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AADBX vs. TIVFX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

AADBX vs. TIVFX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in American Beacon Balanced Fund (AADBX) and American Beacon Tocqueville International Value Fund (TIVFX). The values are adjusted to include any dividend payments, if applicable.

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AADBX vs. TIVFX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
AADBX
American Beacon Balanced Fund
-0.54%11.65%10.54%12.35%-7.55%16.73%6.30%22.57%-8.11%12.54%
TIVFX
American Beacon Tocqueville International Value Fund
12.18%36.15%3.73%15.43%-20.57%7.53%12.61%19.38%-19.87%24.18%

Returns By Period

In the year-to-date period, AADBX achieves a -0.54% return, which is significantly lower than TIVFX's 12.18% return. Both investments have delivered pretty close results over the past 10 years, with AADBX having a 8.36% annualized return and TIVFX not far behind at 8.08%.


AADBX

1D
1.50%
1M
-3.07%
YTD
-0.54%
6M
1.56%
1Y
9.86%
3Y*
10.75%
5Y*
6.36%
10Y*
8.36%

TIVFX

1D
1.65%
1M
-9.76%
YTD
12.18%
6M
16.65%
1Y
59.68%
3Y*
19.06%
5Y*
8.08%
10Y*
8.08%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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AADBX vs. TIVFX - Expense Ratio Comparison

AADBX has a 0.72% expense ratio, which is lower than TIVFX's 1.20% expense ratio.


Return for Risk

AADBX vs. TIVFX — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

AADBX
AADBX Risk / Return Rank: 4141
Overall Rank
AADBX Sharpe Ratio Rank: 3939
Sharpe Ratio Rank
AADBX Sortino Ratio Rank: 3838
Sortino Ratio Rank
AADBX Omega Ratio Rank: 3737
Omega Ratio Rank
AADBX Calmar Ratio Rank: 4646
Calmar Ratio Rank
AADBX Martin Ratio Rank: 4646
Martin Ratio Rank

TIVFX
TIVFX Risk / Return Rank: 9797
Overall Rank
TIVFX Sharpe Ratio Rank: 9898
Sharpe Ratio Rank
TIVFX Sortino Ratio Rank: 9696
Sortino Ratio Rank
TIVFX Omega Ratio Rank: 9696
Omega Ratio Rank
TIVFX Calmar Ratio Rank: 9898
Calmar Ratio Rank
TIVFX Martin Ratio Rank: 9797
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.

AADBX vs. TIVFX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for American Beacon Balanced Fund (AADBX) and American Beacon Tocqueville International Value Fund (TIVFX). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.


AADBXTIVFXDifference

Sharpe ratio

Return per unit of total volatility

0.90

3.12

-2.21

Sortino ratio

Return per unit of downside risk

1.32

3.55

-2.24

Omega ratio

Gain probability vs. loss probability

1.19

1.55

-0.36

Calmar ratio

Return relative to maximum drawdown

1.27

4.44

-3.17

Martin ratio

Return relative to average drawdown

5.05

17.93

-12.89

AADBX vs. TIVFX - Sharpe Ratio Comparison

The current AADBX Sharpe Ratio is 0.90, which is lower than the TIVFX Sharpe Ratio of 3.12. The chart below compares the historical Sharpe Ratios of AADBX and TIVFX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


AADBXTIVFXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.90

3.12

-2.21

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.55

0.45

+0.10

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.67

0.47

+0.21

Sharpe Ratio (All Time)

Calculated using the full available price history

0.63

0.37

+0.26

Correlation

The correlation between AADBX and TIVFX is 0.57, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Dividends

AADBX vs. TIVFX - Dividend Comparison

AADBX's dividend yield for the trailing twelve months is around 8.29%, more than TIVFX's 7.86% yield.


TTM20252024202320222021202020192018201720162015
AADBX
American Beacon Balanced Fund
8.29%8.77%9.66%2.27%10.60%9.34%13.14%9.00%9.67%7.83%1.87%6.84%
TIVFX
American Beacon Tocqueville International Value Fund
7.86%8.82%10.23%1.66%1.39%3.65%0.34%1.69%1.37%1.28%1.57%3.01%

Drawdowns

AADBX vs. TIVFX - Drawdown Comparison

The maximum AADBX drawdown since its inception was -41.05%, smaller than the maximum TIVFX drawdown of -54.21%. Use the drawdown chart below to compare losses from any high point for AADBX and TIVFX.


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Drawdown Indicators


AADBXTIVFXDifference

Max Drawdown

Largest peak-to-trough decline

-41.05%

-54.21%

+13.16%

Max Drawdown (1Y)

Largest decline over 1 year

-8.37%

-13.21%

+4.84%

Max Drawdown (5Y)

Largest decline over 5 years

-17.79%

-36.31%

+18.52%

Max Drawdown (10Y)

Largest decline over 10 years

-28.13%

-41.51%

+13.38%

Current Drawdown

Current decline from peak

-3.95%

-10.23%

+6.28%

Average Drawdown

Average peak-to-trough decline

-4.77%

-13.45%

+8.68%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.10%

3.27%

-1.17%

Volatility

AADBX vs. TIVFX - Volatility Comparison

The current volatility for American Beacon Balanced Fund (AADBX) is 3.28%, while American Beacon Tocqueville International Value Fund (TIVFX) has a volatility of 7.93%. This indicates that AADBX experiences smaller price fluctuations and is considered to be less risky than TIVFX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


AADBXTIVFXDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.28%

7.93%

-4.65%

Volatility (6M)

Calculated over the trailing 6-month period

6.28%

14.06%

-7.78%

Volatility (1Y)

Calculated over the trailing 1-year period

11.22%

19.68%

-8.46%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

11.63%

18.21%

-6.58%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

12.44%

17.40%

-4.96%