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TFBYX vs. VBTLX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between TFBYX and VBTLX is 0.43, 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.


-0.50.00.51.00.4

Performance

TFBYX vs. VBTLX - 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 Vanguard Total Bond Market Index Fund Admiral Shares (VBTLX). The values are adjusted to include any dividend payments, if applicable.

-3.00%-2.00%-1.00%0.00%1.00%2.00%SeptemberOctoberNovemberDecember2025
2.40%
-1.44%
TFBYX
VBTLX

Key characteristics

Sharpe Ratio

TFBYX:

4.57

VBTLX:

0.53

Sortino Ratio

TFBYX:

8.18

VBTLX:

0.78

Omega Ratio

TFBYX:

2.28

VBTLX:

1.09

Calmar Ratio

TFBYX:

13.42

VBTLX:

0.21

Martin Ratio

TFBYX:

45.96

VBTLX:

1.27

Ulcer Index

TFBYX:

0.13%

VBTLX:

2.25%

Daily Std Dev

TFBYX:

1.32%

VBTLX:

5.45%

Max Drawdown

TFBYX:

-7.40%

VBTLX:

-19.05%

Current Drawdown

TFBYX:

0.00%

VBTLX:

-8.98%

Returns By Period

In the year-to-date period, TFBYX achieves a 0.57% return, which is significantly higher than VBTLX's 0.42% return.


TFBYX

YTD

0.57%

1M

0.57%

6M

2.40%

1Y

5.91%

5Y*

N/A

10Y*

N/A

VBTLX

YTD

0.42%

1M

0.42%

6M

-1.44%

1Y

1.40%

5Y*

-0.73%

10Y*

1.15%

*Annualized

Compare stocks, funds, or ETFs

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


TFBYX vs. VBTLX - Expense Ratio Comparison

TFBYX has a 0.57% expense ratio, which is higher than VBTLX's 0.05% expense ratio.


TFBYX
American Beacon TwentyFour Sustainable Short Term Bond Fund
Expense ratio chart for TFBYX: current value at 0.57% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.57%
Expense ratio chart for VBTLX: current value at 0.05% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.05%

Risk-Adjusted Performance

TFBYX vs. VBTLX — Risk-Adjusted Performance Rank

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

TFBYX
The Risk-Adjusted Performance Rank of TFBYX is 9898
Overall Rank
The Sharpe Ratio Rank of TFBYX is 9999
Sharpe Ratio Rank
The Sortino Ratio Rank of TFBYX is 9898
Sortino Ratio Rank
The Omega Ratio Rank of TFBYX is 9797
Omega Ratio Rank
The Calmar Ratio Rank of TFBYX is 9898
Calmar Ratio Rank
The Martin Ratio Rank of TFBYX is 9898
Martin Ratio Rank

VBTLX
The Risk-Adjusted Performance Rank of VBTLX is 2121
Overall Rank
The Sharpe Ratio Rank of VBTLX is 2424
Sharpe Ratio Rank
The Sortino Ratio Rank of VBTLX is 2424
Sortino Ratio Rank
The Omega Ratio Rank of VBTLX is 2020
Omega Ratio Rank
The Calmar Ratio Rank of VBTLX is 1717
Calmar Ratio Rank
The Martin Ratio Rank of VBTLX is 1818
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.

TFBYX vs. VBTLX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for American Beacon TwentyFour Sustainable Short Term Bond Fund (TFBYX) and Vanguard Total Bond Market Index Fund Admiral Shares (VBTLX). 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 TFBYX, currently valued at 4.57, compared to the broader market-1.000.001.002.003.004.004.570.51
The chart of Sortino ratio for TFBYX, currently valued at 8.18, compared to the broader market0.002.004.006.008.0010.0012.008.180.75
The chart of Omega ratio for TFBYX, currently valued at 2.28, compared to the broader market1.002.003.004.002.281.09
The chart of Calmar ratio for TFBYX, currently valued at 13.42, compared to the broader market0.005.0010.0015.0013.420.20
The chart of Martin ratio for TFBYX, currently valued at 45.96, compared to the broader market0.0020.0040.0060.0080.0045.961.22
TFBYX
VBTLX

The current TFBYX Sharpe Ratio is 4.57, which is higher than the VBTLX Sharpe Ratio of 0.53. The chart below compares the historical Sharpe Ratios of TFBYX and VBTLX, 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 Ratio0.001.002.003.004.005.006.00SeptemberOctoberNovemberDecember2025
4.57
0.51
TFBYX
VBTLX

Dividends

TFBYX vs. VBTLX - Dividend Comparison

TFBYX's dividend yield for the trailing twelve months is around 3.42%, more than VBTLX's 3.38% yield.


TTM20242023202220212020201920182017201620152014
TFBYX
American Beacon TwentyFour Sustainable Short Term Bond Fund
3.42%3.80%3.73%12.54%3.05%2.19%0.00%0.00%0.00%0.00%0.00%0.00%
VBTLX
Vanguard Total Bond Market Index Fund Admiral Shares
3.38%3.69%3.11%2.51%1.90%2.23%2.74%2.78%2.51%2.49%2.48%2.55%

Drawdowns

TFBYX vs. VBTLX - Drawdown Comparison

The maximum TFBYX drawdown since its inception was -7.40%, smaller than the maximum VBTLX drawdown of -19.05%. Use the drawdown chart below to compare losses from any high point for TFBYX and VBTLX. For additional features, visit the drawdowns tool.


-10.00%-8.00%-6.00%-4.00%-2.00%0.00%SeptemberOctoberNovemberDecember20250
-8.98%
TFBYX
VBTLX

Volatility

TFBYX vs. VBTLX - Volatility Comparison

The current volatility for American Beacon TwentyFour Sustainable Short Term Bond Fund (TFBYX) is 0.40%, while Vanguard Total Bond Market Index Fund Admiral Shares (VBTLX) has a volatility of 1.37%. This indicates that TFBYX experiences smaller price fluctuations and is considered to be less risky than VBTLX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.50%1.00%1.50%2.00%SeptemberOctoberNovemberDecember2025
0.40%
1.37%
TFBYX
VBTLX
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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.

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