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

Correlation

The correlation between AGEPX and PIPAX is 0.42, 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.


-0.50.00.51.00.4

Performance

AGEPX vs. PIPAX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in American Beacon Frontier Markets Income Fund (AGEPX) and PIMCO StocksPLUS® International Fund (U.S. Dollar-Hedged) Class A (PIPAX). The values are adjusted to include any dividend payments, if applicable.

60.00%70.00%80.00%90.00%100.00%110.00%JulyAugustSeptemberOctoberNovemberDecember
66.17%
103.17%
AGEPX
PIPAX

Key characteristics

Sharpe Ratio

AGEPX:

4.17

PIPAX:

1.19

Sortino Ratio

AGEPX:

6.09

PIPAX:

1.54

Omega Ratio

AGEPX:

1.98

PIPAX:

1.23

Calmar Ratio

AGEPX:

4.18

PIPAX:

1.23

Martin Ratio

AGEPX:

28.50

PIPAX:

5.95

Ulcer Index

AGEPX:

0.51%

PIPAX:

2.29%

Daily Std Dev

AGEPX:

3.46%

PIPAX:

11.50%

Max Drawdown

AGEPX:

-21.26%

PIPAX:

-58.00%

Current Drawdown

AGEPX:

-0.70%

PIPAX:

-2.90%

Returns By Period

In the year-to-date period, AGEPX achieves a 14.28% return, which is significantly higher than PIPAX's 13.17% return. Over the past 10 years, AGEPX has underperformed PIPAX with an annualized return of 5.20%, while PIPAX has yielded a comparatively higher 6.77% annualized return.


AGEPX

YTD

14.28%

1M

0.14%

6M

6.03%

1Y

14.41%

5Y*

4.58%

10Y*

5.20%

PIPAX

YTD

13.17%

1M

1.05%

6M

1.23%

1Y

14.38%

5Y*

7.55%

10Y*

6.77%

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


AGEPX vs. PIPAX - Expense Ratio Comparison

AGEPX has a 1.38% expense ratio, which is higher than PIPAX's 1.15% expense ratio.


AGEPX
American Beacon Frontier Markets Income Fund
Expense ratio chart for AGEPX: current value at 1.38% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%1.38%
Expense ratio chart for PIPAX: current value at 1.15% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%1.15%

Risk-Adjusted Performance

AGEPX vs. PIPAX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for American Beacon Frontier Markets Income Fund (AGEPX) and PIMCO StocksPLUS® International Fund (U.S. Dollar-Hedged) Class A (PIPAX). 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.


Sharpe ratio
The chart of Sharpe ratio for AGEPX, currently valued at 4.17, compared to the broader market-1.000.001.002.003.004.004.171.19
The chart of Sortino ratio for AGEPX, currently valued at 6.09, compared to the broader market-2.000.002.004.006.008.0010.006.091.54
The chart of Omega ratio for AGEPX, currently valued at 1.98, compared to the broader market0.501.001.502.002.503.003.501.981.23
The chart of Calmar ratio for AGEPX, currently valued at 4.18, compared to the broader market0.002.004.006.008.0010.0012.0014.004.181.23
The chart of Martin ratio for AGEPX, currently valued at 28.50, compared to the broader market0.0020.0040.0060.0028.505.95
AGEPX
PIPAX

The current AGEPX Sharpe Ratio is 4.17, which is higher than the PIPAX Sharpe Ratio of 1.19. The chart below compares the historical Sharpe Ratios of AGEPX and PIPAX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio1.002.003.004.005.006.00JulyAugustSeptemberOctoberNovemberDecember
4.17
1.19
AGEPX
PIPAX

Dividends

AGEPX vs. PIPAX - Dividend Comparison

AGEPX's dividend yield for the trailing twelve months is around 10.63%, less than PIPAX's 13.69% yield.


TTM20232022202120202019201820172016201520142013
AGEPX
American Beacon Frontier Markets Income Fund
10.63%9.40%8.76%7.66%7.08%8.40%9.57%7.08%7.84%7.43%2.96%0.00%
PIPAX
PIMCO StocksPLUS® International Fund (U.S. Dollar-Hedged) Class A
13.69%9.88%5.75%7.60%1.44%9.01%1.46%7.39%0.79%8.15%12.09%5.75%

Drawdowns

AGEPX vs. PIPAX - Drawdown Comparison

The maximum AGEPX drawdown since its inception was -21.26%, smaller than the maximum PIPAX drawdown of -58.00%. Use the drawdown chart below to compare losses from any high point for AGEPX and PIPAX. For additional features, visit the drawdowns tool.


-12.00%-10.00%-8.00%-6.00%-4.00%-2.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-0.70%
-2.90%
AGEPX
PIPAX

Volatility

AGEPX vs. PIPAX - Volatility Comparison

The current volatility for American Beacon Frontier Markets Income Fund (AGEPX) is 1.30%, while PIMCO StocksPLUS® International Fund (U.S. Dollar-Hedged) Class A (PIPAX) has a volatility of 3.07%. This indicates that AGEPX experiences smaller price fluctuations and is considered to be less risky than PIPAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.00%2.00%4.00%6.00%8.00%JulyAugustSeptemberOctoberNovemberDecember
1.30%
3.07%
AGEPX
PIPAX
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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