MAFIX vs. AHTPX
Compare and contrast key facts about Abbey Capital Multi Asset Fund Class I (MAFIX) and American Beacon AHL TargetRisk Fund (AHTPX).
MAFIX is managed by Abbey Capital. It was launched on Apr 11, 2018. 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: MAFIX or AHTPX.
Key characteristics
| MAFIX | AHTPX | |
|---|---|---|
| YTD Return | 8.39% | 7.79% |
| 1Y Return | 10.54% | 16.16% |
| 3Y Return (Ann) | 5.23% | -4.04% |
| 5Y Return (Ann) | 11.61% | 0.86% |
| Sharpe Ratio | 0.79 | 1.64 |
| Sortino Ratio | 1.13 | 2.21 |
| Omega Ratio | 1.15 | 1.31 |
| Calmar Ratio | 0.82 | 0.67 |
| Martin Ratio | 2.30 | 5.84 |
| Ulcer Index | 4.67% | 2.75% |
| Daily Std Dev | 13.55% | 9.75% |
| Max Drawdown | -13.28% | -27.86% |
| Current Drawdown | -5.96% | -11.67% |
Correlation
The correlation between MAFIX and AHTPX is 0.44, 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.
Performance
MAFIX vs. AHTPX - Performance Comparison
In the year-to-date period, MAFIX achieves a 8.39% return, which is significantly higher than AHTPX's 7.79% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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MAFIX vs. AHTPX - Expense Ratio Comparison
MAFIX has a 1.79% expense ratio, which is higher than AHTPX's 1.41% expense ratio.
Risk-Adjusted Performance
MAFIX vs. AHTPX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Abbey Capital Multi Asset Fund Class I (MAFIX) 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
MAFIX vs. AHTPX - Dividend Comparison
MAFIX's dividend yield for the trailing twelve months is around 0.91%, less than AHTPX's 3.37% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|
MAFIX Abbey Capital Multi Asset Fund Class I | 0.91% | 0.99% | 3.84% | 3.04% | 1.64% | 10.10% | 9.36% |
AHTPX American Beacon AHL TargetRisk Fund | 3.37% | 3.63% | 3.19% | 7.61% | 0.00% | 0.18% | 0.00% |
Drawdowns
MAFIX vs. AHTPX - Drawdown Comparison
The maximum MAFIX drawdown since its inception was -13.28%, smaller than the maximum AHTPX drawdown of -27.86%. Use the drawdown chart below to compare losses from any high point for MAFIX and AHTPX. For additional features, visit the drawdowns tool.
Volatility
MAFIX vs. AHTPX - Volatility Comparison
Abbey Capital Multi Asset Fund Class I (MAFIX) has a higher volatility of 4.15% compared to American Beacon AHL TargetRisk Fund (AHTPX) at 2.28%. This indicates that MAFIX'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.