GFIRX vs. AHLPX
Compare and contrast key facts about Goldman Sachs Managed Futures Strategy Fund (GFIRX) and American Beacon AHL Managed Futures Strategy Fund (AHLPX).
GFIRX is managed by Goldman Sachs. It was launched on Feb 28, 2012. AHLPX is managed by American Beacon. It was launched on Aug 18, 2014.
Performance
GFIRX vs. AHLPX - Performance Comparison
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GFIRX vs. AHLPX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
GFIRX Goldman Sachs Managed Futures Strategy Fund | 0.22% | 0.54% | -5.17% | -3.87% | 20.44% | 4.86% | 6.94% | 2.61% | -2.24% | 2.56% |
AHLPX American Beacon AHL Managed Futures Strategy Fund | 7.83% | 2.19% | 1.74% | -4.20% | 16.48% | 4.67% | 10.36% | 0.09% | 2.15% | 4.79% |
Returns By Period
In the year-to-date period, GFIRX achieves a 0.22% return, which is significantly lower than AHLPX's 7.83% return. Over the past 10 years, GFIRX has underperformed AHLPX with an annualized return of 2.33%, while AHLPX has yielded a comparatively higher 3.94% annualized return.
GFIRX
- 1D
- -0.22%
- 1M
- -3.65%
- YTD
- 0.22%
- 6M
- 3.35%
- 1Y
- 7.93%
- 3Y*
- -0.29%
- 5Y*
- 2.43%
- 10Y*
- 2.33%
AHLPX
- 1D
- 0.00%
- 1M
- -1.47%
- YTD
- 7.83%
- 6M
- 14.37%
- 1Y
- 17.33%
- 3Y*
- 3.71%
- 5Y*
- 4.29%
- 10Y*
- 3.94%
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GFIRX vs. AHLPX - Expense Ratio Comparison
GFIRX has a 1.33% expense ratio, which is lower than AHLPX's 1.83% expense ratio.
Return for Risk
GFIRX vs. AHLPX — Risk / Return Rank
GFIRX
AHLPX
GFIRX vs. AHLPX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Goldman Sachs Managed Futures Strategy Fund (GFIRX) and American Beacon AHL Managed Futures Strategy Fund (AHLPX). 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.
| GFIRX | AHLPX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.88 | 1.51 | -0.63 |
Sortino ratioReturn per unit of downside risk | 1.24 | 2.09 | -0.85 |
Omega ratioGain probability vs. loss probability | 1.17 | 1.27 | -0.10 |
Calmar ratioReturn relative to maximum drawdown | 1.30 | 1.87 | -0.57 |
Martin ratioReturn relative to average drawdown | 4.01 | 4.44 | -0.43 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| GFIRX | AHLPX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.88 | 1.51 | -0.63 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.24 | 0.45 | -0.21 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.26 | 0.42 | -0.16 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.22 | 0.39 | -0.16 |
Correlation
The correlation between GFIRX and AHLPX is 0.73, 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.
Dividends
GFIRX vs. AHLPX - Dividend Comparison
GFIRX has not paid dividends to shareholders, while AHLPX's dividend yield for the trailing twelve months is around 7.49%.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
GFIRX Goldman Sachs Managed Futures Strategy Fund | 0.00% | 0.00% | 0.00% | 0.00% | 20.11% | 7.35% | 1.21% | 7.06% | 0.16% | 0.49% | 0.00% | 3.98% |
AHLPX American Beacon AHL Managed Futures Strategy Fund | 7.49% | 8.07% | 0.29% | 0.63% | 17.64% | 7.15% | 5.14% | 4.17% | 1.45% | 4.07% | 0.00% | 3.40% |
Drawdowns
GFIRX vs. AHLPX - Drawdown Comparison
The maximum GFIRX drawdown since its inception was -23.09%, which is greater than AHLPX's maximum drawdown of -21.90%. Use the drawdown chart below to compare losses from any high point for GFIRX and AHLPX.
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Drawdown Indicators
| GFIRX | AHLPX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -23.09% | -21.90% | -1.19% |
Max Drawdown (1Y)Largest decline over 1 year | -5.15% | -8.62% | +3.47% |
Max Drawdown (5Y)Largest decline over 5 years | -23.09% | -21.90% | -1.19% |
Max Drawdown (10Y)Largest decline over 10 years | -23.09% | -21.90% | -1.19% |
Current DrawdownCurrent decline from peak | -12.28% | -2.24% | -10.04% |
Average DrawdownAverage peak-to-trough decline | -7.00% | -6.86% | -0.14% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.85% | 3.67% | -1.82% |
Volatility
GFIRX vs. AHLPX - Volatility Comparison
Goldman Sachs Managed Futures Strategy Fund (GFIRX) has a higher volatility of 3.26% compared to American Beacon AHL Managed Futures Strategy Fund (AHLPX) at 2.80%. This indicates that GFIRX's price experiences larger fluctuations and is considered to be riskier than AHLPX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| GFIRX | AHLPX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.26% | 2.80% | +0.46% |
Volatility (6M)Calculated over the trailing 6-month period | 6.23% | 8.67% | -2.44% |
Volatility (1Y)Calculated over the trailing 1-year period | 8.80% | 11.27% | -2.47% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 10.37% | 9.68% | +0.69% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 9.04% | 9.47% | -0.43% |