AHLIX vs. GFIRX
AHLIX (American Beacon AHL Managed Futures Strategy Fund Class R5) and GFIRX (Goldman Sachs Managed Futures Strategy Fund) are both Systematic Trend funds. Over the past 10 years, AHLIX returned 4.76%/yr vs 2.69%/yr for GFIRX. Their 0.73 correlation means they have sometimes moved together and sometimes differently. AHLIX charges 1.53%/yr vs 1.33%/yr for GFIRX.
Performance
AHLIX vs. GFIRX - Performance Comparison
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Returns By Period
In the year-to-date period, AHLIX achieves a 10.28% return, which is significantly higher than GFIRX's 5.85% return. Over the past 10 years, AHLIX has outperformed GFIRX with an annualized return of 4.76%, while GFIRX has yielded a comparatively lower 2.69% annualized 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%
GFIRX
- 1D
- -0.31%
- 1M
- 1.03%
- 6M
- 3.61%
- YTD
- 5.85%
- 1Y
- 16.31%
- 3Y*
- -0.47%
- 5Y*
- 3.46%
- 10Y*
- 2.69%
- ALL TIME*
- 2.31%
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. GFIRX - 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% | 5.23% |
GFIRX Goldman Sachs Managed Futures Strategy Fund | 5.85% | 0.54% | -5.17% | -3.87% | 20.44% | 4.86% | 6.94% | 2.61% | -2.24% | 2.56% |
Correlation
The correlation between AHLIX and GFIRX is 0.80, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.80 |
Correlation (3Y) Balances recent behavior with more history. | 0.73 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.70 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.73 |
Correlation (All Time) Calculated using the full available price history since Jan 2, 2015 | 0.73 |
The correlation between AHLIX and GFIRX has been stable across timeframes, ranging from 0.70 to 0.80 - a consistent structural relationship.
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Return for Risk
AHLIX vs. GFIRX — Risk / Return Rank
AHLIX
GFIRX
AHLIX vs. GFIRX - 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 Goldman Sachs Managed Futures Strategy Fund (GFIRX). 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 | GFIRX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.53 | ||
| Sortino ratioReturn per unit of downside risk | +0.63 | ||
| Omega ratioGain probability vs. loss probability | 1.41 | 1.31 | +0.10 |
| Calmar ratioReturn relative to maximum drawdown | 7.05 | 3.05 | +4.00 |
| Martin ratioReturn relative to average drawdown | 17.42 | 8.88 | +8.54 |
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Drawdowns
AHLIX vs. GFIRX - Drawdown Comparison
The maximum AHLIX drawdown since its inception was -21.62%, smaller than the maximum GFIRX drawdown of -23.09%. Use the drawdown chart below to compare losses from any high point for AHLIX and GFIRX.
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Drawdown Indicators
| AHLIX | GFIRX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -21.62% | -23.09% | +1.47% |
Max Drawdown (1Y)Largest decline over 1 year | -3.52% | -4.86% | +1.34% |
Max Drawdown (3Y)Largest decline over 3 years | -21.62% | -22.39% | +0.77% |
Max Drawdown (5Y)Largest decline over 5 years | -21.62% | -23.09% | +1.47% |
Max Drawdown (10Y)Largest decline over 10 years | -21.62% | -23.09% | +1.47% |
Current DrawdownCurrent decline from peak | -2.69% | -7.35% | +4.66% |
Average DrawdownAverage peak-to-trough decline | -6.49% | -7.02% | +0.53% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.44% | 1.66% | -0.22% |
Volatility
AHLIX vs. GFIRX - Volatility Comparison
American Beacon AHL Managed Futures Strategy Fund Class R5 (AHLIX) and Goldman Sachs Managed Futures Strategy Fund (GFIRX) have volatilities of 2.45% and 2.56%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| AHLIX | GFIRX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.45% | 2.56% | -0.11% |
Volatility (6M)Calculated over the trailing 6-month period | 7.21% | 6.89% | +0.32% |
Volatility (1Y)Calculated over the trailing 1-year period | 10.91% | 8.47% | +2.44% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 9.65% | 10.44% | -0.79% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 9.51% | 9.11% | +0.40% |
AHLIX vs. GFIRX - Expense Ratio Comparison
AHLIX has a 1.53% expense ratio, which is higher than GFIRX's 1.33% expense ratio.
Dividends
AHLIX vs. GFIRX - Dividend Comparison
AHLIX's dividend yield for the trailing twelve months is around 7.48%, while GFIRX has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
GFIRX Goldman Sachs Managed Futures Strategy Fund | 0.00% | 0.00% | 0.00% | 0.00% | 20.11% | 7.35% | 1.21% | 7.06% | 0.16% | 0.49% | 0.00% | 3.98% |
Frequently Asked Questions
AHLIX and GFIRX have a correlation of 0.80, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
GFIRX has higher volatility (2.56%) compared to AHLIX (2.45%). In terms of maximum drawdown, AHLIX dropped -21.62% vs GFIRX's -23.09%.
AHLIX currently has the higher Sharpe Ratio (2.28 vs 1.75), 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.
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