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AVFIX vs. RYSEX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

AVFIX vs. RYSEX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in American Beacon Small Cap Value Fund (AVFIX) and Royce Special Equity Fund (RYSEX). The values are adjusted to include any dividend payments, if applicable.

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AVFIX vs. RYSEX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
AVFIX
American Beacon Small Cap Value Fund
4.92%4.91%7.48%16.76%-8.03%28.32%4.05%23.52%-15.78%8.74%
RYSEX
Royce Special Equity Fund
3.35%3.66%2.93%12.96%-6.60%22.24%7.43%12.73%-9.96%7.13%

Returns By Period

In the year-to-date period, AVFIX achieves a 4.92% return, which is significantly higher than RYSEX's 3.35% return. Over the past 10 years, AVFIX has outperformed RYSEX with an annualized return of 9.02%, while RYSEX has yielded a comparatively lower 7.57% annualized return.


AVFIX

1D
-0.89%
1M
-5.83%
YTD
4.92%
6M
7.49%
1Y
20.64%
3Y*
10.66%
5Y*
6.39%
10Y*
9.02%

RYSEX

1D
0.35%
1M
-3.72%
YTD
3.35%
6M
5.06%
1Y
17.66%
3Y*
6.41%
5Y*
4.67%
10Y*
7.57%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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AVFIX vs. RYSEX - Expense Ratio Comparison

AVFIX has a 0.81% expense ratio, which is lower than RYSEX's 1.20% expense ratio.


Return for Risk

AVFIX vs. RYSEX — Risk / Return Rank

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

AVFIX
AVFIX Risk / Return Rank: 4545
Overall Rank
AVFIX Sharpe Ratio Rank: 4343
Sharpe Ratio Rank
AVFIX Sortino Ratio Rank: 4848
Sortino Ratio Rank
AVFIX Omega Ratio Rank: 4343
Omega Ratio Rank
AVFIX Calmar Ratio Rank: 4747
Calmar Ratio Rank
AVFIX Martin Ratio Rank: 4343
Martin Ratio Rank

RYSEX
RYSEX Risk / Return Rank: 5252
Overall Rank
RYSEX Sharpe Ratio Rank: 5050
Sharpe Ratio Rank
RYSEX Sortino Ratio Rank: 5858
Sortino Ratio Rank
RYSEX Omega Ratio Rank: 4444
Omega Ratio Rank
RYSEX Calmar Ratio Rank: 6161
Calmar Ratio Rank
RYSEX Martin Ratio Rank: 4646
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.

AVFIX vs. RYSEX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for American Beacon Small Cap Value Fund (AVFIX) and Royce Special Equity Fund (RYSEX). 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.


AVFIXRYSEXDifference

Sharpe ratio

Return per unit of total volatility

0.87

0.96

-0.08

Sortino ratio

Return per unit of downside risk

1.36

1.51

-0.15

Omega ratio

Gain probability vs. loss probability

1.18

1.19

-0.01

Calmar ratio

Return relative to maximum drawdown

1.16

1.41

-0.25

Martin ratio

Return relative to average drawdown

4.33

4.67

-0.34

AVFIX vs. RYSEX - Sharpe Ratio Comparison

The current AVFIX Sharpe Ratio is 0.87, which is comparable to the RYSEX Sharpe Ratio of 0.96. The chart below compares the historical Sharpe Ratios of AVFIX and RYSEX, 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


AVFIXRYSEXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.87

0.96

-0.08

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.28

0.29

0.00

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.37

0.44

-0.07

Sharpe Ratio (All Time)

Calculated using the full available price history

0.43

0.51

-0.09

Correlation

The correlation between AVFIX and RYSEX is 0.89, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Dividends

AVFIX vs. RYSEX - Dividend Comparison

AVFIX's dividend yield for the trailing twelve months is around 10.20%, less than RYSEX's 11.96% yield.


TTM20252024202320222021202020192018201720162015
AVFIX
American Beacon Small Cap Value Fund
10.20%10.70%8.67%4.91%17.72%11.86%0.88%1.84%15.05%9.66%3.04%6.00%
RYSEX
Royce Special Equity Fund
11.96%12.36%16.35%5.32%12.34%16.53%3.70%11.56%13.11%8.24%7.72%11.68%

Drawdowns

AVFIX vs. RYSEX - Drawdown Comparison

The maximum AVFIX drawdown since its inception was -61.40%, which is greater than RYSEX's maximum drawdown of -43.25%. Use the drawdown chart below to compare losses from any high point for AVFIX and RYSEX.


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Drawdown Indicators


AVFIXRYSEXDifference

Max Drawdown

Largest peak-to-trough decline

-61.40%

-43.25%

-18.15%

Max Drawdown (1Y)

Largest decline over 1 year

-15.75%

-10.97%

-4.78%

Max Drawdown (5Y)

Largest decline over 5 years

-28.94%

-23.03%

-5.91%

Max Drawdown (10Y)

Largest decline over 10 years

-49.78%

-32.13%

-17.65%

Current Drawdown

Current decline from peak

-8.12%

-6.33%

-1.79%

Average Drawdown

Average peak-to-trough decline

-9.26%

-6.39%

-2.87%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.21%

3.30%

+0.91%

Volatility

AVFIX vs. RYSEX - Volatility Comparison

American Beacon Small Cap Value Fund (AVFIX) has a higher volatility of 5.75% compared to Royce Special Equity Fund (RYSEX) at 3.43%. This indicates that AVFIX's price experiences larger fluctuations and is considered to be riskier than RYSEX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


AVFIXRYSEXDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.75%

3.43%

+2.32%

Volatility (6M)

Calculated over the trailing 6-month period

13.25%

9.64%

+3.61%

Volatility (1Y)

Calculated over the trailing 1-year period

24.00%

18.16%

+5.84%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

22.54%

16.43%

+6.11%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

24.50%

17.40%

+7.10%