AGEPX vs. PIPAX
Compare and contrast key facts about American Beacon Frontier Markets Income Fund (AGEPX) and PIMCO StocksPLUS® International Fund (U.S. Dollar-Hedged) Class A (PIPAX).
AGEPX is managed by American Beacon. It was launched on Feb 24, 2014. PIPAX is managed by PIMCO. It was launched on Oct 31, 2003.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: AGEPX or PIPAX.
Key characteristics
| AGEPX | PIPAX | |
|---|---|---|
| YTD Return | 13.96% | 12.29% |
| 1Y Return | 19.74% | 17.14% |
| 3Y Return (Ann) | 4.28% | 5.02% |
| 5Y Return (Ann) | 4.92% | 7.45% |
| 10Y Return (Ann) | 4.96% | 6.81% |
| Sharpe Ratio | 5.78 | 1.66 |
| Sortino Ratio | 9.21 | 2.12 |
| Omega Ratio | 2.49 | 1.33 |
| Calmar Ratio | 2.86 | 1.70 |
| Martin Ratio | 40.80 | 8.59 |
| Ulcer Index | 0.49% | 2.20% |
| Daily Std Dev | 3.48% | 11.37% |
| Max Drawdown | -21.26% | -58.00% |
| Current Drawdown | -0.28% | -3.41% |
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.
Performance
AGEPX vs. PIPAX - Performance Comparison
In the year-to-date period, AGEPX achieves a 13.96% return, which is significantly higher than PIPAX's 12.29% return. Over the past 10 years, AGEPX has underperformed PIPAX with an annualized return of 4.96%, while PIPAX has yielded a comparatively higher 6.81% 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. PIPAX - Expense Ratio Comparison
AGEPX has a 1.38% expense ratio, which is higher than PIPAX's 1.15% expense ratio.
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.
Dividends
AGEPX vs. PIPAX - Dividend Comparison
AGEPX's dividend yield for the trailing twelve months is around 11.47%, less than PIPAX's 13.80% 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% |
PIPAX PIMCO StocksPLUS® International Fund (U.S. Dollar-Hedged) Class A | 13.80% | 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.
Volatility
AGEPX vs. PIPAX - Volatility Comparison
The current volatility for American Beacon Frontier Markets Income Fund (AGEPX) is 0.85%, while PIMCO StocksPLUS® International Fund (U.S. Dollar-Hedged) Class A (PIPAX) has a volatility of 2.59%. 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.