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AAIEX vs. AHTPX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

AAIEX vs. AHTPX - Performance Comparison

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

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AAIEX vs. AHTPX - Yearly Performance Comparison


2026 (YTD)2025202420232022202120202019
AAIEX
American Beacon International Equity Fund
-3.69%37.12%2.16%22.54%-10.87%9.74%1.06%19.44%
AHTPX
American Beacon AHL TargetRisk Fund
3.28%7.76%6.73%13.48%-16.81%13.63%5.18%26.87%

Returns By Period

In the year-to-date period, AAIEX achieves a -3.69% return, which is significantly lower than AHTPX's 3.28% return.


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%

AHTPX

1D
0.36%
1M
-6.92%
YTD
3.28%
6M
8.45%
1Y
10.56%
3Y*
8.83%
5Y*
5.05%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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AAIEX vs. AHTPX - Expense Ratio Comparison

AAIEX has a 0.72% expense ratio, which is lower than AHTPX's 1.41% expense ratio.


Return for Risk

AAIEX vs. AHTPX — Risk / Return Rank

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

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

AHTPX
AHTPX Risk / Return Rank: 3636
Overall Rank
AHTPX Sharpe Ratio Rank: 4545
Sharpe Ratio Rank
AHTPX Sortino Ratio Rank: 3535
Sortino Ratio Rank
AHTPX Omega Ratio Rank: 4343
Omega Ratio Rank
AHTPX Calmar Ratio Rank: 3636
Calmar Ratio Rank
AHTPX Martin Ratio Rank: 2222
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.

AAIEX vs. AHTPX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for American Beacon International Equity Fund (AAIEX) and American Beacon AHL TargetRisk Fund (AHTPX). 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.


AAIEXAHTPXDifference

Sharpe ratio

Return per unit of total volatility

1.15

0.89

+0.26

Sortino ratio

Return per unit of downside risk

1.53

1.15

+0.38

Omega ratio

Gain probability vs. loss probability

1.23

1.18

+0.04

Calmar ratio

Return relative to maximum drawdown

1.27

0.96

+0.31

Martin ratio

Return relative to average drawdown

4.79

2.30

+2.49

AAIEX vs. AHTPX - Sharpe Ratio Comparison

The current AAIEX Sharpe Ratio is 1.15, which is comparable to the AHTPX Sharpe Ratio of 0.89. The chart below compares the historical Sharpe Ratios of AAIEX and AHTPX, 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


AAIEXAHTPXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.15

0.89

+0.26

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.41

0.52

-0.11

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.39

Sharpe Ratio (All Time)

Calculated using the full available price history

0.34

0.85

-0.51

Correlation

The correlation between AAIEX and AHTPX is 0.59, 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

AAIEX vs. AHTPX - Dividend Comparison

AAIEX's dividend yield for the trailing twelve months is around 13.13%, more than AHTPX's 7.73% yield.


TTM20252024202320222021202020192018201720162015
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%
AHTPX
American Beacon AHL TargetRisk Fund
7.73%7.98%4.80%3.63%5.07%18.73%0.54%4.51%0.00%0.00%0.00%0.00%

Drawdowns

AAIEX vs. AHTPX - Drawdown Comparison

The maximum AAIEX drawdown since its inception was -59.31%, which is greater than AHTPX's maximum drawdown of -19.23%. Use the drawdown chart below to compare losses from any high point for AAIEX and AHTPX.


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Drawdown Indicators


AAIEXAHTPXDifference

Max Drawdown

Largest peak-to-trough decline

-59.31%

-19.23%

-40.08%

Max Drawdown (1Y)

Largest decline over 1 year

-13.67%

-9.94%

-3.73%

Max Drawdown (5Y)

Largest decline over 5 years

-29.21%

-19.23%

-9.98%

Max Drawdown (10Y)

Largest decline over 10 years

-43.34%

Current Drawdown

Current decline from peak

-12.77%

-6.92%

-5.85%

Average Drawdown

Average peak-to-trough decline

-11.29%

-5.70%

-5.59%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.61%

4.14%

-0.53%

Volatility

AAIEX vs. AHTPX - Volatility Comparison

American Beacon International Equity Fund (AAIEX) has a higher volatility of 6.65% compared to American Beacon AHL TargetRisk Fund (AHTPX) at 3.73%. This indicates that AAIEX's price experiences larger fluctuations and is considered to be riskier than AHTPX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


AAIEXAHTPXDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.65%

3.73%

+2.92%

Volatility (6M)

Calculated over the trailing 6-month period

10.29%

8.40%

+1.89%

Volatility (1Y)

Calculated over the trailing 1-year period

16.43%

11.14%

+5.29%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

21.23%

9.70%

+11.53%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

20.22%

9.01%

+11.21%