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SHYPX vs. BHYIX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

SHYPX vs. BHYIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in American Beacon SiM High Yld Opps Fund (SHYPX) and BlackRock High Yield Bond Portfolio Institutional Shares (BHYIX). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, SHYPX achieves a 1.80% return, which is significantly higher than BHYIX's 1.61% return. Over the past 10 years, SHYPX has outperformed BHYIX with an annualized return of 6.35%, while BHYIX has yielded a comparatively lower 5.97% annualized return.


SHYPX

1D
-0.11%
1M
0.25%
YTD
1.80%
6M
2.48%
1Y
8.81%
3Y*
9.79%
5Y*
5.09%
10Y*
6.35%

BHYIX

1D
-0.14%
1M
0.56%
YTD
1.61%
6M
2.19%
1Y
7.29%
3Y*
9.32%
5Y*
4.33%
10Y*
5.97%
*Multi-year figures are annualized to reflect compound growth (CAGR)

SHYPX vs. BHYIX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
SHYPX
American Beacon SiM High Yld Opps Fund
1.80%9.15%9.62%13.26%-8.39%8.34%6.08%12.05%-1.46%7.14%
BHYIX
BlackRock High Yield Bond Portfolio Institutional Shares
1.61%9.18%8.55%13.19%-11.24%5.53%5.87%15.35%-2.81%8.23%

Correlation

The correlation between SHYPX and BHYIX is 0.81, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.81

Correlation (3Y)
Calculated over the trailing 3-year period

0.78

Correlation (5Y)
Calculated over the trailing 5-year period

0.83

Correlation (10Y)
Calculated over the trailing 10-year period

0.79

Correlation (All Time)
Calculated using the full available price history since Jan 3, 2012

0.79

The correlation between SHYPX and BHYIX has been stable across timeframes, ranging from 0.78 to 0.83 - a consistent structural relationship.

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Return for Risk

SHYPX vs. BHYIX — Risk / Return Rank

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

SHYPX
SHYPX Risk / Return Rank: 9696
Overall Rank
SHYPX Sharpe Ratio Rank: 9696
Sharpe Ratio Rank
SHYPX Sortino Ratio Rank: 9898
Sortino Ratio Rank
SHYPX Omega Ratio Rank: 9595
Omega Ratio Rank
SHYPX Calmar Ratio Rank: 9292
Calmar Ratio Rank
SHYPX Martin Ratio Rank: 9797
Martin Ratio Rank

BHYIX
BHYIX Risk / Return Rank: 7878
Overall Rank
BHYIX Sharpe Ratio Rank: 6666
Sharpe Ratio Rank
BHYIX Sortino Ratio Rank: 8787
Sortino Ratio Rank
BHYIX Omega Ratio Rank: 8181
Omega Ratio Rank
BHYIX Calmar Ratio Rank: 7171
Calmar Ratio Rank
BHYIX Martin Ratio Rank: 8787
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. BHYIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for American Beacon SiM High Yld Opps Fund (SHYPX) and BlackRock High Yield Bond Portfolio Institutional Shares (BHYIX). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


SHYPXBHYIXDifference
Sharpe ratioReturn per unit of total volatility

+1.07

Sortino ratioReturn per unit of downside risk

+1.98

Omega ratioGain probability vs. loss probability

1.76

1.49

+0.27

Calmar ratioReturn relative to maximum drawdown

4.72

3.10

+1.62

Martin ratioReturn relative to average drawdown

23.32

15.21

+8.12

SHYPX vs. BHYIX - Sharpe Ratio Comparison

The current SHYPX Sharpe Ratio is 3.25, which is higher than the BHYIX Sharpe Ratio of 2.18. The chart below compares the historical Sharpe Ratios of SHYPX and BHYIX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

SHYPX vs. BHYIX - Drawdown Comparison

The maximum SHYPX drawdown since its inception was -24.85%, smaller than the maximum BHYIX drawdown of -34.82%. Use the drawdown chart below to compare losses from any high point for SHYPX and BHYIX.


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Drawdown Indicators


SHYPXBHYIXDifference

Max Drawdown

Largest peak-to-trough decline

-24.85%

-34.82%

+9.97%

Max Drawdown (1Y)

Largest decline over 1 year

-1.90%

-2.41%

+0.51%

Max Drawdown (3Y)

Largest decline over 3 years

-3.82%

-4.07%

+0.25%

Max Drawdown (5Y)

Largest decline over 5 years

-12.50%

-15.45%

+2.95%

Max Drawdown (10Y)

Largest decline over 10 years

-24.85%

-23.23%

-1.62%

Current Drawdown

Current decline from peak

-0.42%

-0.28%

-0.14%

Average Drawdown

Average peak-to-trough decline

-1.88%

-2.75%

+0.87%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.38%

0.49%

-0.11%

Volatility

SHYPX vs. BHYIX - Volatility Comparison

The current volatility for American Beacon SiM High Yld Opps Fund (SHYPX) is 0.81%, while BlackRock High Yield Bond Portfolio Institutional Shares (BHYIX) has a volatility of 1.03%. This indicates that SHYPX experiences smaller price fluctuations and is considered to be less risky than BHYIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


SHYPXBHYIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.81%

1.03%

-0.22%

Volatility (6M)

Calculated over the trailing 6-month period

2.09%

2.62%

-0.53%

Volatility (1Y)

Calculated over the trailing 1-year period

2.77%

3.43%

-0.66%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

4.33%

5.25%

-0.92%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

5.11%

5.92%

-0.81%

SHYPX vs. BHYIX - Expense Ratio Comparison

SHYPX has a 1.10% expense ratio, which is higher than BHYIX's 0.59% expense ratio.


Dividends

SHYPX vs. BHYIX - Dividend Comparison

SHYPX's dividend yield for the trailing twelve months is around 5.95%, less than BHYIX's 7.07% yield.


PositionTTM20252024202320222021202020192018201720162015
BHYIX
BlackRock High Yield Bond Portfolio Institutional Shares
7.07%7.05%7.46%6.15%4.91%4.73%5.12%5.70%6.33%5.82%5.96%6.33%
SHYPX
American Beacon SiM High Yld Opps Fund
5.95%6.63%6.50%7.39%4.10%5.09%6.05%5.91%6.09%5.52%6.38%4.95%

Frequently Asked Questions


SHYPX and BHYIX have a correlation of 0.81, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

BHYIX has higher volatility (1.03%) compared to SHYPX (0.81%). In terms of maximum drawdown, SHYPX dropped -24.85% vs BHYIX's -34.82%.

SHYPX currently has the higher Sharpe Ratio (3.25 vs 2.18), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

Portfolio Optimizer

Find the right allocation for SHYPX and BHYIX

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