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AGEPX vs. TIVFX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

AGEPX vs. TIVFX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in American Beacon Frontier Markets Income Fund (AGEPX) and American Beacon Tocqueville International Value Fund (TIVFX). The values are adjusted to include any dividend payments, if applicable.

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AGEPX vs. TIVFX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
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%
TIVFX
American Beacon Tocqueville International Value Fund
12.18%36.15%3.73%15.43%-20.57%7.53%12.61%19.38%-19.87%24.18%

Returns By Period

In the year-to-date period, AGEPX achieves a 1.69% return, which is significantly lower than TIVFX's 12.18% return. Over the past 10 years, AGEPX has underperformed TIVFX with an annualized return of 7.51%, while TIVFX has yielded a comparatively higher 8.08% 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%

TIVFX

1D
1.65%
1M
-9.76%
YTD
12.18%
6M
16.65%
1Y
59.68%
3Y*
19.06%
5Y*
8.08%
10Y*
8.08%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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AGEPX vs. TIVFX - Expense Ratio Comparison

AGEPX has a 1.38% expense ratio, which is higher than TIVFX's 1.20% expense ratio.


Return for Risk

AGEPX vs. TIVFX — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

AGEPX
AGEPX Risk / Return Rank: 9898
Overall Rank
AGEPX Sharpe Ratio Rank: 9999
Sharpe Ratio Rank
AGEPX Sortino Ratio Rank: 9898
Sortino Ratio Rank
AGEPX Omega Ratio Rank: 9898
Omega Ratio Rank
AGEPX Calmar Ratio Rank: 9797
Calmar Ratio Rank
AGEPX Martin Ratio Rank: 9898
Martin Ratio Rank

TIVFX
TIVFX Risk / Return Rank: 9797
Overall Rank
TIVFX Sharpe Ratio Rank: 9898
Sharpe Ratio Rank
TIVFX Sortino Ratio Rank: 9696
Sortino Ratio Rank
TIVFX Omega Ratio Rank: 9696
Omega Ratio Rank
TIVFX Calmar Ratio Rank: 9898
Calmar Ratio Rank
TIVFX Martin Ratio Rank: 9797
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

AGEPX vs. TIVFX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for American Beacon Frontier Markets Income Fund (AGEPX) and American Beacon Tocqueville International Value Fund (TIVFX). 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.


AGEPXTIVFXDifference

Sharpe ratio

Return per unit of total volatility

4.01

3.12

+0.89

Sortino ratio

Return per unit of downside risk

5.61

3.55

+2.06

Omega ratio

Gain probability vs. loss probability

2.06

1.55

+0.51

Calmar ratio

Return relative to maximum drawdown

4.36

4.44

-0.08

Martin ratio

Return relative to average drawdown

21.44

17.93

+3.50

AGEPX vs. TIVFX - Sharpe Ratio Comparison

The current AGEPX Sharpe Ratio is 4.01, which is comparable to the TIVFX Sharpe Ratio of 3.12. The chart below compares the historical Sharpe Ratios of AGEPX and TIVFX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


AGEPXTIVFXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

4.01

3.12

+0.89

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

1.53

0.45

+1.09

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

1.51

0.47

+1.04

Sharpe Ratio (All Time)

Calculated using the full available price history

1.26

0.37

+0.89

Correlation

The correlation between AGEPX and TIVFX is 0.34, 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. TIVFX - Dividend Comparison

AGEPX's dividend yield for the trailing twelve months is around 8.96%, more than TIVFX's 7.86% yield.


TTM20252024202320222021202020192018201720162015
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%
TIVFX
American Beacon Tocqueville International Value Fund
7.86%8.82%10.23%1.66%1.39%3.65%0.34%1.69%1.37%1.28%1.57%3.01%

Drawdowns

AGEPX vs. TIVFX - Drawdown Comparison

The maximum AGEPX drawdown since its inception was -22.47%, smaller than the maximum TIVFX drawdown of -54.21%. Use the drawdown chart below to compare losses from any high point for AGEPX and TIVFX.


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Drawdown Indicators


AGEPXTIVFXDifference

Max Drawdown

Largest peak-to-trough decline

-22.47%

-54.21%

+31.74%

Max Drawdown (1Y)

Largest decline over 1 year

-4.14%

-13.21%

+9.07%

Max Drawdown (5Y)

Largest decline over 5 years

-22.47%

-36.31%

+13.84%

Max Drawdown (10Y)

Largest decline over 10 years

-22.47%

-41.51%

+19.04%

Current Drawdown

Current decline from peak

-3.04%

-10.23%

+7.19%

Average Drawdown

Average peak-to-trough decline

-3.69%

-13.45%

+9.76%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.84%

3.27%

-2.43%

Volatility

AGEPX vs. TIVFX - Volatility Comparison

The current volatility for American Beacon Frontier Markets Income Fund (AGEPX) is 1.69%, while American Beacon Tocqueville International Value Fund (TIVFX) has a volatility of 7.93%. This indicates that AGEPX experiences smaller price fluctuations and is considered to be less risky than TIVFX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


AGEPXTIVFXDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.69%

7.93%

-6.24%

Volatility (6M)

Calculated over the trailing 6-month period

2.77%

14.06%

-11.29%

Volatility (1Y)

Calculated over the trailing 1-year period

4.62%

19.68%

-15.06%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

5.12%

18.21%

-13.09%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

4.98%

17.40%

-12.42%