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AB International Value Fund (ABIYX)
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Fund Info

ISINUS0189134002
IssuerAllianceBernstein
Inception DateMar 28, 2001
CategoryForeign Large Cap Equities
Min. Investment$0
Asset ClassEquity

Asset Class Size

Large-Cap

Asset Class Style

Value

Expense Ratio

ABIYX has a high expense ratio of 1.00%, indicating higher-than-average management fees.


Expense ratio chart for ABIYX: current value at 1.00% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%1.00%

Share Price Chart


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Compare to other instruments

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


AB International Value Fund

Popular comparisons: ABIYX vs. AGTHX

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in AB International Value Fund, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.


150.00%200.00%250.00%300.00%350.00%2024FebruaryMarchAprilMayJune
175.77%
353.72%
ABIYX (AB International Value Fund)
Benchmark (^GSPC)

S&P 500

Returns By Period

AB International Value Fund had a return of 5.10% year-to-date (YTD) and 9.37% in the last 12 months. Over the past 10 years, AB International Value Fund had an annualized return of 2.45%, while the S&P 500 had an annualized return of 10.85%, indicating that AB International Value Fund did not perform as well as the benchmark.


PeriodReturnBenchmark
Year-To-Date5.10%14.57%
1 month-2.15%3.01%
6 months6.04%14.93%
1 year9.37%25.67%
5 years (annualized)6.02%13.42%
10 years (annualized)2.45%10.85%

Monthly Returns

The table below presents the monthly returns of ABIYX, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2024-1.36%2.14%5.06%-2.31%4.54%5.10%
20239.66%-1.62%1.93%2.32%-3.91%4.65%4.78%-3.78%-3.79%-5.35%6.99%3.70%15.24%
2022-1.77%-3.47%-2.37%-5.37%3.19%-9.57%3.50%-5.39%-10.38%7.03%17.75%-1.12%-10.62%
2021-0.66%2.81%2.88%2.10%5.76%-3.24%-0.13%1.41%-1.59%2.08%-5.86%5.63%11.07%
2020-3.50%-8.80%-21.17%8.81%4.54%3.40%2.28%4.73%-2.98%-3.25%17.17%6.34%2.22%
20198.25%0.40%0.08%1.97%-8.06%6.57%-2.69%-1.87%3.64%4.71%0.38%3.34%16.83%
20185.00%-3.32%-1.56%0.20%-3.55%-3.13%2.95%-3.55%0.71%-9.42%-1.94%-7.37%-23.04%
20174.20%1.78%3.20%2.07%2.89%0.07%2.81%-0.68%3.50%0.66%1.12%1.18%25.19%
2016-5.43%-3.46%7.00%0.08%0.73%-5.35%4.97%1.96%1.20%-1.66%-1.85%1.90%-0.70%
20151.21%6.30%-1.95%5.28%1.02%-3.09%0.00%-7.13%-3.60%7.79%-0.31%-1.76%2.76%
2014-4.16%6.33%-1.08%0.36%2.45%0.49%-3.16%0.43%-3.97%-0.53%0.91%-3.96%-6.20%
20134.85%-2.03%0.17%5.54%-1.88%-3.35%5.54%-1.41%7.47%3.40%1.29%1.55%22.46%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of ABIYX is 17, indicating that it is in the bottom 17% of mutual funds on our website in terms of risk-adjusted performance. This ranking is based on the combined values of the indicators listed below.


The Risk-Adjusted Performance Rank of ABIYX is 1717
ABIYX (AB International Value Fund)
The Sharpe Ratio Rank of ABIYX is 1717Sharpe Ratio Rank
The Sortino Ratio Rank of ABIYX is 1717Sortino Ratio Rank
The Omega Ratio Rank of ABIYX is 1616Omega Ratio Rank
The Calmar Ratio Rank of ABIYX is 1919Calmar Ratio Rank
The Martin Ratio Rank of ABIYX is 1616Martin 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.

Risk-Adjusted Performance Indicators

The charts below present risk-adjusted performance metrics for AB International Value Fund (ABIYX) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.


ABIYX
Sharpe ratio
The chart of Sharpe ratio for ABIYX, currently valued at 0.57, compared to the broader market-1.000.001.002.003.004.000.57
Sortino ratio
The chart of Sortino ratio for ABIYX, currently valued at 0.89, compared to the broader market-2.000.002.004.006.008.0010.0012.000.89
Omega ratio
The chart of Omega ratio for ABIYX, currently valued at 1.10, compared to the broader market1.002.003.001.10
Calmar ratio
The chart of Calmar ratio for ABIYX, currently valued at 0.28, compared to the broader market0.005.0010.0015.000.28
Martin ratio
The chart of Martin ratio for ABIYX, currently valued at 1.38, compared to the broader market0.0020.0040.0060.0080.001.38
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 2.24, compared to the broader market-1.000.001.002.003.004.002.24
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 3.16, compared to the broader market-2.000.002.004.006.008.0010.0012.003.16
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.39, compared to the broader market1.002.003.001.39
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 1.78, compared to the broader market0.005.0010.0015.001.78
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 8.36, compared to the broader market0.0020.0040.0060.0080.008.36

Sharpe Ratio

The current AB International Value Fund Sharpe ratio is 0.57. This value is calculated based on the past 1 year of trading data and takes into account price changes and dividends.

Use the chart below to compare the Sharpe ratio of AB International Value Fund with the selected benchmark, providing insights into the investment's historical performance in terms of risk-adjusted returns. Go to the Sharpe ratio tool for more fine-grained control over the calculation options.


Rolling 12-month Sharpe Ratio0.501.001.502.002.503.002024FebruaryMarchAprilMayJune
0.57
2.24
ABIYX (AB International Value Fund)
Benchmark (^GSPC)

Dividends

Dividend History

AB International Value Fund granted a 1.32% dividend yield in the last twelve months. The annual payout for that period amounted to $0.20 per share.


PeriodTTM20232022202120202019201820172016201520142013
Dividend$0.20$0.20$0.18$0.41$0.13$0.18$0.06$0.31$0.04$0.21$0.45$0.68

Dividend yield

1.32%1.38%1.39%2.78%0.92%1.31%0.52%2.02%0.34%1.69%3.60%4.95%

Monthly Dividends

The table displays the monthly dividend distributions for AB International Value Fund. The dividends shown in the table have been adjusted to account for any splits that may have occurred.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2024$0.00$0.00$0.00$0.00$0.00$0.00$0.00
2023$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.20$0.20
2022$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.18$0.18
2021$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.41$0.41
2020$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.13$0.13
2019$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.18$0.18
2018$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.06$0.06
2017$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.31$0.31
2016$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.04$0.04
2015$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.21$0.21
2014$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.45$0.45
2013$0.68$0.68

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way.


-15.00%-10.00%-5.00%0.00%2024FebruaryMarchAprilMayJune
-10.74%
-0.41%
ABIYX (AB International Value Fund)
Benchmark (^GSPC)

Worst Drawdowns

The table below displays the maximum drawdowns of the AB International Value Fund. 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 International Value Fund was 69.72%, occurring on Mar 9, 2009. The portfolio has not yet recovered.

The current AB International Value Fund drawdown is 10.74%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-69.72%Jul 16, 2007415Mar 9, 2009
-29.88%May 20, 200299Oct 9, 2002172Jun 17, 2003271
-22.7%Aug 16, 200122Sep 21, 2001113Mar 6, 2002135
-16.03%May 10, 200624Jun 13, 200686Oct 16, 2006110
-11.1%Apr 13, 200425May 17, 200480Sep 10, 2004105

Volatility

Volatility Chart

The current AB International Value Fund volatility is 3.67%, 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.


2.50%3.00%3.50%4.00%2024FebruaryMarchAprilMayJune
3.67%
2.38%
ABIYX (AB International Value Fund)
Benchmark (^GSPC)