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ABCVX vs. SHXPX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

ABCVX vs. SHXPX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in American Beacon The London Company Income Equity Fund (ABCVX) and American Beacon Shapiro Equity Opportunities Fund (SHXPX). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period


ABCVX

1D
1.79%
1M
3.14%
YTD
13.42%
6M
12.75%
1Y
20.66%
3Y*
14.84%
5Y*
7.89%
10Y*
10.41%

SHXPX

1D
0.06%
1M
YTD
6M
1Y
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

ABCVX vs. SHXPX - Yearly Performance Comparison


Correlation

The correlation between ABCVX and SHXPX is -1.00, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.


Correlation
Correlation (All Time)
Calculated using the full available price history since May 29, 2026

-1.00

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Return for Risk

ABCVX vs. SHXPX — Risk / Return Rank

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

ABCVX
ABCVX Risk / Return Rank: 4848
Overall Rank
ABCVX Sharpe Ratio Rank: 4444
Sharpe Ratio Rank
ABCVX Sortino Ratio Rank: 4444
Sortino Ratio Rank
ABCVX Omega Ratio Rank: 4141
Omega Ratio Rank
ABCVX Calmar Ratio Rank: 5959
Calmar Ratio Rank
ABCVX Martin Ratio Rank: 5050
Martin Ratio Rank

SHXPX
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.

ABCVX vs. SHXPX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for American Beacon The London Company Income Equity Fund (ABCVX) and American Beacon Shapiro Equity Opportunities Fund (SHXPX). 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.


ABCVXSHXPXDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.34

Calmar ratioReturn relative to maximum drawdown

2.96

Martin ratioReturn relative to average drawdown

10.32

ABCVX vs. SHXPX - Sharpe Ratio Comparison


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Sharpe Ratios by Period


ABCVXSHXPXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.95

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.52

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.62

Sharpe Ratio (All Time)

Calculated using the full available price history

0.71

23.86

-23.15

Drawdowns

ABCVX vs. SHXPX - Drawdown Comparison

The maximum ABCVX drawdown since its inception was -33.29%, which is greater than SHXPX's maximum drawdown of 0.00%. Use the drawdown chart below to compare losses from any high point for ABCVX and SHXPX.


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Drawdown Indicators


ABCVXSHXPXDifference

Max Drawdown

Largest peak-to-trough decline

-33.29%

0.00%

-33.29%

Max Drawdown (1Y)

Largest decline over 1 year

-7.20%

Max Drawdown (3Y)

Largest decline over 3 years

-16.25%

Max Drawdown (5Y)

Largest decline over 5 years

-20.75%

Max Drawdown (10Y)

Largest decline over 10 years

-33.29%

Current Drawdown

Current decline from peak

-1.57%

0.00%

-1.57%

Average Drawdown

Average peak-to-trough decline

-4.01%

0.00%

-4.01%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.06%

Volatility

ABCVX vs. SHXPX - Volatility Comparison


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Volatility by Period


ABCVXSHXPXDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.68%

Volatility (6M)

Calculated over the trailing 6-month period

8.79%

Volatility (1Y)

Calculated over the trailing 1-year period

10.93%

2.38%

+8.55%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.33%

2.38%

+12.95%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.88%

2.38%

+14.50%

ABCVX vs. SHXPX - Expense Ratio Comparison

ABCVX has a 1.07% expense ratio, which is lower than SHXPX's 1.21% expense ratio.


Dividends

ABCVX vs. SHXPX - Dividend Comparison

ABCVX's dividend yield for the trailing twelve months is around 14.83%, while SHXPX has not paid dividends to shareholders.


PositionTTM20252024202320222021202020192018201720162015
ABCVX
American Beacon The London Company Income Equity Fund
14.83%16.78%13.22%2.46%3.87%1.74%2.54%8.01%3.80%1.68%2.36%1.92%
SHXPX
American Beacon Shapiro Equity Opportunities Fund
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


ABCVX and SHXPX have a correlation of -1.00, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Portfolio Optimizer

Find the right allocation for ABCVX and SHXPX

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