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

Correlation

The correlation between TFBYX and VBTLX is 0.18, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


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.

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Key characteristics

Sharpe Ratio

TFBYX:

4.43

VBTLX:

0.95

Sortino Ratio

TFBYX:

7.71

VBTLX:

1.41

Omega Ratio

TFBYX:

2.31

VBTLX:

1.17

Calmar Ratio

TFBYX:

13.30

VBTLX:

0.40

Martin Ratio

TFBYX:

45.16

VBTLX:

2.41

Ulcer Index

TFBYX:

0.13%

VBTLX:

2.09%

Daily Std Dev

TFBYX:

1.37%

VBTLX:

5.35%

Max Drawdown

TFBYX:

-7.40%

VBTLX:

-18.68%

Current Drawdown

TFBYX:

0.00%

VBTLX:

-7.43%

Returns By Period

In the year-to-date period, TFBYX achieves a 1.87% return, which is significantly higher than VBTLX's 1.71% return.


TFBYX

YTD

1.87%

1M

0.79%

6M

2.58%

1Y

6.01%

5Y*

3.15%

10Y*

N/A

VBTLX

YTD

1.71%

1M

0.53%

6M

0.76%

1Y

5.03%

5Y*

-0.81%

10Y*

1.51%

*Annualized

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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.


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 9999
Overall Rank
The Sharpe Ratio Rank of TFBYX is 9999
Sharpe Ratio Rank
The Sortino Ratio Rank of TFBYX is 9999
Sortino Ratio Rank
The Omega Ratio Rank of TFBYX is 9898
Omega Ratio Rank
The Calmar Ratio Rank of TFBYX is 9999
Calmar Ratio Rank
The Martin Ratio Rank of TFBYX is 9999
Martin Ratio Rank

VBTLX
The Risk-Adjusted Performance Rank of VBTLX is 7272
Overall Rank
The Sharpe Ratio Rank of VBTLX is 8080
Sharpe Ratio Rank
The Sortino Ratio Rank of VBTLX is 8080
Sortino Ratio Rank
The Omega Ratio Rank of VBTLX is 7676
Omega Ratio Rank
The Calmar Ratio Rank of VBTLX is 5858
Calmar Ratio Rank
The Martin Ratio Rank of VBTLX is 6868
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.


The current TFBYX Sharpe Ratio is 4.43, which is higher than the VBTLX Sharpe Ratio of 0.95. 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.


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Dividends

TFBYX vs. VBTLX - Dividend Comparison

TFBYX's dividend yield for the trailing twelve months is around 3.88%, more than VBTLX's 3.46% yield.


TTM20242023202220212020201920182017201620152014
TFBYX
American Beacon TwentyFour Sustainable Short Term Bond Fund
3.88%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
3.46%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 -18.68%. Use the drawdown chart below to compare losses from any high point for TFBYX and VBTLX. For additional features, visit the drawdowns tool.


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Volatility

TFBYX vs. VBTLX - Volatility Comparison

The current volatility for American Beacon TwentyFour Sustainable Short Term Bond Fund (TFBYX) is 0.42%, while Vanguard Total Bond Market Index Fund Admiral Shares (VBTLX) has a volatility of 1.61%. 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.


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