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ISIN
US0189154059
Inception Date
Mar 29, 2001
Min. Investment
$0
Distribution Policy
Distributing
Asset Class
Equity
Asset Class Size
Large-Cap
Asset Class Style
Value

Share Price Chart


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Performance

ABVYX Performance Chart

AB Value Fund (ABVYX) is up 17.4% since the beginning of the year. ABVYX is currently trading at $21 per share. Investors who bought $1,000 worth of ABVYX shares 5 years ago would now be looking at an investment worth $1,833.


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S&P 500 Index

Returns By Period

AB Value Fund (ABVYX) has returned 17.43% so far this year and 35.07% over the past 12 months. Over the last ten years, ABVYX has returned 11.36% per year, falling short of the S&P 500 Index benchmark, which averaged 13.75% annually.


AB Value Fund

1D
0.95%
1M
5.94%
YTD
17.43%
6M
17.82%
1Y
35.07%
3Y*
19.69%
5Y*
12.88%
10Y*
11.36%

Benchmark (S&P 500 Index)

1D
-0.57%
1M
1.39%
YTD
9.73%
6M
10.46%
1Y
24.50%
3Y*
19.43%
5Y*
12.21%
10Y*
13.75%
*Multi-year figures are annualized to reflect compound growth (CAGR)

ABVYX Monthly Returns History

Based on dividend-adjusted daily data since Mar 30, 2001, ABVYX's average daily return is +0.04%, while the average monthly return is +0.70%. At this rate, an investment would double in approximately 8.3 years.

Historically, 63% of months were positive and 38% were negative. The best month was Nov 2020 with a return of +14.0%, while the worst month was Oct 2008 at -18.3%. The longest winning streak lasted 10 consecutive months, and the longest losing streak was 6 months.

On a daily basis, ABVYX closed higher 52% of trading days. The best single day was Dec 8, 2022 with a return of +14.0%, while the worst single day was Dec 9, 2022 at -12.5%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20267.25%2.06%-4.95%7.23%1.34%3.87%17.43%
20255.49%0.00%-4.25%-4.56%3.06%4.69%1.53%3.02%3.15%1.05%2.60%0.67%17.12%
20240.73%4.36%5.80%-4.17%3.09%-0.44%3.51%1.35%2.23%-0.26%7.56%-7.97%15.83%
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%

Benchmark Metrics

AB Value Fund has an annualized alpha of -0.05%, beta of 0.98, and R2 of 0.88 versus S&P 500 Index. Calculated based on daily prices since March 30, 2001.

  • With beta of 0.98 and R2 of 0.88, this fund moves broadly in line with S&P 500 Index - much of its variation is explained by market exposure rather than independent behavior.

Alpha
-0.05%
Beta
0.98
0.88
Upside Capture
99.06%
Downside Capture
101.07%

Expense Ratio

ABVYX has an expense ratio of 0.70%, placing it in the medium range.


Return for Risk

Risk / Return Rank

ABVYX ranks 92 for risk / return — in the top 92% of mutual funds on our site. This means strong returns relative to risk — exactly what professional investors look for. Well-suited for investors who want to maximize return per unit of risk.


ABVYX Risk / Return Rank: 9292
Overall Rank
ABVYX Sharpe Ratio Rank: 9696
Sharpe Ratio Rank
ABVYX Sortino Ratio Rank: 9393
Sortino Ratio Rank
ABVYX Omega Ratio Rank: 8787
Omega Ratio Rank
ABVYX Calmar Ratio Rank: 9292
Calmar Ratio Rank
ABVYX Martin Ratio Rank: 9393
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

Return / Risk — by metrics

The table below present risk-adjusted performance metrics for AB Value Fund (ABVYX) and compare them to S&P 500 Index.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


ABVYXBenchmarkDifference
Sharpe ratioReturn per unit of total volatility

+1.20

Sortino ratioReturn per unit of downside risk

+1.80

Omega ratioGain probability vs. loss probability

1.58

1.36

+0.21

Calmar ratioReturn relative to maximum drawdown

4.70

2.71

+1.99

Martin ratioReturn relative to average drawdown

18.56

12.15

+6.40

Dividends

Dividend History

AB Value Fund provided a 8.40% dividend yield over the last twelve months, with an annual payout of $1.78 per share.


2.00%4.00%6.00%8.00%10.00%12.00%14.00%$0.00$0.50$1.00$1.50$2.0020152016201720182019202020212022202320242025
Dividends
Dividend Yield
PeriodTTM20252024202320222021202020192018201720162015
Dividend$1.78$1.78$2.15$0.81$1.98$1.81$0.21$0.36$0.68$0.20$0.19$0.22

Dividend yield

8.40%9.87%12.66%4.95%13.64%10.27%1.38%2.37%5.21%1.22%1.35%1.64%

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
2026$0.00$0.00$0.00$0.00$0.00$0.00$0.00
2025$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$1.78$1.78
2024$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$2.15$2.15
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

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.


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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 1182 trading sessions.


Related event

Drawdown

Fall

Recovery

Underwater

Financial crisis2007–2009
-64.02%Mar 2009
1y 9mo4y 8mo
6y 5moJun 2007 - Nov 2013
COVID crash2020
-40.42%Mar 2020
2y 1mo9mo 19d
2y 11moJan 2018 - Jan 2021
Dot-com crash2000–2002
-31.05%Oct 2002
6mo 23d1y 28d
1y 7moMar 2002 - Nov 2003
2016 bear market2016
-20.95%Feb 2016
7mo 22d10mo
1y 5moJun 2015 - Dec 2016
Bear market2022
-18.22%Sep 2022
8mo 15d2mo 9d
10mo 24dJan 2022 - Dec 2022

Drawdown Indicators


ABVYXBenchmarkDifference

Max Drawdown

Largest peak-to-trough decline

-64.02%

-56.78%

-7.24%

Max Drawdown (1Y)

Largest decline over 1 year

-7.72%

-9.10%

+1.38%

Max Drawdown (3Y)

Largest decline over 3 years

-17.52%

-18.90%

+1.38%

Max Drawdown (5Y)

Largest decline over 5 years

-18.22%

-25.43%

+7.21%

Max Drawdown (10Y)

Largest decline over 10 years

-40.42%

-33.92%

-6.50%

Current Drawdown

Current decline from peak

0.00%

-1.29%

+1.29%

Average Drawdown

Average peak-to-trough decline

-11.53%

-10.72%

-0.81%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.95%

2.02%

-0.07%

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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Portfolio Analyzer

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