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American Beacon Large Cap Value Fund (AADEX)
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Fund Info

ISIN
US02368A2087
Inception Date
Jul 17, 1987
Min. Investment
$250,000
Distribution Policy
Distributing
Asset Class
Equity
Asset Class Size
Large-Cap
Asset Class Style
Value

Share Price Chart


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Performance

Performance Chart

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


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S&P 500 Index

Returns By Period

American Beacon Large Cap Value Fund (AADEX) has returned -2.12% so far this year and 10.71% over the past 12 months. Over the last ten years, AADEX has returned 11.08% per year, falling short of the S&P 500 Index benchmark, which averaged 12.16% annually.


American Beacon Large Cap Value Fund

1D
-0.15%
1M
-6.59%
YTD
-2.12%
6M
0.91%
1Y
10.71%
3Y*
13.69%
5Y*
9.37%
10Y*
11.08%

Benchmark (S&P 500 Index)

1D
2.91%
1M
-5.09%
YTD
-4.63%
6M
-2.39%
1Y
16.33%
3Y*
16.69%
5Y*
10.18%
10Y*
12.16%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Monthly Returns

Based on dividend-adjusted daily data since Jul 20, 1987, AADEX's average daily return is +0.04%, while the average monthly return is +0.81%. At this rate, your investment would double in approximately 7.2 years.

Historically, 63% of months were positive and 37% were negative. The best month was Nov 2020 with a return of +16.0%, while the worst month was Mar 2020 at -19.6%. The longest winning streak lasted 10 consecutive months, and the longest losing streak was 5 months.

On a daily basis, AADEX closed higher 52% of trading days. The best single day was Dec 20, 2024 with a return of +12.1%, while the worst single day was Oct 19, 1987 at -16.4%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20262.23%2.51%-6.59%-2.12%
20253.95%0.58%-3.05%-3.41%3.76%3.78%-0.04%4.40%1.07%-0.75%1.69%2.15%14.65%
20240.66%3.36%5.57%-4.07%3.50%-0.82%4.78%2.30%0.80%-0.33%5.14%-5.79%15.37%
20236.07%-3.75%-2.05%1.55%-3.67%6.89%4.52%-2.45%-3.49%-2.69%7.11%5.84%13.51%
2022-0.78%-1.68%1.85%-6.52%4.20%-9.59%7.04%-2.38%-9.49%12.20%6.26%-4.11%-5.40%
2021-0.94%8.01%6.31%4.43%2.84%-1.50%0.03%1.99%-3.08%5.95%-4.13%5.96%28.07%

Benchmark Metrics

American Beacon Large Cap Value Fund has an annualized alpha of 1.71%, beta of 0.89, and R² of 0.82 versus S&P 500 Index. Calculated based on daily prices since July 21, 1987.

  • This fund participates in less of S&P 500 Index's moves in both directions, but captures a larger share of gains (96.47%) than losses (93.13%) — typical of diversified or defensive assets.
  • With beta of 0.89 and R² of 0.82, this fund moves broadly in line with S&P 500 Index — much of its variation is explained by market exposure rather than independent behavior.

Alpha
1.71%
Beta
0.89
0.82
Upside Capture
96.47%
Downside Capture
93.13%

Expense Ratio

AADEX has an expense ratio of 0.63%, placing it in the medium range.


Return for Risk

Risk / Return Rank

AADEX ranks 28 for risk / return — below 28% of mutual funds on our site. The returns aren't fully compensating for the risk involved. This isn't necessarily a dealbreaker, but factor it into your decision — especially if you're risk-averse.


AADEX Risk / Return Rank: 2828
Overall Rank
AADEX Sharpe Ratio Rank: 2727
Sharpe Ratio Rank
AADEX Sortino Ratio Rank: 2727
Sortino Ratio Rank
AADEX Omega Ratio Rank: 2828
Omega Ratio Rank
AADEX Calmar Ratio Rank: 2727
Calmar Ratio Rank
AADEX Martin Ratio Rank: 3232
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 Beacon Large Cap Value Fund (AADEX) and compare them to a chosen benchmark (S&P 500 Index).


AADEXBenchmarkDifference

Sharpe ratio

Return per unit of total volatility

0.69

0.90

-0.20

Sortino ratio

Return per unit of downside risk

1.07

1.39

-0.32

Omega ratio

Gain probability vs. loss probability

1.16

1.21

-0.06

Calmar ratio

Return relative to maximum drawdown

0.82

1.40

-0.58

Martin ratio

Return relative to average drawdown

3.52

6.61

-3.08

Explore AADEX risk-adjusted metrics in detail

Dive deeper into individual metrics with historical trends, benchmark comparisons, and performance across different time periods.

Dividends

Dividend History

American Beacon Large Cap Value Fund provided a 12.24% dividend yield over the last twelve months, with an annual payout of $3.23 per share.


2.00%4.00%6.00%8.00%10.00%12.00%14.00%$0.00$1.00$2.00$3.00$4.0020152016201720182019202020212022202320242025
Dividends
Dividend Yield
PeriodTTM20252024202320222021202020192018201720162015
Dividend$3.23$3.23$3.32$1.36$2.82$3.16$3.60$2.72$2.41$3.13$0.82$2.90

Dividend yield

12.24%11.98%12.61%5.28%11.80%11.20%14.65%9.93%10.39%10.73%2.97%11.85%

Monthly Dividends

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


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2026$0.00$0.00$0.00$0.00
2025$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$3.23$3.23
2024$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$3.32$3.32
2023$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$1.36$1.36
2022$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$2.82$2.82
2021$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$3.16$3.16

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 Beacon Large Cap Value Fund. 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 Beacon Large Cap Value Fund was 59.56%, occurring on Mar 9, 2009. Recovery took 975 trading sessions.

The current American Beacon Large Cap Value Fund drawdown is 7.31%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-59.56%Jul 16, 2007416Mar 9, 2009975Jan 22, 20131391
-41.69%Jan 21, 202044Mar 23, 2020172Nov 24, 2020216
-34.06%May 22, 2001346Oct 9, 2002288Dec 1, 2003634
-29.79%Aug 26, 198771Dec 4, 1987364May 15, 1989435
-29.42%May 14, 1999199Feb 25, 2000308May 16, 2001507

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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