AHLPX vs. ABYAX
Compare and contrast key facts about American Beacon AHL Managed Futures Strategy Fund (AHLPX) and Abbey Capital Futures Strategy Fund Class A (ABYAX).
AHLPX is managed by American Beacon. It was launched on Aug 18, 2014. ABYAX is managed by Abbey Capital. It was launched on Aug 29, 2014.
Performance
AHLPX vs. ABYAX - Performance Comparison
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AHLPX vs. ABYAX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
AHLPX American Beacon AHL Managed Futures Strategy Fund | 7.83% | 2.19% | 1.74% | -4.20% | 16.48% | 4.67% | 10.36% | 0.09% | 2.15% | 4.79% |
ABYAX Abbey Capital Futures Strategy Fund Class A | 4.46% | 1.47% | 0.77% | -3.55% | 16.76% | 3.19% | 7.59% | 8.65% | -6.49% | -0.26% |
Returns By Period
In the year-to-date period, AHLPX achieves a 7.83% return, which is significantly higher than ABYAX's 4.46% return. Over the past 10 years, AHLPX has outperformed ABYAX with an annualized return of 3.94%, while ABYAX has yielded a comparatively lower 2.58% annualized return.
AHLPX
- 1D
- 0.00%
- 1M
- -1.47%
- YTD
- 7.83%
- 6M
- 14.37%
- 1Y
- 17.33%
- 3Y*
- 3.71%
- 5Y*
- 4.29%
- 10Y*
- 3.94%
ABYAX
- 1D
- 0.00%
- 1M
- -0.95%
- YTD
- 4.46%
- 6M
- 7.27%
- 1Y
- 8.47%
- 3Y*
- 2.13%
- 5Y*
- 3.44%
- 10Y*
- 2.58%
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AHLPX vs. ABYAX - Expense Ratio Comparison
AHLPX has a 1.83% expense ratio, which is lower than ABYAX's 2.04% expense ratio.
Return for Risk
AHLPX vs. ABYAX — Risk / Return Rank
AHLPX
ABYAX
AHLPX vs. ABYAX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for American Beacon AHL Managed Futures Strategy Fund (AHLPX) and Abbey Capital Futures Strategy Fund Class A (ABYAX). 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.
| AHLPX | ABYAX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.51 | 1.08 | +0.43 |
Sortino ratioReturn per unit of downside risk | 2.09 | 1.53 | +0.56 |
Omega ratioGain probability vs. loss probability | 1.27 | 1.20 | +0.07 |
Calmar ratioReturn relative to maximum drawdown | 1.87 | 1.70 | +0.17 |
Martin ratioReturn relative to average drawdown | 4.44 | 3.42 | +1.02 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| AHLPX | ABYAX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.51 | 1.08 | +0.43 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.45 | 0.43 | +0.01 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.42 | 0.32 | +0.09 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.39 | 0.45 | -0.06 |
Correlation
The correlation between AHLPX and ABYAX is 0.86, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Dividends
AHLPX vs. ABYAX - Dividend Comparison
AHLPX's dividend yield for the trailing twelve months is around 7.49%, more than ABYAX's 1.22% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
AHLPX American Beacon AHL Managed Futures Strategy Fund | 7.49% | 8.07% | 0.29% | 0.63% | 17.64% | 7.15% | 5.14% | 4.17% | 1.45% | 4.07% | 0.00% | 3.40% |
ABYAX Abbey Capital Futures Strategy Fund Class A | 1.22% | 1.27% | 1.68% | 0.99% | 15.33% | 3.57% | 1.36% | 8.50% | 0.00% | 0.00% | 0.00% | 0.06% |
Drawdowns
AHLPX vs. ABYAX - Drawdown Comparison
The maximum AHLPX drawdown since its inception was -21.90%, which is greater than ABYAX's maximum drawdown of -17.96%. Use the drawdown chart below to compare losses from any high point for AHLPX and ABYAX.
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Drawdown Indicators
| AHLPX | ABYAX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -21.90% | -17.96% | -3.94% |
Max Drawdown (1Y)Largest decline over 1 year | -8.62% | -4.30% | -4.32% |
Max Drawdown (5Y)Largest decline over 5 years | -21.90% | -15.23% | -6.67% |
Max Drawdown (10Y)Largest decline over 10 years | -21.90% | -15.23% | -6.67% |
Current DrawdownCurrent decline from peak | -2.24% | -3.92% | +1.68% |
Average DrawdownAverage peak-to-trough decline | -6.86% | -7.30% | +0.44% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.67% | 2.27% | +1.40% |
Volatility
AHLPX vs. ABYAX - Volatility Comparison
American Beacon AHL Managed Futures Strategy Fund (AHLPX) has a higher volatility of 2.80% compared to Abbey Capital Futures Strategy Fund Class A (ABYAX) at 1.81%. This indicates that AHLPX's price experiences larger fluctuations and is considered to be riskier than ABYAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| AHLPX | ABYAX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.80% | 1.81% | +0.99% |
Volatility (6M)Calculated over the trailing 6-month period | 8.67% | 6.40% | +2.27% |
Volatility (1Y)Calculated over the trailing 1-year period | 11.27% | 7.62% | +3.65% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 9.68% | 7.98% | +1.70% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 9.47% | 7.98% | +1.49% |