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AB Short Duration High Yield ETF (SYFI)
Performance
Return for Risk
Dividends
Drawdowns
Volatility

ETF Info

ISIN
US00039J8302
CUSIP
00039J830
Inception Date
Dec 7, 2011
Leveraged
1x (No leverage)
Index Tracked
No Index (Active)
Domicile
United States
Distribution Policy
Distributing
Asset Class
Bond

Share Price Chart


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Performance

Performance Chart

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


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S&P 500 Index

Returns By Period

AB Short Duration High Yield ETF (SYFI) has returned -0.16% so far this year and 6.45% over the past 12 months.


AB Short Duration High Yield ETF

1D
0.94%
1M
-0.55%
YTD
-0.16%
6M
1.33%
1Y
6.45%
3Y*
5Y*
10Y*

Benchmark (S&P 500 Index)

1D
2.91%
1M
-5.09%
YTD
-4.63%
6M
-2.39%
1Y
16.33%
3Y*
16.69%
5Y*
10.18%
10Y*
12.16%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Monthly Returns

Based on dividend-adjusted daily data since Jun 10, 2024, SYFI's average daily return is +0.03%, while the average monthly return is +0.53%. At this rate, your investment would double in approximately 10.9 years.

Historically, 82% of months were positive and 18% were negative. The best month was Jul 2024 with a return of +1.6%, while the worst month was Mar 2025 at -1.2%. The longest winning streak lasted 10 consecutive months, and the longest losing streak was 2 months.

On a daily basis, SYFI closed higher 53% of trading days. The best single day was Apr 9, 2025 with a return of +2.1%, while the worst single day was Apr 4, 2025 at -1.9%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20260.45%-0.06%-0.55%-0.16%
20251.12%0.62%-1.19%0.23%1.26%1.41%0.70%0.80%0.55%0.05%0.76%0.68%7.19%
20240.01%1.59%1.23%1.04%-0.41%1.37%0.06%4.97%

Benchmark Metrics

AB Short Duration High Yield ETF has an annualized alpha of 4.14%, beta of 0.20, and R² of 0.62 versus S&P 500 Index. Calculated based on daily prices since June 11, 2024.

  • This ETF participates in less of S&P 500 Index's moves in both directions, but captures a larger share of gains (29.25%) than losses (4.12%) — typical of diversified or defensive assets.
  • This ETF generated an annualized alpha of 4.14% versus S&P 500 Index — delivering returns beyond what market exposure alone would predict.
  • Beta of 0.20 indicates this ETF moves significantly less than S&P 500 Index — a genuinely defensive profile with reduced participation in both market rallies and downturns.

Alpha
4.14%
Beta
0.20
0.62
Upside Capture
29.25%
Downside Capture
4.12%

Expense Ratio

SYFI has an expense ratio of 0.40%, placing it in the medium range.


Return for Risk

Risk / Return Rank

SYFI ranks 75 for risk / return — better than 75% 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.


SYFI Risk / Return Rank: 7575
Overall Rank
SYFI Sharpe Ratio Rank: 7373
Sharpe Ratio Rank
SYFI Sortino Ratio Rank: 7575
Sortino Ratio Rank
SYFI Omega Ratio Rank: 7878
Omega Ratio Rank
SYFI Calmar Ratio Rank: 6767
Calmar Ratio Rank
SYFI Martin Ratio Rank: 8484
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 High Yield ETF (SYFI) and compare them to a chosen benchmark (S&P 500 Index).


SYFIBenchmarkDifference

Sharpe ratio

Return per unit of total volatility

1.35

0.90

+0.45

Sortino ratio

Return per unit of downside risk

1.95

1.39

+0.57

Omega ratio

Gain probability vs. loss probability

1.31

1.21

+0.10

Calmar ratio

Return relative to maximum drawdown

1.77

1.40

+0.37

Martin ratio

Return relative to average drawdown

9.93

6.61

+3.32

Explore SYFI risk-adjusted metrics in detail

Dive deeper into individual metrics with historical trends, benchmark comparisons, and performance across different time periods.

Dividends

Dividend History

AB Short Duration High Yield ETF provided a 6.35% dividend yield over the last twelve months, with an annual payout of $2.26 per share.


3.50%4.00%4.50%5.00%5.50%6.00%$0.00$0.50$1.00$1.50$2.0020242025
Dividends
Dividend Yield
PeriodTTM20252024
Dividend$2.26$2.23$1.16

Dividend yield

6.35%6.20%3.26%

Monthly Dividends

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


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2026$0.00$0.18$0.17$0.35
2025$0.00$0.13$0.19$0.20$0.20$0.21$0.19$0.19$0.18$0.18$0.19$0.36$2.23
2024$0.13$0.21$0.19$0.18$0.16$0.30$1.16

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 High Yield 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 High Yield ETF was 4.49%, occurring on Apr 8, 2025. Recovery took 24 trading sessions.

The current AB Short Duration High Yield ETF drawdown is 0.88%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-4.49%Mar 3, 202527Apr 8, 202524May 13, 202551
-1.94%Feb 26, 202622Mar 27, 2026
-1.27%Sep 23, 202514Oct 10, 202511Oct 27, 202525
-1.14%Aug 1, 20243Aug 5, 20246Aug 13, 20249
-1.08%Dec 12, 20246Dec 19, 202410Jan 6, 202516

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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