PortfoliosLab logoPortfoliosLab logo
HFMF vs. AHLT
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

HFMF vs. AHLT - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Unlimited HFMF Managed Futures ETF (HFMF) and American Beacon AHL Trend ETF (AHLT). The values are adjusted to include any dividend payments, if applicable.

Loading graphics...

HFMF vs. AHLT - Yearly Performance Comparison


2026 (YTD)2025
HFMF
Unlimited HFMF Managed Futures ETF
12.13%6.34%
AHLT
American Beacon AHL Trend ETF
7.41%19.32%

Returns By Period

In the year-to-date period, HFMF achieves a 12.13% return, which is significantly higher than AHLT's 7.41% return.


HFMF

1D
0.34%
1M
-2.22%
YTD
12.13%
6M
13.05%
1Y
3Y*
5Y*
10Y*

AHLT

1D
0.12%
1M
-3.25%
YTD
7.41%
6M
17.23%
1Y
23.17%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


HFMF vs. AHLT - Expense Ratio Comparison

HFMF has a 0.97% expense ratio, which is higher than AHLT's 0.95% expense ratio.


Return for Risk

HFMF vs. AHLT — Risk / Return Rank

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

HFMF

AHLT
AHLT Risk / Return Rank: 6464
Overall Rank
AHLT Sharpe Ratio Rank: 6969
Sharpe Ratio Rank
AHLT Sortino Ratio Rank: 6565
Sortino Ratio Rank
AHLT Omega Ratio Rank: 6060
Omega Ratio Rank
AHLT Calmar Ratio Rank: 8080
Calmar Ratio Rank
AHLT Martin Ratio Rank: 4949
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.

HFMF vs. AHLT - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Unlimited HFMF Managed Futures ETF (HFMF) and American Beacon AHL Trend ETF (AHLT). 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.


Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

HFMF vs. AHLT - Sharpe Ratio Comparison


Loading graphics...

Sharpe Ratios by Period


HFMFAHLTDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.26

Sharpe Ratio (All Time)

Calculated using the full available price history

1.59

0.39

+1.20

Correlation

The correlation between HFMF and AHLT is 0.75, 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

HFMF vs. AHLT - Dividend Comparison

HFMF's dividend yield for the trailing twelve months is around 2.65%, more than AHLT's 1.58% yield.


TTM202520242023
HFMF
Unlimited HFMF Managed Futures ETF
2.65%2.97%0.00%0.00%
AHLT
American Beacon AHL Trend ETF
1.58%1.70%0.00%3.72%

Drawdowns

HFMF vs. AHLT - Drawdown Comparison

The maximum HFMF drawdown since its inception was -7.77%, smaller than the maximum AHLT drawdown of -20.18%. Use the drawdown chart below to compare losses from any high point for HFMF and AHLT.


Loading graphics...

Drawdown Indicators


HFMFAHLTDifference

Max Drawdown

Largest peak-to-trough decline

-7.77%

-20.18%

+12.41%

Max Drawdown (1Y)

Largest decline over 1 year

-9.39%

Current Drawdown

Current decline from peak

-6.16%

-4.84%

-1.32%

Average Drawdown

Average peak-to-trough decline

-1.73%

-9.84%

+8.11%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.43%

Volatility

HFMF vs. AHLT - Volatility Comparison


Loading graphics...

Volatility by Period


HFMFAHLTDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.54%

Volatility (6M)

Calculated over the trailing 6-month period

14.81%

Volatility (1Y)

Calculated over the trailing 1-year period

17.61%

18.50%

-0.89%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.61%

17.78%

-0.17%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.61%

17.78%

-0.17%