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SHYPX vs. AHLPX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

SHYPX vs. AHLPX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in American Beacon SiM High Yld Opps Fund (SHYPX) and American Beacon AHL Managed Futures Strategy Fund (AHLPX). The values are adjusted to include any dividend payments, if applicable.

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SHYPX vs. AHLPX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
SHYPX
American Beacon SiM High Yld Opps Fund
0.05%9.15%10.25%13.26%-8.39%8.34%6.08%12.05%-1.46%7.14%
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, SHYPX achieves a 0.05% return, which is significantly lower than AHLPX's 7.83% return. Over the past 10 years, SHYPX has outperformed AHLPX with an annualized return of 6.63%, while AHLPX has yielded a comparatively lower 3.94% annualized return.


SHYPX

1D
0.43%
1M
-1.27%
YTD
0.05%
6M
1.77%
1Y
7.73%
3Y*
9.24%
5Y*
5.43%
10Y*
6.63%

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%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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SHYPX vs. AHLPX - Expense Ratio Comparison

SHYPX has a 1.10% expense ratio, which is lower than AHLPX's 1.83% expense ratio.


Return for Risk

SHYPX vs. AHLPX — Risk / Return Rank

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

SHYPX
SHYPX Risk / Return Rank: 9494
Overall Rank
SHYPX Sharpe Ratio Rank: 9595
Sharpe Ratio Rank
SHYPX Sortino Ratio Rank: 9696
Sortino Ratio Rank
SHYPX Omega Ratio Rank: 9696
Omega Ratio Rank
SHYPX Calmar Ratio Rank: 8989
Calmar Ratio Rank
SHYPX Martin Ratio Rank: 9292
Martin Ratio Rank

AHLPX
AHLPX Risk / Return Rank: 6868
Overall Rank
AHLPX Sharpe Ratio Rank: 7979
Sharpe Ratio Rank
AHLPX Sortino Ratio Rank: 7979
Sortino Ratio Rank
AHLPX Omega Ratio Rank: 6868
Omega Ratio Rank
AHLPX Calmar Ratio Rank: 7575
Calmar Ratio Rank
AHLPX Martin Ratio Rank: 3939
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.

SHYPX vs. AHLPX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for American Beacon SiM High Yld Opps Fund (SHYPX) 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.


SHYPXAHLPXDifference

Sharpe ratio

Return per unit of total volatility

2.35

1.51

+0.84

Sortino ratio

Return per unit of downside risk

3.36

2.09

+1.27

Omega ratio

Gain probability vs. loss probability

1.56

1.27

+0.29

Calmar ratio

Return relative to maximum drawdown

2.59

1.87

+0.72

Martin ratio

Return relative to average drawdown

11.26

4.44

+6.81

SHYPX vs. AHLPX - Sharpe Ratio Comparison

The current SHYPX Sharpe Ratio is 2.35, which is higher than the AHLPX Sharpe Ratio of 1.51. The chart below compares the historical Sharpe Ratios of SHYPX and AHLPX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


SHYPXAHLPXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.35

1.51

+0.84

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

1.27

0.45

+0.82

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

1.30

0.42

+0.88

Sharpe Ratio (All Time)

Calculated using the full available price history

1.38

0.39

+0.99

Correlation

The correlation between SHYPX and AHLPX is -0.05. This indicates that the assets' prices tend to move in opposite directions. Negative correlation can be particularly beneficial for diversification and risk management, as one asset may offset the losses of the other during market fluctuations.


Dividends

SHYPX vs. AHLPX - Dividend Comparison

SHYPX's dividend yield for the trailing twelve months is around 5.92%, less than AHLPX's 7.49% yield.


TTM20252024202320222021202020192018201720162015
SHYPX
American Beacon SiM High Yld Opps Fund
5.92%6.63%7.06%7.39%4.10%5.09%6.05%5.91%6.09%5.52%6.38%4.95%
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

SHYPX vs. AHLPX - Drawdown Comparison

The maximum SHYPX drawdown since its inception was -24.85%, which is greater than AHLPX's maximum drawdown of -21.90%. Use the drawdown chart below to compare losses from any high point for SHYPX and AHLPX.


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Drawdown Indicators


SHYPXAHLPXDifference

Max Drawdown

Largest peak-to-trough decline

-24.85%

-21.90%

-2.95%

Max Drawdown (1Y)

Largest decline over 1 year

-3.15%

-8.62%

+5.47%

Max Drawdown (5Y)

Largest decline over 5 years

-12.50%

-21.90%

+9.40%

Max Drawdown (10Y)

Largest decline over 10 years

-24.85%

-21.90%

-2.95%

Current Drawdown

Current decline from peak

-1.37%

-2.24%

+0.87%

Average Drawdown

Average peak-to-trough decline

-1.90%

-6.86%

+4.96%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.72%

3.67%

-2.95%

Volatility

SHYPX vs. AHLPX - Volatility Comparison

The current volatility for American Beacon SiM High Yld Opps Fund (SHYPX) is 1.03%, while American Beacon AHL Managed Futures Strategy Fund (AHLPX) has a volatility of 2.80%. This indicates that SHYPX experiences smaller price fluctuations and is considered to be less risky 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


SHYPXAHLPXDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.03%

2.80%

-1.77%

Volatility (6M)

Calculated over the trailing 6-month period

1.87%

8.67%

-6.80%

Volatility (1Y)

Calculated over the trailing 1-year period

3.32%

11.27%

-7.95%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

4.31%

9.68%

-5.37%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

5.13%

9.47%

-4.34%