Lets try a little more:
You use a coaxial cable without a proper termination. So, the dominant characteristic is its capacitance plus the inductance and the resistive losses. To verify if this is valid, set the generator to slow sweep from 10MHz to 25MHz and observe if there are "tops and valleys".
Try to find a terminator, for these frequencies even a simple resistor can do the job.
Also verify the compensation of your probe, assuming that you use a 10:1 type, an 1:1 is not proper in this case. Try to do this with a square signal around 2Vp-p and 1MHz. Use it directly at the output of the generator.