We demonstrate waveguide-integrated silicon-germanium avalanche photodiodes with a maximum responsivity of 15.2 A/W at 16x avalanche gain, and 33 GHz bandwidth. Intensity-modulation-direct-detection (IMDD) and coherent channel reception test demonstrated the APD's performance with higher-order formats, allowing 32 Gbaud PAM-4 and 40 Gbaud 16QAM channel reception without any digital signal processing conventionally used for receiver impairments mitigation.