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AGEPX vs. EELDX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between AGEPX and EELDX is 0.25, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


Performance

AGEPX vs. EELDX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in American Beacon Frontier Markets Income Fund (AGEPX) and Eaton Vance Emerging Markets Debt Opportunities Fund (EELDX). The values are adjusted to include any dividend payments, if applicable.

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Key characteristics

Sharpe Ratio

AGEPX:

2.98

EELDX:

3.20

Sortino Ratio

AGEPX:

4.15

EELDX:

4.44

Omega Ratio

AGEPX:

1.79

EELDX:

1.71

Calmar Ratio

AGEPX:

2.56

EELDX:

3.21

Martin Ratio

AGEPX:

15.08

EELDX:

15.69

Ulcer Index

AGEPX:

0.82%

EELDX:

0.67%

Daily Std Dev

AGEPX:

4.15%

EELDX:

3.44%

Max Drawdown

AGEPX:

-21.27%

EELDX:

-19.12%

Current Drawdown

AGEPX:

0.00%

EELDX:

-0.74%

Returns By Period

The year-to-date returns for both investments are quite close, with AGEPX having a 4.48% return and EELDX slightly higher at 4.55%. Over the past 10 years, AGEPX has underperformed EELDX with an annualized return of 5.45%, while EELDX has yielded a comparatively higher 6.21% annualized return.


AGEPX

YTD

4.48%

1M

3.04%

6M

5.25%

1Y

12.15%

3Y*

9.84%

5Y*

7.49%

10Y*

5.45%

EELDX

YTD

4.55%

1M

1.90%

6M

5.56%

1Y

10.92%

3Y*

11.07%

5Y*

7.74%

10Y*

6.21%

*Annualized

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AGEPX vs. EELDX - Expense Ratio Comparison

AGEPX has a 1.38% expense ratio, which is higher than EELDX's 0.78% expense ratio.


Go deeper with the Portfolio Analysis tool — backtest performance, assess risk, compare to benchmarks, and more

Risk-Adjusted Performance

AGEPX vs. EELDX — Risk-Adjusted Performance Rank

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

AGEPX
The Risk-Adjusted Performance Rank of AGEPX is 9696
Overall Rank
The Sharpe Ratio Rank of AGEPX is 9797
Sharpe Ratio Rank
The Sortino Ratio Rank of AGEPX is 9595
Sortino Ratio Rank
The Omega Ratio Rank of AGEPX is 9797
Omega Ratio Rank
The Calmar Ratio Rank of AGEPX is 9494
Calmar Ratio Rank
The Martin Ratio Rank of AGEPX is 9696
Martin Ratio Rank

EELDX
The Risk-Adjusted Performance Rank of EELDX is 9696
Overall Rank
The Sharpe Ratio Rank of EELDX is 9898
Sharpe Ratio Rank
The Sortino Ratio Rank of EELDX is 9696
Sortino Ratio Rank
The Omega Ratio Rank of EELDX is 9696
Omega Ratio Rank
The Calmar Ratio Rank of EELDX is 9595
Calmar Ratio Rank
The Martin Ratio Rank of EELDX is 9696
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.

AGEPX vs. EELDX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for American Beacon Frontier Markets Income Fund (AGEPX) and Eaton Vance Emerging Markets Debt Opportunities Fund (EELDX). 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 current AGEPX Sharpe Ratio is 2.98, which is comparable to the EELDX Sharpe Ratio of 3.20. The chart below compares the historical Sharpe Ratios of AGEPX and EELDX, 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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Go to the full Sharpe Ratio tool to analyze any stock or portfolio. Customize time frames, set your own risk-free rate, and more

Dividends

AGEPX vs. EELDX - Dividend Comparison

AGEPX's dividend yield for the trailing twelve months is around 11.94%, more than EELDX's 7.80% yield.


TTM20242023202220212020201920182017201620152014
AGEPX
American Beacon Frontier Markets Income Fund
11.94%11.93%9.40%8.76%7.66%7.08%8.40%9.57%7.08%7.84%7.43%3.12%
EELDX
Eaton Vance Emerging Markets Debt Opportunities Fund
7.80%8.63%9.07%9.15%7.89%7.69%7.87%8.13%7.87%4.12%1.65%3.98%

Drawdowns

AGEPX vs. EELDX - Drawdown Comparison

The maximum AGEPX drawdown since its inception was -21.27%, which is greater than EELDX's maximum drawdown of -19.12%. Use the drawdown chart below to compare losses from any high point for AGEPX and EELDX.


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Go to the full Drawdowns tool for more analysis options, including inflation-adjusted drawdowns, and more

Volatility

AGEPX vs. EELDX - Volatility Comparison

The current volatility for American Beacon Frontier Markets Income Fund (AGEPX) is 1.14%, while Eaton Vance Emerging Markets Debt Opportunities Fund (EELDX) has a volatility of 1.40%. This indicates that AGEPX experiences smaller price fluctuations and is considered to be less risky than EELDX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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