AHLIX vs. ADNPX
AHLIX (American Beacon AHL Managed Futures Strategy Fund Class R5) and ADNPX (American Beacon ARK Transformational Innovation Fund) are both mutual funds - AHLIX is a Systematic Trend fund actively managed by American Beacon, while ADNPX is a Mid Cap Growth Equities fund managed by American Beacon. Over the past 5 years, AHLIX returned 4.64%/yr vs -8.68%/yr for ADNPX. Their 0.06 correlation means their historical movements had little consistent relationship. AHLIX charges 1.53%/yr vs 1.39%/yr for ADNPX.
Performance
AHLIX vs. ADNPX - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, AHLIX achieves a 10.28% return, which is significantly higher than ADNPX's -4.07% return.
AHLIX
- 1D
- -0.66%
- 1M
- -0.19%
- 6M
- 4.37%
- YTD
- 10.28%
- 1Y
- 27.88%
- 3Y*
- 4.02%
- 5Y*
- 4.64%
- 10Y*
- 4.76%
- ALL TIME*
- 4.14%
ADNPX
- 1D
- 3.40%
- 1M
- -10.86%
- 6M
- -1.44%
- YTD
- -4.07%
- 1Y
- 3.83%
- 3Y*
- 13.55%
- 5Y*
- -8.68%
- 10Y*
- —
- ALL TIME*
- 13.02%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $0.00 | $0.00 | $0.00 | |
| $0.00 | $0.00 | $0.00 |
AHLIX vs. ADNPX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
AHLIX American Beacon AHL Managed Futures Strategy Fund Class R5 | 10.28% | 2.59% | 2.07% | -3.85% | 16.94% | 5.09% | 10.71% | 0.44% | 2.52% | 7.07% |
ADNPX American Beacon ARK Transformational Innovation Fund | -4.07% | 35.66% | 8.19% | 67.46% | -66.37% | -22.90% | 147.19% | 31.93% | -3.50% | 65.99% |
Correlation
The correlation between AHLIX and ADNPX is 0.30, which is low. Their historical price movements had little consistent relationship.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.30 |
Correlation (3Y) Balances recent behavior with more history. | 0.14 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.02 |
Correlation (All Time) Calculated using the full available price history since Feb 1, 2017 | 0.06 |
Over the past year, AHLIX and ADNPX have become more correlated (0.30) than their long-term average of 0.06, meaning their price movements have been converging.
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
AHLIX vs. ADNPX — Risk / Return Rank
AHLIX
ADNPX
AHLIX vs. ADNPX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for American Beacon AHL Managed Futures Strategy Fund Class R5 (AHLIX) and American Beacon ARK Transformational Innovation Fund (ADNPX). 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| AHLIX | ADNPX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +2.34 | ||
| Sortino ratioReturn per unit of downside risk | +2.92 | ||
| Omega ratioGain probability vs. loss probability | 1.41 | 1.02 | +0.39 |
| Calmar ratioReturn relative to maximum drawdown | 7.05 | -0.07 | +7.12 |
| Martin ratioReturn relative to average drawdown | 17.42 | -0.16 | +17.58 |
Loading charts...
Drawdowns
AHLIX vs. ADNPX - Drawdown Comparison
The maximum AHLIX drawdown since its inception was -21.62%, smaller than the maximum ADNPX drawdown of -79.98%. Use the drawdown chart below to compare losses from any high point for AHLIX and ADNPX.
Loading charts...
Drawdown Indicators
| AHLIX | ADNPX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -21.62% | -79.98% | +58.36% |
Max Drawdown (1Y)Largest decline over 1 year | -3.52% | -30.04% | +26.52% |
Max Drawdown (3Y)Largest decline over 3 years | -21.62% | -38.99% | +17.37% |
Max Drawdown (5Y)Largest decline over 5 years | -21.62% | -75.82% | +54.20% |
Max Drawdown (10Y)Largest decline over 10 years | -21.62% | — | — |
Current DrawdownCurrent decline from peak | -2.69% | -50.31% | +47.62% |
Average DrawdownAverage peak-to-trough decline | -6.49% | -34.90% | +28.41% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.44% | 14.04% | -12.60% |
Volatility
AHLIX vs. ADNPX - Volatility Comparison
The current volatility for American Beacon AHL Managed Futures Strategy Fund Class R5 (AHLIX) is 2.45%, while American Beacon ARK Transformational Innovation Fund (ADNPX) has a volatility of 10.43%. This indicates that AHLIX experiences smaller price fluctuations and is considered to be less risky than ADNPX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| AHLIX | ADNPX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.45% | 10.43% | -7.98% |
Volatility (6M)Calculated over the trailing 6-month period | 7.21% | 28.00% | -20.79% |
Volatility (1Y)Calculated over the trailing 1-year period | 10.91% | 36.01% | -25.10% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 9.65% | 45.39% | -35.74% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 9.51% | 39.64% | -30.13% |
AHLIX vs. ADNPX - Expense Ratio Comparison
AHLIX has a 1.53% expense ratio, which is higher than ADNPX's 1.39% expense ratio.
Dividends
AHLIX vs. ADNPX - Dividend Comparison
AHLIX's dividend yield for the trailing twelve months is around 7.48%, while ADNPX has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% | 0.00% | 0.00% |
AHLIX American Beacon AHL Managed Futures Strategy Fund Class R5 | 7.48% | 8.25% | 0.55% | 1.10% | 17.63% | 7.44% | 5.33% | 4.47% | 1.83% | 4.01% | 0.00% | 3.51% |
Frequently Asked Questions
AHLIX and ADNPX have a correlation of 0.30, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
ADNPX has higher volatility (10.43%) compared to AHLIX (2.45%). In terms of maximum drawdown, AHLIX dropped -21.62% vs ADNPX's -79.98%.
AHLIX currently has the higher Sharpe Ratio (2.28 vs -0.06), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
Find the right allocation for AHLIX and ADNPX
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer