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AADEX vs. FXAIX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Key characteristics


AADEXFXAIX
YTD Return8.20%15.35%
1Y Return21.04%27.58%
3Y Return (Ann)7.43%10.35%
5Y Return (Ann)11.29%15.30%
10Y Return (Ann)8.69%12.97%
Sharpe Ratio1.792.41
Daily Std Dev10.92%11.26%
Max Drawdown-59.56%-33.79%
Current Drawdown-2.08%-0.40%

Correlation

-0.50.00.51.00.9

The correlation between AADEX and FXAIX is 0.90, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.

Performance

AADEX vs. FXAIX - Performance Comparison

In the year-to-date period, AADEX achieves a 8.20% return, which is significantly lower than FXAIX's 15.35% return. Over the past 10 years, AADEX has underperformed FXAIX with an annualized return of 8.69%, while FXAIX has yielded a comparatively higher 12.97% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


250.00%300.00%350.00%400.00%2024FebruaryMarchAprilMayJune
260.36%
421.38%
AADEX
FXAIX

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American Beacon Large Cap Value Fund

Fidelity 500 Index Fund

AADEX vs. FXAIX - Expense Ratio Comparison

AADEX has a 0.63% expense ratio, which is higher than FXAIX's 0.02% expense ratio.


AADEX
American Beacon Large Cap Value Fund
Expense ratio chart for AADEX: current value at 0.63% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.63%
Expense ratio chart for FXAIX: current value at 0.02% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.02%

Risk-Adjusted Performance

AADEX vs. FXAIX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for American Beacon Large Cap Value Fund (AADEX) and Fidelity 500 Index Fund (FXAIX). 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.


AADEX
Sharpe ratio
The chart of Sharpe ratio for AADEX, currently valued at 1.79, compared to the broader market-1.000.001.002.003.004.001.79
Sortino ratio
The chart of Sortino ratio for AADEX, currently valued at 2.52, compared to the broader market-2.000.002.004.006.008.0010.0012.002.52
Omega ratio
The chart of Omega ratio for AADEX, currently valued at 1.30, compared to the broader market1.002.003.001.30
Calmar ratio
The chart of Calmar ratio for AADEX, currently valued at 1.90, compared to the broader market0.005.0010.0015.001.90
Martin ratio
The chart of Martin ratio for AADEX, currently valued at 6.16, compared to the broader market0.0020.0040.0060.0080.006.16
FXAIX
Sharpe ratio
The chart of Sharpe ratio for FXAIX, currently valued at 2.41, compared to the broader market-1.000.001.002.003.004.002.41
Sortino ratio
The chart of Sortino ratio for FXAIX, currently valued at 3.39, compared to the broader market-2.000.002.004.006.008.0010.0012.003.39
Omega ratio
The chart of Omega ratio for FXAIX, currently valued at 1.43, compared to the broader market1.002.003.001.43
Calmar ratio
The chart of Calmar ratio for FXAIX, currently valued at 2.33, compared to the broader market0.005.0010.0015.002.33
Martin ratio
The chart of Martin ratio for FXAIX, currently valued at 9.44, compared to the broader market0.0020.0040.0060.0080.009.44

AADEX vs. FXAIX - Sharpe Ratio Comparison

The current AADEX Sharpe Ratio is 1.79, which roughly equals the FXAIX Sharpe Ratio of 2.41. The chart below compares the 12-month rolling Sharpe Ratio of AADEX and FXAIX.


Rolling 12-month Sharpe Ratio0.501.001.502.002.503.002024FebruaryMarchAprilMayJune
1.79
2.41
AADEX
FXAIX

Dividends

AADEX vs. FXAIX - Dividend Comparison

AADEX's dividend yield for the trailing twelve months is around 4.88%, more than FXAIX's 1.27% yield.


TTM20232022202120202019201820172016201520142013
AADEX
American Beacon Large Cap Value Fund
4.88%5.28%11.80%11.20%14.65%9.93%10.39%10.73%2.97%11.85%9.21%1.54%
FXAIX
Fidelity 500 Index Fund
1.27%1.45%1.69%1.22%1.60%2.06%2.72%1.97%2.52%2.83%2.63%1.84%

Drawdowns

AADEX vs. FXAIX - Drawdown Comparison

The maximum AADEX drawdown since its inception was -59.56%, which is greater than FXAIX's maximum drawdown of -33.79%. Use the drawdown chart below to compare losses from any high point for AADEX and FXAIX. For additional features, visit the drawdowns tool.


-5.00%-4.00%-3.00%-2.00%-1.00%0.00%2024FebruaryMarchAprilMayJune
-2.08%
-0.40%
AADEX
FXAIX

Volatility

AADEX vs. FXAIX - Volatility Comparison

American Beacon Large Cap Value Fund (AADEX) has a higher volatility of 3.15% compared to Fidelity 500 Index Fund (FXAIX) at 2.38%. This indicates that AADEX's price experiences larger fluctuations and is considered to be riskier than FXAIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%2.50%3.00%3.50%4.00%2024FebruaryMarchAprilMayJune
3.15%
2.38%
AADEX
FXAIX