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MHITX vs. AGEPX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

MHITX vs. AGEPX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in MFS High Income Fund (MHITX) and American Beacon Frontier Markets Income Fund (AGEPX). The values are adjusted to include any dividend payments, if applicable.

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MHITX vs. AGEPX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
MHITX
MFS High Income Fund
-1.19%8.72%5.56%11.12%-11.60%3.20%4.49%14.48%-3.28%6.20%
AGEPX
American Beacon Frontier Markets Income Fund
1.69%18.76%15.58%12.83%-12.84%6.64%2.25%13.10%-3.51%14.90%

Returns By Period

In the year-to-date period, MHITX achieves a -1.19% return, which is significantly lower than AGEPX's 1.69% return. Over the past 10 years, MHITX has underperformed AGEPX with an annualized return of 4.58%, while AGEPX has yielded a comparatively higher 7.51% annualized return.


MHITX

1D
0.65%
1M
-1.60%
YTD
-1.19%
6M
0.07%
1Y
6.17%
3Y*
6.57%
5Y*
2.73%
10Y*
4.58%

AGEPX

1D
0.13%
1M
-2.45%
YTD
1.69%
6M
7.57%
1Y
18.56%
3Y*
16.05%
5Y*
7.82%
10Y*
7.51%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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MHITX vs. AGEPX - Expense Ratio Comparison

MHITX has a 0.86% expense ratio, which is lower than AGEPX's 1.38% expense ratio.


Return for Risk

MHITX vs. AGEPX — Risk / Return Rank

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

MHITX
MHITX Risk / Return Rank: 8585
Overall Rank
MHITX Sharpe Ratio Rank: 8080
Sharpe Ratio Rank
MHITX Sortino Ratio Rank: 8484
Sortino Ratio Rank
MHITX Omega Ratio Rank: 9090
Omega Ratio Rank
MHITX Calmar Ratio Rank: 8686
Calmar Ratio Rank
MHITX Martin Ratio Rank: 8484
Martin Ratio Rank

AGEPX
AGEPX Risk / Return Rank: 9898
Overall Rank
AGEPX Sharpe Ratio Rank: 9999
Sharpe Ratio Rank
AGEPX Sortino Ratio Rank: 9898
Sortino Ratio Rank
AGEPX Omega Ratio Rank: 9898
Omega Ratio Rank
AGEPX Calmar Ratio Rank: 9797
Calmar Ratio Rank
AGEPX Martin Ratio Rank: 9898
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.

MHITX vs. AGEPX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for MFS High Income Fund (MHITX) and American Beacon Frontier Markets Income Fund (AGEPX). 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.


MHITXAGEPXDifference

Sharpe ratio

Return per unit of total volatility

1.54

4.01

-2.48

Sortino ratio

Return per unit of downside risk

2.28

5.61

-3.33

Omega ratio

Gain probability vs. loss probability

1.41

2.06

-0.64

Calmar ratio

Return relative to maximum drawdown

2.30

4.36

-2.07

Martin ratio

Return relative to average drawdown

9.00

21.44

-12.43

MHITX vs. AGEPX - Sharpe Ratio Comparison

The current MHITX Sharpe Ratio is 1.54, which is lower than the AGEPX Sharpe Ratio of 4.01. The chart below compares the historical Sharpe Ratios of MHITX and AGEPX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


MHITXAGEPXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.54

4.01

-2.48

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.51

1.53

-1.02

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.82

1.51

-0.69

Sharpe Ratio (All Time)

Calculated using the full available price history

0.60

1.26

-0.66

Correlation

The correlation between MHITX and AGEPX is 0.43, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Dividends

MHITX vs. AGEPX - Dividend Comparison

MHITX's dividend yield for the trailing twelve months is around 5.74%, less than AGEPX's 8.96% yield.


TTM20252024202320222021202020192018201720162015
MHITX
MFS High Income Fund
5.74%6.04%5.07%4.68%4.07%4.34%4.49%4.65%5.06%4.85%5.39%6.36%
AGEPX
American Beacon Frontier Markets Income Fund
8.96%9.79%11.92%9.40%7.26%7.65%7.07%8.38%9.55%7.09%8.28%6.80%

Drawdowns

MHITX vs. AGEPX - Drawdown Comparison

The maximum MHITX drawdown since its inception was -46.76%, which is greater than AGEPX's maximum drawdown of -22.47%. Use the drawdown chart below to compare losses from any high point for MHITX and AGEPX.


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Drawdown Indicators


MHITXAGEPXDifference

Max Drawdown

Largest peak-to-trough decline

-46.76%

-22.47%

-24.29%

Max Drawdown (1Y)

Largest decline over 1 year

-2.92%

-4.14%

+1.22%

Max Drawdown (5Y)

Largest decline over 5 years

-16.17%

-22.47%

+6.30%

Max Drawdown (10Y)

Largest decline over 10 years

-19.29%

-22.47%

+3.18%

Current Drawdown

Current decline from peak

-1.91%

-3.04%

+1.13%

Average Drawdown

Average peak-to-trough decline

-7.35%

-3.69%

-3.66%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.75%

0.84%

-0.09%

Volatility

MHITX vs. AGEPX - Volatility Comparison

MFS High Income Fund (MHITX) and American Beacon Frontier Markets Income Fund (AGEPX) have volatilities of 1.62% and 1.69%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


MHITXAGEPXDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.62%

1.69%

-0.07%

Volatility (6M)

Calculated over the trailing 6-month period

2.67%

2.77%

-0.10%

Volatility (1Y)

Calculated over the trailing 1-year period

4.26%

4.62%

-0.36%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

5.40%

5.12%

+0.28%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

5.62%

4.98%

+0.64%