CSAIX vs. AHLIX
CSAIX (Credit Suisse Managed Futures Strategy Fund) and AHLIX (American Beacon AHL Managed Futures Strategy Fund Class R5) are both Systematic Trend funds. Over the past 10 years, CSAIX returned 0.11%/yr vs 4.87%/yr for AHLIX. Their 0.79 correlation means they have sometimes moved together and sometimes differently. CSAIX charges 1.30%/yr vs 1.53%/yr for AHLIX.
Performance
CSAIX vs. AHLIX - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, CSAIX achieves a 2.51% return, which is significantly lower than AHLIX's 10.81% return. Over the past 10 years, CSAIX has underperformed AHLIX with an annualized return of 0.11%, while AHLIX has yielded a comparatively higher 4.87% annualized return.
CSAIX
- 1D
- 1.02%
- 1M
- -0.25%
- 6M
- 0.96%
- YTD
- 2.51%
- 1Y
- 11.22%
- 3Y*
- -3.49%
- 5Y*
- 0.25%
- 10Y*
- 0.11%
- ALL TIME*
- 2.29%
AHLIX
- 1D
- 0.48%
- 1M
- 0.28%
- 6M
- 4.76%
- YTD
- 10.81%
- 1Y
- 28.49%
- 3Y*
- 4.28%
- 5Y*
- 4.74%
- 10Y*
- 4.87%
- ALL TIME*
- 4.18%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $0.00 | $0.00 | $0.00 | |
| $0.00 | $0.00 | $0.00 |
CSAIX vs. AHLIX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
CSAIX Credit Suisse Managed Futures Strategy Fund | 2.51% | -5.84% | -5.57% | -6.15% | 21.24% | 7.46% | 1.86% | -4.39% | -4.01% | -1.47% |
AHLIX American Beacon AHL Managed Futures Strategy Fund Class R5 | 10.81% | 2.59% | 2.07% | -3.85% | 16.94% | 5.09% | 10.71% | 0.44% | 2.52% | 5.23% |
Correlation
The correlation between CSAIX and AHLIX is 0.74, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.74 |
Correlation (3Y) Balances recent behavior with more history. | 0.75 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.77 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.79 |
Correlation (All Time) Calculated using the full available price history since Jan 2, 2015 | 0.79 |
The correlation between CSAIX and AHLIX has been stable across timeframes, ranging from 0.74 to 0.79 - a consistent structural relationship.
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
CSAIX vs. AHLIX — Risk / Return Rank
CSAIX
AHLIX
CSAIX vs. AHLIX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Credit Suisse Managed Futures Strategy Fund (CSAIX) and American Beacon AHL Managed Futures Strategy Fund Class R5 (AHLIX). 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.
| CSAIX | AHLIX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.62 | ||
| Sortino ratioReturn per unit of downside risk | -2.23 | ||
| Omega ratioGain probability vs. loss probability | 1.19 | 1.46 | -0.27 |
| Calmar ratioReturn relative to maximum drawdown | 1.42 | 7.81 | -6.39 |
| Martin ratioReturn relative to average drawdown | 3.30 | 19.24 | -15.94 |
Loading charts...
Drawdowns
CSAIX vs. AHLIX - Drawdown Comparison
The maximum CSAIX drawdown since its inception was -28.79%, which is greater than AHLIX's maximum drawdown of -21.62%. Use the drawdown chart below to compare losses from any high point for CSAIX and AHLIX.
Loading charts...
Drawdown Indicators
| CSAIX | AHLIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -28.79% | -21.62% | -7.17% |
Max Drawdown (1Y)Largest decline over 1 year | -7.73% | -3.52% | -4.21% |
Max Drawdown (3Y)Largest decline over 3 years | -22.02% | -21.62% | -0.40% |
Max Drawdown (5Y)Largest decline over 5 years | -28.79% | -21.62% | -7.17% |
Max Drawdown (10Y)Largest decline over 10 years | -28.79% | -21.62% | -7.17% |
Current DrawdownCurrent decline from peak | -20.52% | -2.22% | -18.30% |
Average DrawdownAverage peak-to-trough decline | -9.64% | -6.49% | -3.15% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.32% | 1.43% | +1.89% |
Volatility
CSAIX vs. AHLIX - Volatility Comparison
Credit Suisse Managed Futures Strategy Fund (CSAIX) and American Beacon AHL Managed Futures Strategy Fund Class R5 (AHLIX) have volatilities of 2.52% and 2.51%, 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.
Loading charts...
Volatility by Period
| CSAIX | AHLIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.52% | 2.51% | +0.01% |
Volatility (6M)Calculated over the trailing 6-month period | 10.10% | 7.22% | +2.88% |
Volatility (1Y)Calculated over the trailing 1-year period | 11.78% | 10.88% | +0.90% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 10.42% | 9.65% | +0.77% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 10.09% | 9.51% | +0.58% |
CSAIX vs. AHLIX - Expense Ratio Comparison
CSAIX has a 1.30% expense ratio, which is lower than AHLIX's 1.53% expense ratio.
Dividends
CSAIX vs. AHLIX - Dividend Comparison
CSAIX's dividend yield for the trailing twelve months is around 3.01%, less than AHLIX's 7.45% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
AHLIX American Beacon AHL Managed Futures Strategy Fund Class R5 | 7.45% | 8.25% | 0.55% | 1.10% | 17.63% | 7.44% | 5.33% | 4.47% | 1.83% | 4.01% | 0.00% | 3.51% |
CSAIX Credit Suisse Managed Futures Strategy Fund | 3.01% | 2.27% | 2.95% | 0.52% | 18.80% | 8.84% | 0.00% | 1.74% | 0.00% | 0.00% | 2.64% | 8.69% |
Frequently Asked Questions
CSAIX and AHLIX have a correlation of 0.74, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
CSAIX has higher volatility (2.52%) compared to AHLIX (2.51%). In terms of maximum drawdown, CSAIX dropped -28.79% vs AHLIX's -21.62%.
AHLIX currently has the higher Sharpe Ratio (2.56 vs 0.93), 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.
Find the right allocation for CSAIX and AHLIX
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer