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AHTPX vs. RSBT
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Key characteristics


AHTPXRSBT
YTD Return6.65%-3.30%
1Y Return14.70%-1.48%
Sharpe Ratio1.52-0.11
Sortino Ratio2.05-0.05
Omega Ratio1.280.99
Calmar Ratio0.63-0.08
Martin Ratio5.38-0.29
Ulcer Index2.77%5.10%
Daily Std Dev9.81%13.81%
Max Drawdown-27.86%-18.78%
Current Drawdown-12.60%-17.52%

Correlation

-0.50.00.51.00.5

The correlation between AHTPX and RSBT is 0.47, 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. RSBT - Performance Comparison

In the year-to-date period, AHTPX achieves a 6.65% return, which is significantly higher than RSBT's -3.30% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


-10.00%-5.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-2.60%
-9.69%
AHTPX
RSBT

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AHTPX vs. RSBT - Expense Ratio Comparison

AHTPX has a 1.41% expense ratio, which is higher than RSBT's 0.97% expense ratio.


AHTPX
American Beacon AHL TargetRisk Fund
Expense ratio chart for AHTPX: current value at 1.41% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%1.41%
Expense ratio chart for RSBT: current value at 0.97% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.97%

Risk-Adjusted Performance

AHTPX vs. RSBT - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for American Beacon AHL TargetRisk Fund (AHTPX) and Return Stacked Bonds & Managed Futures ETF (RSBT). 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
Sharpe ratio
The chart of Sharpe ratio for AHTPX, currently valued at 1.52, compared to the broader market0.002.004.001.52
Sortino ratio
The chart of Sortino ratio for AHTPX, currently valued at 2.05, compared to the broader market0.005.0010.002.05
Omega ratio
The chart of Omega ratio for AHTPX, currently valued at 1.28, compared to the broader market1.002.003.004.001.28
Calmar ratio
The chart of Calmar ratio for AHTPX, currently valued at 1.76, compared to the broader market0.005.0010.0015.0020.001.76
Martin ratio
The chart of Martin ratio for AHTPX, currently valued at 5.38, compared to the broader market0.0020.0040.0060.0080.00100.005.38
RSBT
Sharpe ratio
The chart of Sharpe ratio for RSBT, currently valued at -0.11, compared to the broader market0.002.004.00-0.11
Sortino ratio
The chart of Sortino ratio for RSBT, currently valued at -0.05, compared to the broader market0.005.0010.00-0.05
Omega ratio
The chart of Omega ratio for RSBT, currently valued at 0.99, compared to the broader market1.002.003.004.000.99
Calmar ratio
The chart of Calmar ratio for RSBT, currently valued at -0.08, compared to the broader market0.005.0010.0015.0020.00-0.08
Martin ratio
The chart of Martin ratio for RSBT, currently valued at -0.29, compared to the broader market0.0020.0040.0060.0080.00100.00-0.29

AHTPX vs. RSBT - Sharpe Ratio Comparison

The current AHTPX Sharpe Ratio is 1.52, which is higher than the RSBT Sharpe Ratio of -0.11. The chart below compares the historical Sharpe Ratios of AHTPX and RSBT, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.000.501.001.502.002.50JuneJulyAugustSeptemberOctoberNovember
1.52
-0.11
AHTPX
RSBT

Dividends

AHTPX vs. RSBT - Dividend Comparison

AHTPX's dividend yield for the trailing twelve months is around 3.40%, more than RSBT's 2.46% yield.


TTM20232022202120202019
AHTPX
American Beacon AHL TargetRisk Fund
3.40%3.63%3.19%7.61%0.00%0.18%
RSBT
Return Stacked Bonds & Managed Futures ETF
2.46%2.38%0.00%0.00%0.00%0.00%

Drawdowns

AHTPX vs. RSBT - Drawdown Comparison

The maximum AHTPX drawdown since its inception was -27.86%, which is greater than RSBT's maximum drawdown of -18.78%. Use the drawdown chart below to compare losses from any high point for AHTPX and RSBT. For additional features, visit the drawdowns tool.


-20.00%-15.00%-10.00%-5.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-4.67%
-17.52%
AHTPX
RSBT

Volatility

AHTPX vs. RSBT - Volatility Comparison

The current volatility for American Beacon AHL TargetRisk Fund (AHTPX) is 2.37%, while Return Stacked Bonds & Managed Futures ETF (RSBT) has a volatility of 4.24%. This indicates that AHTPX experiences smaller price fluctuations and is considered to be less risky than RSBT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%3.00%4.00%5.00%JuneJulyAugustSeptemberOctoberNovember
2.37%
4.24%
AHTPX
RSBT