- ISIN
- US02368A1337
- CUSIP
- 02368A133
- Issuer
- American Beacon
- Inception Date
- Dec 1, 2005
- Category
- Small Cap Growth Equities
- Min. Investment
- $2,500
- Distribution Policy
- Distributing
- Asset Class
- Equity
- Asset Class Size
- Small-Cap
- Asset Class Style
- Growth
Share Price Chart
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Performance
STSGX Performance Chart
American Beacon Stephens Small Cap Growth Fund (STSGX) is up 14.7% since the beginning of the year. STSGX is currently trading at $14 per share. Investors who bought $1,000 worth of STSGX shares 5 years ago would now be looking at an investment worth $1,340.
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Returns By Period
American Beacon Stephens Small Cap Growth Fund (STSGX) has returned 14.69% so far this year and 30.13% over the past 12 months. Over the last ten years, STSGX has returned 12.29% per year, falling short of the S&P 500 Index benchmark, which averaged 13.88% annually.
American Beacon Stephens Small Cap Growth Fund
- 1D
- 2.22%
- 1M
- 1.77%
- YTD
- 14.69%
- 6M
- 11.63%
- 1Y
- 30.13%
- 3Y*
- 17.46%
- 5Y*
- 6.03%
- 10Y*
- 12.29%
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%
STSGX Monthly Returns History
Based on dividend-adjusted daily data since Dec 2, 2005, STSGX's average daily return is +0.05%, while the average monthly return is +0.89%. At this rate, an investment would double in approximately 6.5 years.
Historically, 62% of months were positive and 38% were negative. The best month was Apr 2020 with a return of +17.8%, while the worst month was Oct 2008 at -23.0%. The longest winning streak lasted 8 consecutive months, and the longest losing streak was 5 months.
On a daily basis, STSGX closed higher 53% of trading days. The best single day was Oct 13, 2008 with a return of +10.0%, while the worst single day was Mar 16, 2020 at -13.0%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 3.82% | -0.48% | -5.38% | 12.14% | 4.39% | 0.22% | 14.69% | ||||||
| 2025 | 5.07% | -7.44% | -5.90% | 0.09% | 6.63% | 5.28% | 1.86% | 4.29% | 2.44% | 2.08% | -0.80% | -1.45% | 11.67% |
| 2024 | -1.86% | 9.04% | 2.40% | -5.59% | 3.95% | -0.91% | 3.50% | 2.09% | 0.63% | -1.64% | 10.03% | -5.86% | 15.45% |
| 2023 | 8.96% | -2.01% | -0.49% | -2.45% | -0.60% | 8.19% | 2.34% | -1.19% | -6.01% | -5.01% | 10.04% | 7.66% | 19.21% |
| 2022 | -14.12% | 0.83% | 1.04% | -10.32% | -2.79% | -7.69% | 10.35% | -3.15% | -8.14% | 8.77% | 1.29% | -6.64% | -28.91% |
| 2021 | 2.49% | 3.01% | -2.64% | 5.53% | -2.46% | 3.47% | 1.24% | 2.67% | -2.55% | 6.52% | -4.26% | 1.03% | 14.26% |
Benchmark Metrics
American Beacon Stephens Small Cap Growth Fund has an annualized alpha of 0.35%, beta of 1.06, and R2 of 0.78 versus S&P 500 Index. Calculated based on daily prices since December 02, 2005.
- This fund captured 108.05% of S&P 500 Index gains and 106.99% of its losses - amplifying both gains and losses, but participating more in upside than downside.
- With beta of 1.06 and R2 of 0.78, 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
- 0.35%
- Beta
- 1.06
- R²
- 0.78
- Upside Capture
- 108.05%
- Downside Capture
- 106.99%
Expense Ratio
STSGX has a high expense ratio of 1.30%, indicating above-average management fees.
Return for Risk
Risk / Return Rank
STSGX ranks 33 for risk / return — below 33% 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.
Return / Risk — by metrics
The table below present risk-adjusted performance metrics for American Beacon Stephens Small Cap Growth Fund (STSGX) 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.
| STSGX | Benchmark | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.56 | ||
| Sortino ratioReturn per unit of downside risk | -0.66 | ||
| Omega ratioGain probability vs. loss probability | 1.25 | 1.37 | -0.12 |
| Calmar ratioReturn relative to maximum drawdown | 2.30 | 2.78 | -0.48 |
| Martin ratioReturn relative to average drawdown | 8.16 | 12.44 | -4.28 |
Dividends
Dividend History
American Beacon Stephens Small Cap Growth Fund provided a 10.05% dividend yield over the last twelve months, with an annual payout of $1.39 per share. The fund has been increasing its distributions for 2 consecutive years.
| Period | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Dividend | $1.39 | $1.39 | $0.99 | $0.17 | $1.44 | $3.68 | $1.93 | $1.61 | $5.65 | $0.65 | $0.14 | $0.71 |
Dividend yield | 10.05% | 11.53% | 8.27% | 1.52% | 15.04% | 23.70% | 11.41% | 11.76% | 45.22% | 3.68% | 0.88% | 5.01% |
Monthly Dividends
The table displays the monthly dividend distributions for American Beacon Stephens Small Cap Growth 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 | $1.39 | $1.39 |
| 2024 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.99 | $0.99 |
| 2023 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.17 | $0.17 |
| 2022 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $1.44 | $1.44 |
| 2021 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $3.68 | $3.68 |
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 Stephens Small Cap Growth 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 Stephens Small Cap Growth Fund was 56.50%, occurring on Mar 9, 2009. Recovery took 470 trading sessions.
The current American Beacon Stephens Small Cap Growth Fund drawdown is 0.29%.
Related event | Drawdown | Fall | Recovery | Underwater |
|---|---|---|---|---|
Financial crisis2007–2009 | -56.50%Mar 2009 | 1y 4mo | 1y 10mo | 3y 2moNov 2007 - Jan 2011 |
COVID crash2020 | -37.66%Mar 2020 | 1y 6mo | 2mo 22d | 1y 8moSep 2018 - Jun 2020 |
Bear market2022 | -37.43%Jun 2022 | 7mo 8d | 3y 2mo | 3y 9moNov 2021 - Aug 2025 |
2016 bear market2016 | -29.04%Feb 2016 | 7mo 22d | 1y 11d | 1y 8moJun 2015 - Feb 2017 |
2011 bear market2011 | -27.52%Oct 2011 | 2mo 27d | 5mo 25d | 8mo 22dJul 2011 - Mar 2012 |
Drawdown Indicators
| STSGX | Benchmark | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -56.50% | -56.78% | +0.28% |
Max Drawdown (1Y)Largest decline over 1 year | -12.89% | -9.10% | -3.79% |
Max Drawdown (3Y)Largest decline over 3 years | -24.81% | -18.90% | -5.91% |
Max Drawdown (5Y)Largest decline over 5 years | -37.43% | -25.43% | -12.00% |
Max Drawdown (10Y)Largest decline over 10 years | -37.66% | -33.92% | -3.74% |
Current DrawdownCurrent decline from peak | -0.29% | -1.80% | +1.51% |
Average DrawdownAverage peak-to-trough decline | -11.70% | -10.71% | -0.99% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.64% | 2.03% | +1.61% |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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