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ISIN
US0250722081
CUSIP
025072208
Inception Date
Jan 11, 2018
Region
North America (U.S.)
Leveraged
1x (No leverage)
Index Tracked
iSTOXX American Century USA Quality Value Index
Domicile
United States
Distribution Policy
Distributing
Asset Class
Equity
Asset Class Size
Large-Cap
Asset Class Style
Value
Assets Under Management
$311M

Share Price Chart


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Performance

VALQ Performance Chart

American Century STOXX U.S. Quality Value ETF (VALQ) is up 4.8% since the beginning of the year. VALQ is currently trading at $69 per share. Investors who bought $1,000 worth of VALQ shares 5 years ago would now be looking at an investment worth $1,546.


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S&P 500 Index

Returns By Period

American Century STOXX U.S. Quality Value ETF (VALQ) has returned 4.80% so far this year and 15.85% over the past 12 months.


American Century STOXX U.S. Quality Value ETF

1D
0.12%
1M
0.12%
YTD
4.80%
6M
3.92%
1Y
15.85%
3Y*
14.48%
5Y*
9.10%
10Y*

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)

VALQ Monthly Returns History

Based on dividend-adjusted daily data since Jan 16, 2018, VALQ's average daily return is +0.04%, while the average monthly return is +0.80%. At this rate, an investment would double in approximately 7.2 years.

Historically, 62% of months were positive and 38% were negative. The best month was Nov 2020 with a return of +11.8%, while the worst month was Mar 2020 at -16.8%. The longest winning streak lasted 7 consecutive months, and the longest losing streak was 3 months.

On a daily basis, VALQ closed higher 52% of trading days. The best single day was Mar 24, 2020 with a return of +8.4%, while the worst single day was Mar 16, 2020 at -10.7%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20263.70%1.01%-5.86%2.79%3.99%-0.58%4.80%
20254.12%-0.53%-3.39%-2.78%2.62%2.89%-1.07%4.19%1.31%-0.32%1.90%1.50%10.58%
20242.29%3.42%4.15%-6.09%3.53%0.53%3.92%3.28%2.38%-2.28%6.41%-5.17%16.71%
20234.44%-3.07%0.17%-0.07%-3.04%7.70%1.77%-0.49%-3.13%-2.68%7.16%5.17%13.87%
2022-3.26%-1.29%3.50%-4.09%3.09%-10.04%5.82%-3.65%-9.72%11.17%6.93%-4.09%-7.73%
20210.20%4.31%7.28%4.11%1.80%-0.60%2.13%2.17%-5.15%3.10%-1.04%6.51%27.05%

Benchmark Metrics

American Century STOXX U.S. Quality Value ETF has an annualized alpha of -1.28%, beta of 0.82, and R2 of 0.81 versus S&P 500 Index. Calculated based on daily prices since January 16, 2018.

  • This ETF participated in 96.97% of S&P 500 Index downside but only 83.35% of its upside - more exposed to losses than it benefited from rallies.

Alpha
-1.28%
Beta
0.82
0.81
Upside Capture
83.35%
Downside Capture
96.97%

Expense Ratio

VALQ has an expense ratio of 0.29%, placing it in the medium range.


Return for Risk

Risk / Return Rank

VALQ ranks 40 for risk / return — on par with similar ETFs. You're getting a typical balance of risk and reward. Not a standout, but not a red flag either — a reasonable choice if other factors align with your goals.


VALQ Risk / Return Rank: 4040
Overall Rank
VALQ Sharpe Ratio Rank: 4141
Sharpe Ratio Rank
VALQ Sortino Ratio Rank: 4242
Sortino Ratio Rank
VALQ Omega Ratio Rank: 3939
Omega Ratio Rank
VALQ Calmar Ratio Rank: 4141
Calmar Ratio Rank
VALQ Martin Ratio Rank: 3838
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 STOXX U.S. Quality Value ETF (VALQ) 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.


VALQBenchmarkDifference
Sharpe ratioReturn per unit of total volatility

-0.61

Sortino ratioReturn per unit of downside risk

-0.67

Omega ratioGain probability vs. loss probability

1.25

1.37

-0.12

Calmar ratioReturn relative to maximum drawdown

2.03

2.78

-0.76

Martin ratioReturn relative to average drawdown

5.75

12.44

-6.69

Dividends

Dividend History

American Century STOXX U.S. Quality Value ETF provided a 2.34% dividend yield over the last twelve months, with an annual payout of $1.60 per share. The fund has been increasing its distributions for 2 consecutive years.


1.60%1.80%2.00%2.20%2.40%2.60%2.80%$0.00$0.20$0.40$0.60$0.80$1.00$1.2020182019202020212022202320242025
Dividends
Dividend Yield
PeriodTTM20252024202320222021202020192018
Dividend$1.60$1.24$0.97$0.93$1.29$0.84$0.88$1.00$0.84

Dividend yield

2.34%1.88%1.58%1.76%2.71%1.58%2.08%2.31%2.35%

Monthly Dividends

The table displays the monthly dividend distributions for American Century STOXX U.S. Quality Value ETF. The dividends shown in the table have been adjusted to account for any splits that may have occurred.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2026$0.00$0.00$0.20$0.00$0.00$0.40$0.61
2025$0.00$0.00$0.24$0.00$0.00$0.35$0.00$0.00$0.33$0.00$0.00$0.32$1.24
2024$0.00$0.00$0.21$0.00$0.00$0.25$0.00$0.00$0.23$0.00$0.00$0.27$0.97
2023$0.00$0.00$0.26$0.00$0.00$0.25$0.00$0.00$0.19$0.00$0.00$0.23$0.93
2022$0.00$0.00$0.25$0.00$0.00$0.33$0.00$0.00$0.36$0.00$0.00$0.34$1.29
2021$0.00$0.00$0.15$0.00$0.00$0.22$0.00$0.00$0.21$0.00$0.00$0.27$0.84

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 STOXX U.S. Quality Value 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 STOXX U.S. Quality Value ETF was 38.19%, occurring on Mar 23, 2020. Recovery took 200 trading sessions.

The current American Century STOXX U.S. Quality Value ETF drawdown is 1.57%.


Related event

Drawdown

Fall

Recovery

Underwater

COVID crash2020
-38.19%Mar 2020
1mo 9d9mo 19d
10mo 28dFeb 2020 - Jan 2021
Bear market2022
-20.19%Sep 2022
5mo 12d1y 2mo
1y 7moApr 2022 - Dec 2023
Rate-hike selloffLate 2018
-18.24%Dec 2018
3mo 1d8mo 21d
11mo 22dSep 2018 - Sep 2019
2025 selloff2025
-15.62%Apr 2025
4mo 6d4mo 7d
8mo 13dDec 2024 - Aug 2025
2018 pullback2018
-9.45%Feb 2018
11d6mo 9d
6mo 20dJan 2018 - Aug 2018

Drawdown Indicators


VALQBenchmarkDifference

Max Drawdown

Largest peak-to-trough decline

-38.19%

-56.78%

+18.59%

Max Drawdown (1Y)

Largest decline over 1 year

-7.85%

-9.10%

+1.25%

Max Drawdown (3Y)

Largest decline over 3 years

-15.62%

-18.90%

+3.28%

Max Drawdown (5Y)

Largest decline over 5 years

-20.19%

-25.43%

+5.24%

Max Drawdown (10Y)

Largest decline over 10 years

-33.92%

Current Drawdown

Current decline from peak

-1.57%

-1.80%

+0.23%

Average Drawdown

Average peak-to-trough decline

-4.92%

-10.71%

+5.79%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.76%

2.03%

+0.73%

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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Portfolio Analyzer

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