LYRNX vs. TIVFX
LYRNX (Lyrical International Value Equity Fund) and TIVFX (American Beacon Tocqueville International Value Fund) are both Foreign Large Cap Equities funds. Over the past 5 years, LYRNX returned 7.65%/yr vs 8.19%/yr for TIVFX. Their correlation of 0.80 means they have usually moved in the same direction. LYRNX charges 1.24%/yr vs 1.20%/yr for TIVFX.
Performance
LYRNX vs. TIVFX - Performance Comparison
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Returns By Period
In the year-to-date period, LYRNX achieves a 11.00% return, which is significantly lower than TIVFX's 17.03% return.
LYRNX
- 1D
- 1.60%
- 1M
- 0.57%
- 6M
- 7.10%
- YTD
- 11.00%
- 1Y
- 20.20%
- 3Y*
- 13.53%
- 5Y*
- 7.65%
- 10Y*
- —
- ALL TIME*
- 11.45%
TIVFX
- 1D
- 2.89%
- 1M
- -11.33%
- 6M
- 3.25%
- YTD
- 17.03%
- 1Y
- 32.90%
- 3Y*
- 17.80%
- 5Y*
- 8.19%
- 10Y*
- 7.97%
- ALL TIME*
- 6.27%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $0.00 | $0.00 | $0.00 | |
| $0.00 | $0.00 | $0.00 |
LYRNX vs. TIVFX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
LYRNX Lyrical International Value Equity Fund | 11.00% | 35.45% | -2.53% | 12.96% | -12.90% | 15.23% | 20.44% |
TIVFX American Beacon Tocqueville International Value Fund | 17.03% | 36.15% | 3.73% | 15.43% | -20.57% | 7.53% | 24.64% |
Correlation
The correlation between LYRNX and TIVFX is 0.65, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.65 |
Correlation (3Y) Balances recent behavior with more history. | 0.67 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.78 |
Correlation (All Time) Calculated using the full available price history since Mar 5, 2020 | 0.80 |
The correlation between LYRNX and TIVFX shifts across timeframes, from 0.65 (1 year) to 0.80 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
LYRNX vs. TIVFX — Risk / Return Rank
LYRNX
TIVFX
LYRNX vs. TIVFX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Lyrical International Value Equity Fund (LYRNX) and American Beacon Tocqueville International Value Fund (TIVFX). 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.
| LYRNX | TIVFX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.41 | ||
| Sortino ratioReturn per unit of downside risk | -0.37 | ||
| Omega ratioGain probability vs. loss probability | 1.19 | 1.26 | -0.07 |
| Calmar ratioReturn relative to maximum drawdown | 1.39 | 1.71 | -0.32 |
| Martin ratioReturn relative to average drawdown | 5.23 | 6.75 | -1.52 |
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Drawdowns
LYRNX vs. TIVFX - Drawdown Comparison
The maximum LYRNX drawdown since its inception was -33.02%, smaller than the maximum TIVFX drawdown of -54.21%. Use the drawdown chart below to compare losses from any high point for LYRNX and TIVFX.
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Drawdown Indicators
| LYRNX | TIVFX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -33.02% | -54.21% | +21.19% |
Max Drawdown (1Y)Largest decline over 1 year | -13.38% | -19.03% | +5.65% |
Max Drawdown (3Y)Largest decline over 3 years | -13.40% | -23.99% | +10.59% |
Max Drawdown (5Y)Largest decline over 5 years | -31.07% | -36.31% | +5.24% |
Max Drawdown (10Y)Largest decline over 10 years | — | -41.51% | — |
Current DrawdownCurrent decline from peak | -1.25% | -16.69% | +15.44% |
Average DrawdownAverage peak-to-trough decline | -7.30% | -13.35% | +6.05% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.55% | 4.80% | -1.25% |
Volatility
LYRNX vs. TIVFX - Volatility Comparison
The current volatility for Lyrical International Value Equity Fund (LYRNX) is 4.43%, while American Beacon Tocqueville International Value Fund (TIVFX) has a volatility of 8.59%. This indicates that LYRNX experiences smaller price fluctuations and is considered to be less risky than TIVFX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| LYRNX | TIVFX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.43% | 8.59% | -4.16% |
Volatility (6M)Calculated over the trailing 6-month period | 15.14% | 19.43% | -4.29% |
Volatility (1Y)Calculated over the trailing 1-year period | 17.73% | 22.33% | -4.60% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.89% | 19.39% | -1.50% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 21.03% | 17.84% | +3.19% |
LYRNX vs. TIVFX - Expense Ratio Comparison
LYRNX has a 1.24% expense ratio, which is higher than TIVFX's 1.20% expense ratio.
Dividends
LYRNX vs. TIVFX - Dividend Comparison
LYRNX's dividend yield for the trailing twelve months is around 5.21%, less than TIVFX's 7.54% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
LYRNX Lyrical International Value Equity Fund | 5.21% | 5.79% | 3.25% | 1.11% | 2.96% | 5.46% | 0.26% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
TIVFX American Beacon Tocqueville International Value Fund | 7.54% | 8.82% | 10.23% | 1.66% | 1.39% | 3.65% | 0.34% | 1.69% | 1.37% | 1.28% | 1.57% | 3.01% |
Frequently Asked Questions
LYRNX and TIVFX have a correlation of 0.65, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
TIVFX has higher volatility (8.59%) compared to LYRNX (4.43%). In terms of maximum drawdown, LYRNX dropped -33.02% vs TIVFX's -54.21%.
TIVFX currently has the higher Sharpe Ratio (1.46 vs 1.05), 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.
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