AB vs. IBHF
AB (AllianceBernstein Holding L.P.) is a stock, while IBHF (iShares iBonds 2026 Term High Yield and Income ETF) is Corporate Bonds fund actively managed by iShares. Over the past 5 years, AB returned 4.42%/yr vs 4.05%/yr for IBHF. At a 0.39 correlation, their price movements are largely independent.
Performance
AB vs. IBHF - Performance Comparison
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Returns By Period
In the year-to-date period, AB achieves a 0.21% return, which is significantly lower than IBHF's 0.41% return.
AB
- 1D
- -0.43%
- 1M
- -4.48%
- YTD
- 0.21%
- 6M
- -5.97%
- 1Y
- -0.56%
- 3Y*
- 10.52%
- 5Y*
- 4.42%
- 10Y*
- 14.13%
IBHF
- 1D
- -0.04%
- 1M
- -0.05%
- YTD
- 0.41%
- 6M
- 0.86%
- 1Y
- 4.76%
- 3Y*
- 7.23%
- 5Y*
- 4.05%
- 10Y*
- —
AB vs. IBHF - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
AB AllianceBernstein Holding L.P. | 0.21% | 13.36% | 30.40% | -2.29% | -23.46% | 56.27% | 7.58% |
IBHF iShares iBonds 2026 Term High Yield and Income ETF | 0.41% | 6.60% | 8.55% | 10.40% | -6.66% | 4.43% | 2.97% |
Correlation
The correlation between AB and IBHF is 0.21, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.21 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.28 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.40 |
Correlation (All Time) Calculated using the full available price history since Nov 13, 2020 | 0.39 |
The correlation between AB and IBHF shifts across timeframes, from 0.21 (1 year) to 0.40 (5 years), reflecting how their relationship changes across market environments.
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Return for Risk
AB vs. IBHF — Risk / Return Rank
AB
IBHF
AB vs. IBHF - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for AllianceBernstein Holding L.P. (AB) and iShares iBonds 2026 Term High Yield and Income ETF (IBHF). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.
| AB | IBHF | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.39 | ||
| Sortino ratioReturn per unit of downside risk | -4.02 | ||
| Omega ratioGain probability vs. loss probability | 1.01 | 1.51 | -0.49 |
| Calmar ratioReturn relative to maximum drawdown | -0.04 | 7.48 | -7.52 |
| Martin ratioReturn relative to average drawdown | -0.08 | 23.36 | -23.45 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| AB | IBHF | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.03 | 2.36 | -2.39 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.16 | 0.70 | -0.54 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.44 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.46 | 0.83 | -0.37 |
Drawdowns
AB vs. IBHF - Drawdown Comparison
The maximum AB drawdown since its inception was -87.65%, which is greater than IBHF's maximum drawdown of -11.19%. Use the drawdown chart below to compare losses from any high point for AB and IBHF.
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Drawdown Indicators
| AB | IBHF | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -87.65% | -11.19% | -76.46% |
Max Drawdown (1Y)Largest decline over 1 year | -14.68% | -0.64% | -14.04% |
Max Drawdown (3Y)Largest decline over 3 years | -22.27% | -2.53% | -19.74% |
Max Drawdown (5Y)Largest decline over 5 years | -45.76% | -11.19% | -34.57% |
Max Drawdown (10Y)Largest decline over 10 years | -58.08% | — | — |
Current DrawdownCurrent decline from peak | -9.90% | -0.58% | -9.32% |
Average DrawdownAverage peak-to-trough decline | -26.22% | -1.80% | -24.42% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 6.60% | 0.20% | +6.40% |
Volatility
AB vs. IBHF - Volatility Comparison
AllianceBernstein Holding L.P. (AB) has a higher volatility of 4.54% compared to iShares iBonds 2026 Term High Yield and Income ETF (IBHF) at 0.76%. This indicates that AB's price experiences larger fluctuations and is considered to be riskier than IBHF based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| AB | IBHF | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.54% | 0.76% | +3.78% |
Volatility (6M)Calculated over the trailing 6-month period | 18.55% | 1.22% | +17.33% |
Volatility (1Y)Calculated over the trailing 1-year period | 22.40% | 2.03% | +20.37% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 28.25% | 5.80% | +22.45% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 32.39% | 5.66% | +26.73% |
Dividends
AB vs. IBHF - Dividend Comparison
AB's dividend yield for the trailing twelve months is around 9.25%, more than IBHF's 6.54% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
AB AllianceBernstein Holding L.P. | 9.25% | 9.02% | 8.03% | 8.44% | 10.30% | 7.33% | 8.26% | 7.67% | 10.54% | 8.50% | 7.46% | 8.09% |
IBHF iShares iBonds 2026 Term High Yield and Income ETF | 6.54% | 6.73% | 7.17% | 7.33% | 6.01% | 4.55% | 0.61% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
AB and IBHF have a correlation of 0.21, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
AB has higher volatility (4.54%) compared to IBHF (0.76%). In terms of maximum drawdown, AB dropped -87.65% vs IBHF's -11.19%.
IBHF currently has the higher Sharpe Ratio (2.36 vs -0.03), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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