- ISIN
- US02368A2087
- Issuer
- American Beacon
- Inception Date
- Jul 17, 1987
- Category
- Large Cap Value Equities
- 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
AADEX Performance Chart
American Beacon Large Cap Value Fund (AADEX) is up 7.4% since the beginning of the year. AADEX is currently trading at $29 per share. Investors who bought $1,000 worth of AADEX shares 5 years ago would now be looking at an investment worth $1,673.
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Returns By Period
American Beacon Large Cap Value Fund (AADEX) has returned 7.35% so far this year and 19.75% over the past 12 months. Over the last ten years, AADEX has returned 11.94% per year, falling short of the S&P 500 Index benchmark, which averaged 13.88% annually.
American Beacon Large Cap Value Fund
- 1D
- -0.10%
- 1M
- 0.80%
- YTD
- 7.35%
- 6M
- 6.56%
- 1Y
- 19.75%
- 3Y*
- 15.78%
- 5Y*
- 10.84%
- 10Y*
- 11.94%
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%
AADEX Monthly Returns History
Based on dividend-adjusted daily data since Jul 20, 1987, AADEX's average daily return is +0.04%, while the average monthly return is +0.83%. At this rate, an investment would double in approximately 7.0 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%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 2.23% | 2.51% | -4.68% | 6.17% | 0.70% | 0.52% | 7.35% | ||||||
| 2025 | 3.95% | 0.58% | -3.05% | -3.41% | 3.76% | 3.78% | -0.04% | 4.40% | 1.07% | -0.75% | 1.69% | 2.15% | 14.65% |
| 2024 | 0.66% | 3.36% | 5.57% | -4.07% | 3.50% | -0.82% | 4.78% | 2.30% | 0.80% | -0.33% | 5.14% | -5.79% | 15.37% |
| 2023 | 6.07% | -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 1.59%, beta of 0.88, and R2 of 0.82 versus S&P 500 Index. Calculated based on daily prices since July 20, 1987.
- This fund participates in less of S&P 500 Index's moves in both directions, but captures a larger share of gains (95.62%) than losses (93.00%) - typical of diversified or defensive assets.
- With beta of 0.88 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
- 1.59%
- Beta
- 0.88
- R²
- 0.82
- Upside Capture
- 95.62%
- Downside Capture
- 93.00%
Expense Ratio
AADEX has an expense ratio of 0.63%, placing it in the medium range.
Return for Risk
Risk / Return Rank
AADEX ranks 44 for risk / return — on par with similar mutual funds. 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.
Return / Risk — by metrics
The table below present risk-adjusted performance metrics for American Beacon Large Cap Value Fund (AADEX) 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.
| AADEX | Benchmark | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.34 | ||
| Sortino ratioReturn per unit of downside risk | -0.31 | ||
| Omega ratioGain probability vs. loss probability | 1.30 | 1.37 | -0.07 |
| Calmar ratioReturn relative to maximum drawdown | 2.71 | 2.78 | -0.07 |
| Martin ratioReturn relative to average drawdown | 9.28 | 12.44 | -3.16 |
Dividends
Dividend History
American Beacon Large Cap Value Fund provided a 11.16% dividend yield over the last twelve months, with an annual payout of $3.23 per share.
| Period | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 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 | 11.16% | 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.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | $0.00 | $0.00 | $0.00 | $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 1.83%.
Related event | Drawdown | Fall | Recovery | Underwater |
|---|---|---|---|---|
Financial crisis2007–2009 | -59.56%Mar 2009 | 1y 7mo | 3y 10mo | 5y 6moJul 2007 - Jan 2013 |
COVID crash2020 | -41.69%Mar 2020 | 2mo 2d | 8mo 6d | 10mo 8dJan 2020 - Nov 2020 |
Dot-com crash2000–2002 | -34.06%Oct 2002 | 1y 4mo | 1y 1mo | 2y 6moMay 2001 - Dec 2003 |
Black Monday1987 | -29.79%Dec 1987 | 3mo 10d | 1y 5mo | 1y 8moAug 1987 - May 1989 |
2000 bear market2000 | -29.42%Feb 2000 | 9mo 17d | 1y 2mo | 2y 3dMay 1999 - May 2001 |
Drawdown Indicators
| AADEX | Benchmark | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -59.56% | -56.78% | -2.78% |
Max Drawdown (1Y)Largest decline over 1 year | -7.31% | -9.10% | +1.79% |
Max Drawdown (3Y)Largest decline over 3 years | -19.24% | -18.90% | -0.34% |
Max Drawdown (5Y)Largest decline over 5 years | -19.67% | -25.43% | +5.76% |
Max Drawdown (10Y)Largest decline over 10 years | -41.69% | -33.92% | -7.77% |
Current DrawdownCurrent decline from peak | -1.83% | -1.80% | -0.03% |
Average DrawdownAverage peak-to-trough decline | -8.02% | -10.71% | +2.69% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.13% | 2.03% | +0.10% |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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