AGEPX vs. EELDX
Compare and contrast key facts about American Beacon Frontier Markets Income Fund (AGEPX) and Eaton Vance Emerging Markets Debt Opportunities Fund (EELDX).
AGEPX is managed by American Beacon. It was launched on Feb 24, 2014. EELDX is managed by Eaton Vance. It was launched on Feb 3, 2013.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: AGEPX or EELDX.
Key characteristics
| AGEPX | EELDX | |
|---|---|---|
| YTD Return | 13.96% | 13.42% |
| 1Y Return | 19.74% | 16.88% |
| 3Y Return (Ann) | 4.28% | 5.79% |
| 5Y Return (Ann) | 4.92% | 5.91% |
| 10Y Return (Ann) | 4.96% | 5.64% |
| Sharpe Ratio | 5.78 | 5.42 |
| Sortino Ratio | 9.21 | 9.35 |
| Omega Ratio | 2.49 | 2.52 |
| Calmar Ratio | 2.86 | 9.87 |
| Martin Ratio | 40.80 | 44.33 |
| Ulcer Index | 0.49% | 0.40% |
| Daily Std Dev | 3.48% | 3.23% |
| Max Drawdown | -21.26% | -19.13% |
| Current Drawdown | -0.28% | -0.13% |
Correlation
The correlation between AGEPX and EELDX is 0.60, 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.
Performance
AGEPX vs. EELDX - Performance Comparison
The year-to-date returns for both stocks are quite close, with AGEPX having a 13.96% return and EELDX slightly lower at 13.42%. Over the past 10 years, AGEPX has underperformed EELDX with an annualized return of 4.96%, while EELDX has yielded a comparatively higher 5.64% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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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.
Risk-Adjusted Performance
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.
Dividends
AGEPX vs. EELDX - Dividend Comparison
AGEPX's dividend yield for the trailing twelve months is around 11.47%, more than EELDX's 8.61% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
AGEPX American Beacon Frontier Markets Income Fund | 11.47% | 9.40% | 8.76% | 7.66% | 7.08% | 8.40% | 9.57% | 7.08% | 7.84% | 7.43% | 2.96% | 0.00% |
EELDX Eaton Vance Emerging Markets Debt Opportunities Fund | 8.61% | 9.07% | 9.15% | 7.89% | 7.69% | 7.87% | 8.13% | 7.87% | 4.12% | 1.65% | 3.98% | 3.70% |
Drawdowns
AGEPX vs. EELDX - Drawdown Comparison
The maximum AGEPX drawdown since its inception was -21.26%, which is greater than EELDX's maximum drawdown of -19.13%. Use the drawdown chart below to compare losses from any high point for AGEPX and EELDX. For additional features, visit the drawdowns tool.
Volatility
AGEPX vs. EELDX - Volatility Comparison
American Beacon Frontier Markets Income Fund (AGEPX) and Eaton Vance Emerging Markets Debt Opportunities Fund (EELDX) have volatilities of 0.85% and 0.82%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.