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BRLVX vs. AADBX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

BRLVX vs. AADBX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in American Beacon Bridgeway Large Cap Value Fund (BRLVX) and American Beacon Balanced Fund (AADBX). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, BRLVX achieves a 17.77% return, which is significantly higher than AADBX's 4.63% return. Over the past 10 years, BRLVX has outperformed AADBX with an annualized return of 11.61%, while AADBX has yielded a comparatively lower 8.97% annualized return.


BRLVX

1D
0.61%
1M
2.59%
YTD
17.77%
6M
16.34%
1Y
40.66%
3Y*
23.47%
5Y*
13.19%
10Y*
11.61%

AADBX

1D
0.00%
1M
0.52%
YTD
4.63%
6M
4.28%
1Y
13.94%
3Y*
12.24%
5Y*
6.85%
10Y*
8.97%
*Multi-year figures are annualized to reflect compound growth (CAGR)

BRLVX vs. AADBX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
BRLVX
American Beacon Bridgeway Large Cap Value Fund
17.77%24.30%16.48%11.42%-7.79%22.95%-3.06%25.13%-13.40%15.89%
AADBX
American Beacon Balanced Fund
4.63%11.65%10.54%12.35%-7.55%16.73%6.30%22.57%-8.11%12.54%

Correlation

The correlation between BRLVX and AADBX is 0.86, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.86

Correlation (3Y)
Calculated over the trailing 3-year period

0.91

Correlation (5Y)
Calculated over the trailing 5-year period

0.93

Correlation (10Y)
Calculated over the trailing 10-year period

0.94

Correlation (All Time)
Calculated using the full available price history since Oct 31, 2003

0.94

The correlation between BRLVX and AADBX has been stable across timeframes, ranging from 0.86 to 0.94 - a consistent structural relationship.

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Return for Risk

BRLVX vs. AADBX — Risk / Return Rank

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

BRLVX
BRLVX Risk / Return Rank: 9494
Overall Rank
BRLVX Sharpe Ratio Rank: 9696
Sharpe Ratio Rank
BRLVX Sortino Ratio Rank: 9393
Sortino Ratio Rank
BRLVX Omega Ratio Rank: 8787
Omega Ratio Rank
BRLVX Calmar Ratio Rank: 9595
Calmar Ratio Rank
BRLVX Martin Ratio Rank: 9797
Martin Ratio Rank

AADBX
AADBX Risk / Return Rank: 4444
Overall Rank
AADBX Sharpe Ratio Rank: 4141
Sharpe Ratio Rank
AADBX Sortino Ratio Rank: 4242
Sortino Ratio Rank
AADBX Omega Ratio Rank: 3939
Omega Ratio Rank
AADBX Calmar Ratio Rank: 5151
Calmar Ratio Rank
AADBX 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.

BRLVX vs. AADBX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for American Beacon Bridgeway Large Cap Value Fund (BRLVX) and American Beacon Balanced Fund (AADBX). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


BRLVXAADBXDifference
Sharpe ratioReturn per unit of total volatility

+1.43

Sortino ratioReturn per unit of downside risk

+1.89

Omega ratioGain probability vs. loss probability

1.56

1.31

+0.24

Calmar ratioReturn relative to maximum drawdown

5.62

2.62

+3.00

Martin ratioReturn relative to average drawdown

23.96

9.02

+14.94

BRLVX vs. AADBX - Sharpe Ratio Comparison

The current BRLVX Sharpe Ratio is 3.16, which is higher than the AADBX Sharpe Ratio of 1.73. The chart below compares the historical Sharpe Ratios of BRLVX and AADBX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

BRLVX vs. AADBX - Drawdown Comparison

The maximum BRLVX drawdown since its inception was -55.94%, which is greater than AADBX's maximum drawdown of -41.05%. Use the drawdown chart below to compare losses from any high point for BRLVX and AADBX.


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Drawdown Indicators


BRLVXAADBXDifference

Max Drawdown

Largest peak-to-trough decline

-55.94%

-41.05%

-14.89%

Max Drawdown (1Y)

Largest decline over 1 year

-7.49%

-5.50%

-1.99%

Max Drawdown (3Y)

Largest decline over 3 years

-23.02%

-12.70%

-10.32%

Max Drawdown (5Y)

Largest decline over 5 years

-23.02%

-17.79%

-5.23%

Max Drawdown (10Y)

Largest decline over 10 years

-42.13%

-28.13%

-14.00%

Current Drawdown

Current decline from peak

-0.27%

-1.64%

+1.37%

Average Drawdown

Average peak-to-trough decline

-8.06%

-4.74%

-3.32%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.75%

1.59%

+0.16%

Volatility

BRLVX vs. AADBX - Volatility Comparison

American Beacon Bridgeway Large Cap Value Fund (BRLVX) has a higher volatility of 4.64% compared to American Beacon Balanced Fund (AADBX) at 2.70%. This indicates that BRLVX's price experiences larger fluctuations and is considered to be riskier than AADBX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


BRLVXAADBXDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.64%

2.70%

+1.94%

Volatility (6M)

Calculated over the trailing 6-month period

10.67%

6.11%

+4.56%

Volatility (1Y)

Calculated over the trailing 1-year period

13.37%

8.35%

+5.02%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

19.02%

11.60%

+7.42%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

20.10%

12.43%

+7.67%

BRLVX vs. AADBX - Expense Ratio Comparison

BRLVX has a 0.75% expense ratio, which is higher than AADBX's 0.72% expense ratio.


Dividends

BRLVX vs. AADBX - Dividend Comparison

BRLVX's dividend yield for the trailing twelve months is around 10.72%, more than AADBX's 8.36% yield.


PositionTTM20252024202320222021202020192018201720162015
AADBX
American Beacon Balanced Fund
8.36%8.77%9.66%2.27%10.60%9.34%13.14%9.00%9.67%7.83%1.87%6.84%
BRLVX
American Beacon Bridgeway Large Cap Value Fund
10.72%12.63%18.01%12.03%4.88%9.69%10.64%4.23%9.41%5.80%1.42%3.71%

Frequently Asked Questions


BRLVX and AADBX have a correlation of 0.86, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

BRLVX has higher volatility (4.64%) compared to AADBX (2.70%). In terms of maximum drawdown, BRLVX dropped -55.94% vs AADBX's -41.05%.

BRLVX currently has the higher Sharpe Ratio (3.16 vs 1.73), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

Portfolio Optimizer

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Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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