AQRIX vs. AHTPX
Compare and contrast key facts about AQR Multi-Asset Fund (AQRIX) and American Beacon AHL TargetRisk Fund (AHTPX).
AQRIX is managed by AQR Funds. It was launched on Sep 29, 2010. AHTPX is managed by American Beacon. It was launched on Dec 30, 2018.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: AQRIX or AHTPX.
Performance
AQRIX vs. AHTPX - Performance Comparison
Returns By Period
In the year-to-date period, AQRIX achieves a 12.32% return, which is significantly higher than AHTPX's 7.51% return.
AQRIX
12.32%
1.70%
2.18%
15.89%
5.67%
2.54%
AHTPX
7.51%
-0.53%
-1.14%
13.71%
0.53%
N/A
Key characteristics
| AQRIX | AHTPX | |
|---|---|---|
| Sharpe Ratio | 1.77 | 1.37 |
| Sortino Ratio | 2.51 | 1.85 |
| Omega Ratio | 1.32 | 1.25 |
| Calmar Ratio | 2.50 | 0.59 |
| Martin Ratio | 8.79 | 4.62 |
| Ulcer Index | 1.78% | 2.90% |
| Daily Std Dev | 8.85% | 9.78% |
| Max Drawdown | -24.06% | -27.86% |
| Current Drawdown | -1.28% | -11.90% |
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AQRIX vs. AHTPX - Expense Ratio Comparison
AQRIX has a 0.80% expense ratio, which is lower than AHTPX's 1.41% expense ratio.
Correlation
The correlation between AQRIX and AHTPX is 0.78, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Risk-Adjusted Performance
AQRIX vs. AHTPX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for AQR Multi-Asset Fund (AQRIX) and American Beacon AHL TargetRisk Fund (AHTPX). 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
AQRIX vs. AHTPX - Dividend Comparison
AQRIX's dividend yield for the trailing twelve months is around 2.15%, less than AHTPX's 3.38% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
AQRIX AQR Multi-Asset Fund | 2.15% | 2.41% | 6.82% | 5.39% | 1.09% | 9.59% | 3.33% | 1.95% | 2.52% | 0.00% | 4.29% | 2.53% |
AHTPX American Beacon AHL TargetRisk Fund | 3.38% | 3.63% | 3.19% | 7.61% | 0.00% | 0.18% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
AQRIX vs. AHTPX - Drawdown Comparison
The maximum AQRIX drawdown since its inception was -24.06%, smaller than the maximum AHTPX drawdown of -27.86%. Use the drawdown chart below to compare losses from any high point for AQRIX and AHTPX. For additional features, visit the drawdowns tool.
Volatility
AQRIX vs. AHTPX - Volatility Comparison
AQR Multi-Asset Fund (AQRIX) and American Beacon AHL TargetRisk Fund (AHTPX) have volatilities of 2.42% and 2.36%, 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.