TFBYX vs. VBTLX
Compare and contrast key facts about American Beacon TwentyFour Sustainable Short Term Bond Fund (TFBYX) and Vanguard Total Bond Market Index Fund Admiral Shares (VBTLX).
TFBYX is managed by American Beacon. It was launched on Feb 18, 2020. VBTLX is managed by Vanguard. It was launched on Nov 12, 2001.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: TFBYX or VBTLX.
Performance
TFBYX vs. VBTLX - Performance Comparison
Returns By Period
In the year-to-date period, TFBYX achieves a 5.21% return, which is significantly higher than VBTLX's 1.37% return.
TFBYX
5.21%
0.00%
3.35%
7.06%
N/A
N/A
VBTLX
1.37%
-0.73%
2.94%
6.22%
-0.35%
1.34%
Key characteristics
| TFBYX | VBTLX | |
|---|---|---|
| Sharpe Ratio | 5.20 | 1.12 |
| Sortino Ratio | 9.34 | 1.66 |
| Omega Ratio | 2.50 | 1.20 |
| Calmar Ratio | 15.43 | 0.42 |
| Martin Ratio | 55.35 | 3.61 |
| Ulcer Index | 0.13% | 1.75% |
| Daily Std Dev | 1.36% | 5.64% |
| Max Drawdown | -7.40% | -19.05% |
| Current Drawdown | -0.12% | -9.27% |
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TFBYX vs. VBTLX - Expense Ratio Comparison
TFBYX has a 0.57% expense ratio, which is higher than VBTLX's 0.05% expense ratio.
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.
Risk-Adjusted Performance
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.
Dividends
TFBYX vs. VBTLX - Dividend Comparison
TFBYX's dividend yield for the trailing twelve months is around 3.90%, more than VBTLX's 3.60% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
TFBYX American Beacon TwentyFour Sustainable Short Term Bond Fund | 3.90% | 3.73% | 12.54% | 3.05% | 2.19% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
VBTLX Vanguard Total Bond Market Index Fund Admiral Shares | 3.60% | 3.11% | 2.51% | 1.90% | 2.23% | 2.74% | 2.78% | 2.51% | 2.49% | 2.48% | 2.55% | 2.56% |
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.
Volatility
TFBYX vs. VBTLX - Volatility Comparison
The current volatility for American Beacon TwentyFour Sustainable Short Term Bond Fund (TFBYX) is 0.37%, while Vanguard Total Bond Market Index Fund Admiral Shares (VBTLX) has a volatility of 1.48%. 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.