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ISIN
US0245256930
CUSIP
024525693
Inception Date
Feb 24, 2014
Min. Investment
$2,500
Distribution Policy
Distributing
Asset Class
Bond

Share Price Chart


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Performance

AGEPX Performance Chart

American Beacon Frontier Markets Income Fund (AGEPX) is up 7.6% since the beginning of the year. AGEPX is currently trading at $8 per share. Investors who bought $1,000 worth of AGEPX shares 5 years ago would now be looking at an investment worth $1,470.


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S&P 500 Index

Returns By Period

American Beacon Frontier Markets Income Fund (AGEPX) has returned 7.58% so far this year and 20.07% over the past 12 months. Over the last ten years, AGEPX has returned 7.70% per year, falling short of the S&P 500 Index benchmark, which averaged 13.88% annually.


American Beacon Frontier Markets Income Fund

1D
0.13%
1M
1.90%
YTD
7.58%
6M
8.32%
1Y
20.07%
3Y*
16.73%
5Y*
8.01%
10Y*
7.70%

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)

AGEPX Monthly Returns History

Based on dividend-adjusted daily data since Jan 2, 2015, AGEPX's average daily return is +0.03%, while the average monthly return is +0.57%. At this rate, an investment would double in approximately 10.2 years.

Historically, 68% of months were positive and 32% were negative. The best month was Nov 2022 with a return of +6.8%, while the worst month was Mar 2020 at -14.7%. The longest winning streak lasted 14 consecutive months, and the longest losing streak was 7 months.

On a daily basis, AGEPX closed higher 46% of trading days. The best single day was Sep 2, 2016 with a return of +1.4%, while the worst single day was Mar 12, 2020 at -3.2%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20262.78%1.91%-2.92%3.37%1.09%1.25%7.58%
20252.13%0.58%-0.71%-0.55%3.01%2.98%1.65%0.90%1.62%3.12%0.70%1.98%18.76%
20240.87%2.52%3.60%-0.09%0.61%0.07%0.80%1.52%1.54%1.21%1.23%0.74%15.58%
20233.29%-0.91%-1.55%0.62%1.29%3.66%2.80%-2.20%-0.58%-0.03%3.24%2.75%12.83%
2022-0.85%-3.17%-3.48%-0.58%-1.21%-6.22%-2.36%1.54%-4.37%-0.16%6.81%0.99%-12.84%
20210.24%0.46%-0.54%3.12%1.24%0.40%0.63%2.95%-0.80%-0.65%-2.62%2.17%6.64%

Benchmark Metrics

American Beacon Frontier Markets Income Fund has an annualized alpha of 5.60%, beta of 0.09, and R2 of 0.10 versus S&P 500 Index. Calculated based on daily prices since January 02, 2015.

  • This fund participates in less of S&P 500 Index's moves in both directions, but captures a larger share of gains (33.46%) than losses (28.23%) - typical of diversified or defensive assets.
  • Beta of 0.09 may look defensive, but with R2 of 0.10 this fund is largely uncorrelated with S&P 500 Index - low beta reflects independence, not downside protection. See the Volatility section for a true picture of this fund's risk.
  • R2 of 0.10 means this fund moves largely independently of S&P 500 Index - capture ratios reflect limited market correlation rather than active downside protection. Consider using a more representative benchmark.

Alpha
5.60%
Beta
0.09
0.10
Upside Capture
33.46%
Downside Capture
28.23%

Expense Ratio

AGEPX has a high expense ratio of 1.38%, indicating above-average management fees.


Return for Risk

Risk / Return Rank

AGEPX ranks 98 for risk / return — in the top 98% of mutual funds on our site. This means strong returns relative to risk — exactly what professional investors look for. Well-suited for investors who want to maximize return per unit of risk.


AGEPX Risk / Return Rank: 9898
Overall Rank
AGEPX Sharpe Ratio Rank: 100100
Sharpe Ratio Rank
AGEPX Sortino Ratio Rank: 9999
Sortino Ratio Rank
AGEPX Omega Ratio Rank: 9999
Omega Ratio Rank
AGEPX Calmar Ratio Rank: 9797
Calmar Ratio Rank
AGEPX Martin Ratio Rank: 9898
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 Frontier Markets Income Fund (AGEPX) 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.


AGEPXBenchmarkDifference
Sharpe ratioReturn per unit of total volatility

+3.48

Sortino ratioReturn per unit of downside risk

+6.61

Omega ratioGain probability vs. loss probability

2.47

1.37

+1.10

Calmar ratioReturn relative to maximum drawdown

6.41

2.78

+3.62

Martin ratioReturn relative to average drawdown

28.99

12.44

+16.55

Dividends

Dividend History

American Beacon Frontier Markets Income Fund provided a 9.51% dividend yield over the last twelve months, with an annual payout of $0.74 per share.


7.00%8.00%9.00%10.00%11.00%12.00%$0.00$0.20$0.40$0.60$0.8020152016201720182019202020212022202320242025
Dividends
Dividend Yield
PeriodTTM20252024202320222021202020192018201720162015
Dividend$0.74$0.74$0.84$0.64$0.49$0.63$0.59$0.73$0.80$0.68$0.74$0.59

Dividend yield

9.51%9.79%11.92%9.40%7.26%7.65%7.07%8.38%9.55%7.09%8.28%6.80%

Monthly Dividends

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


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2026$0.00$0.07$0.05$0.07$0.05$0.07$0.31
2025$0.00$0.07$0.06$0.05$0.06$0.07$0.06$0.07$0.06$0.06$0.06$0.13$0.74
2024$0.00$0.06$0.05$0.05$0.06$0.11$0.07$0.07$0.08$0.07$0.08$0.14$0.84
2023$0.00$0.06$0.05$0.05$0.05$0.06$0.05$0.06$0.05$0.05$0.05$0.11$0.64
2022$0.00$0.05$0.05$0.06$0.04$0.05$0.00$0.05$0.05$0.00$0.04$0.10$0.49
2021$0.00$0.05$0.06$0.05$0.05$0.05$0.05$0.05$0.05$0.05$0.05$0.11$0.63

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 Frontier Markets Income 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 Frontier Markets Income Fund was 22.47%, occurring on Oct 21, 2022. Recovery took 341 trading sessions.


Related event

Drawdown

Fall

Recovery

Underwater

Bear market2022
-22.47%Oct 2022
1y 1mo1y 4mo
2y 5moSep 2021 - Mar 2024
COVID crash2020
-17.08%Mar 2020
1mo 2d9mo 12d
10mo 14dFeb 2020 - Dec 2020
2016 correction2016
-11.61%Feb 2016
8mo 11d5mo 6d
1y 1moJun 2015 - Jul 2016
Rate-hike selloffLate 2018
-7.14%Nov 2018
7mo 10d6mo 16d
1y 1moApr 2018 - Jun 2019
2025 selloff2025
-4.80%Apr 2025
1mo 7d1mo 3d
2mo 10dMar 2025 - May 2025

Drawdown Indicators


AGEPXBenchmarkDifference

Max Drawdown

Largest peak-to-trough decline

-22.47%

-56.78%

+34.31%

Max Drawdown (1Y)

Largest decline over 1 year

-3.17%

-9.10%

+5.93%

Max Drawdown (3Y)

Largest decline over 3 years

-4.80%

-18.90%

+14.10%

Max Drawdown (5Y)

Largest decline over 5 years

-22.47%

-25.43%

+2.96%

Max Drawdown (10Y)

Largest decline over 10 years

-22.47%

-33.92%

+11.45%

Current Drawdown

Current decline from peak

0.00%

-1.80%

+1.80%

Average Drawdown

Average peak-to-trough decline

-3.62%

-10.71%

+7.09%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.70%

2.03%

-1.33%

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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