AHLPX vs. TFBYX
Compare and contrast key facts about American Beacon AHL Managed Futures Strategy Fund (AHLPX) and American Beacon TwentyFour Sustainable Short Term Bond Fund (TFBYX).
AHLPX is managed by American Beacon. It was launched on Aug 18, 2014. TFBYX is managed by American Beacon. It was launched on Feb 18, 2020.
Performance
AHLPX vs. TFBYX - Performance Comparison
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AHLPX vs. TFBYX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
AHLPX American Beacon AHL Managed Futures Strategy Fund | 7.83% | 2.19% | 1.74% | -4.20% | 16.48% | 4.67% | 5.94% |
TFBYX American Beacon TwentyFour Sustainable Short Term Bond Fund | -0.38% | 5.58% | 5.81% | 7.22% | -3.86% | 0.70% | 2.74% |
Returns By Period
In the year-to-date period, AHLPX achieves a 7.83% return, which is significantly higher than TFBYX's -0.38% 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%
TFBYX
- 1D
- 0.11%
- 1M
- -1.11%
- YTD
- -0.38%
- 6M
- 0.74%
- 1Y
- 3.95%
- 3Y*
- 5.58%
- 5Y*
- 2.85%
- 10Y*
- —
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AHLPX vs. TFBYX - Expense Ratio Comparison
AHLPX has a 1.83% expense ratio, which is higher than TFBYX's 0.57% expense ratio.
Return for Risk
AHLPX vs. TFBYX — Risk / Return Rank
AHLPX
TFBYX
AHLPX vs. TFBYX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for American Beacon AHL Managed Futures Strategy Fund (AHLPX) and American Beacon TwentyFour Sustainable Short Term Bond Fund (TFBYX). 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 | TFBYX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.51 | 2.61 | -1.10 |
Sortino ratioReturn per unit of downside risk | 2.09 | 3.71 | -1.62 |
Omega ratioGain probability vs. loss probability | 1.27 | 1.73 | -0.46 |
Calmar ratioReturn relative to maximum drawdown | 1.87 | 2.52 | -0.65 |
Martin ratioReturn relative to average drawdown | 4.44 | 11.52 | -7.08 |
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 | TFBYX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.51 | 2.61 | -1.10 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.45 | 1.85 | -1.41 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.42 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.39 | 1.75 | -1.36 |
Correlation
The correlation between AHLPX and TFBYX is -0.09. This indicates that the assets' prices tend to move in opposite directions. Negative correlation can be particularly beneficial for diversification and risk management, as one asset may offset the losses of the other during market fluctuations.
Dividends
AHLPX vs. TFBYX - Dividend Comparison
AHLPX's dividend yield for the trailing twelve months is around 7.49%, more than TFBYX's 3.56% 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% |
TFBYX American Beacon TwentyFour Sustainable Short Term Bond Fund | 3.56% | 3.84% | 3.79% | 3.73% | 12.53% | 3.07% | 2.17% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
AHLPX vs. TFBYX - Drawdown Comparison
The maximum AHLPX drawdown since its inception was -21.90%, which is greater than TFBYX's maximum drawdown of -7.41%. Use the drawdown chart below to compare losses from any high point for AHLPX and TFBYX.
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Drawdown Indicators
| AHLPX | TFBYX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -21.90% | -7.41% | -14.49% |
Max Drawdown (1Y)Largest decline over 1 year | -8.62% | -1.60% | -7.02% |
Max Drawdown (5Y)Largest decline over 5 years | -21.90% | -7.41% | -14.49% |
Max Drawdown (10Y)Largest decline over 10 years | -21.90% | — | — |
Current DrawdownCurrent decline from peak | -2.24% | -1.38% | -0.86% |
Average DrawdownAverage peak-to-trough decline | -6.86% | -1.17% | -5.69% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.67% | 0.35% | +3.32% |
Volatility
AHLPX vs. TFBYX - Volatility Comparison
American Beacon AHL Managed Futures Strategy Fund (AHLPX) has a higher volatility of 2.80% compared to American Beacon TwentyFour Sustainable Short Term Bond Fund (TFBYX) at 0.94%. This indicates that AHLPX's price experiences larger fluctuations and is considered to be riskier than TFBYX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| AHLPX | TFBYX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.80% | 0.94% | +1.86% |
Volatility (6M)Calculated over the trailing 6-month period | 8.67% | 1.27% | +7.40% |
Volatility (1Y)Calculated over the trailing 1-year period | 11.27% | 1.55% | +9.72% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 9.68% | 1.55% | +8.13% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 9.47% | 1.63% | +7.84% |