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

Fund Info

ISINUS0189154059
IssuerAllianceBernstein
Inception DateMar 29, 2001
CategoryLarge Cap Value Equities
Min. Investment$0
Asset ClassEquity

Asset Class Size

Large-Cap

Asset Class Style

Value

Expense Ratio

ABVYX has a high expense ratio of 0.70%, indicating higher-than-average management fees.


Expense ratio chart for ABVYX: current value at 0.70% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.70%

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 Value Fund

Popular comparisons: ABVYX vs. SPLG

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in AB 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.


250.00%300.00%350.00%400.00%December2024FebruaryMarchAprilMay
288.78%
405.32%
ABVYX (AB Value Fund)
Benchmark (^GSPC)

S&P 500

Returns By Period

AB Value Fund had a return of 11.34% year-to-date (YTD) and 24.32% in the last 12 months. Over the past 10 years, AB Value Fund had an annualized return of 7.62%, while the S&P 500 had an annualized return of 10.99%, indicating that AB Value Fund did not perform as well as the benchmark.


PeriodReturnBenchmark
Year-To-Date11.34%11.18%
1 month5.73%5.60%
6 months18.20%17.48%
1 year24.32%26.33%
5 years (annualized)11.60%13.16%
10 years (annualized)7.62%10.99%

Monthly Returns

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


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20240.73%4.36%5.80%-4.17%11.34%
20239.16%-3.03%-0.39%1.37%-2.77%7.75%3.57%-2.43%-3.77%-3.35%7.79%4.75%18.81%
2022-1.53%-1.21%2.27%-5.18%2.10%-8.47%6.81%-1.26%-9.26%10.34%5.60%-5.10%-6.72%
2021-0.98%9.29%6.39%4.76%3.08%-2.47%0.43%1.82%-4.21%5.11%-3.29%5.40%27.26%
2020-2.60%-10.09%-17.91%11.86%3.40%-0.39%4.08%3.55%-3.43%-1.36%14.00%4.33%1.14%
20199.16%2.17%-0.89%2.62%-7.67%6.27%0.82%-3.67%4.94%1.41%1.72%2.71%20.19%
20183.65%-5.32%-2.40%0.13%0.45%0.71%2.11%0.75%-0.12%-5.96%1.72%-10.78%-14.92%
20171.04%2.68%-1.41%-0.41%0.48%0.68%2.50%-2.17%3.50%1.63%2.11%2.45%13.70%
2016-7.17%1.40%6.65%0.30%1.97%-2.01%2.66%0.59%-0.29%-2.36%8.00%1.84%11.24%
2015-4.52%5.32%-1.31%0.91%1.39%-1.51%0.21%-6.53%-3.49%7.62%-0.64%-4.16%-7.37%
2014-4.13%4.71%2.13%0.37%1.86%2.56%-1.99%4.58%-2.36%1.56%1.89%0.56%11.94%
20136.68%1.06%4.58%1.55%3.68%-0.43%5.65%-3.70%2.65%4.25%3.51%2.19%36.12%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of ABVYX is 73, suggesting that the investment has average results relative to other mutual funds in terms of risk-adjusted performance. This ranking is determined by the cumulative values of the indicators listed below.


The Risk-Adjusted Performance Rank of ABVYX is 7373
ABVYX (AB Value Fund)
The Sharpe Ratio Rank of ABVYX is 6767Sharpe Ratio Rank
The Sortino Ratio Rank of ABVYX is 6464Sortino Ratio Rank
The Omega Ratio Rank of ABVYX is 7171Omega Ratio Rank
The Calmar Ratio Rank of ABVYX is 8989Calmar Ratio Rank
The Martin Ratio Rank of ABVYX is 7272Martin 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 Value Fund (ABVYX) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.


ABVYX
Sharpe ratio
The chart of Sharpe ratio for ABVYX, currently valued at 1.94, compared to the broader market-1.000.001.002.003.004.001.94
Sortino ratio
The chart of Sortino ratio for ABVYX, currently valued at 2.74, compared to the broader market-2.000.002.004.006.008.0010.0012.002.74
Omega ratio
The chart of Omega ratio for ABVYX, currently valued at 1.37, compared to the broader market0.501.001.502.002.503.003.501.37
Calmar ratio
The chart of Calmar ratio for ABVYX, currently valued at 2.33, compared to the broader market0.002.004.006.008.0010.0012.002.33
Martin ratio
The chart of Martin ratio for ABVYX, currently valued at 7.37, compared to the broader market0.0020.0040.0060.0080.007.37
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 2.38, compared to the broader market-1.000.001.002.003.004.002.38
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 3.37, compared to the broader market-2.000.002.004.006.008.0010.0012.003.37
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.42, compared to the broader market0.501.001.502.002.503.003.501.42
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 1.94, compared to the broader market0.002.004.006.008.0010.0012.001.94
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 9.12, compared to the broader market0.0020.0040.0060.0080.009.12

Sharpe Ratio

The current AB Value Fund Sharpe ratio is 1.94. This value is calculated based on the past 12 months of trading data and takes into account price changes and dividends.

Use the chart below to compare the Sharpe ratio of AB 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 Ratio0.501.001.502.002.503.00December2024FebruaryMarchAprilMay
1.94
2.38
ABVYX (AB Value Fund)
Benchmark (^GSPC)

Dividends

Dividend History

AB Value Fund granted a 4.45% dividend yield in the last twelve months. The annual payout for that period amounted to $0.81 per share.


PeriodTTM20232022202120202019201820172016201520142013
Dividend$0.81$0.81$1.98$1.81$0.21$0.36$0.68$0.20$0.19$0.22$0.25$0.17

Dividend yield

4.45%4.95%13.64%10.27%1.38%2.37%5.21%1.22%1.35%1.64%1.77%1.30%

Monthly Dividends

The table displays the monthly dividend distributions for AB 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
2023$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.81$0.81
2022$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$1.98$1.98
2021$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$1.81$1.81
2020$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
2019$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.36$0.36
2018$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.68$0.68
2017$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
2016$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.19$0.19
2015$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.22$0.22
2014$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.25$0.25
2013$0.17$0.17

Drawdowns

Drawdowns Chart

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


-6.00%-5.00%-4.00%-3.00%-2.00%-1.00%0.00%December2024FebruaryMarchAprilMay0
-0.09%
ABVYX (AB Value Fund)
Benchmark (^GSPC)

Worst Drawdowns

The table below displays the maximum drawdowns of the AB 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 Value Fund was 64.02%, occurring on Mar 9, 2009. Recovery took 1180 trading sessions.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-64.02%Jun 5, 2007442Mar 9, 20091180Nov 13, 20131622
-40.42%Jan 29, 2018541Mar 23, 2020200Jan 6, 2021741
-29.97%May 24, 200295Oct 9, 2002254Oct 14, 2003349
-20.95%Jun 24, 2015161Feb 11, 2016208Dec 7, 2016369
-18.22%Jan 18, 2022178Sep 30, 202285Feb 2, 2023263

Volatility

Volatility Chart

The current AB Value Fund volatility is 2.46%, 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.


2.00%3.00%4.00%5.00%6.00%7.00%8.00%December2024FebruaryMarchAprilMay
2.46%
3.36%
ABVYX (AB Value Fund)
Benchmark (^GSPC)