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.
Performance
AHTPX vs. PRPFX - Performance Comparison
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AHTPX vs. PRPFX - 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% |
PRPFX Permanent Portfolio Permanent Portfolio | 2.72% | 28.78% | 19.36% | 11.96% | -5.48% | 10.87% | 18.80% | 19.20% |
Returns By Period
In the year-to-date period, AHTPX achieves a 3.28% return, which is significantly higher than PRPFX's 2.72% return.
AHTPX
- 1D
- 0.36%
- 1M
- -6.92%
- YTD
- 3.28%
- 6M
- 8.45%
- 1Y
- 10.56%
- 3Y*
- 8.83%
- 5Y*
- 5.05%
- 10Y*
- —
PRPFX
- 1D
- -0.31%
- 1M
- -7.34%
- YTD
- 2.72%
- 6M
- 8.96%
- 1Y
- 25.00%
- 3Y*
- 19.97%
- 5Y*
- 12.20%
- 10Y*
- 10.84%
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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.
Return for Risk
AHTPX vs. PRPFX — Risk / Return Rank
AHTPX
PRPFX
AHTPX vs. PRPFX - Risk-Adjusted Trends 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.
| AHTPX | PRPFX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.89 | 1.86 | -0.97 |
Sortino ratioReturn per unit of downside risk | 1.15 | 2.31 | -1.16 |
Omega ratioGain probability vs. loss probability | 1.18 | 1.40 | -0.22 |
Calmar ratioReturn relative to maximum drawdown | 0.96 | 3.07 | -2.11 |
Martin ratioReturn relative to average drawdown | 2.30 | 11.17 | -8.86 |
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 | PRPFX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.89 | 1.86 | -0.97 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.52 | 1.11 | -0.59 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 1.03 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.85 | 0.80 | +0.05 |
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.
Dividends
AHTPX vs. PRPFX - Dividend Comparison
AHTPX's dividend yield for the trailing twelve months is around 7.73%, more than PRPFX's 3.18% 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% |
PRPFX Permanent Portfolio Permanent Portfolio | 3.18% | 3.27% | 1.86% | 1.39% | 1.58% | 2.05% | 5.38% | 4.69% | 6.90% | 2.14% | 0.95% | 7.06% |
Drawdowns
AHTPX vs. PRPFX - Drawdown Comparison
The maximum AHTPX drawdown since its inception was -19.23%, smaller than the maximum PRPFX drawdown of -27.16%. Use the drawdown chart below to compare losses from any high point for AHTPX and PRPFX.
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Drawdown Indicators
| AHTPX | PRPFX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -19.23% | -27.16% | +7.93% |
Max Drawdown (1Y)Largest decline over 1 year | -9.94% | -8.10% | -1.84% |
Max Drawdown (5Y)Largest decline over 5 years | -19.23% | -15.49% | -3.74% |
Max Drawdown (10Y)Largest decline over 10 years | — | -20.84% | — |
Current DrawdownCurrent decline from peak | -6.92% | -8.10% | +1.18% |
Average DrawdownAverage peak-to-trough decline | -5.70% | -3.52% | -2.18% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.14% | 2.22% | +1.92% |
Volatility
AHTPX vs. PRPFX - Volatility Comparison
American Beacon AHL TargetRisk Fund (AHTPX) and Permanent Portfolio Permanent Portfolio (PRPFX) have volatilities of 3.73% and 3.59%, 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.
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Volatility by Period
| AHTPX | PRPFX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.73% | 3.59% | +0.14% |
Volatility (6M)Calculated over the trailing 6-month period | 8.40% | 11.32% | -2.92% |
Volatility (1Y)Calculated over the trailing 1-year period | 11.14% | 13.77% | -2.63% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 9.70% | 11.04% | -1.34% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 9.01% | 10.57% | -1.56% |