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AHTPX vs. QIS
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

AHTPX vs. QIS - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in American Beacon AHL TargetRisk Fund (AHTPX) and Simplify Multi-Qis Alternative ETF (QIS). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, AHTPX achieves a 7.02% return, which is significantly higher than QIS's -31.60% return.


AHTPX

1D
0.18%
1M
-0.78%
6M
2.60%
YTD
7.02%
1Y
18.42%
3Y*
9.98%
5Y*
4.11%
10Y*

QIS

1D
3.48%
1M
-7.74%
6M
-33.04%
YTD
-31.60%
1Y
-52.16%
3Y*
-24.38%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

AHTPX vs. QIS - Yearly Performance Comparison


2026 (YTD)202520242023
AHTPX
American Beacon AHL TargetRisk Fund
7.02%7.76%6.73%8.95%
QIS
Simplify Multi-Qis Alternative ETF
-31.60%-38.02%0.19%2.08%

Correlation

The correlation between AHTPX and QIS is 0.13, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.13

Correlation (3Y)
Calculated over the trailing 3-year period

0.04

Correlation (All Time)
Calculated using the full available price history since Jul 11, 2023

0.04

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Return for Risk

AHTPX vs. QIS — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

AHTPX
AHTPX Risk / Return Rank: 6363
Overall Rank
AHTPX Sharpe Ratio Rank: 7272
Sharpe Ratio Rank
AHTPX Sortino Ratio Rank: 6969
Sortino Ratio Rank
AHTPX Omega Ratio Rank: 7070
Omega Ratio Rank
AHTPX Calmar Ratio Rank: 6767
Calmar Ratio Rank
AHTPX Martin Ratio Rank: 3838
Martin Ratio Rank

QIS
QIS Risk / Return Rank: 00
Overall Rank
QIS Sharpe Ratio Rank: 00
Sharpe Ratio Rank
QIS Sortino Ratio Rank: 00
Sortino Ratio Rank
QIS Omega Ratio Rank: 00
Omega Ratio Rank
QIS Calmar Ratio Rank: 00
Calmar Ratio Rank
QIS Martin Ratio Rank: 00
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

AHTPX vs. QIS - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for American Beacon AHL TargetRisk Fund (AHTPX) and Simplify Multi-Qis Alternative ETF (QIS). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


AHTPXQISDifference
Sharpe ratioReturn per unit of total volatility

+3.25

Sortino ratioReturn per unit of downside risk

+4.84

Omega ratioGain probability vs. loss probability

1.35

0.75

+0.60

Calmar ratioReturn relative to maximum drawdown

2.50

-0.97

+3.47

Martin ratioReturn relative to average drawdown

6.54

-1.72

+8.26

AHTPX vs. QIS - Sharpe Ratio Comparison

The current AHTPX Sharpe Ratio is 1.88, which is higher than the QIS Sharpe Ratio of -1.37. The chart below compares the historical Sharpe Ratios of AHTPX and QIS, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

AHTPX vs. QIS - Drawdown Comparison

The maximum AHTPX drawdown since its inception was -19.23%, smaller than the maximum QIS drawdown of -61.25%. Use the drawdown chart below to compare losses from any high point for AHTPX and QIS.


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Drawdown Indicators


AHTPXQISDifference

Max Drawdown

Largest peak-to-trough decline

-19.23%

-61.25%

+42.02%

Max Drawdown (1Y)

Largest decline over 1 year

-7.26%

-53.92%

+46.66%

Max Drawdown (3Y)

Largest decline over 3 years

-12.89%

-61.25%

+48.36%

Max Drawdown (5Y)

Largest decline over 5 years

-19.23%

Current Drawdown

Current decline from peak

-3.54%

-59.90%

+56.36%

Average Drawdown

Average peak-to-trough decline

-5.62%

-15.25%

+9.63%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.77%

30.37%

-27.60%

Volatility

AHTPX vs. QIS - Volatility Comparison

The current volatility for American Beacon AHL TargetRisk Fund (AHTPX) is 2.94%, while Simplify Multi-Qis Alternative ETF (QIS) has a volatility of 9.32%. This indicates that AHTPX experiences smaller price fluctuations and is considered to be less risky than QIS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


AHTPXQISDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.94%

9.32%

-6.38%

Volatility (6M)

Calculated over the trailing 6-month period

6.70%

30.98%

-24.28%

Volatility (1Y)

Calculated over the trailing 1-year period

9.65%

38.25%

-28.60%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

9.67%

29.44%

-19.77%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

8.95%

29.44%

-20.49%

AHTPX vs. QIS - Expense Ratio Comparison

AHTPX has a 1.41% expense ratio, which is higher than QIS's 1.00% expense ratio.


Dividends

AHTPX vs. QIS - Dividend Comparison

AHTPX's dividend yield for the trailing twelve months is around 7.46%, more than QIS's 1.99% yield.


PositionTTM2025202420232022202120202019
AHTPX
American Beacon AHL TargetRisk Fund
7.46%7.98%4.80%3.63%5.07%18.73%0.54%4.51%
QIS
Simplify Multi-Qis Alternative ETF
1.99%3.37%1.07%3.29%0.00%0.00%0.00%0.00%

Frequently Asked Questions


AHTPX and QIS have a correlation of 0.13, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

QIS has higher volatility (9.32%) compared to AHTPX (2.94%). In terms of maximum drawdown, AHTPX dropped -19.23% vs QIS's -61.25%.

AHTPX currently has the higher Sharpe Ratio (1.88 vs -1.37), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

Portfolio Optimizer

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