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AAIEX vs. AADBX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

AAIEX vs. AADBX - Performance Comparison

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

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AAIEX vs. AADBX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
AAIEX
American Beacon International Equity Fund
-1.82%37.12%2.16%22.54%-10.87%9.74%1.06%19.44%-16.42%24.83%
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%

Returns By Period

In the year-to-date period, AAIEX achieves a -1.82% return, which is significantly lower than AADBX's -0.54% return. Both investments have delivered pretty close results over the past 10 years, with AAIEX having a 8.08% annualized return and AADBX not far ahead at 8.36%.


AAIEX

1D
1.94%
1M
-8.66%
YTD
-1.82%
6M
3.52%
1Y
22.50%
3Y*
14.52%
5Y*
8.88%
10Y*
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%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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AAIEX vs. AADBX - Expense Ratio Comparison

Both AAIEX and AADBX have an expense ratio of 0.72%.


Return for Risk

AAIEX vs. AADBX — Risk / Return Rank

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

AAIEX
AAIEX Risk / Return Rank: 6767
Overall Rank
AAIEX Sharpe Ratio Rank: 7676
Sharpe Ratio Rank
AAIEX Sortino Ratio Rank: 7171
Sortino Ratio Rank
AAIEX Omega Ratio Rank: 7070
Omega Ratio Rank
AAIEX Calmar Ratio Rank: 6161
Calmar Ratio Rank
AAIEX Martin Ratio Rank: 5757
Martin Ratio Rank

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
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.

AAIEX vs. AADBX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for American Beacon International Equity Fund (AAIEX) and American Beacon Balanced Fund (AADBX). 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.


AAIEXAADBXDifference

Sharpe ratio

Return per unit of total volatility

1.42

0.90

+0.52

Sortino ratio

Return per unit of downside risk

1.86

1.32

+0.55

Omega ratio

Gain probability vs. loss probability

1.28

1.19

+0.09

Calmar ratio

Return relative to maximum drawdown

1.54

1.27

+0.27

Martin ratio

Return relative to average drawdown

5.85

5.05

+0.81

AAIEX vs. AADBX - Sharpe Ratio Comparison

The current AAIEX Sharpe Ratio is 1.42, which is higher than the AADBX Sharpe Ratio of 0.90. The chart below compares the historical Sharpe Ratios of AAIEX and AADBX, 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


AAIEXAADBXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.42

0.90

+0.52

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.42

0.55

-0.13

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.40

0.67

-0.27

Sharpe Ratio (All Time)

Calculated using the full available price history

0.34

0.63

-0.29

Correlation

The correlation between AAIEX and AADBX is 0.67, 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

AAIEX vs. AADBX - Dividend Comparison

AAIEX's dividend yield for the trailing twelve months is around 12.88%, more than AADBX's 8.29% yield.


TTM20252024202320222021202020192018201720162015
AAIEX
American Beacon International Equity Fund
12.88%12.65%24.49%5.36%2.76%10.99%1.63%2.93%9.71%3.15%2.51%2.45%
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%

Drawdowns

AAIEX vs. AADBX - Drawdown Comparison

The maximum AAIEX drawdown since its inception was -59.31%, which is greater than AADBX's maximum drawdown of -41.05%. Use the drawdown chart below to compare losses from any high point for AAIEX and AADBX.


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Drawdown Indicators


AAIEXAADBXDifference

Max Drawdown

Largest peak-to-trough decline

-59.31%

-41.05%

-18.26%

Max Drawdown (1Y)

Largest decline over 1 year

-13.67%

-8.37%

-5.30%

Max Drawdown (5Y)

Largest decline over 5 years

-29.21%

-17.79%

-11.42%

Max Drawdown (10Y)

Largest decline over 10 years

-43.34%

-28.13%

-15.21%

Current Drawdown

Current decline from peak

-11.07%

-3.95%

-7.12%

Average Drawdown

Average peak-to-trough decline

-11.29%

-4.77%

-6.52%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.59%

2.10%

+1.49%

Volatility

AAIEX vs. AADBX - Volatility Comparison

American Beacon International Equity Fund (AAIEX) has a higher volatility of 6.77% compared to American Beacon Balanced Fund (AADBX) at 3.28%. This indicates that AAIEX's price experiences larger fluctuations and is considered to be riskier than AADBX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


AAIEXAADBXDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.77%

3.28%

+3.49%

Volatility (6M)

Calculated over the trailing 6-month period

10.46%

6.28%

+4.18%

Volatility (1Y)

Calculated over the trailing 1-year period

16.50%

11.22%

+5.28%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

21.25%

11.63%

+9.62%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

20.23%

12.44%

+7.79%