AB 401k current
brokerage only
Asset Allocation
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in AB 401k current, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends. The portfolio is rebalanced Quarterly
The earliest data available for this chart is Oct 20, 2011, corresponding to the inception date of SCHD
Returns By Period
As of Sep 17, 2024, the AB 401k current returned 14.52% Year-To-Date and 11.19% of annualized return in the last 10 years.
Year-To-Date | 1 month | 6 months | 1 year | 5 years (annualized) | 10 years (annualized) | |
---|---|---|---|---|---|---|
S&P 500 | 18.10% | 1.42% | 9.39% | 26.58% | 13.42% | 10.88% |
AB 401k current | 14.52% | 2.21% | 8.81% | 21.62% | 12.75% | 11.19% |
Portfolio components: | ||||||
Vanguard Dividend Appreciation ETF | 16.56% | 3.06% | 10.64% | 24.47% | 12.41% | 11.81% |
Vanguard Consumer Discretionary ETF | 8.14% | 4.33% | 6.85% | 15.25% | 13.65% | 12.86% |
Vanguard Growth ETF | 20.69% | 0.29% | 9.97% | 32.80% | 17.95% | 15.06% |
Vanguard Value ETF | 17.04% | 3.04% | 10.20% | 23.55% | 11.75% | 10.36% |
Vanguard Consumer Staples ETF | 17.27% | 3.91% | 10.71% | 19.20% | 10.02% | 9.27% |
Schwab US Dividend Equity ETF | 12.58% | 2.67% | 8.87% | 18.65% | 12.59% | 11.39% |
Vanguard Intermediate-Term Corporate Bond ETF | 6.42% | 2.23% | 7.80% | 13.63% | 1.82% | 3.20% |
Schwab Value Advantage Money Fund | 2.83% | 0.00% | 2.16% | 4.42% | 2.06% | 1.40% |
Monthly Returns
The table below presents the monthly returns of AB 401k current, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.
Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
---|---|---|---|---|---|---|---|---|---|---|---|---|---|
2024 | 0.49% | 4.24% | 2.33% | -3.44% | 3.18% | 2.38% | 2.02% | 2.21% | 14.52% | ||||
2023 | 5.69% | -1.99% | 3.00% | 1.18% | -0.39% | 6.04% | 2.72% | -1.56% | -4.13% | -2.12% | 7.53% | 4.36% | 21.41% |
2022 | -5.17% | -2.47% | 2.58% | -6.36% | -1.14% | -6.38% | 8.15% | -3.21% | -7.64% | 6.38% | 4.72% | -5.07% | -15.92% |
2021 | -1.01% | 1.47% | 4.41% | 4.09% | 0.33% | 1.64% | 1.79% | 1.99% | -3.83% | 5.90% | -0.61% | 3.90% | 21.53% |
2020 | 0.60% | -6.78% | -9.98% | 11.43% | 4.37% | 1.91% | 5.58% | 6.82% | -2.54% | -1.92% | 9.59% | 3.08% | 21.84% |
2019 | 6.66% | 2.87% | 1.94% | 3.46% | -5.22% | 5.83% | 1.63% | -0.50% | 1.40% | 1.05% | 2.50% | 2.34% | 26.16% |
2018 | 4.79% | -3.66% | -1.70% | -0.25% | 1.85% | 1.27% | 2.96% | 2.86% | 0.69% | -5.63% | 2.07% | -7.38% | -2.86% |
2017 | 1.86% | 3.28% | 0.49% | 1.36% | 1.47% | -0.13% | 1.36% | -0.15% | 1.41% | 1.67% | 3.39% | 1.37% | 18.77% |
2016 | -3.41% | 0.36% | 5.60% | -0.20% | 1.09% | 1.02% | 2.77% | -0.22% | -0.25% | -1.66% | 2.09% | 1.35% | 8.57% |
2015 | -2.24% | 5.09% | -1.87% | 0.68% | 1.02% | -1.51% | 2.40% | -5.18% | -1.58% | 6.67% | 0.02% | -1.13% | 1.79% |
2014 | -3.73% | 4.31% | 0.09% | 0.48% | 1.98% | 1.53% | -1.88% | 3.54% | -1.19% | 2.32% | 3.14% | -0.17% | 10.61% |
2013 | 4.75% | 1.15% | 3.55% | 1.91% | 1.31% | -0.93% | 4.55% | -2.64% | 3.37% | 3.91% | 2.23% | 1.99% | 27.93% |
Expense Ratio
AB 401k current has an expense ratio of 0.05%, which is considered low compared to other funds. Below you can find the expense ratios of portfolio funds side-by-side and effortlessly compare their relative costs.
Risk-Adjusted Performance
Risk-Adjusted Performance Rank
The current risk-adjusted rank of AB 401k current is 75, placing it in the top 25% of portfolios on our website in terms of risk-adjusted performance. This ranking is based on the combined values of the indicators listed below.
Risk-Adjusted Performance Indicators
This table presents a comparison of risk-adjusted performance metrics for positions. 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 | Sortino ratio | Omega ratio | Calmar ratio | Martin ratio | |
---|---|---|---|---|---|
Vanguard Dividend Appreciation ETF | 2.48 | 3.43 | 1.46 | 2.59 | 15.55 |
Vanguard Consumer Discretionary ETF | 0.99 | 1.41 | 1.18 | 0.63 | 4.90 |
Vanguard Growth ETF | 2.04 | 2.67 | 1.37 | 1.87 | 10.39 |
Vanguard Value ETF | 2.28 | 3.15 | 1.40 | 2.45 | 13.08 |
Vanguard Consumer Staples ETF | 1.86 | 2.65 | 1.32 | 1.53 | 9.85 |
Schwab US Dividend Equity ETF | 1.65 | 2.40 | 1.29 | 1.47 | 8.58 |
Vanguard Intermediate-Term Corporate Bond ETF | 2.18 | 3.27 | 1.39 | 0.80 | 10.27 |
Schwab Value Advantage Money Fund | 3.18 | — | — | — | — |
Dividends
Dividend yield
AB 401k current granted a 1.34% dividend yield in the last twelve months.
TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|
AB 401k current | 1.34% | 1.45% | 1.48% | 1.21% | 1.50% | 1.50% | 1.76% | 1.54% | 1.73% | 1.75% | 1.51% | 1.46% |
Portfolio components: | ||||||||||||
Vanguard Dividend Appreciation ETF | 1.70% | 1.88% | 1.96% | 1.55% | 1.63% | 1.71% | 2.08% | 1.88% | 2.14% | 2.34% | 1.95% | 1.84% |
Vanguard Consumer Discretionary ETF | 0.80% | 0.84% | 0.98% | 0.79% | 1.71% | 1.17% | 1.37% | 1.21% | 1.60% | 1.32% | 1.23% | 0.84% |
Vanguard Growth ETF | 0.50% | 0.58% | 0.70% | 0.48% | 0.66% | 0.95% | 1.32% | 1.14% | 1.39% | 1.30% | 1.21% | 1.19% |
Vanguard Value ETF | 2.29% | 2.46% | 2.52% | 2.15% | 2.56% | 2.50% | 2.73% | 2.29% | 2.44% | 2.60% | 2.22% | 2.21% |
Vanguard Consumer Staples ETF | 2.36% | 2.65% | 2.37% | 2.14% | 2.50% | 2.44% | 2.78% | 2.52% | 2.39% | 2.55% | 1.93% | 2.21% |
Schwab US Dividend Equity ETF | 3.37% | 3.49% | 3.39% | 2.78% | 3.16% | 2.98% | 3.06% | 2.63% | 2.89% | 2.97% | 2.63% | 2.47% |
Vanguard Intermediate-Term Corporate Bond ETF | 4.05% | 3.72% | 3.03% | 2.87% | 2.78% | 3.37% | 3.61% | 3.21% | 3.29% | 3.34% | 3.34% | 4.00% |
Schwab Value Advantage Money Fund | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
Drawdowns Chart
The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.
Worst Drawdowns
The table below displays the maximum drawdowns of the AB 401k current. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.
The maximum drawdown for the AB 401k current was 28.11%, occurring on Mar 23, 2020. Recovery took 83 trading sessions.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
---|---|---|---|---|---|---|
-28.11% | Feb 20, 2020 | 23 | Mar 23, 2020 | 83 | Jul 21, 2020 | 106 |
-21.21% | Jan 5, 2022 | 196 | Oct 14, 2022 | 296 | Dec 13, 2023 | 492 |
-15.93% | Sep 21, 2018 | 65 | Dec 24, 2018 | 66 | Apr 1, 2019 | 131 |
-9.66% | Nov 4, 2015 | 68 | Feb 11, 2016 | 31 | Mar 29, 2016 | 99 |
-9.52% | Jul 21, 2015 | 26 | Aug 25, 2015 | 49 | Nov 3, 2015 | 75 |
Volatility
Volatility Chart
The current AB 401k current volatility is 2.96%, representing the average percentage change in the investments's value, either up or down over the past month. The chart below shows the rolling one-month volatility.
Diversification
Asset Correlations Table
SWVXX | VCIT | VDC | VCR | VUG | VTV | SCHD | VIG | |
---|---|---|---|---|---|---|---|---|
SWVXX | 1.00 | -0.03 | 0.03 | 0.01 | 0.02 | 0.03 | 0.02 | 0.02 |
VCIT | -0.03 | 1.00 | 0.11 | 0.07 | 0.09 | 0.01 | 0.04 | 0.07 |
VDC | 0.03 | 0.11 | 1.00 | 0.57 | 0.58 | 0.72 | 0.77 | 0.78 |
VCR | 0.01 | 0.07 | 0.57 | 1.00 | 0.87 | 0.75 | 0.73 | 0.80 |
VUG | 0.02 | 0.09 | 0.58 | 0.87 | 1.00 | 0.74 | 0.72 | 0.84 |
VTV | 0.03 | 0.01 | 0.72 | 0.75 | 0.74 | 1.00 | 0.95 | 0.92 |
SCHD | 0.02 | 0.04 | 0.77 | 0.73 | 0.72 | 0.95 | 1.00 | 0.91 |
VIG | 0.02 | 0.07 | 0.78 | 0.80 | 0.84 | 0.92 | 0.91 | 1.00 |