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ADNPX vs. TFBYX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

ADNPX vs. TFBYX - Performance Comparison

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

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ADNPX vs. TFBYX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020
ADNPX
American Beacon ARK Transformational Innovation Fund
-17.31%35.66%8.19%67.46%-66.37%-22.90%102.82%
TFBYX
American Beacon TwentyFour Sustainable Short Term Bond Fund
-0.49%5.58%5.81%7.22%-3.86%0.70%2.74%

Returns By Period

In the year-to-date period, ADNPX achieves a -17.31% return, which is significantly lower than TFBYX's -0.49% return.


ADNPX

1D
-1.73%
1M
-12.92%
YTD
-17.31%
6M
-23.68%
1Y
33.52%
3Y*
16.22%
5Y*
-11.37%
10Y*

TFBYX

1D
0.11%
1M
-1.49%
YTD
-0.49%
6M
0.69%
1Y
3.91%
3Y*
5.54%
5Y*
2.85%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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ADNPX vs. TFBYX - Expense Ratio Comparison

ADNPX has a 1.39% expense ratio, which is higher than TFBYX's 0.57% expense ratio.


Return for Risk

ADNPX vs. TFBYX — Risk / Return Rank

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

ADNPX
ADNPX Risk / Return Rank: 3232
Overall Rank
ADNPX Sharpe Ratio Rank: 3434
Sharpe Ratio Rank
ADNPX Sortino Ratio Rank: 4545
Sortino Ratio Rank
ADNPX Omega Ratio Rank: 3232
Omega Ratio Rank
ADNPX Calmar Ratio Rank: 3030
Calmar Ratio Rank
ADNPX Martin Ratio Rank: 2222
Martin Ratio Rank

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
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.

ADNPX vs. TFBYX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for American Beacon ARK Transformational Innovation Fund (ADNPX) and American Beacon TwentyFour Sustainable Short Term Bond Fund (TFBYX). 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.


ADNPXTFBYXDifference

Sharpe ratio

Return per unit of total volatility

0.74

2.54

-1.80

Sortino ratio

Return per unit of downside risk

1.32

3.61

-2.29

Omega ratio

Gain probability vs. loss probability

1.16

1.71

-0.56

Calmar ratio

Return relative to maximum drawdown

0.84

2.52

-1.69

Martin ratio

Return relative to average drawdown

2.27

11.89

-9.63

ADNPX vs. TFBYX - Sharpe Ratio Comparison

The current ADNPX Sharpe Ratio is 0.74, which is lower than the TFBYX Sharpe Ratio of 2.54. The chart below compares the historical Sharpe Ratios of ADNPX and TFBYX, 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


ADNPXTFBYXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.74

2.54

-1.80

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.25

1.85

-2.11

Sharpe Ratio (All Time)

Calculated using the full available price history

0.30

1.74

-1.44

Correlation

The correlation between ADNPX and TFBYX 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

ADNPX vs. TFBYX - Dividend Comparison

ADNPX has not paid dividends to shareholders, while TFBYX's dividend yield for the trailing twelve months is around 3.87%.


TTM202520242023202220212020201920182017
ADNPX
American Beacon ARK Transformational Innovation Fund
0.00%0.00%0.00%0.00%9.67%31.49%0.39%3.31%6.56%3.64%
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%

Drawdowns

ADNPX vs. TFBYX - Drawdown Comparison

The maximum ADNPX drawdown since its inception was -79.98%, which is greater than TFBYX's maximum drawdown of -7.41%. Use the drawdown chart below to compare losses from any high point for ADNPX and TFBYX.


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Drawdown Indicators


ADNPXTFBYXDifference

Max Drawdown

Largest peak-to-trough decline

-79.98%

-7.41%

-72.57%

Max Drawdown (1Y)

Largest decline over 1 year

-30.04%

-1.60%

-28.44%

Max Drawdown (5Y)

Largest decline over 5 years

-76.39%

-7.41%

-68.98%

Current Drawdown

Current decline from peak

-57.16%

-1.49%

-55.67%

Average Drawdown

Average peak-to-trough decline

-34.44%

-1.17%

-33.27%

Ulcer Index

Depth and duration of drawdowns from previous peaks

11.07%

0.34%

+10.73%

Volatility

ADNPX vs. TFBYX - Volatility Comparison

American Beacon ARK Transformational Innovation Fund (ADNPX) has a higher volatility of 10.79% compared to American Beacon TwentyFour Sustainable Short Term Bond Fund (TFBYX) at 0.95%. This indicates that ADNPX's price experiences larger fluctuations and is considered to be riskier than TFBYX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


ADNPXTFBYXDifference

Volatility (1M)

Calculated over the trailing 1-month period

10.79%

0.95%

+9.84%

Volatility (6M)

Calculated over the trailing 6-month period

25.91%

1.27%

+24.64%

Volatility (1Y)

Calculated over the trailing 1-year period

40.95%

1.55%

+39.40%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

45.02%

1.55%

+43.47%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

39.69%

1.63%

+38.06%