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TFBYX vs. STBFX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

TFBYX vs. STBFX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in American Beacon TwentyFour Sustainable Short Term Bond Fund (TFBYX) and Sextant Short Term Bond Fund (STBFX). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period


TFBYX

1D
0.00%
1M
0.56%
YTD
1.13%
6M
1.32%
1Y
3.95%
3Y*
5.91%
5Y*
3.02%
10Y*

STBFX

1D
1M
YTD
6M
1Y
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

TFBYX vs. STBFX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020
TFBYX
American Beacon TwentyFour Sustainable Short Term Bond Fund
1.13%5.58%5.81%7.22%-3.86%0.70%2.74%
STBFX
Sextant Short Term Bond Fund
0.28%4.92%3.87%3.79%-4.16%-1.09%2.65%

Correlation

The correlation between TFBYX and STBFX is 0.22, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.22

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

0.26

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

0.33

Correlation (All Time)
Calculated using the full available price history since Feb 19, 2020

0.32

The correlation between TFBYX and STBFX shifts across timeframes, from 0.22 (1 year) to 0.33 (5 years), reflecting how their relationship changes across market environments.

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Return for Risk

TFBYX vs. STBFX — Risk / Return Rank

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

TFBYX
TFBYX Risk / Return Rank: 6565
Overall Rank
TFBYX Sharpe Ratio Rank: 6666
Sharpe Ratio Rank
TFBYX Sortino Ratio Rank: 7777
Sortino Ratio Rank
TFBYX Omega Ratio Rank: 8888
Omega Ratio Rank
TFBYX Calmar Ratio Rank: 4949
Calmar Ratio Rank
TFBYX Martin Ratio Rank: 4444
Martin Ratio Rank

STBFX

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

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.

TFBYX vs. STBFX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for American Beacon TwentyFour Sustainable Short Term Bond Fund (TFBYX) and Sextant Short Term Bond Fund (STBFX). 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.


TFBYXSTBFXDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.57

Calmar ratioReturn relative to maximum drawdown

2.56

Martin ratioReturn relative to average drawdown

8.67

TFBYX vs. STBFX - Sharpe Ratio Comparison


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Drawdowns

TFBYX vs. STBFX - Drawdown Comparison


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Drawdown Indicators


TFBYXSTBFXDifference

Max Drawdown

Largest peak-to-trough decline

-7.41%

Max Drawdown (1Y)

Largest decline over 1 year

-1.60%

Max Drawdown (3Y)

Largest decline over 3 years

-1.60%

Max Drawdown (5Y)

Largest decline over 5 years

-7.41%

Current Drawdown

Current decline from peak

0.00%

Average Drawdown

Average peak-to-trough decline

-1.15%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.47%

Volatility

TFBYX vs. STBFX - Volatility Comparison


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Volatility by Period


TFBYXSTBFXDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.53%

Volatility (6M)

Calculated over the trailing 6-month period

1.65%

Volatility (1Y)

Calculated over the trailing 1-year period

1.87%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

1.63%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

1.68%

TFBYX vs. STBFX - Expense Ratio Comparison

TFBYX has a 0.57% expense ratio, which is lower than STBFX's 0.60% expense ratio.


Dividends

TFBYX vs. STBFX - Dividend Comparison

TFBYX's dividend yield for the trailing twelve months is around 3.77%, more than STBFX's 2.61% yield.


PositionTTM20252024202320222021202020192018201720162015
STBFX
Sextant Short Term Bond Fund
2.61%3.17%2.77%1.84%1.04%1.07%1.60%1.75%1.47%1.30%1.06%1.07%
TFBYX
American Beacon TwentyFour Sustainable Short Term Bond Fund
3.77%3.84%3.79%3.73%12.53%3.07%2.17%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


TFBYX and STBFX have a correlation of 0.22, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Portfolio Optimizer

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