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

Correlation

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.


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Performance

AADEX vs. FXAIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in American Beacon Large Cap Value Fund (AADEX) and Fidelity 500 Index Fund (FXAIX). The values are adjusted to include any dividend payments, if applicable.

-5.00%0.00%5.00%10.00%AugustSeptemberOctoberNovemberDecember2025
-4.75%
6.66%
AADEX
FXAIX

Key characteristics

Sharpe Ratio

AADEX:

0.22

FXAIX:

2.16

Sortino Ratio

AADEX:

0.35

FXAIX:

2.88

Omega Ratio

AADEX:

1.06

FXAIX:

1.40

Calmar Ratio

AADEX:

0.20

FXAIX:

3.26

Martin Ratio

AADEX:

0.85

FXAIX:

14.06

Ulcer Index

AADEX:

3.89%

FXAIX:

1.96%

Daily Std Dev

AADEX:

15.09%

FXAIX:

12.72%

Max Drawdown

AADEX:

-59.56%

FXAIX:

-33.79%

Current Drawdown

AADEX:

-15.99%

FXAIX:

-2.87%

Returns By Period

In the year-to-date period, AADEX achieves a 0.57% return, which is significantly higher than FXAIX's 0.48% return. Over the past 10 years, AADEX has underperformed FXAIX with an annualized return of 8.00%, while FXAIX has yielded a comparatively higher 13.06% annualized return.


AADEX

YTD

0.57%

1M

-14.50%

6M

-4.75%

1Y

2.56%

5Y*

7.77%

10Y*

8.00%

FXAIX

YTD

0.48%

1M

-2.87%

6M

6.66%

1Y

25.76%

5Y*

14.36%

10Y*

13.06%

*Annualized

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AADEX vs. FXAIX - Expense Ratio Comparison

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


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 Rank

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

AADEX
The Risk-Adjusted Performance Rank of AADEX is 2020
Overall Rank
The Sharpe Ratio Rank of AADEX is 1818
Sharpe Ratio Rank
The Sortino Ratio Rank of AADEX is 1717
Sortino Ratio Rank
The Omega Ratio Rank of AADEX is 2121
Omega Ratio Rank
The Calmar Ratio Rank of AADEX is 2424
Calmar Ratio Rank
The Martin Ratio Rank of AADEX is 2020
Martin Ratio Rank

FXAIX
The Risk-Adjusted Performance Rank of FXAIX is 9292
Overall Rank
The Sharpe Ratio Rank of FXAIX is 9191
Sharpe Ratio Rank
The Sortino Ratio Rank of FXAIX is 9090
Sortino Ratio Rank
The Omega Ratio Rank of FXAIX is 9090
Omega Ratio Rank
The Calmar Ratio Rank of FXAIX is 9393
Calmar Ratio Rank
The Martin Ratio Rank of FXAIX is 9494
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

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.


The chart of Sharpe ratio for AADEX, currently valued at 0.22, compared to the broader market-1.000.001.002.003.000.222.16
The chart of Sortino ratio for AADEX, currently valued at 0.35, compared to the broader market-2.000.002.004.006.008.000.352.88
The chart of Omega ratio for AADEX, currently valued at 1.06, compared to the broader market0.501.001.502.002.503.001.061.40
The chart of Calmar ratio for AADEX, currently valued at 0.20, compared to the broader market0.002.004.006.008.0010.000.203.26
The chart of Martin ratio for AADEX, currently valued at 0.85, compared to the broader market0.0010.0020.0030.0040.0050.000.8514.06
AADEX
FXAIX

The current AADEX Sharpe Ratio is 0.22, which is lower than the FXAIX Sharpe Ratio of 2.16. The chart below compares the historical Sharpe Ratios of AADEX and FXAIX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.001.002.003.004.00AugustSeptemberOctoberNovemberDecember2025
0.22
2.16
AADEX
FXAIX

Dividends

AADEX vs. FXAIX - Dividend Comparison

AADEX has not paid dividends to shareholders, while FXAIX's dividend yield for the trailing twelve months is around 1.24%.


TTM20242023202220212020201920182017201620152014
AADEX
American Beacon Large Cap Value Fund
0.00%0.00%1.78%1.78%1.37%2.00%2.26%2.36%1.87%2.18%2.12%2.30%
FXAIX
Fidelity 500 Index Fund
1.24%1.25%1.45%1.69%1.22%1.60%1.95%2.07%1.81%2.01%2.56%2.63%

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.


-15.00%-10.00%-5.00%0.00%AugustSeptemberOctoberNovemberDecember2025
-15.99%
-2.87%
AADEX
FXAIX

Volatility

AADEX vs. FXAIX - Volatility Comparison

American Beacon Large Cap Value Fund (AADEX) has a higher volatility of 10.90% compared to Fidelity 500 Index Fund (FXAIX) at 4.48%. 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%4.00%6.00%8.00%10.00%AugustSeptemberOctoberNovemberDecember2025
10.90%
4.48%
AADEX
FXAIX