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

Correlation

The correlation between AGEPX and RCTIX is 0.16, 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.


-0.50.00.51.00.2

Performance

AGEPX vs. RCTIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in American Beacon Frontier Markets Income Fund (AGEPX) and River Canyon Total Return Bond Fund (RCTIX). The values are adjusted to include any dividend payments, if applicable.

54.00%56.00%58.00%60.00%62.00%64.00%66.00%JulyAugustSeptemberOctoberNovemberDecember
65.66%
59.55%
AGEPX
RCTIX

Key characteristics

Sharpe Ratio

AGEPX:

4.17

RCTIX:

2.63

Sortino Ratio

AGEPX:

6.09

RCTIX:

3.80

Omega Ratio

AGEPX:

1.98

RCTIX:

1.55

Calmar Ratio

AGEPX:

4.18

RCTIX:

4.82

Martin Ratio

AGEPX:

28.50

RCTIX:

14.48

Ulcer Index

AGEPX:

0.51%

RCTIX:

0.47%

Daily Std Dev

AGEPX:

3.46%

RCTIX:

2.57%

Max Drawdown

AGEPX:

-21.26%

RCTIX:

-10.89%

Current Drawdown

AGEPX:

-0.70%

RCTIX:

-1.21%

Returns By Period

In the year-to-date period, AGEPX achieves a 14.28% return, which is significantly higher than RCTIX's 6.47% return.


AGEPX

YTD

14.28%

1M

0.14%

6M

6.03%

1Y

14.41%

5Y*

4.58%

10Y*

5.20%

RCTIX

YTD

6.47%

1M

-0.49%

6M

2.66%

1Y

6.66%

5Y*

4.13%

10Y*

N/A

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. RCTIX - Expense Ratio Comparison

AGEPX has a 1.38% expense ratio, which is higher than RCTIX's 0.89% 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 RCTIX: current value at 0.89% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.89%

Risk-Adjusted Performance

AGEPX vs. RCTIX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for American Beacon Frontier Markets Income Fund (AGEPX) and River Canyon Total Return Bond Fund (RCTIX). 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-1.000.001.002.003.004.004.172.63
The chart of Sortino ratio for AGEPX, currently valued at 6.09, compared to the broader market-2.000.002.004.006.008.0010.006.093.80
The chart of Omega ratio for AGEPX, currently valued at 1.98, compared to the broader market0.501.001.502.002.503.003.501.981.55
The chart of Calmar ratio for AGEPX, currently valued at 4.18, compared to the broader market0.002.004.006.008.0010.0012.0014.004.184.82
The chart of Martin ratio for AGEPX, currently valued at 28.50, compared to the broader market0.0020.0040.0060.0028.5014.48
AGEPX
RCTIX

The current AGEPX Sharpe Ratio is 4.17, which is higher than the RCTIX Sharpe Ratio of 2.63. The chart below compares the historical Sharpe Ratios of AGEPX and RCTIX, 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 Ratio2.503.003.504.004.505.005.506.00JulyAugustSeptemberOctoberNovemberDecember
4.17
2.63
AGEPX
RCTIX

Dividends

AGEPX vs. RCTIX - Dividend Comparison

AGEPX's dividend yield for the trailing twelve months is around 10.63%, more than RCTIX's 7.04% yield.


TTM2023202220212020201920182017201620152014
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%
RCTIX
River Canyon Total Return Bond Fund
7.04%8.51%6.00%3.02%3.79%2.70%3.30%4.89%2.32%5.74%0.00%

Drawdowns

AGEPX vs. RCTIX - Drawdown Comparison

The maximum AGEPX drawdown since its inception was -21.26%, which is greater than RCTIX's maximum drawdown of -10.89%. Use the drawdown chart below to compare losses from any high point for AGEPX and RCTIX. For additional features, visit the drawdowns tool.


-1.40%-1.20%-1.00%-0.80%-0.60%-0.40%-0.20%0.00%JulyAugustSeptemberOctoberNovemberDecember
-0.70%
-1.21%
AGEPX
RCTIX

Volatility

AGEPX vs. RCTIX - Volatility Comparison

American Beacon Frontier Markets Income Fund (AGEPX) has a higher volatility of 1.30% compared to River Canyon Total Return Bond Fund (RCTIX) at 1.11%. This indicates that AGEPX's price experiences larger fluctuations and is considered to be riskier than RCTIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.40%0.60%0.80%1.00%1.20%JulyAugustSeptemberOctoberNovemberDecember
1.30%
1.11%
AGEPX
RCTIX
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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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