AGEPX vs. SPY
Compare and contrast key facts about American Beacon Frontier Markets Income Fund (AGEPX) and State Street SPDR S&P 500 ETF (SPY).
AGEPX is managed by American Beacon. It was launched on Feb 24, 2014. SPY is a passively managed fund by State Street that tracks the performance of the S&P 500 Index. It was launched on Jan 22, 1993.
Performance
AGEPX vs. SPY - Performance Comparison
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AGEPX vs. SPY - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
AGEPX American Beacon Frontier Markets Income Fund | 1.69% | 18.76% | 15.58% | 12.83% | -12.84% | 6.64% | 2.25% | 13.10% | -3.51% | 14.90% |
SPY State Street SPDR S&P 500 ETF | -3.65% | 17.72% | 24.89% | 26.18% | -18.18% | 28.73% | 18.33% | 31.22% | -4.57% | 21.71% |
Returns By Period
In the year-to-date period, AGEPX achieves a 1.69% return, which is significantly higher than SPY's -3.65% return. Over the past 10 years, AGEPX has underperformed SPY with an annualized return of 7.51%, while SPY has yielded a comparatively higher 14.06% annualized return.
AGEPX
- 1D
- 0.13%
- 1M
- -2.45%
- YTD
- 1.69%
- 6M
- 7.57%
- 1Y
- 18.56%
- 3Y*
- 16.05%
- 5Y*
- 7.82%
- 10Y*
- 7.51%
SPY
- 1D
- 0.75%
- 1M
- -4.28%
- YTD
- -3.65%
- 6M
- -1.42%
- 1Y
- 18.14%
- 3Y*
- 18.48%
- 5Y*
- 11.86%
- 10Y*
- 14.06%
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AGEPX vs. SPY - Expense Ratio Comparison
AGEPX has a 1.38% expense ratio, which is higher than SPY's 0.09% expense ratio.
Return for Risk
AGEPX vs. SPY — Risk / Return Rank
AGEPX
SPY
AGEPX vs. SPY - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for American Beacon Frontier Markets Income Fund (AGEPX) and State Street SPDR S&P 500 ETF (SPY). 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.
| AGEPX | SPY | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 4.01 | 0.96 | +3.06 |
Sortino ratioReturn per unit of downside risk | 5.61 | 1.49 | +4.12 |
Omega ratioGain probability vs. loss probability | 2.06 | 1.23 | +0.83 |
Calmar ratioReturn relative to maximum drawdown | 4.36 | 1.53 | +2.83 |
Martin ratioReturn relative to average drawdown | 21.44 | 7.27 | +14.17 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| AGEPX | SPY | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 4.01 | 0.96 | +3.06 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 1.53 | 0.70 | +0.84 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 1.51 | 0.79 | +0.72 |
Sharpe Ratio (All Time)Calculated using the full available price history | 1.26 | 0.56 | +0.70 |
Correlation
The correlation between AGEPX and SPY 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.
Dividends
AGEPX vs. SPY - Dividend Comparison
AGEPX's dividend yield for the trailing twelve months is around 8.96%, more than SPY's 1.13% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
AGEPX American Beacon Frontier Markets Income Fund | 8.96% | 9.79% | 11.92% | 9.40% | 7.26% | 7.65% | 7.07% | 8.38% | 9.55% | 7.09% | 8.28% | 6.80% |
SPY State Street SPDR S&P 500 ETF | 1.13% | 1.07% | 1.21% | 1.40% | 1.65% | 1.20% | 1.52% | 1.75% | 2.04% | 1.80% | 2.03% | 2.06% |
Drawdowns
AGEPX vs. SPY - Drawdown Comparison
The maximum AGEPX drawdown since its inception was -22.47%, smaller than the maximum SPY drawdown of -55.19%. Use the drawdown chart below to compare losses from any high point for AGEPX and SPY.
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Drawdown Indicators
| AGEPX | SPY | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -22.47% | -55.19% | +32.72% |
Max Drawdown (1Y)Largest decline over 1 year | -4.14% | -12.05% | +7.91% |
Max Drawdown (5Y)Largest decline over 5 years | -22.47% | -24.50% | +2.03% |
Max Drawdown (10Y)Largest decline over 10 years | -22.47% | -33.72% | +11.25% |
Current DrawdownCurrent decline from peak | -3.04% | -5.53% | +2.49% |
Average DrawdownAverage peak-to-trough decline | -3.69% | -9.09% | +5.40% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.84% | 2.54% | -1.70% |
Volatility
AGEPX vs. SPY - Volatility Comparison
The current volatility for American Beacon Frontier Markets Income Fund (AGEPX) is 1.69%, while State Street SPDR S&P 500 ETF (SPY) has a volatility of 5.35%. This indicates that AGEPX experiences smaller price fluctuations and is considered to be less risky than SPY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| AGEPX | SPY | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.69% | 5.35% | -3.66% |
Volatility (6M)Calculated over the trailing 6-month period | 2.77% | 9.50% | -6.73% |
Volatility (1Y)Calculated over the trailing 1-year period | 4.62% | 19.06% | -14.44% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 5.12% | 17.06% | -11.94% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 4.98% | 17.92% | -12.94% |