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BRLVX vs. AHTPX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

BRLVX vs. AHTPX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in American Beacon Bridgeway Large Cap Value Fund (BRLVX) and American Beacon AHL TargetRisk Fund (AHTPX). The values are adjusted to include any dividend payments, if applicable.

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BRLVX vs. AHTPX - Yearly Performance Comparison


2026 (YTD)2025202420232022202120202019
BRLVX
American Beacon Bridgeway Large Cap Value Fund
-0.12%24.30%16.48%11.42%-7.79%22.95%-3.06%25.13%
AHTPX
American Beacon AHL TargetRisk Fund
3.28%7.76%6.73%13.48%-16.81%13.63%5.18%26.87%

Returns By Period

In the year-to-date period, BRLVX achieves a -0.12% return, which is significantly lower than AHTPX's 3.28% return.


BRLVX

1D
-0.40%
1M
-7.26%
YTD
-0.12%
6M
8.03%
1Y
22.97%
3Y*
16.82%
5Y*
10.35%
10Y*
9.69%

AHTPX

1D
0.36%
1M
-6.92%
YTD
3.28%
6M
8.45%
1Y
10.56%
3Y*
8.83%
5Y*
5.05%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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BRLVX vs. AHTPX - Expense Ratio Comparison

BRLVX has a 0.75% expense ratio, which is lower than AHTPX's 1.41% expense ratio.


Return for Risk

BRLVX vs. AHTPX — Risk / Return Rank

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

BRLVX
BRLVX Risk / Return Rank: 7979
Overall Rank
BRLVX Sharpe Ratio Rank: 7878
Sharpe Ratio Rank
BRLVX Sortino Ratio Rank: 7878
Sortino Ratio Rank
BRLVX Omega Ratio Rank: 7575
Omega Ratio Rank
BRLVX Calmar Ratio Rank: 7878
Calmar Ratio Rank
BRLVX Martin Ratio Rank: 8484
Martin Ratio Rank

AHTPX
AHTPX Risk / Return Rank: 3636
Overall Rank
AHTPX Sharpe Ratio Rank: 4545
Sharpe Ratio Rank
AHTPX Sortino Ratio Rank: 3535
Sortino Ratio Rank
AHTPX Omega Ratio Rank: 4343
Omega Ratio Rank
AHTPX Calmar Ratio Rank: 3636
Calmar Ratio Rank
AHTPX Martin Ratio Rank: 2222
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.

BRLVX vs. AHTPX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for American Beacon Bridgeway Large Cap Value Fund (BRLVX) 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.


BRLVXAHTPXDifference

Sharpe ratio

Return per unit of total volatility

1.41

0.89

+0.52

Sortino ratio

Return per unit of downside risk

1.97

1.15

+0.82

Omega ratio

Gain probability vs. loss probability

1.29

1.18

+0.10

Calmar ratio

Return relative to maximum drawdown

1.85

0.96

+0.89

Martin ratio

Return relative to average drawdown

8.52

2.30

+6.21

BRLVX vs. AHTPX - Sharpe Ratio Comparison

The current BRLVX Sharpe Ratio is 1.41, which is higher than the AHTPX Sharpe Ratio of 0.89. The chart below compares the historical Sharpe Ratios of BRLVX and AHTPX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


BRLVXAHTPXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.41

0.89

+0.52

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.55

0.52

+0.03

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.49

Sharpe Ratio (All Time)

Calculated using the full available price history

0.48

0.85

-0.37

Correlation

The correlation between BRLVX and AHTPX 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.


Dividends

BRLVX vs. AHTPX - Dividend Comparison

BRLVX's dividend yield for the trailing twelve months is around 12.64%, more than AHTPX's 7.73% yield.


TTM20252024202320222021202020192018201720162015
BRLVX
American Beacon Bridgeway Large Cap Value Fund
12.64%12.63%18.01%12.03%4.88%9.69%10.64%4.23%9.41%5.80%1.42%3.71%
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%

Drawdowns

BRLVX vs. AHTPX - Drawdown Comparison

The maximum BRLVX drawdown since its inception was -55.94%, which is greater than AHTPX's maximum drawdown of -19.23%. Use the drawdown chart below to compare losses from any high point for BRLVX and AHTPX.


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Drawdown Indicators


BRLVXAHTPXDifference

Max Drawdown

Largest peak-to-trough decline

-55.94%

-19.23%

-36.71%

Max Drawdown (1Y)

Largest decline over 1 year

-12.02%

-9.94%

-2.08%

Max Drawdown (5Y)

Largest decline over 5 years

-23.02%

-19.23%

-3.79%

Max Drawdown (10Y)

Largest decline over 10 years

-42.13%

Current Drawdown

Current decline from peak

-7.49%

-6.92%

-0.57%

Average Drawdown

Average peak-to-trough decline

-8.14%

-5.70%

-2.44%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.60%

4.14%

-1.54%

Volatility

BRLVX vs. AHTPX - Volatility Comparison

American Beacon Bridgeway Large Cap Value Fund (BRLVX) has a higher volatility of 4.37% compared to American Beacon AHL TargetRisk Fund (AHTPX) at 3.73%. This indicates that BRLVX's price experiences larger fluctuations and is considered to be riskier than AHTPX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


BRLVXAHTPXDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.37%

3.73%

+0.64%

Volatility (6M)

Calculated over the trailing 6-month period

9.47%

8.40%

+1.07%

Volatility (1Y)

Calculated over the trailing 1-year period

17.06%

11.14%

+5.92%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

18.86%

9.70%

+9.16%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

20.00%

9.01%

+10.99%