AHTPX vs. GBFFX
Compare and contrast key facts about American Beacon AHL TargetRisk Fund (AHTPX) and GMO Benchmark-Free Fund (GBFFX).
AHTPX is managed by American Beacon. It was launched on Dec 30, 2018. GBFFX is managed by GMO. It was launched on Jun 14, 2011.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: AHTPX or GBFFX.
Performance
AHTPX vs. GBFFX - Performance Comparison
Returns By Period
In the year-to-date period, AHTPX achieves a 7.03% return, which is significantly higher than GBFFX's 4.79% return.
AHTPX
7.03%
-1.31%
-1.75%
12.88%
0.55%
N/A
GBFFX
4.79%
-2.02%
-0.76%
10.96%
4.05%
N/A
Key characteristics
| AHTPX | GBFFX | |
|---|---|---|
| Sharpe Ratio | 1.32 | 1.30 |
| Sortino Ratio | 1.79 | 1.74 |
| Omega Ratio | 1.24 | 1.25 |
| Calmar Ratio | 0.57 | 1.97 |
| Martin Ratio | 4.46 | 6.05 |
| Ulcer Index | 2.89% | 1.82% |
| Daily Std Dev | 9.77% | 8.50% |
| Max Drawdown | -27.86% | -32.38% |
| Current Drawdown | -12.29% | -5.24% |
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AHTPX vs. GBFFX - Expense Ratio Comparison
AHTPX has a 1.41% expense ratio, which is higher than GBFFX's 0.35% expense ratio.
Correlation
The correlation between AHTPX and GBFFX is 0.53, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Risk-Adjusted Performance
AHTPX vs. GBFFX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for American Beacon AHL TargetRisk Fund (AHTPX) and GMO Benchmark-Free Fund (GBFFX). 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.
Dividends
AHTPX vs. GBFFX - Dividend Comparison
AHTPX's dividend yield for the trailing twelve months is around 3.39%, less than GBFFX's 6.55% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|
AHTPX American Beacon AHL TargetRisk Fund | 3.39% | 3.63% | 3.19% | 7.61% | 0.00% | 0.18% | 0.00% | 0.00% | 0.00% | 0.00% |
GBFFX GMO Benchmark-Free Fund | 6.55% | 5.72% | 5.48% | 4.60% | 3.32% | 4.00% | 3.91% | 2.90% | 2.73% | 6.67% |
Drawdowns
AHTPX vs. GBFFX - Drawdown Comparison
The maximum AHTPX drawdown since its inception was -27.86%, smaller than the maximum GBFFX drawdown of -32.38%. Use the drawdown chart below to compare losses from any high point for AHTPX and GBFFX. For additional features, visit the drawdowns tool.
Volatility
AHTPX vs. GBFFX - Volatility Comparison
American Beacon AHL TargetRisk Fund (AHTPX) and GMO Benchmark-Free Fund (GBFFX) have volatilities of 2.34% and 2.26%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.