved. This isn't necessarily a dealbreaker, but factor it into your decision — especially if you're risk-averse.


AFDAX Risk / Return Rank: 3636
Overall Rank
AFDAX Sharpe Ratio Rank: 3535
Sharpe Ratio Rank
AFDAX Sortino Ratio Rank: 3333
Sortino Ratio Rank
AFDAX Omega Ratio Rank: 3535
Omega Ratio Rank
AFDAX Calmar Ratio Rank: 3232
Calmar Ratio Rank
AFDAX Martin Ratio Rank: 4545
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 Sustainable Equity Fund (AFDAX) and compare them to S&P 500 Index.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


AFDAXBenchmarkDifference
Sharpe ratioReturn per unit of total volatility

-0.43

Sortino ratioReturn per unit of downside risk

-0.53

Omega ratioGain probability vs. loss probability

1.29

1.37

-0.08

Calmar ratioReturn relative to maximum drawdown

2.01

2.78

-0.77

Martin ratioReturn relative to average drawdown

8.94

12.44

-3.50

Dividends

Dividend History

American Century Sustainable Equity Fund provided a 21.49% dividend yield over the last twelve months, with an annual payout of $10.93 per share. The fund has been increasing its distributions for 3 consecutive years.


0.00%5.00%10.00%15.00%20.00%$0.00$2.00$4.00$6.00$8.00$10.0020152016201720182019202020212022202320242025
Dividends
Dividend Yield
PeriodTTM20252024202320222021202020192018201720162015
Dividend$10.93$10.93$3.39$0.72$0.15$1.03$0.06$0.20$1.98$0.74$0.21$0.17

Dividend yield

21.49%23.02%6.42%1.52%0.38%2.15%0.16%0.63%8.15%2.68%0.93%0.83%

Monthly Dividends

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


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2026$0.00$0.00$0.00$0.00$0.00$0.00$0.00
2025$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$10.93$10.93
2024$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$3.39$3.39
2023$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.72$0.72
2022$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.15$0.15
2021$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$1.03$1.03

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 Sustainable Equity 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 Sustainable Equity Fund was 53.00%, occurring on Mar 9, 2009. Recovery took 769 trading sessions.

The current American Century Sustainable Equity Fund drawdown is 1.30%.


Related event

Drawdown

Fall

Recovery

Underwater

Financial crisis2007–2009
-53.00%Mar 2009
1y 5mo3y 18d
4y 5moOct 2007 - Mar 2012
COVID crash2020
-34.35%Mar 2020
1mo 2d4mo 16d
5mo 18dFeb 2020 - Aug 2020
Bear market2022
-26.67%Sep 2022
9mo 4d1y 3mo
2y 20dDec 2021 - Jan 2024
2025 selloff2025
-20.59%Apr 2025
4mo 4d3mo 16d
7mo 20dDec 2024 - Jul 2025
Rate-hike selloffLate 2018
-20.13%Dec 2018
2mo 23d3mo 19d
6mo 12dOct 2018 - Apr 2019

Drawdown Indicators


AFDAXBenchmarkDifference

Max Drawdown

Largest peak-to-trough decline

-53.00%

-56.78%

+3.78%

Max Drawdown (1Y)

Largest decline over 1 year

-10.20%

-9.10%

-1.10%

Max Drawdown (3Y)

Largest decline over 3 years

-20.59%

-18.90%

-1.69%

Max Drawdown (5Y)

Largest decline over 5 years

-26.67%

-25.43%

-1.24%

Max Drawdown (10Y)

Largest decline over 10 years

-34.35%

-33.92%

-0.43%

Current Drawdown

Current decline from peak

-1.30%

-1.80%

+0.50%

Average Drawdown

Average peak-to-trough decline

-7.51%

-10.71%

+3.20%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.29%

2.03%

+0.26%

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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Portfolio Analyzer

Build a portfolio with AFDAX

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