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SHXPX vs. VIHAX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

SHXPX vs. VIHAX - Performance Comparison

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

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SHXPX vs. VIHAX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
SHXPX
American Beacon Shapiro Equity Opportunities Fund
-8.03%19.14%5.69%12.59%-19.01%24.08%18.78%13.96%2.72%0.16%
VIHAX
Vanguard International High Dividend Yield Index Fund Admiral Shares
5.44%38.01%6.96%16.81%-6.88%15.01%-0.73%20.03%-12.38%3.34%

Returns By Period

In the year-to-date period, SHXPX achieves a -8.03% return, which is significantly lower than VIHAX's 5.44% return.


SHXPX

1D
2.53%
1M
-6.21%
YTD
-8.03%
6M
-5.48%
1Y
12.76%
3Y*
6.81%
5Y*
2.13%
10Y*

VIHAX

1D
2.29%
1M
-4.98%
YTD
5.44%
6M
12.61%
1Y
32.56%
3Y*
20.30%
5Y*
12.43%
10Y*
10.41%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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SHXPX vs. VIHAX - Expense Ratio Comparison

SHXPX has a 1.21% expense ratio, which is higher than VIHAX's 0.22% expense ratio.


Return for Risk

SHXPX vs. VIHAX — Risk / Return Rank

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

SHXPX
SHXPX Risk / Return Rank: 1919
Overall Rank
SHXPX Sharpe Ratio Rank: 1717
Sharpe Ratio Rank
SHXPX Sortino Ratio Rank: 1818
Sortino Ratio Rank
SHXPX Omega Ratio Rank: 1818
Omega Ratio Rank
SHXPX Calmar Ratio Rank: 2222
Calmar Ratio Rank
SHXPX Martin Ratio Rank: 2020
Martin Ratio Rank

VIHAX
VIHAX Risk / Return Rank: 9494
Overall Rank
VIHAX Sharpe Ratio Rank: 9595
Sharpe Ratio Rank
VIHAX Sortino Ratio Rank: 9494
Sortino Ratio Rank
VIHAX Omega Ratio Rank: 9494
Omega Ratio Rank
VIHAX Calmar Ratio Rank: 9393
Calmar Ratio Rank
VIHAX Martin Ratio Rank: 9494
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. VIHAX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for American Beacon Shapiro Equity Opportunities Fund (SHXPX) and Vanguard International High Dividend Yield Index Fund Admiral Shares (VIHAX). 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.


SHXPXVIHAXDifference

Sharpe ratio

Return per unit of total volatility

0.54

2.32

-1.79

Sortino ratio

Return per unit of downside risk

0.93

2.96

-2.04

Omega ratio

Gain probability vs. loss probability

1.13

1.47

-0.35

Calmar ratio

Return relative to maximum drawdown

0.80

3.01

-2.21

Martin ratio

Return relative to average drawdown

2.59

12.38

-9.79

SHXPX vs. VIHAX - Sharpe Ratio Comparison

The current SHXPX Sharpe Ratio is 0.54, which is lower than the VIHAX Sharpe Ratio of 2.32. The chart below compares the historical Sharpe Ratios of SHXPX and VIHAX, 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


SHXPXVIHAXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.54

2.32

-1.79

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.11

0.91

-0.81

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.66

Sharpe Ratio (All Time)

Calculated using the full available price history

0.33

0.66

-0.32

Correlation

The correlation between SHXPX and VIHAX 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. VIHAX - Dividend Comparison

SHXPX's dividend yield for the trailing twelve months is around 6.67%, more than VIHAX's 3.62% yield.


TTM2025202420232022202120202019201820172016
SHXPX
American Beacon Shapiro Equity Opportunities Fund
6.67%6.13%0.54%0.63%8.35%6.58%2.04%5.11%2.65%0.16%0.00%
VIHAX
Vanguard International High Dividend Yield Index Fund Admiral Shares
3.62%3.69%4.85%4.58%4.70%4.30%3.22%5.63%4.28%3.16%2.37%

Drawdowns

SHXPX vs. VIHAX - Drawdown Comparison

The maximum SHXPX drawdown since its inception was -41.98%, which is greater than VIHAX's maximum drawdown of -38.80%. Use the drawdown chart below to compare losses from any high point for SHXPX and VIHAX.


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Drawdown Indicators


SHXPXVIHAXDifference

Max Drawdown

Largest peak-to-trough decline

-41.98%

-38.80%

-3.18%

Max Drawdown (1Y)

Largest decline over 1 year

-15.65%

-10.66%

-4.99%

Max Drawdown (5Y)

Largest decline over 5 years

-28.65%

-23.92%

-4.73%

Max Drawdown (10Y)

Largest decline over 10 years

-38.80%

Current Drawdown

Current decline from peak

-11.58%

-6.64%

-4.94%

Average Drawdown

Average peak-to-trough decline

-7.26%

-6.09%

-1.17%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.83%

2.59%

+2.24%

Volatility

SHXPX vs. VIHAX - Volatility Comparison

The current volatility for American Beacon Shapiro Equity Opportunities Fund (SHXPX) is 5.30%, while Vanguard International High Dividend Yield Index Fund Admiral Shares (VIHAX) has a volatility of 6.16%. This indicates that SHXPX experiences smaller price fluctuations and is considered to be less risky than VIHAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


SHXPXVIHAXDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.30%

6.16%

-0.86%

Volatility (6M)

Calculated over the trailing 6-month period

12.34%

9.08%

+3.26%

Volatility (1Y)

Calculated over the trailing 1-year period

23.22%

14.29%

+8.93%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

20.28%

13.69%

+6.59%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

21.91%

15.92%

+5.99%