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Inception Date
Dec 12, 2018
Region
North America (U.S.)
Leveraged
1x (No leverage)
Index Tracked
Actively Managed
Domicile
United States
Distribution Policy
Distributing
Asset Class
Bond
Assets Under Management
$174M

Share Price Chart


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Performance

SDFI Performance Chart

AB Short Duration Income ETF (SDFI) is up 0.9% since the beginning of the year. SDFI is currently trading at $35 per share.


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S&P 500 Index

Returns By Period

AB Short Duration Income ETF (SDFI) has returned 0.86% so far this year and 4.06% over the past 12 months.


AB Short Duration Income ETF

1D
-0.06%
1M
0.18%
YTD
0.86%
6M
1.16%
1Y
4.06%
3Y*
5Y*
10Y*

Benchmark (S&P 500 Index)

1D
-0.37%
1M
-0.01%
YTD
9.16%
6M
8.64%
1Y
25.22%
3Y*
19.78%
5Y*
11.99%
10Y*
13.88%
*Multi-year figures are annualized to reflect compound growth (CAGR)

SDFI Monthly Returns History

Based on dividend-adjusted daily data since Jun 10, 2024, SDFI's average daily return is +0.02%, while the average monthly return is +0.43%. At this rate, an investment would double in approximately 13.5 years.

Historically, 84% of months were positive and 16% were negative. The best month was Jul 2024 with a return of +1.3%, while the worst month was Oct 2024 at -0.7%. The longest winning streak lasted 8 consecutive months, and the longest losing streak was 1 months.

On a daily basis, SDFI closed higher 55% of trading days. The best single day was Nov 19, 2024 with a return of +0.8%, while the worst single day was Apr 7, 2025 at -0.8%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20260.27%0.65%-0.66%0.54%0.24%-0.17%0.86%
20250.61%0.95%0.23%0.64%0.29%1.23%-0.32%1.06%0.33%0.30%0.59%0.30%6.39%
20240.45%1.31%1.05%0.86%-0.72%0.67%0.08%3.73%

Benchmark Metrics

AB Short Duration Income ETF has an annualized alpha of 5.14%, beta of 0.02, and R2 of 0.01 versus S&P 500 Index. Calculated based on daily prices since June 10, 2024.

  • This ETF captured 15.11% of S&P 500 Index gains and tended to rise during its downturns (downside capture of -7.63%) - a profile typical of hedging or uncorrelated assets.
  • Beta of 0.02 may look defensive, but with R2 of 0.01 this ETF is largely uncorrelated with S&P 500 Index - low beta reflects independence, not downside protection. See the Volatility section for a true picture of this ETF's risk.
  • R2 of 0.01 means this ETF moves largely independently of S&P 500 Index - capture ratios reflect limited market correlation rather than active downside protection. Consider using a more representative benchmark.

Alpha
5.14%
Beta
0.02
0.01
Upside Capture
15.11%
Downside Capture
-7.63%

Expense Ratio

SDFI has an expense ratio of 0.30%, placing it in the medium range.


Return for Risk

Risk / Return Rank

SDFI ranks 68 for risk / return — better than 68% of ETFs on our site. You're getting solid returns for the risk taken. A good sign, especially for investors who want growth without excessive volatility.


SDFI Risk / Return Rank: 6868
Overall Rank
SDFI Sharpe Ratio Rank: 6262
Sharpe Ratio Rank
SDFI Sortino Ratio Rank: 6666
Sortino Ratio Rank
SDFI Omega Ratio Rank: 6969
Omega Ratio Rank
SDFI Calmar Ratio Rank: 7070
Calmar Ratio Rank
SDFI Martin Ratio Rank: 7575
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 Short Duration Income ETF (SDFI) 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.


SDFIBenchmarkDifference
Sharpe ratioReturn per unit of total volatility

-0.05

Sortino ratioReturn per unit of downside risk

+0.17

Omega ratioGain probability vs. loss probability

1.39

1.37

+0.03

Calmar ratioReturn relative to maximum drawdown

3.39

2.78

+0.61

Martin ratioReturn relative to average drawdown

13.75

12.44

+1.31

Dividends

Dividend History

AB Short Duration Income ETF provided a 4.61% dividend yield over the last twelve months, with an annual payout of $1.63 per share.


3.00%3.50%4.00%4.50%$0.00$0.50$1.00$1.5020242025
Dividends
Dividend Yield
PeriodTTM20252024
Dividend$1.63$1.67$1.10

Dividend yield

4.61%4.66%3.11%

Monthly Dividends

The table displays the monthly dividend distributions for AB Short Duration Income ETF. The dividends shown in the table have been adjusted to account for any splits that may have occurred.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2026$0.00$0.13$0.12$0.13$0.13$0.13$0.65
2025$0.00$0.13$0.13$0.13$0.15$0.15$0.15$0.14$0.13$0.13$0.14$0.29$1.67
2024$0.10$0.17$0.16$0.15$0.15$0.36$1.10

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 Short Duration Income ETF. 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 Short Duration Income ETF was 1.21%, occurring on Apr 11, 2025. Recovery took 10 trading sessions.

The current AB Short Duration Income ETF drawdown is 0.23%.


Related event

Drawdown

Fall

Recovery

Underwater

2025 selloff2025
-1.21%Apr 2025
7d17d
24dApr 2025 - Apr 2025
2026 pullback2026
-1.20%Mar 2026
24d22d
1mo 16dMar 2026 - Apr 2026
2024 pullback2024
-1.03%Nov 2024
1mo 12d13d
1mo 25dSep 2024 - Nov 2024
2024 pullback2024
-0.80%Nov 2024
2d14d
16dNov 2024 - Dec 2024
2024 pullback2024
-0.66%Jul 2024
6d5d
11dJul 2024 - Jul 2024

Drawdown Indicators


SDFIBenchmarkDifference

Max Drawdown

Largest peak-to-trough decline

-1.21%

-56.78%

+55.57%

Max Drawdown (1Y)

Largest decline over 1 year

-1.20%

-9.10%

+7.90%

Max Drawdown (3Y)

Largest decline over 3 years

-18.90%

Max Drawdown (5Y)

Largest decline over 5 years

-25.43%

Max Drawdown (10Y)

Largest decline over 10 years

-33.92%

Current Drawdown

Current decline from peak

-0.23%

-1.80%

+1.57%

Average Drawdown

Average peak-to-trough decline

-0.22%

-10.71%

+10.49%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.30%

2.03%

-1.73%

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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Portfolio Analyzer

Build a portfolio with SDFI

Add AB Short Duration Income ETF to a portfolio and analyze allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Analyzer with SDFI