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AGEYX vs. DBELX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

AGEYX vs. DBELX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in American Beacon Developing World Income Fund Class Y (AGEYX) and DoubleLine Emerging Markets Local Currency Bond Fund (DBELX). The values are adjusted to include any dividend payments, if applicable.

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AGEYX vs. DBELX - Yearly Performance Comparison


2026 (YTD)2025202420232022202120202019
AGEYX
American Beacon Developing World Income Fund Class Y
1.59%19.15%15.85%13.10%-12.62%6.91%2.54%4.77%
DBELX
DoubleLine Emerging Markets Local Currency Bond Fund
-2.91%20.86%-4.37%12.50%-6.99%-9.37%2.61%0.89%

Returns By Period

In the year-to-date period, AGEYX achieves a 1.59% return, which is significantly higher than DBELX's -2.91% return.


AGEYX

1D
-0.53%
1M
-3.02%
YTD
1.59%
6M
7.64%
1Y
18.64%
3Y*
16.31%
5Y*
8.13%
10Y*
7.77%

DBELX

1D
-0.32%
1M
-6.70%
YTD
-2.91%
6M
0.26%
1Y
12.48%
3Y*
6.49%
5Y*
2.63%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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AGEYX vs. DBELX - Expense Ratio Comparison

AGEYX has a 1.14% expense ratio, which is higher than DBELX's 0.90% expense ratio.


Return for Risk

AGEYX vs. DBELX — Risk / Return Rank

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

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

DBELX
DBELX Risk / Return Rank: 8686
Overall Rank
DBELX Sharpe Ratio Rank: 9191
Sharpe Ratio Rank
DBELX Sortino Ratio Rank: 9090
Sortino Ratio Rank
DBELX Omega Ratio Rank: 8888
Omega Ratio Rank
DBELX Calmar Ratio Rank: 7878
Calmar Ratio Rank
DBELX Martin Ratio Rank: 8484
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.

AGEYX vs. DBELX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for American Beacon Developing World Income Fund Class Y (AGEYX) and DoubleLine Emerging Markets Local Currency Bond Fund (DBELX). 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.


AGEYXDBELXDifference

Sharpe ratio

Return per unit of total volatility

3.96

1.93

+2.03

Sortino ratio

Return per unit of downside risk

5.44

2.58

+2.86

Omega ratio

Gain probability vs. loss probability

2.04

1.38

+0.66

Calmar ratio

Return relative to maximum drawdown

4.15

1.83

+2.32

Martin ratio

Return relative to average drawdown

21.19

8.57

+12.62

AGEYX vs. DBELX - Sharpe Ratio Comparison

The current AGEYX Sharpe Ratio is 3.96, which is higher than the DBELX Sharpe Ratio of 1.93. The chart below compares the historical Sharpe Ratios of AGEYX and DBELX, 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


AGEYXDBELXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

3.96

1.93

+2.03

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

1.60

0.38

+1.22

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

1.56

Sharpe Ratio (All Time)

Calculated using the full available price history

1.31

0.20

+1.11

Correlation

The correlation between AGEYX and DBELX is 0.40, 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

AGEYX vs. DBELX - Dividend Comparison

AGEYX's dividend yield for the trailing twelve months is around 9.85%, more than DBELX's 4.02% yield.


TTM20252024202320222021202020192018201720162015
AGEYX
American Beacon Developing World Income Fund Class Y
9.15%9.99%12.16%9.64%7.50%7.90%7.34%8.61%9.88%7.30%8.43%7.03%
DBELX
DoubleLine Emerging Markets Local Currency Bond Fund
4.02%4.41%3.80%2.03%2.01%1.98%1.17%1.06%0.00%0.00%0.00%0.00%

Drawdowns

AGEYX vs. DBELX - Drawdown Comparison

The maximum AGEYX drawdown since its inception was -22.24%, roughly equal to the maximum DBELX drawdown of -21.95%. Use the drawdown chart below to compare losses from any high point for AGEYX and DBELX.


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Drawdown Indicators


AGEYXDBELXDifference

Max Drawdown

Largest peak-to-trough decline

-22.24%

-21.95%

-0.29%

Max Drawdown (1Y)

Largest decline over 1 year

-4.14%

-6.89%

+2.75%

Max Drawdown (5Y)

Largest decline over 5 years

-22.24%

-19.87%

-2.37%

Max Drawdown (10Y)

Largest decline over 10 years

-22.24%

Current Drawdown

Current decline from peak

-3.15%

-6.89%

+3.74%

Average Drawdown

Average peak-to-trough decline

-3.59%

-7.33%

+3.74%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.86%

1.47%

-0.61%

Volatility

AGEYX vs. DBELX - Volatility Comparison

The current volatility for American Beacon Developing World Income Fund Class Y (AGEYX) is 1.74%, while DoubleLine Emerging Markets Local Currency Bond Fund (DBELX) has a volatility of 4.00%. This indicates that AGEYX experiences smaller price fluctuations and is considered to be less risky than DBELX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


AGEYXDBELXDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.74%

4.00%

-2.26%

Volatility (6M)

Calculated over the trailing 6-month period

2.84%

5.24%

-2.40%

Volatility (1Y)

Calculated over the trailing 1-year period

4.65%

6.65%

-2.00%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

5.12%

6.99%

-1.87%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

5.00%

7.39%

-2.39%