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RSBT vs. AHTPX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Key characteristics


RSBTAHTPX
YTD Return-2.14%7.79%
1Y Return-0.01%16.16%
Sharpe Ratio-0.021.64
Sortino Ratio0.062.21
Omega Ratio1.011.31
Calmar Ratio-0.020.67
Martin Ratio-0.065.84
Ulcer Index4.98%2.75%
Daily Std Dev13.79%9.75%
Max Drawdown-18.78%-27.86%
Current Drawdown-16.53%-11.67%

Correlation

-0.50.00.51.00.5

The correlation between RSBT and AHTPX is 0.47, 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

RSBT vs. AHTPX - Performance Comparison

In the year-to-date period, RSBT achieves a -2.14% return, which is significantly lower 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.


-8.00%-6.00%-4.00%-2.00%0.00%2.00%4.00%JuneJulyAugustSeptemberOctoberNovember
-7.20%
0.18%
RSBT
AHTPX

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RSBT vs. AHTPX - Expense Ratio Comparison

RSBT has a 0.97% 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 RSBT: current value at 0.97% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.97%

Risk-Adjusted Performance

RSBT vs. AHTPX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Return Stacked Bonds & Managed Futures ETF (RSBT) 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.


RSBT
Sharpe ratio
The chart of Sharpe ratio for RSBT, currently valued at -0.02, compared to the broader market-2.000.002.004.00-0.02
Sortino ratio
The chart of Sortino ratio for RSBT, currently valued at 0.06, compared to the broader market-2.000.002.004.006.008.0010.0012.000.06
Omega ratio
The chart of Omega ratio for RSBT, currently valued at 1.01, compared to the broader market1.001.502.002.503.001.01
Calmar ratio
The chart of Calmar ratio for RSBT, currently valued at -0.02, compared to the broader market0.005.0010.0015.00-0.02
Martin ratio
The chart of Martin ratio for RSBT, currently valued at -0.06, compared to the broader market0.0020.0040.0060.0080.00100.00-0.06
AHTPX
Sharpe ratio
The chart of Sharpe ratio for AHTPX, currently valued at 1.64, compared to the broader market-2.000.002.004.001.64
Sortino ratio
The chart of Sortino ratio for AHTPX, currently valued at 2.21, compared to the broader market-2.000.002.004.006.008.0010.0012.002.21
Omega ratio
The chart of Omega ratio for AHTPX, currently valued at 1.31, compared to the broader market1.001.502.002.503.001.31
Calmar ratio
The chart of Calmar ratio for AHTPX, currently valued at 1.89, compared to the broader market0.005.0010.0015.001.89
Martin ratio
The chart of Martin ratio for AHTPX, currently valued at 5.84, compared to the broader market0.0020.0040.0060.0080.00100.005.84

RSBT vs. AHTPX - Sharpe Ratio Comparison

The current RSBT Sharpe Ratio is -0.02, which is lower than the AHTPX Sharpe Ratio of 1.64. The chart below compares the historical Sharpe Ratios of RSBT 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 Ratio0.000.501.001.502.002.50JuneJulyAugustSeptemberOctoberNovember
-0.02
1.64
RSBT
AHTPX

Dividends

RSBT vs. AHTPX - Dividend Comparison

RSBT's dividend yield for the trailing twelve months is around 2.43%, less than AHTPX's 3.37% yield.


TTM20232022202120202019
RSBT
Return Stacked Bonds & Managed Futures ETF
2.43%2.38%0.00%0.00%0.00%0.00%
AHTPX
American Beacon AHL TargetRisk Fund
3.37%3.63%3.19%7.61%0.00%0.18%

Drawdowns

RSBT vs. AHTPX - Drawdown Comparison

The maximum RSBT drawdown since its inception was -18.78%, smaller than the maximum AHTPX drawdown of -27.86%. Use the drawdown chart below to compare losses from any high point for RSBT and AHTPX. For additional features, visit the drawdowns tool.


-20.00%-15.00%-10.00%-5.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-16.53%
-3.65%
RSBT
AHTPX

Volatility

RSBT vs. AHTPX - Volatility Comparison

Return Stacked Bonds & Managed Futures ETF (RSBT) has a higher volatility of 4.26% compared to American Beacon AHL TargetRisk Fund (AHTPX) at 2.28%. This indicates that RSBT'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.


2.00%3.00%4.00%5.00%JuneJulyAugustSeptemberOctoberNovember
4.26%
2.28%
RSBT
AHTPX