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American Century VP Large Company Value (AVVTX)
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Fund Info

IssuerAmerican Century Investments
Inception DateOct 28, 2004
CategoryLarge Cap Value Equities
Min. Investment$0
Asset ClassEquity

Asset Class Size

Large-Cap

Asset Class Style

Value

Expense Ratio

AVVTX has a high expense ratio of 0.87%, indicating higher-than-average management fees.


Expense ratio chart for AVVTX: current value at 0.87% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.87%

Share Price Chart


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Compare to other instruments

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


American Century VP Large Company Value

Performance

Performance Chart

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


250.00%300.00%350.00%NovemberDecember2024FebruaryMarchApril
276.03%
345.56%
AVVTX (American Century VP Large Company Value)
Benchmark (^GSPC)

S&P 500

Returns By Period

American Century VP Large Company Value had a return of 3.82% year-to-date (YTD) and 7.08% in the last 12 months. Over the past 10 years, American Century VP Large Company Value had an annualized return of 7.74%, while the S&P 500 had an annualized return of 10.37%, indicating that American Century VP Large Company Value did not perform as well as the benchmark.


PeriodReturnBenchmark
Year-To-Date3.82%5.57%
1 month-2.94%-4.16%
6 months14.93%20.07%
1 year7.08%20.82%
5 years (annualized)8.16%11.56%
10 years (annualized)7.74%10.37%

Monthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
20240.94%1.59%4.31%
2023-2.14%6.20%4.23%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of AVVTX is 30, suggesting that the investment has average results relative to the market in terms of risk-adjusted performance. This ranking is determined by the cumulative values of the indicators listed below.


The Risk-Adjusted Performance Rank of AVVTX is 3030
American Century VP Large Company Value(AVVTX)
The Sharpe Ratio Rank of AVVTX is 2727Sharpe Ratio Rank
The Sortino Ratio Rank of AVVTX is 2626Sortino Ratio Rank
The Omega Ratio Rank of AVVTX is 2424Omega Ratio Rank
The Calmar Ratio Rank of AVVTX is 4545Calmar Ratio Rank
The Martin Ratio Rank of AVVTX is 2626Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

Risk-Adjusted Performance Indicators

The charts below present risk-adjusted performance metrics for American Century VP Large Company Value (AVVTX) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.


AVVTX
Sharpe ratio
The chart of Sharpe ratio for AVVTX, currently valued at 0.71, compared to the broader market-1.000.001.002.003.004.000.71
Sortino ratio
The chart of Sortino ratio for AVVTX, currently valued at 1.08, compared to the broader market-2.000.002.004.006.008.0010.001.08
Omega ratio
The chart of Omega ratio for AVVTX, currently valued at 1.12, compared to the broader market0.501.001.502.002.503.001.12
Calmar ratio
The chart of Calmar ratio for AVVTX, currently valued at 0.59, compared to the broader market0.002.004.006.008.0010.000.59
Martin ratio
The chart of Martin ratio for AVVTX, currently valued at 1.79, compared to the broader market0.0010.0020.0030.0040.0050.001.79
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 1.78, compared to the broader market-1.000.001.002.003.004.001.78
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 2.58, compared to the broader market-2.000.002.004.006.008.0010.002.58
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.31, compared to the broader market0.501.001.502.002.503.001.31
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 1.36, compared to the broader market0.002.004.006.008.0010.001.36
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 6.92, compared to the broader market0.0010.0020.0030.0040.0050.006.92

Sharpe Ratio

The current American Century VP Large Company Value Sharpe ratio is 0.71. This value is calculated based on the past 12 months of trading data and takes into account price changes and dividends.

Use the chart below to compare the Sharpe ratio of American Century VP Large Company Value with the selected benchmark, providing insights into the investment's historical performance in terms of risk-adjusted returns. Go to the Sharpe ratio tool for more fine-grained control over the calculation options.


Rolling 12-month Sharpe Ratio-0.500.000.501.001.502.002.503.00NovemberDecember2024FebruaryMarchApril
0.71
1.78
AVVTX (American Century VP Large Company Value)
Benchmark (^GSPC)

Dividends

Dividend History

American Century VP Large Company Value granted a 2.99% dividend yield in the last twelve months. The annual payout for that period amounted to $0.55 per share.


PeriodTTM20232022202120202019201820172016201520142013
Dividend$0.55$0.94$1.36$0.23$0.36$0.66$1.15$1.07$1.15$0.23$0.19$0.17

Dividend yield

2.99%5.19%7.39%1.18%2.15%3.98%8.47%6.71%7.47%1.58%1.23%1.22%

Monthly Dividends

The table displays the monthly dividend distributions for American Century VP Large Company Value. The dividends shown in the table have been adjusted to account for any splits that may have occurred.


JanFebMarAprMayJunJulAugSepOctNovDec
2024$0.00$0.00$0.30
2023$0.00$0.00$0.69$0.00$0.00$0.08$0.00$0.00$0.06$0.00$0.00$0.11
2022$0.00$0.00$1.14$0.00$0.00$0.07$0.00$0.00$0.07$0.00$0.00$0.08
2021$0.00$0.00$0.03$0.00$0.00$0.07$0.00$0.00$0.07$0.00$0.00$0.06
2020$0.00$0.00$0.14$0.00$0.00$0.13$0.00$0.00$0.05$0.00$0.00$0.04
2019$0.00$0.00$0.49$0.00$0.00$0.07$0.00$0.00$0.05$0.00$0.00$0.06
2018$0.00$0.00$0.99$0.00$0.00$0.02$0.00$0.00$0.08$0.00$0.00$0.05
2017$0.00$0.00$0.93$0.00$0.00$0.04$0.00$0.00$0.08$0.00$0.00$0.02
2016$0.00$0.00$0.96$0.00$0.00$0.04$0.00$0.00$0.06$0.00$0.00$0.09
2015$0.00$0.00$0.09$0.00$0.00$0.05$0.00$0.00$0.05$0.00$0.00$0.05
2014$0.00$0.00$0.05$0.00$0.00$0.05$0.00$0.00$0.05$0.00$0.00$0.04
2013$0.04$0.00$0.00$0.04$0.00$0.00$0.05$0.00$0.00$0.04

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way.


-12.00%-10.00%-8.00%-6.00%-4.00%-2.00%0.00%NovemberDecember2024FebruaryMarchApril
-2.94%
-4.16%
AVVTX (American Century VP Large Company Value)
Benchmark (^GSPC)

Worst Drawdowns

The table below displays the maximum drawdowns of the American Century VP Large Company Value. 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 VP Large Company Value was 59.75%, occurring on Mar 9, 2009. Recovery took 1029 trading sessions.

The current American Century VP Large Company Value drawdown is 2.94%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-59.75%Jul 16, 2007415Mar 9, 20091029Apr 11, 20131444
-35.66%Feb 6, 202032Mar 23, 2020172Nov 24, 2020204
-19.04%Jun 24, 2015161Feb 11, 2016134Aug 23, 2016295
-18.52%Jan 29, 2018229Dec 24, 2018122Jun 20, 2019351
-16.66%Apr 21, 2022113Sep 30, 2022314Jan 2, 2024427

Volatility

Volatility Chart

The current American Century VP Large Company Value volatility is 2.90%, representing the average percentage change in the investments's value, either up or down over the past month. The chart below shows the rolling one-month volatility.


1.50%2.00%2.50%3.00%3.50%4.00%4.50%5.00%NovemberDecember2024FebruaryMarchApril
2.90%
3.95%
AVVTX (American Century VP Large Company Value)
Benchmark (^GSPC)