AHLPX vs. ABYIX
Compare and contrast key facts about American Beacon AHL Managed Futures Strategy Fund (AHLPX) and Abbey Capital Futures Strategy Fund Class I (ABYIX).
AHLPX is managed by American Beacon. It was launched on Aug 18, 2014. ABYIX is managed by Abbey Capital. It was launched on Jul 1, 2014.
Performance
AHLPX vs. ABYIX - Performance Comparison
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AHLPX vs. ABYIX - 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% |
ABYIX Abbey Capital Futures Strategy Fund Class I | 4.53% | 1.62% | 1.11% | -3.29% | 17.06% | 3.39% | 7.92% | 8.84% | -6.15% | -0.09% |
Returns By Period
In the year-to-date period, AHLPX achieves a 7.83% return, which is significantly higher than ABYIX's 4.53% return. Over the past 10 years, AHLPX has outperformed ABYIX with an annualized return of 3.94%, while ABYIX has yielded a comparatively lower 2.83% 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%
ABYIX
- 1D
- -0.09%
- 1M
- -1.03%
- YTD
- 4.53%
- 6M
- 7.29%
- 1Y
- 8.69%
- 3Y*
- 2.39%
- 5Y*
- 3.70%
- 10Y*
- 2.83%
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AHLPX vs. ABYIX - Expense Ratio Comparison
AHLPX has a 1.83% expense ratio, which is higher than ABYIX's 1.79% expense ratio.
Return for Risk
AHLPX vs. ABYIX — Risk / Return Rank
AHLPX
ABYIX
AHLPX vs. ABYIX - 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 I (ABYIX). 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 | ABYIX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.51 | 1.09 | +0.42 |
Sortino ratioReturn per unit of downside risk | 2.09 | 1.54 | +0.55 |
Omega ratioGain probability vs. loss probability | 1.27 | 1.20 | +0.07 |
Calmar ratioReturn relative to maximum drawdown | 1.87 | 1.72 | +0.15 |
Martin ratioReturn relative to average drawdown | 4.44 | 3.52 | +0.92 |
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 | ABYIX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.51 | 1.09 | +0.42 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.45 | 0.46 | -0.02 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.42 | 0.35 | +0.06 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.39 | 0.53 | -0.14 |
Correlation
The correlation between AHLPX and ABYIX 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. ABYIX - Dividend Comparison
AHLPX's dividend yield for the trailing twelve months is around 7.49%, more than ABYIX's 1.27% 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% |
ABYIX Abbey Capital Futures Strategy Fund Class I | 1.27% | 1.33% | 2.10% | 2.03% | 15.24% | 3.68% | 1.54% | 8.70% | 0.14% | 0.00% | 0.00% | 0.24% |
Drawdowns
AHLPX vs. ABYIX - Drawdown Comparison
The maximum AHLPX drawdown since its inception was -21.90%, which is greater than ABYIX's maximum drawdown of -17.13%. Use the drawdown chart below to compare losses from any high point for AHLPX and ABYIX.
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Drawdown Indicators
| AHLPX | ABYIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -21.90% | -17.13% | -4.77% |
Max Drawdown (1Y)Largest decline over 1 year | -8.62% | -4.36% | -4.26% |
Max Drawdown (5Y)Largest decline over 5 years | -21.90% | -14.66% | -7.24% |
Max Drawdown (10Y)Largest decline over 10 years | -21.90% | -14.74% | -7.16% |
Current DrawdownCurrent decline from peak | -2.24% | -3.10% | +0.86% |
Average DrawdownAverage peak-to-trough decline | -6.86% | -6.74% | -0.12% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.67% | 2.27% | +1.40% |
Volatility
AHLPX vs. ABYIX - 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 I (ABYIX) at 1.94%. This indicates that AHLPX's price experiences larger fluctuations and is considered to be riskier than ABYIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| AHLPX | ABYIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.80% | 1.94% | +0.86% |
Volatility (6M)Calculated over the trailing 6-month period | 8.67% | 6.43% | +2.24% |
Volatility (1Y)Calculated over the trailing 1-year period | 11.27% | 7.64% | +3.63% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 9.68% | 8.01% | +1.67% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 9.47% | 8.00% | +1.47% |