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AVFIX vs. VBR
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between AVFIX and VBR is 0.84, 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.


-0.50.00.51.0
Correlation: 0.8

Performance

AVFIX vs. VBR - Performance Comparison

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

0.00%100.00%200.00%300.00%400.00%500.00%600.00%NovemberDecember2025FebruaryMarchApril
45.43%
467.83%
AVFIX
VBR

Key characteristics

Sharpe Ratio

AVFIX:

-0.57

VBR:

0.00

Sortino Ratio

AVFIX:

-0.67

VBR:

0.15

Omega Ratio

AVFIX:

0.91

VBR:

1.02

Calmar Ratio

AVFIX:

-0.36

VBR:

0.00

Martin Ratio

AVFIX:

-1.17

VBR:

0.01

Ulcer Index

AVFIX:

12.01%

VBR:

7.30%

Daily Std Dev

AVFIX:

24.78%

VBR:

21.23%

Max Drawdown

AVFIX:

-66.16%

VBR:

-62.01%

Current Drawdown

AVFIX:

-32.71%

VBR:

-16.61%

Returns By Period

In the year-to-date period, AVFIX achieves a -14.20% return, which is significantly lower than VBR's -9.07% return. Over the past 10 years, AVFIX has underperformed VBR with an annualized return of -1.03%, while VBR has yielded a comparatively higher 7.21% annualized return.


AVFIX

YTD

-14.20%

1M

-8.20%

6M

-19.57%

1Y

-13.66%

5Y*

7.60%

10Y*

-1.03%

VBR

YTD

-9.07%

1M

-5.70%

6M

-8.86%

1Y

0.68%

5Y*

16.37%

10Y*

7.21%

*Annualized

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AVFIX vs. VBR - Expense Ratio Comparison

AVFIX has a 0.81% expense ratio, which is higher than VBR's 0.07% expense ratio.


Expense ratio chart for AVFIX: current value is 0.81%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
AVFIX: 0.81%
Expense ratio chart for VBR: current value is 0.07%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
VBR: 0.07%

Risk-Adjusted Performance

AVFIX vs. VBR — Risk-Adjusted Performance Rank

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

AVFIX
The Risk-Adjusted Performance Rank of AVFIX is 33
Overall Rank
The Sharpe Ratio Rank of AVFIX is 33
Sharpe Ratio Rank
The Sortino Ratio Rank of AVFIX is 22
Sortino Ratio Rank
The Omega Ratio Rank of AVFIX is 33
Omega Ratio Rank
The Calmar Ratio Rank of AVFIX is 33
Calmar Ratio Rank
The Martin Ratio Rank of AVFIX is 33
Martin Ratio Rank

VBR
The Risk-Adjusted Performance Rank of VBR is 1919
Overall Rank
The Sharpe Ratio Rank of VBR is 1919
Sharpe Ratio Rank
The Sortino Ratio Rank of VBR is 2020
Sortino Ratio Rank
The Omega Ratio Rank of VBR is 1919
Omega Ratio Rank
The Calmar Ratio Rank of VBR is 1919
Calmar Ratio Rank
The Martin Ratio Rank of VBR is 1919
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

AVFIX vs. VBR - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for American Beacon Small Cap Value Fund (AVFIX) and Vanguard Small-Cap Value ETF (VBR). 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.


The chart of Sharpe ratio for AVFIX, currently valued at -0.57, compared to the broader market-1.000.001.002.003.00
AVFIX: -0.57
VBR: 0.00
The chart of Sortino ratio for AVFIX, currently valued at -0.67, compared to the broader market-2.000.002.004.006.008.00
AVFIX: -0.67
VBR: 0.15
The chart of Omega ratio for AVFIX, currently valued at 0.91, compared to the broader market0.501.001.502.002.503.00
AVFIX: 0.91
VBR: 1.02
The chart of Calmar ratio for AVFIX, currently valued at -0.36, compared to the broader market0.002.004.006.008.0010.00
AVFIX: -0.36
VBR: 0.00
The chart of Martin ratio for AVFIX, currently valued at -1.17, compared to the broader market0.0010.0020.0030.0040.00
AVFIX: -1.17
VBR: 0.01

The current AVFIX Sharpe Ratio is -0.57, which is lower than the VBR Sharpe Ratio of 0.00. The chart below compares the historical Sharpe Ratios of AVFIX and VBR, 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 Ratio-1.000.001.002.00NovemberDecember2025FebruaryMarchApril
-0.57
0.00
AVFIX
VBR

Dividends

AVFIX vs. VBR - Dividend Comparison

AVFIX's dividend yield for the trailing twelve months is around 10.10%, more than VBR's 2.36% yield.


TTM20242023202220212020201920182017201620152014
AVFIX
American Beacon Small Cap Value Fund
10.10%8.67%4.91%17.72%11.86%0.88%1.84%15.05%9.66%3.04%6.00%13.46%
VBR
Vanguard Small-Cap Value ETF
2.36%1.98%2.12%2.03%1.75%1.68%2.06%2.35%1.79%1.77%1.99%1.77%

Drawdowns

AVFIX vs. VBR - Drawdown Comparison

The maximum AVFIX drawdown since its inception was -66.16%, which is greater than VBR's maximum drawdown of -62.01%. Use the drawdown chart below to compare losses from any high point for AVFIX and VBR. For additional features, visit the drawdowns tool.


-40.00%-30.00%-20.00%-10.00%0.00%NovemberDecember2025FebruaryMarchApril
-32.71%
-16.61%
AVFIX
VBR

Volatility

AVFIX vs. VBR - Volatility Comparison

American Beacon Small Cap Value Fund (AVFIX) has a higher volatility of 15.37% compared to Vanguard Small-Cap Value ETF (VBR) at 14.03%. This indicates that AVFIX's price experiences larger fluctuations and is considered to be riskier than VBR based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


4.00%6.00%8.00%10.00%12.00%14.00%16.00%NovemberDecember2025FebruaryMarchApril
15.37%
14.03%
AVFIX
VBR