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SHXPX vs. AAIEX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

SHXPX vs. AAIEX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in American Beacon Shapiro Equity Opportunities Fund (SHXPX) and American Beacon International Equity Fund (AAIEX). The values are adjusted to include any dividend payments, if applicable.

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SHXPX vs. AAIEX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
SHXPX
American Beacon Shapiro Equity Opportunities Fund
-10.30%19.14%5.69%12.59%-19.01%24.08%18.78%13.96%2.72%0.16%
AAIEX
American Beacon International Equity Fund
-3.69%37.12%2.16%22.54%-10.87%9.74%1.06%19.44%-16.42%5.87%

Returns By Period

In the year-to-date period, SHXPX achieves a -10.30% return, which is significantly lower than AAIEX's -3.69% return.


SHXPX

1D
0.73%
1M
-8.64%
YTD
-10.30%
6M
-7.40%
1Y
9.66%
3Y*
5.92%
5Y*
1.84%
10Y*

AAIEX

1D
0.63%
1M
-12.77%
YTD
-3.69%
6M
2.71%
1Y
20.90%
3Y*
13.78%
5Y*
8.73%
10Y*
7.87%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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SHXPX vs. AAIEX - Expense Ratio Comparison

SHXPX has a 1.21% expense ratio, which is higher than AAIEX's 0.72% expense ratio.


Return for Risk

SHXPX vs. AAIEX — Risk / Return Rank

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

SHXPX
SHXPX Risk / Return Rank: 1616
Overall Rank
SHXPX Sharpe Ratio Rank: 1616
Sharpe Ratio Rank
SHXPX Sortino Ratio Rank: 1717
Sortino Ratio Rank
SHXPX Omega Ratio Rank: 1717
Omega Ratio Rank
SHXPX Calmar Ratio Rank: 1616
Calmar Ratio Rank
SHXPX Martin Ratio Rank: 1616
Martin Ratio Rank

AAIEX
AAIEX Risk / Return Rank: 5757
Overall Rank
AAIEX Sharpe Ratio Rank: 6565
Sharpe Ratio Rank
AAIEX Sortino Ratio Rank: 5959
Sortino Ratio Rank
AAIEX Omega Ratio Rank: 5959
Omega Ratio Rank
AAIEX Calmar Ratio Rank: 5353
Calmar Ratio Rank
AAIEX Martin Ratio Rank: 4848
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.

SHXPX vs. AAIEX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for American Beacon Shapiro Equity Opportunities Fund (SHXPX) and American Beacon International Equity Fund (AAIEX). 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.


SHXPXAAIEXDifference

Sharpe ratio

Return per unit of total volatility

0.42

1.15

-0.72

Sortino ratio

Return per unit of downside risk

0.77

1.53

-0.76

Omega ratio

Gain probability vs. loss probability

1.11

1.23

-0.12

Calmar ratio

Return relative to maximum drawdown

0.46

1.27

-0.80

Martin ratio

Return relative to average drawdown

1.52

4.79

-3.27

SHXPX vs. AAIEX - Sharpe Ratio Comparison

The current SHXPX Sharpe Ratio is 0.42, which is lower than the AAIEX Sharpe Ratio of 1.15. The chart below compares the historical Sharpe Ratios of SHXPX and AAIEX, 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


SHXPXAAIEXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.42

1.15

-0.72

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.09

0.41

-0.32

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.39

Sharpe Ratio (All Time)

Calculated using the full available price history

0.32

0.34

-0.02

Correlation

The correlation between SHXPX and AAIEX is 0.65, 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

SHXPX vs. AAIEX - Dividend Comparison

SHXPX's dividend yield for the trailing twelve months is around 6.83%, less than AAIEX's 13.13% yield.


TTM20252024202320222021202020192018201720162015
SHXPX
American Beacon Shapiro Equity Opportunities Fund
6.83%6.13%0.54%0.63%8.35%6.58%2.04%5.11%2.65%0.16%0.00%0.00%
AAIEX
American Beacon International Equity Fund
13.13%12.65%24.49%5.36%2.76%10.99%1.63%2.93%9.71%3.15%2.51%2.45%

Drawdowns

SHXPX vs. AAIEX - Drawdown Comparison

The maximum SHXPX drawdown since its inception was -41.98%, smaller than the maximum AAIEX drawdown of -59.31%. Use the drawdown chart below to compare losses from any high point for SHXPX and AAIEX.


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Drawdown Indicators


SHXPXAAIEXDifference

Max Drawdown

Largest peak-to-trough decline

-41.98%

-59.31%

+17.33%

Max Drawdown (1Y)

Largest decline over 1 year

-15.65%

-13.67%

-1.98%

Max Drawdown (5Y)

Largest decline over 5 years

-28.65%

-29.21%

+0.56%

Max Drawdown (10Y)

Largest decline over 10 years

-43.34%

Current Drawdown

Current decline from peak

-13.76%

-12.77%

-0.99%

Average Drawdown

Average peak-to-trough decline

-7.26%

-11.29%

+4.03%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.78%

3.61%

+1.17%

Volatility

SHXPX vs. AAIEX - Volatility Comparison

The current volatility for American Beacon Shapiro Equity Opportunities Fund (SHXPX) is 4.42%, while American Beacon International Equity Fund (AAIEX) has a volatility of 6.65%. This indicates that SHXPX experiences smaller price fluctuations and is considered to be less risky than AAIEX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


SHXPXAAIEXDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.42%

6.65%

-2.23%

Volatility (6M)

Calculated over the trailing 6-month period

12.07%

10.29%

+1.78%

Volatility (1Y)

Calculated over the trailing 1-year period

23.14%

16.43%

+6.71%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

20.25%

21.23%

-0.98%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

21.89%

20.22%

+1.67%