AVFIX vs. VEXRX
Compare and contrast key facts about American Beacon Small Cap Value Fund (AVFIX) and Vanguard Explorer Fund Admiral Shares (VEXRX).
AVFIX is managed by American Beacon. It was launched on Dec 31, 1998. VEXRX is managed by Vanguard. It was launched on Nov 12, 2001.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: AVFIX or VEXRX.
Performance
AVFIX vs. VEXRX - Performance Comparison
Returns By Period
In the year-to-date period, AVFIX achieves a 12.27% return, which is significantly lower than VEXRX's 13.78% return. Over the past 10 years, AVFIX has outperformed VEXRX with an annualized return of 8.38%, while VEXRX has yielded a comparatively lower 2.18% annualized return.
AVFIX
12.27%
2.04%
7.90%
24.70%
11.24%
8.38%
VEXRX
13.78%
1.14%
7.64%
26.42%
4.17%
2.18%
Key characteristics
| AVFIX | VEXRX | |
|---|---|---|
| Sharpe Ratio | 1.28 | 1.66 |
| Sortino Ratio | 1.93 | 2.35 |
| Omega Ratio | 1.23 | 1.29 |
| Calmar Ratio | 2.53 | 0.75 |
| Martin Ratio | 6.86 | 9.37 |
| Ulcer Index | 3.65% | 2.91% |
| Daily Std Dev | 19.53% | 16.47% |
| Max Drawdown | -61.40% | -61.00% |
| Current Drawdown | -3.48% | -18.76% |
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AVFIX vs. VEXRX - Expense Ratio Comparison
AVFIX has a 0.81% expense ratio, which is higher than VEXRX's 0.29% expense ratio.
Correlation
The correlation between AVFIX and VEXRX is 0.92, 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.
Risk-Adjusted Performance
AVFIX vs. VEXRX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for American Beacon Small Cap Value Fund (AVFIX) and Vanguard Explorer Fund Admiral Shares (VEXRX). 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.
Dividends
AVFIX vs. VEXRX - Dividend Comparison
AVFIX's dividend yield for the trailing twelve months is around 1.35%, more than VEXRX's 0.54% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
AVFIX American Beacon Small Cap Value Fund | 1.35% | 1.52% | 1.80% | 0.85% | 0.88% | 1.18% | 0.91% | 0.56% | 0.81% | 0.89% | 0.77% | 0.51% |
VEXRX Vanguard Explorer Fund Admiral Shares | 0.54% | 0.62% | 0.51% | 0.36% | 0.23% | 0.39% | 0.51% | 0.50% | 0.50% | 0.51% | 0.37% | 0.22% |
Drawdowns
AVFIX vs. VEXRX - Drawdown Comparison
The maximum AVFIX drawdown since its inception was -61.40%, roughly equal to the maximum VEXRX drawdown of -61.00%. Use the drawdown chart below to compare losses from any high point for AVFIX and VEXRX. For additional features, visit the drawdowns tool.
Volatility
AVFIX vs. VEXRX - Volatility Comparison
American Beacon Small Cap Value Fund (AVFIX) has a higher volatility of 7.21% compared to Vanguard Explorer Fund Admiral Shares (VEXRX) at 5.62%. This indicates that AVFIX's price experiences larger fluctuations and is considered to be riskier than VEXRX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.