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TFBYX vs. AADEX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

TFBYX vs. AADEX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in American Beacon TwentyFour Sustainable Short Term Bond Fund (TFBYX) and American Beacon Large Cap Value Fund (AADEX). The values are adjusted to include any dividend payments, if applicable.

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TFBYX vs. AADEX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020
TFBYX
American Beacon TwentyFour Sustainable Short Term Bond Fund
-0.49%5.58%5.81%7.22%-3.86%0.70%2.74%
AADEX
American Beacon Large Cap Value Fund
-2.12%14.65%15.37%13.51%-5.40%28.07%2.85%

Returns By Period

In the year-to-date period, TFBYX achieves a -0.49% return, which is significantly higher than AADEX's -2.12% return.


TFBYX

1D
0.11%
1M
-1.49%
YTD
-0.49%
6M
0.69%
1Y
3.91%
3Y*
5.54%
5Y*
2.85%
10Y*

AADEX

1D
-0.15%
1M
-6.59%
YTD
-2.12%
6M
0.91%
1Y
10.71%
3Y*
13.69%
5Y*
9.37%
10Y*
11.08%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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TFBYX vs. AADEX - Expense Ratio Comparison

TFBYX has a 0.57% expense ratio, which is lower than AADEX's 0.63% expense ratio.


Return for Risk

TFBYX vs. AADEX — Risk / Return Rank

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

TFBYX
TFBYX Risk / Return Rank: 9595
Overall Rank
TFBYX Sharpe Ratio Rank: 9797
Sharpe Ratio Rank
TFBYX Sortino Ratio Rank: 9696
Sortino Ratio Rank
TFBYX Omega Ratio Rank: 9797
Omega Ratio Rank
TFBYX Calmar Ratio Rank: 9090
Calmar Ratio Rank
TFBYX Martin Ratio Rank: 9393
Martin Ratio Rank

AADEX
AADEX Risk / Return Rank: 3131
Overall Rank
AADEX Sharpe Ratio Rank: 3030
Sharpe Ratio Rank
AADEX Sortino Ratio Rank: 3030
Sortino Ratio Rank
AADEX Omega Ratio Rank: 3131
Omega Ratio Rank
AADEX Calmar Ratio Rank: 2929
Calmar Ratio Rank
AADEX Martin Ratio Rank: 3333
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.

TFBYX vs. AADEX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for American Beacon TwentyFour Sustainable Short Term Bond Fund (TFBYX) and American Beacon Large Cap Value Fund (AADEX). 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.


TFBYXAADEXDifference

Sharpe ratio

Return per unit of total volatility

2.54

0.69

+1.85

Sortino ratio

Return per unit of downside risk

3.61

1.07

+2.54

Omega ratio

Gain probability vs. loss probability

1.71

1.16

+0.56

Calmar ratio

Return relative to maximum drawdown

2.52

0.82

+1.70

Martin ratio

Return relative to average drawdown

11.89

3.52

+8.37

TFBYX vs. AADEX - Sharpe Ratio Comparison

The current TFBYX Sharpe Ratio is 2.54, which is higher than the AADEX Sharpe Ratio of 0.69. The chart below compares the historical Sharpe Ratios of TFBYX and AADEX, 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


TFBYXAADEXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.54

0.69

+1.85

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

1.85

0.55

+1.31

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.57

Sharpe Ratio (All Time)

Calculated using the full available price history

1.74

0.49

+1.25

Correlation

The correlation between TFBYX and AADEX is 0.17, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


Dividends

TFBYX vs. AADEX - Dividend Comparison

TFBYX's dividend yield for the trailing twelve months is around 3.87%, less than AADEX's 12.24% yield.


TTM20252024202320222021202020192018201720162015
TFBYX
American Beacon TwentyFour Sustainable Short Term Bond Fund
3.87%3.84%3.79%3.73%12.53%3.07%2.17%0.00%0.00%0.00%0.00%0.00%
AADEX
American Beacon Large Cap Value Fund
12.24%11.98%12.61%5.28%11.80%11.20%14.65%9.93%10.39%10.73%2.97%11.85%

Drawdowns

TFBYX vs. AADEX - Drawdown Comparison

The maximum TFBYX drawdown since its inception was -7.41%, smaller than the maximum AADEX drawdown of -59.56%. Use the drawdown chart below to compare losses from any high point for TFBYX and AADEX.


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Drawdown Indicators


TFBYXAADEXDifference

Max Drawdown

Largest peak-to-trough decline

-7.41%

-59.56%

+52.15%

Max Drawdown (1Y)

Largest decline over 1 year

-1.60%

-12.44%

+10.84%

Max Drawdown (5Y)

Largest decline over 5 years

-7.41%

-19.67%

+12.26%

Max Drawdown (10Y)

Largest decline over 10 years

-41.69%

Current Drawdown

Current decline from peak

-1.49%

-7.31%

+5.82%

Average Drawdown

Average peak-to-trough decline

-1.17%

-8.06%

+6.89%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.34%

2.90%

-2.56%

Volatility

TFBYX vs. AADEX - Volatility Comparison

The current volatility for American Beacon TwentyFour Sustainable Short Term Bond Fund (TFBYX) is 0.95%, while American Beacon Large Cap Value Fund (AADEX) has a volatility of 3.59%. This indicates that TFBYX experiences smaller price fluctuations and is considered to be less risky than AADEX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


TFBYXAADEXDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.95%

3.59%

-2.64%

Volatility (6M)

Calculated over the trailing 6-month period

1.27%

8.74%

-7.47%

Volatility (1Y)

Calculated over the trailing 1-year period

1.55%

16.91%

-15.36%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

1.55%

17.28%

-15.73%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

1.63%

19.56%

-17.93%