AHTPX vs. PRPFX
Compare and contrast key facts about American Beacon AHL TargetRisk Fund (AHTPX) and Permanent Portfolio Permanent Portfolio (PRPFX).
AHTPX is managed by American Beacon. It was launched on Dec 30, 2018. PRPFX is managed by Permanent Portfolio. It was launched on Nov 30, 1982.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: AHTPX or PRPFX.
Key characteristics
| AHTPX | PRPFX | |
|---|---|---|
| YTD Return | 6.65% | 22.14% |
| 1Y Return | 14.70% | 30.20% |
| 3Y Return (Ann) | -4.21% | 8.46% |
| 5Y Return (Ann) | 0.59% | 11.98% |
| Sharpe Ratio | 1.52 | 3.32 |
| Sortino Ratio | 2.05 | 4.58 |
| Omega Ratio | 1.28 | 1.62 |
| Calmar Ratio | 0.63 | 7.00 |
| Martin Ratio | 5.38 | 24.41 |
| Ulcer Index | 2.77% | 1.25% |
| Daily Std Dev | 9.81% | 9.16% |
| Max Drawdown | -27.86% | -27.16% |
| Current Drawdown | -12.60% | -1.14% |
Correlation
The correlation between AHTPX and PRPFX is 0.62, 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.
Performance
AHTPX vs. PRPFX - Performance Comparison
In the year-to-date period, AHTPX achieves a 6.65% return, which is significantly lower than PRPFX's 22.14% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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AHTPX vs. PRPFX - Expense Ratio Comparison
AHTPX has a 1.41% expense ratio, which is higher than PRPFX's 0.81% expense ratio.
Risk-Adjusted Performance
AHTPX vs. PRPFX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for American Beacon AHL TargetRisk Fund (AHTPX) and Permanent Portfolio Permanent Portfolio (PRPFX). 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. PRPFX - Dividend Comparison
AHTPX's dividend yield for the trailing twelve months is around 3.40%, more than PRPFX's 0.53% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
AHTPX American Beacon AHL TargetRisk Fund | 3.40% | 3.63% | 3.19% | 7.61% | 0.00% | 0.18% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
PRPFX Permanent Portfolio Permanent Portfolio | 0.53% | 0.65% | 0.31% | 0.36% | 0.93% | 0.97% | 0.88% | 0.82% | 0.82% | 1.19% | 0.68% | 0.58% |
Drawdowns
AHTPX vs. PRPFX - Drawdown Comparison
The maximum AHTPX drawdown since its inception was -27.86%, roughly equal to the maximum PRPFX drawdown of -27.16%. Use the drawdown chart below to compare losses from any high point for AHTPX and PRPFX. For additional features, visit the drawdowns tool.
Volatility
AHTPX vs. PRPFX - Volatility Comparison
American Beacon AHL TargetRisk Fund (AHTPX) and Permanent Portfolio Permanent Portfolio (PRPFX) have volatilities of 2.37% and 2.41%, 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.