AVFIX vs. VSCIX
Compare and contrast key facts about American Beacon Small Cap Value Fund (AVFIX) and Vanguard Small-Cap Index Fund Institutional Shares (VSCIX).
AVFIX is managed by American Beacon. It was launched on Dec 31, 1998. VSCIX is managed by Vanguard. It was launched on Jul 7, 1997.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: AVFIX or VSCIX.
Performance
AVFIX vs. VSCIX - Performance Comparison
Returns By Period
In the year-to-date period, AVFIX achieves a 12.35% return, which is significantly lower than VSCIX's 17.10% return. Over the past 10 years, AVFIX has underperformed VSCIX with an annualized return of 8.39%, while VSCIX has yielded a comparatively higher 9.52% annualized return.
AVFIX
12.35%
2.11%
7.94%
25.10%
11.17%
8.39%
VSCIX
17.10%
2.00%
10.27%
30.88%
10.69%
9.52%
Key characteristics
| AVFIX | VSCIX | |
|---|---|---|
| Sharpe Ratio | 1.37 | 1.88 |
| Sortino Ratio | 2.04 | 2.64 |
| Omega Ratio | 1.25 | 1.32 |
| Calmar Ratio | 2.70 | 1.83 |
| Martin Ratio | 7.34 | 10.37 |
| Ulcer Index | 3.64% | 3.11% |
| Daily Std Dev | 19.57% | 17.12% |
| Max Drawdown | -61.40% | -59.66% |
| Current Drawdown | -3.41% | -3.47% |
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AVFIX vs. VSCIX - Expense Ratio Comparison
AVFIX has a 0.81% expense ratio, which is higher than VSCIX's 0.04% expense ratio.
Correlation
The correlation between AVFIX and VSCIX is 0.97, 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. VSCIX - 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 Index Fund Institutional Shares (VSCIX). 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. VSCIX - Dividend Comparison
AVFIX's dividend yield for the trailing twelve months is around 1.35%, which matches VSCIX's 1.34% 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% |
VSCIX Vanguard Small-Cap Index Fund Institutional Shares | 1.34% | 1.56% | 1.55% | 1.25% | 1.15% | 1.40% | 1.68% | 1.36% | 1.50% | 1.49% | 1.44% | 1.31% |
Drawdowns
AVFIX vs. VSCIX - Drawdown Comparison
The maximum AVFIX drawdown since its inception was -61.40%, roughly equal to the maximum VSCIX drawdown of -59.66%. Use the drawdown chart below to compare losses from any high point for AVFIX and VSCIX. For additional features, visit the drawdowns tool.
Volatility
AVFIX vs. VSCIX - Volatility Comparison
American Beacon Small Cap Value Fund (AVFIX) has a higher volatility of 7.46% compared to Vanguard Small-Cap Index Fund Institutional Shares (VSCIX) at 5.74%. This indicates that AVFIX's price experiences larger fluctuations and is considered to be riskier than VSCIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.