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ADNPX vs. AVFIX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

ADNPX vs. AVFIX - Performance Comparison

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

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ADNPX vs. AVFIX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
ADNPX
American Beacon ARK Transformational Innovation Fund
-17.31%35.66%8.19%67.46%-66.37%-22.90%147.19%31.93%-3.50%65.99%
AVFIX
American Beacon Small Cap Value Fund
4.92%4.91%7.48%16.76%-8.03%28.32%4.05%23.52%-15.78%8.23%

Returns By Period

In the year-to-date period, ADNPX achieves a -17.31% return, which is significantly lower than AVFIX's 4.92% return.


ADNPX

1D
-1.73%
1M
-12.92%
YTD
-17.31%
6M
-23.68%
1Y
33.52%
3Y*
16.22%
5Y*
-11.37%
10Y*

AVFIX

1D
-0.89%
1M
-5.83%
YTD
4.92%
6M
7.49%
1Y
20.64%
3Y*
10.66%
5Y*
6.39%
10Y*
9.02%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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ADNPX vs. AVFIX - Expense Ratio Comparison

ADNPX has a 1.39% expense ratio, which is higher than AVFIX's 0.81% expense ratio.


Return for Risk

ADNPX vs. AVFIX — Risk / Return Rank

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

ADNPX
ADNPX Risk / Return Rank: 3232
Overall Rank
ADNPX Sharpe Ratio Rank: 3434
Sharpe Ratio Rank
ADNPX Sortino Ratio Rank: 4545
Sortino Ratio Rank
ADNPX Omega Ratio Rank: 3232
Omega Ratio Rank
ADNPX Calmar Ratio Rank: 3030
Calmar Ratio Rank
ADNPX Martin Ratio Rank: 2222
Martin Ratio Rank

AVFIX
AVFIX Risk / Return Rank: 4545
Overall Rank
AVFIX Sharpe Ratio Rank: 4343
Sharpe Ratio Rank
AVFIX Sortino Ratio Rank: 4848
Sortino Ratio Rank
AVFIX Omega Ratio Rank: 4343
Omega Ratio Rank
AVFIX Calmar Ratio Rank: 4747
Calmar Ratio Rank
AVFIX Martin Ratio Rank: 4343
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.

ADNPX vs. AVFIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for American Beacon ARK Transformational Innovation Fund (ADNPX) and American Beacon Small Cap Value Fund (AVFIX). 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.


ADNPXAVFIXDifference

Sharpe ratio

Return per unit of total volatility

0.74

0.87

-0.13

Sortino ratio

Return per unit of downside risk

1.32

1.36

-0.04

Omega ratio

Gain probability vs. loss probability

1.16

1.18

-0.03

Calmar ratio

Return relative to maximum drawdown

0.84

1.16

-0.32

Martin ratio

Return relative to average drawdown

2.27

4.33

-2.06

ADNPX vs. AVFIX - Sharpe Ratio Comparison

The current ADNPX Sharpe Ratio is 0.74, which is comparable to the AVFIX Sharpe Ratio of 0.87. The chart below compares the historical Sharpe Ratios of ADNPX and AVFIX, 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


ADNPXAVFIXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.74

0.87

-0.13

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.25

0.28

-0.54

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.37

Sharpe Ratio (All Time)

Calculated using the full available price history

0.30

0.43

-0.13

Correlation

The correlation between ADNPX and AVFIX is 0.59, 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

ADNPX vs. AVFIX - Dividend Comparison

ADNPX has not paid dividends to shareholders, while AVFIX's dividend yield for the trailing twelve months is around 10.20%.


TTM20252024202320222021202020192018201720162015
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%
AVFIX
American Beacon Small Cap Value Fund
10.20%10.70%8.67%4.91%17.72%11.86%0.88%1.84%15.05%9.66%3.04%6.00%

Drawdowns

ADNPX vs. AVFIX - Drawdown Comparison

The maximum ADNPX drawdown since its inception was -79.98%, which is greater than AVFIX's maximum drawdown of -61.40%. Use the drawdown chart below to compare losses from any high point for ADNPX and AVFIX.


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Drawdown Indicators


ADNPXAVFIXDifference

Max Drawdown

Largest peak-to-trough decline

-79.98%

-61.40%

-18.58%

Max Drawdown (1Y)

Largest decline over 1 year

-30.04%

-15.75%

-14.29%

Max Drawdown (5Y)

Largest decline over 5 years

-76.39%

-28.94%

-47.45%

Max Drawdown (10Y)

Largest decline over 10 years

-49.78%

Current Drawdown

Current decline from peak

-57.16%

-8.12%

-49.04%

Average Drawdown

Average peak-to-trough decline

-34.44%

-9.26%

-25.18%

Ulcer Index

Depth and duration of drawdowns from previous peaks

11.07%

4.21%

+6.86%

Volatility

ADNPX vs. AVFIX - Volatility Comparison

American Beacon ARK Transformational Innovation Fund (ADNPX) has a higher volatility of 10.79% compared to American Beacon Small Cap Value Fund (AVFIX) at 5.75%. This indicates that ADNPX's price experiences larger fluctuations and is considered to be riskier than AVFIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


ADNPXAVFIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

10.79%

5.75%

+5.04%

Volatility (6M)

Calculated over the trailing 6-month period

25.91%

13.25%

+12.66%

Volatility (1Y)

Calculated over the trailing 1-year period

40.95%

24.00%

+16.95%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

45.02%

22.54%

+22.48%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

39.69%

24.50%

+15.19%