AHLPX vs. AQMIX

In the year-to-date period, AHLPX achieves a -12.37% return, which is significantly lower than AQMIX's 1.87% return. Over the past 10 years, AHLPX has underperformed AQMIX with an annualized return of -0.91%, while AQMIX has yielded a comparatively higher 2.03% annualized return.

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.

AHLPX has a 1.83% expense ratio, which is higher than AQMIX's 1.25% expense ratio.

This table presents a comparison of risk-adjusted performance metrics for American Beacon AHL Managed Futures Strategy Fund (AHLPX) and AQR Managed Futures Strategy Fund (AQMIX). 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.

The current AHLPX Sharpe Ratio is -1.80, which is lower than the AQMIX Sharpe Ratio of -0.05. The chart below compares the historical Sharpe Ratios of AHLPX and AQMIX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

AHLPX's dividend yield for the trailing twelve months is around 0.34%, less than AQMIX's 3.76% yield.

The maximum AHLPX drawdown since its inception was -29.38%, roughly equal to the maximum AQMIX drawdown of -27.99%. Use the drawdown chart below to compare losses from any high point for AHLPX and AQMIX. For additional features, visit the drawdowns tool.

The current volatility for American Beacon AHL Managed Futures Strategy Fund (AHLPX) is 2.45%, while AQR Managed Futures Strategy Fund (AQMIX) has a volatility of 2.64%. This indicates that AHLPX experiences smaller price fluctuations and is considered to be less risky than AQMIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.