AHLIX vs. SHYPX
AHLIX (American Beacon AHL Managed Futures Strategy Fund Class R5) and SHYPX (American Beacon SiM High Yld Opps Fund) are both mutual funds - AHLIX is a Systematic Trend fund actively managed by American Beacon, while SHYPX is a High Yield Bonds fund managed by American Beacon. Over the past 10 years, AHLIX returned 5.02%/yr vs 6.28%/yr for SHYPX. At a correlation of -0.06, they often move in opposite directions. AHLIX charges 1.53%/yr vs 1.10%/yr for SHYPX.
Performance
AHLIX vs. SHYPX - Performance Comparison
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Returns By Period
In the year-to-date period, AHLIX achieves a 11.86% return, which is significantly higher than SHYPX's 1.91% return. Over the past 10 years, AHLIX has underperformed SHYPX with an annualized return of 5.02%, while SHYPX has yielded a comparatively higher 6.28% annualized return.
AHLIX
- 1D
- 0.66%
- 1M
- -0.09%
- YTD
- 11.86%
- 6M
- 11.74%
- 1Y
- 30.29%
- 3Y*
- 4.07%
- 5Y*
- 5.34%
- 10Y*
- 5.02%
SHYPX
- 1D
- 0.11%
- 1M
- 0.35%
- YTD
- 1.91%
- 6M
- 2.48%
- 1Y
- 9.05%
- 3Y*
- 9.58%
- 5Y*
- 5.20%
- 10Y*
- 6.28%
AHLIX vs. SHYPX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
AHLIX American Beacon AHL Managed Futures Strategy Fund Class R5 | 11.86% | 2.59% | 2.07% | -3.85% | 16.94% | 5.09% | 10.71% | 0.44% | 2.52% | 5.23% |
SHYPX American Beacon SiM High Yld Opps Fund | 1.91% | 9.15% | 9.62% | 13.26% | -8.39% | 8.34% | 6.08% | 12.05% | -1.46% | 7.14% |
Correlation
The correlation between AHLIX and SHYPX is 0.24, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.24 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.00 |
Correlation (5Y) Calculated over the trailing 5-year period | -0.06 |
Correlation (10Y) Calculated over the trailing 10-year period | -0.03 |
Correlation (All Time) Calculated using the full available price history since Jan 2, 2015 | -0.06 |
The correlation between AHLIX and SHYPX shifts across timeframes, from -0.06 (5 years) to 0.24 (1 year), reflecting how their relationship changes across market environments.
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Return for Risk
AHLIX vs. SHYPX — Risk / Return Rank
AHLIX
SHYPX
AHLIX vs. SHYPX - 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 SiM High Yld Opps Fund (SHYPX). 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 | SHYPX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.57 | ||
| Sortino ratioReturn per unit of downside risk | -2.24 | ||
| Omega ratioGain probability vs. loss probability | 1.50 | 1.78 | -0.28 |
| Calmar ratioReturn relative to maximum drawdown | 6.01 | 4.78 | +1.23 |
| Martin ratioReturn relative to average drawdown | 18.89 | 23.68 | -4.79 |
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Drawdowns
AHLIX vs. SHYPX - Drawdown Comparison
The maximum AHLIX drawdown since its inception was -21.62%, smaller than the maximum SHYPX drawdown of -24.85%. Use the drawdown chart below to compare losses from any high point for AHLIX and SHYPX.
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Drawdown Indicators
| AHLIX | SHYPX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -21.62% | -24.85% | +3.23% |
Max Drawdown (1Y)Largest decline over 1 year | -4.91% | -1.90% | -3.01% |
Max Drawdown (3Y)Largest decline over 3 years | -21.62% | -3.82% | -17.80% |
Max Drawdown (5Y)Largest decline over 5 years | -21.62% | -12.50% | -9.12% |
Max Drawdown (10Y)Largest decline over 10 years | -21.62% | -24.85% | +3.23% |
Current DrawdownCurrent decline from peak | -0.93% | -0.32% | -0.61% |
Average DrawdownAverage peak-to-trough decline | -6.54% | -1.88% | -4.66% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.56% | 0.38% | +1.18% |
Volatility
AHLIX vs. SHYPX - Volatility Comparison
American Beacon AHL Managed Futures Strategy Fund Class R5 (AHLIX) has a higher volatility of 2.36% compared to American Beacon SiM High Yld Opps Fund (SHYPX) at 0.86%. This indicates that AHLIX's price experiences larger fluctuations and is considered to be riskier than SHYPX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| AHLIX | SHYPX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.36% | 0.86% | +1.50% |
Volatility (6M)Calculated over the trailing 6-month period | 7.79% | 2.08% | +5.71% |
Volatility (1Y)Calculated over the trailing 1-year period | 10.84% | 2.76% | +8.08% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 9.60% | 4.33% | +5.27% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 9.48% | 5.11% | +4.37% |
AHLIX vs. SHYPX - Expense Ratio Comparison
AHLIX has a 1.53% expense ratio, which is higher than SHYPX's 1.10% expense ratio.
Dividends
AHLIX vs. SHYPX - Dividend Comparison
AHLIX's dividend yield for the trailing twelve months is around 7.38%, more than SHYPX's 5.94% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
AHLIX American Beacon AHL Managed Futures Strategy Fund Class R5 | 7.38% | 8.25% | 0.55% | 1.10% | 17.63% | 7.44% | 5.33% | 4.47% | 1.83% | 4.01% | 0.00% | 3.51% |
SHYPX American Beacon SiM High Yld Opps Fund | 5.94% | 6.63% | 6.50% | 7.39% | 4.10% | 5.09% | 6.05% | 5.91% | 6.09% | 5.52% | 6.38% | 4.95% |
Frequently Asked Questions
AHLIX and SHYPX have a correlation of 0.24, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
AHLIX has higher volatility (2.36%) compared to SHYPX (0.86%). In terms of maximum drawdown, AHLIX dropped -21.62% vs SHYPX's -24.85%.
SHYPX currently has the higher Sharpe Ratio (3.30 vs 2.73), 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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