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AMAEX vs. AVSC
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

AMAEX vs. AVSC - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in American Century Small Cap Dividend Fund (AMAEX) and Avantis US Small Cap Equity ETF (AVSC). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, AMAEX achieves a 22.65% return, which is significantly higher than AVSC's 21.34% return.


AMAEX

1D
1.65%
1M
5.04%
YTD
22.65%
6M
20.49%
1Y
29.27%
3Y*
11.44%
5Y*
10Y*

AVSC

1D
0.00%
1M
4.53%
YTD
21.34%
6M
18.56%
1Y
44.03%
3Y*
18.76%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

AMAEX vs. AVSC - Yearly Performance Comparison


2026 (YTD)2025202420232022
AMAEX
American Century Small Cap Dividend Fund
22.65%-4.42%11.05%8.86%-2.96%
AVSC
Avantis US Small Cap Equity ETF
21.34%9.42%7.75%19.68%-1.51%

Correlation

The correlation between AMAEX and AVSC is 0.90, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.90

Correlation (3Y)
Calculated over the trailing 3-year period

0.92

Correlation (All Time)
Calculated using the full available price history since Apr 28, 2022

0.93

The correlation between AMAEX and AVSC has been stable across timeframes, ranging from 0.90 to 0.93 - a consistent structural relationship.

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Return for Risk

AMAEX vs. AVSC — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

AMAEX
AMAEX Risk / Return Rank: 4242
Overall Rank
AMAEX Sharpe Ratio Rank: 4141
Sharpe Ratio Rank
AMAEX Sortino Ratio Rank: 4242
Sortino Ratio Rank
AMAEX Omega Ratio Rank: 3838
Omega Ratio Rank
AMAEX Calmar Ratio Rank: 5656
Calmar Ratio Rank
AMAEX Martin Ratio Rank: 3333
Martin Ratio Rank

AVSC
AVSC Risk / Return Rank: 8282
Overall Rank
AVSC Sharpe Ratio Rank: 7979
Sharpe Ratio Rank
AVSC Sortino Ratio Rank: 8181
Sortino Ratio Rank
AVSC Omega Ratio Rank: 7272
Omega Ratio Rank
AVSC Calmar Ratio Rank: 9191
Calmar Ratio Rank
AVSC Martin Ratio Rank: 8686
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.

AMAEX vs. AVSC - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for American Century Small Cap Dividend Fund (AMAEX) and Avantis US Small Cap Equity ETF (AVSC). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.

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.


AMAEXAVSCDifference
Sharpe ratioReturn per unit of total volatility

-0.69

Sortino ratioReturn per unit of downside risk

-0.94

Omega ratioGain probability vs. loss probability

1.31

1.41

-0.10

Calmar ratioReturn relative to maximum drawdown

2.74

5.61

-2.87

Martin ratioReturn relative to average drawdown

7.07

17.56

-10.49

AMAEX vs. AVSC - Sharpe Ratio Comparison

The current AMAEX Sharpe Ratio is 1.74, which is comparable to the AVSC Sharpe Ratio of 2.43. The chart below compares the historical Sharpe Ratios of AMAEX and AVSC, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

AMAEX vs. AVSC - Drawdown Comparison

The maximum AMAEX drawdown since its inception was -23.97%, smaller than the maximum AVSC drawdown of -28.40%. Use the drawdown chart below to compare losses from any high point for AMAEX and AVSC.


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Drawdown Indicators


AMAEXAVSCDifference

Max Drawdown

Largest peak-to-trough decline

-23.97%

-28.40%

+4.43%

Max Drawdown (1Y)

Largest decline over 1 year

-10.70%

-7.89%

-2.81%

Max Drawdown (3Y)

Largest decline over 3 years

-23.97%

-28.40%

+4.43%

Current Drawdown

Current decline from peak

0.00%

-0.38%

+0.38%

Average Drawdown

Average peak-to-trough decline

-7.37%

-7.36%

-0.01%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.13%

2.51%

+1.62%

Volatility

AMAEX vs. AVSC - Volatility Comparison

The current volatility for American Century Small Cap Dividend Fund (AMAEX) is 4.32%, while Avantis US Small Cap Equity ETF (AVSC) has a volatility of 4.68%. This indicates that AMAEX experiences smaller price fluctuations and is considered to be less risky than AVSC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


AMAEXAVSCDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.32%

4.68%

-0.36%

Volatility (6M)

Calculated over the trailing 6-month period

11.00%

12.00%

-1.00%

Volatility (1Y)

Calculated over the trailing 1-year period

16.82%

18.21%

-1.39%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

19.63%

22.29%

-2.66%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

19.63%

22.29%

-2.66%

AMAEX vs. AVSC - Expense Ratio Comparison

AMAEX has a 1.13% expense ratio, which is higher than AVSC's 0.25% expense ratio.


Dividends

AMAEX vs. AVSC - Dividend Comparison

AMAEX's dividend yield for the trailing twelve months is around 1.76%, more than AVSC's 1.20% yield.


PositionTTM2025202420232022
AMAEX
American Century Small Cap Dividend Fund
1.76%2.57%1.37%1.99%2.56%
AVSC
Avantis US Small Cap Equity ETF
1.20%1.16%1.17%1.42%1.10%

Frequently Asked Questions


AMAEX and AVSC have a correlation of 0.90, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

AVSC has higher volatility (4.68%) compared to AMAEX (4.32%). In terms of maximum drawdown, AMAEX dropped -23.97% vs AVSC's -28.40%.

AVSC currently has the higher Sharpe Ratio (2.43 vs 1.74), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

Portfolio Optimizer

Find the right allocation for AMAEX and AVSC

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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