AHTPX vs. ABRYX
Compare and contrast key facts about American Beacon AHL TargetRisk Fund (AHTPX) and Invesco Balanced-Risk Allocation Fund (ABRYX).
AHTPX is managed by American Beacon. It was launched on Dec 30, 2018. ABRYX is managed by Invesco. It was launched on Jun 1, 2009.
Performance
AHTPX vs. ABRYX - Performance Comparison
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AHTPX vs. ABRYX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
AHTPX American Beacon AHL TargetRisk Fund | 3.28% | 7.76% | 6.73% | 13.48% | -16.81% | 13.63% | 5.18% | 26.87% |
ABRYX Invesco Balanced-Risk Allocation Fund | 11.77% | 8.50% | 3.34% | 6.34% | -14.82% | 9.65% | 9.50% | 9.76% |
Returns By Period
In the year-to-date period, AHTPX achieves a 3.28% return, which is significantly lower than ABRYX's 11.77% return.
AHTPX
- 1D
- 0.36%
- 1M
- -6.92%
- YTD
- 3.28%
- 6M
- 8.45%
- 1Y
- 10.56%
- 3Y*
- 8.83%
- 5Y*
- 5.05%
- 10Y*
- —
ABRYX
- 1D
- 0.97%
- 1M
- -0.95%
- YTD
- 11.77%
- 6M
- 13.89%
- 1Y
- 19.48%
- 3Y*
- 9.06%
- 5Y*
- 4.26%
- 10Y*
- 4.93%
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AHTPX vs. ABRYX - Expense Ratio Comparison
AHTPX has a 1.41% expense ratio, which is higher than ABRYX's 1.06% expense ratio.
Return for Risk
AHTPX vs. ABRYX — Risk / Return Rank
AHTPX
ABRYX
AHTPX vs. ABRYX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for American Beacon AHL TargetRisk Fund (AHTPX) and Invesco Balanced-Risk Allocation Fund (ABRYX). 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.
| AHTPX | ABRYX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.89 | 2.05 | -1.16 |
Sortino ratioReturn per unit of downside risk | 1.15 | 2.65 | -1.50 |
Omega ratioGain probability vs. loss probability | 1.18 | 1.40 | -0.22 |
Calmar ratioReturn relative to maximum drawdown | 0.96 | 2.70 | -1.74 |
Martin ratioReturn relative to average drawdown | 2.30 | 10.71 | -8.41 |
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
| AHTPX | ABRYX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.89 | 2.05 | -1.16 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.52 | 0.35 | +0.17 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.46 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.85 | 0.61 | +0.24 |
Correlation
The correlation between AHTPX and ABRYX is 0.79, 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
AHTPX vs. ABRYX - Dividend Comparison
AHTPX's dividend yield for the trailing twelve months is around 7.73%, more than ABRYX's 3.17% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
AHTPX American Beacon AHL TargetRisk Fund | 7.73% | 7.98% | 4.80% | 3.63% | 5.07% | 18.73% | 0.54% | 4.51% | 0.00% | 0.00% | 0.00% | 0.00% |
ABRYX Invesco Balanced-Risk Allocation Fund | 3.17% | 3.55% | 13.21% | 2.43% | 0.00% | 25.72% | 1.40% | 6.66% | 0.00% | 6.34% | 4.36% | 7.17% |
Drawdowns
AHTPX vs. ABRYX - Drawdown Comparison
The maximum AHTPX drawdown since its inception was -19.23%, smaller than the maximum ABRYX drawdown of -26.63%. Use the drawdown chart below to compare losses from any high point for AHTPX and ABRYX.
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Drawdown Indicators
| AHTPX | ABRYX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -19.23% | -26.63% | +7.40% |
Max Drawdown (1Y)Largest decline over 1 year | -9.94% | -6.93% | -3.01% |
Max Drawdown (5Y)Largest decline over 5 years | -19.23% | -19.17% | -0.06% |
Max Drawdown (10Y)Largest decline over 10 years | — | -26.63% | — |
Current DrawdownCurrent decline from peak | -6.92% | -2.39% | -4.53% |
Average DrawdownAverage peak-to-trough decline | -5.70% | -4.68% | -1.02% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.14% | 1.75% | +2.39% |
Volatility
AHTPX vs. ABRYX - Volatility Comparison
The current volatility for American Beacon AHL TargetRisk Fund (AHTPX) is 3.73%, while Invesco Balanced-Risk Allocation Fund (ABRYX) has a volatility of 4.01%. This indicates that AHTPX experiences smaller price fluctuations and is considered to be less risky than ABRYX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| AHTPX | ABRYX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.73% | 4.01% | -0.28% |
Volatility (6M)Calculated over the trailing 6-month period | 8.40% | 7.55% | +0.85% |
Volatility (1Y)Calculated over the trailing 1-year period | 11.14% | 9.37% | +1.77% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 9.70% | 12.13% | -2.43% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 9.01% | 10.88% | -1.87% |