PortfoliosLab logo
PortfoliosLab logo
Tools
Performance Analysis
Portfolio Analysis
Factor Model
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
MTBA vs. AHTPX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between MTBA and AHTPX is 0.46, 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.


-0.50.00.51.00.5

Performance

MTBA vs. AHTPX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Simplify MBS ETF (MTBA) and American Beacon AHL TargetRisk Fund (AHTPX). The values are adjusted to include any dividend payments, if applicable.

-4.00%-2.00%0.00%2.00%4.00%SeptemberOctoberNovemberDecember2025
-0.44%
2.68%
MTBA
AHTPX

Key characteristics

Sharpe Ratio

MTBA:

0.64

AHTPX:

0.94

Sortino Ratio

MTBA:

0.92

AHTPX:

1.29

Omega Ratio

MTBA:

1.11

AHTPX:

1.17

Calmar Ratio

MTBA:

0.82

AHTPX:

0.46

Martin Ratio

MTBA:

1.90

AHTPX:

2.74

Ulcer Index

MTBA:

1.50%

AHTPX:

3.22%

Daily Std Dev

MTBA:

4.45%

AHTPX:

9.45%

Max Drawdown

MTBA:

-3.48%

AHTPX:

-27.86%

Current Drawdown

MTBA:

-1.95%

AHTPX:

-10.91%

Returns By Period

In the year-to-date period, MTBA achieves a 0.48% return, which is significantly lower than AHTPX's 1.87% return.


MTBA

YTD

0.48%

1M

0.48%

6M

-0.44%

1Y

2.08%

5Y*

N/A

10Y*

N/A

AHTPX

YTD

1.87%

1M

1.87%

6M

2.67%

1Y

8.72%

5Y*

1.26%

10Y*

N/A

*Annualized

Compare stocks, funds, or ETFs

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


MTBA vs. AHTPX - Expense Ratio Comparison

MTBA has a 0.15% expense ratio, which is lower than AHTPX's 1.41% expense ratio.


AHTPX
American Beacon AHL TargetRisk Fund
Expense ratio chart for AHTPX: current value at 1.41% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%1.41%
Expense ratio chart for MTBA: current value at 0.15% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.15%

Risk-Adjusted Performance

MTBA vs. AHTPX — Risk-Adjusted Performance Rank

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

MTBA
The Risk-Adjusted Performance Rank of MTBA is 2626
Overall Rank
The Sharpe Ratio Rank of MTBA is 2525
Sharpe Ratio Rank
The Sortino Ratio Rank of MTBA is 2323
Sortino Ratio Rank
The Omega Ratio Rank of MTBA is 2323
Omega Ratio Rank
The Calmar Ratio Rank of MTBA is 3737
Calmar Ratio Rank
The Martin Ratio Rank of MTBA is 2323
Martin Ratio Rank

AHTPX
The Risk-Adjusted Performance Rank of AHTPX is 4343
Overall Rank
The Sharpe Ratio Rank of AHTPX is 4848
Sharpe Ratio Rank
The Sortino Ratio Rank of AHTPX is 4646
Sortino Ratio Rank
The Omega Ratio Rank of AHTPX is 4747
Omega Ratio Rank
The Calmar Ratio Rank of AHTPX is 3636
Calmar Ratio Rank
The Martin Ratio Rank of AHTPX is 4040
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

MTBA vs. AHTPX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Simplify MBS ETF (MTBA) 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.


Sharpe ratio
The chart of Sharpe ratio for MTBA, currently valued at 0.64, compared to the broader market0.002.004.000.640.94
The chart of Sortino ratio for MTBA, currently valued at 0.92, compared to the broader market0.005.0010.000.921.29
The chart of Omega ratio for MTBA, currently valued at 1.11, compared to the broader market0.501.001.502.002.503.001.111.17
The chart of Calmar ratio for MTBA, currently valued at 0.82, compared to the broader market0.005.0010.0015.000.821.04
The chart of Martin ratio for MTBA, currently valued at 1.90, compared to the broader market0.0020.0040.0060.0080.00100.001.902.74
MTBA
AHTPX

The current MTBA Sharpe Ratio is 0.64, which is lower than the AHTPX Sharpe Ratio of 0.94. The chart below compares the historical Sharpe Ratios of MTBA 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.


Rolling 12-month Sharpe Ratio0.501.001.50Nov 10Nov 17Nov 24DecemberDec 08Dec 15Dec 22Dec 29Jan 05Jan 12Jan 19Jan 26
0.64
0.94
MTBA
AHTPX

Dividends

MTBA vs. AHTPX - Dividend Comparison

MTBA's dividend yield for the trailing twelve months is around 6.03%, more than AHTPX's 4.72% yield.


TTM202420232022202120202019
MTBA
Simplify MBS ETF
6.03%6.03%0.48%0.00%0.00%0.00%0.00%
AHTPX
American Beacon AHL TargetRisk Fund
4.72%4.81%3.63%3.19%7.61%0.00%0.18%

Drawdowns

MTBA vs. AHTPX - Drawdown Comparison

The maximum MTBA drawdown since its inception was -3.48%, smaller than the maximum AHTPX drawdown of -27.86%. Use the drawdown chart below to compare losses from any high point for MTBA and AHTPX. For additional features, visit the drawdowns tool.


-8.00%-6.00%-4.00%-2.00%0.00%SeptemberOctoberNovemberDecember2025
-1.95%
-2.82%
MTBA
AHTPX

Volatility

MTBA vs. AHTPX - Volatility Comparison

The current volatility for Simplify MBS ETF (MTBA) is 1.23%, while American Beacon AHL TargetRisk Fund (AHTPX) has a volatility of 1.39%. This indicates that MTBA experiences smaller price fluctuations and is considered to be less risky than AHTPX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


1.00%2.00%3.00%4.00%5.00%SeptemberOctoberNovemberDecember2025
1.23%
1.39%
MTBA
AHTPX
PortfoliosLab logo
Performance Analysis
Portfolio AnalysisPortfolio PerformanceStock ComparisonSharpe RatioMartin RatioTreynor RatioSortino RatioOmega RatioCalmar RatioSummers Ratio
Community
Discussions


Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

Copyright © 2025 PortfoliosLab