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American Century Low Volatility ETF (LVOL)
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

ETF Info

IssuerAmerican Century Investments
Inception DateJan 12, 2021
RegionNorth America (U.S.)
CategoryLarge Cap Blend Equities, Actively Managed
Index TrackedNo Index (Active)
Home Pageipro.americancentury.com
Asset ClassEquity

Asset Class Style

Blend

Expense Ratio

The American Century Low Volatility ETF has a high expense ratio of 0.29%, indicating higher-than-average management fees.


Expense ratio chart for LVOL: current value at 0.29% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.29%

Share Price Chart


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Compare to other instruments

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American Century Low Volatility ETF

Popular comparisons: LVOL vs. SPY

Performance

Performance Chart

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


0.00%5.00%10.00%15.00%20.00%25.00%NovemberDecember2024FebruaryMarchApril
16.55%
22.03%
LVOL (American Century Low Volatility ETF)
Benchmark (^GSPC)

S&P 500

Returns By Period

American Century Low Volatility ETF had a return of 3.26% year-to-date (YTD) and 16.33% in the last 12 months.


PeriodReturnBenchmark
Year-To-Date3.26%5.84%
1 month-2.63%-2.98%
6 months16.55%22.02%
1 year16.33%24.47%
5 years (annualized)N/A11.44%
10 years (annualized)N/A10.46%

Monthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
20242.81%3.08%1.47%
2023-4.47%-0.56%7.42%3.67%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of LVOL is 74, 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 LVOL is 7474
American Century Low Volatility ETF(LVOL)
The Sharpe Ratio Rank of LVOL is 7676Sharpe Ratio Rank
The Sortino Ratio Rank of LVOL is 7777Sortino Ratio Rank
The Omega Ratio Rank of LVOL is 7474Omega Ratio Rank
The Calmar Ratio Rank of LVOL is 7070Calmar Ratio Rank
The Martin Ratio Rank of LVOL is 7171Martin 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 Low Volatility ETF (LVOL) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.


LVOL
Sharpe ratio
The chart of Sharpe ratio for LVOL, currently valued at 1.65, compared to the broader market-1.000.001.002.003.004.001.65
Sortino ratio
The chart of Sortino ratio for LVOL, currently valued at 2.48, compared to the broader market-2.000.002.004.006.008.002.48
Omega ratio
The chart of Omega ratio for LVOL, currently valued at 1.29, compared to the broader market1.001.502.001.29
Calmar ratio
The chart of Calmar ratio for LVOL, currently valued at 1.21, compared to the broader market0.002.004.006.008.0010.001.21
Martin ratio
The chart of Martin ratio for LVOL, currently valued at 5.90, compared to the broader market0.0010.0020.0030.0040.0050.0060.005.90
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 2.05, compared to the broader market-1.000.001.002.003.004.002.05
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 2.98, compared to the broader market-2.000.002.004.006.008.002.98
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.36, compared to the broader market1.001.502.001.36
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 1.55, compared to the broader market0.002.004.006.008.0010.001.55
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 8.05, compared to the broader market0.0010.0020.0030.0040.0050.0060.008.05

Sharpe Ratio

The current American Century Low Volatility ETF Sharpe ratio is 1.65. A Sharpe ratio greater than 1.0 is considered acceptable.


Rolling 12-month Sharpe Ratio0.501.001.502.002.503.00NovemberDecember2024FebruaryMarchApril
1.65
2.05
LVOL (American Century Low Volatility ETF)
Benchmark (^GSPC)

Dividends

Dividend History

American Century Low Volatility ETF granted a 1.47% dividend yield in the last twelve months. The annual payout for that period amounted to $0.73 per share.


PeriodTTM202320222021
Dividend$0.73$0.71$0.67$0.49

Dividend yield

1.47%1.48%1.58%1.00%

Monthly Dividends

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


JanFebMarAprMayJunJulAugSepOctNovDec
2024$0.00$0.00$0.16
2023$0.00$0.00$0.14$0.00$0.00$0.16$0.00$0.00$0.20$0.00$0.00$0.22
2022$0.00$0.00$0.12$0.00$0.00$0.20$0.00$0.00$0.17$0.00$0.00$0.17
2021$0.09$0.00$0.00$0.14$0.00$0.00$0.12$0.00$0.00$0.15

Drawdowns

Drawdowns Chart

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


-15.00%-10.00%-5.00%0.00%NovemberDecember2024FebruaryMarchApril
-3.97%
-3.92%
LVOL (American Century Low Volatility ETF)
Benchmark (^GSPC)

Worst Drawdowns

The table below displays the maximum drawdowns of the American Century Low Volatility ETF. 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 Low Volatility ETF was 22.37%, occurring on Sep 30, 2022. Recovery took 322 trading sessions.

The current American Century Low Volatility ETF drawdown is 3.97%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-22.37%Dec 30, 2021190Sep 30, 2022322Jan 12, 2024512
-6.71%Sep 7, 202120Oct 4, 202122Nov 3, 202142
-5.98%Feb 16, 202113Mar 4, 202116Mar 26, 202129
-4.88%Apr 1, 202414Apr 18, 2024
-4.1%Nov 17, 202110Dec 1, 20217Dec 10, 202117

Volatility

Volatility Chart

The current American Century Low Volatility ETF volatility is 2.68%, 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
2.68%
3.60%
LVOL (American Century Low Volatility ETF)
Benchmark (^GSPC)