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AAIEX vs. ADNPX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

AAIEX vs. ADNPX - Performance Comparison

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

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Returns By Period

In the year-to-date period, AAIEX achieves a 12.56% return, which is significantly higher than ADNPX's -4.07% return.


AAIEX

1D
2.30%
1M
3.13%
6M
6.79%
YTD
12.56%
1Y
27.54%
3Y*
17.17%
5Y*
11.77%
10Y*
9.28%
ALL TIME*
7.04%

ADNPX

1D
3.40%
1M
-10.86%
6M
-1.44%
YTD
-4.07%
1Y
3.83%
3Y*
13.55%
5Y*
-8.68%
10Y*
ALL TIME*
13.02%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$0.00$0.00$0.00
$0.00$0.00$0.00

AAIEX vs. ADNPX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
AAIEX
American Beacon International Equity Fund
12.56%37.12%2.16%22.54%-10.87%9.74%1.06%19.44%-16.42%21.38%
ADNPX
American Beacon ARK Transformational Innovation Fund
-4.07%35.66%8.19%67.46%-66.37%-22.90%147.19%31.93%-3.50%65.99%

Correlation

The correlation between AAIEX and ADNPX is 0.53, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.


Correlation
Correlation (1Y)
Focuses on recent behavior, but can change the most.

0.53

Correlation (3Y)
Balances recent behavior with more history.

0.53

Correlation (5Y)
Shows whether the relationship held over a longer period.

0.54

Correlation (All Time)
Calculated using the full available price history since Feb 1, 2017

0.49

The correlation between AAIEX and ADNPX has been stable across timeframes, ranging from 0.49 to 0.54 - a consistent structural relationship.

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Return for Risk

AAIEX vs. ADNPX — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

AAIEX
AAIEX Risk / Return Rank: 5959
Overall Rank
AAIEX Sharpe Ratio Rank: 6969
Sharpe Ratio Rank
AAIEX Sortino Ratio Rank: 6969
Sortino Ratio Rank
AAIEX Omega Ratio Rank: 6868
Omega Ratio Rank
AAIEX Calmar Ratio Rank: 4949
Calmar Ratio Rank
AAIEX Martin Ratio Rank: 4242
Martin Ratio Rank

ADNPX
ADNPX Risk / Return Rank: 55
Overall Rank
ADNPX Sharpe Ratio Rank: 44
Sharpe Ratio Rank
ADNPX Sortino Ratio Rank: 55
Sortino Ratio Rank
ADNPX Omega Ratio Rank: 55
Omega Ratio Rank
ADNPX Calmar Ratio Rank: 44
Calmar Ratio Rank
ADNPX Martin Ratio Rank: 44
Martin Ratio Rank
The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

AAIEX vs. ADNPX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for American Beacon International Equity Fund (AAIEX) and American Beacon ARK Transformational Innovation Fund (ADNPX). 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.

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.


AAIEXADNPXDifference
Sharpe ratioReturn per unit of total volatility

+1.68

Sortino ratioReturn per unit of downside risk

+2.17

Omega ratioGain probability vs. loss probability

1.30

1.02

+0.28

Calmar ratioReturn relative to maximum drawdown

1.82

-0.07

+1.89

Martin ratioReturn relative to average drawdown

5.95

-0.16

+6.11

AAIEX vs. ADNPX - Sharpe Ratio Comparison

The current AAIEX Sharpe Ratio is 1.61, which is higher than the ADNPX Sharpe Ratio of -0.06. The chart below compares the historical Sharpe Ratios of AAIEX and ADNPX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

AAIEX vs. ADNPX - Drawdown Comparison

The maximum AAIEX drawdown since its inception was -59.31%, smaller than the maximum ADNPX drawdown of -79.98%. Use the drawdown chart below to compare losses from any high point for AAIEX and ADNPX.


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Drawdown Indicators


AAIEXADNPXDifference

Max Drawdown

Largest peak-to-trough decline

-59.31%

-79.98%

+20.67%

Max Drawdown (1Y)

Largest decline over 1 year

-13.67%

-30.04%

+16.37%

Max Drawdown (3Y)

Largest decline over 3 years

-21.20%

-38.99%

+17.79%

Max Drawdown (5Y)

Largest decline over 5 years

-29.21%

-75.82%

+46.61%

Max Drawdown (10Y)

Largest decline over 10 years

-43.34%

Current Drawdown

Current decline from peak

0.00%

-50.31%

+50.31%

Average Drawdown

Average peak-to-trough decline

-11.21%

-34.90%

+23.69%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.17%

14.04%

-9.87%

Volatility

AAIEX vs. ADNPX - Volatility Comparison

The current volatility for American Beacon International Equity Fund (AAIEX) is 4.48%, while American Beacon ARK Transformational Innovation Fund (ADNPX) has a volatility of 10.43%. This indicates that AAIEX experiences smaller price fluctuations and is considered to be less risky than ADNPX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


AAIEXADNPXDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.48%

10.43%

-5.95%

Volatility (6M)

Calculated over the trailing 6-month period

13.00%

28.00%

-15.00%

Volatility (1Y)

Calculated over the trailing 1-year period

15.39%

36.01%

-20.62%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

21.45%

45.39%

-23.94%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

19.96%

39.64%

-19.68%

AAIEX vs. ADNPX - Expense Ratio Comparison

AAIEX has a 0.72% expense ratio, which is lower than ADNPX's 1.39% expense ratio.


Dividends

AAIEX vs. ADNPX - Dividend Comparison

AAIEX's dividend yield for the trailing twelve months is around 11.24%, while ADNPX has not paid dividends to shareholders.


PositionTTM20252024202320222021202020192018201720162015
AAIEX
American Beacon International Equity Fund
11.24%12.65%24.49%5.36%2.76%10.99%1.63%2.93%9.71%3.15%2.51%2.45%
ADNPX
American Beacon ARK Transformational Innovation Fund
0.00%0.00%0.00%0.00%9.67%31.49%0.39%3.31%6.56%3.64%0.00%0.00%

Frequently Asked Questions


AAIEX and ADNPX have a correlation of 0.53, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

ADNPX has higher volatility (10.43%) compared to AAIEX (4.48%). In terms of maximum drawdown, AAIEX dropped -59.31% vs ADNPX's -79.98%.

AAIEX currently has the higher Sharpe Ratio (1.61 vs -0.06), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

Portfolio Optimizer

Find the right allocation for AAIEX and ADNPX

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