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ABIYX vs. ACGYX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

ABIYX vs. ACGYX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in AB International Value Fund (ABIYX) and AB Income Fund (ACGYX). The values are adjusted to include any dividend payments, if applicable.

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ABIYX vs. ACGYX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
ABIYX
AB International Value Fund
1.08%42.41%4.89%15.24%-10.62%11.07%2.22%16.83%-23.04%25.19%
ACGYX
AB Income Fund
-0.77%7.86%2.07%6.16%-15.45%-1.30%6.88%11.25%-1.21%6.33%

Returns By Period

In the year-to-date period, ABIYX achieves a 1.08% return, which is significantly higher than ACGYX's -0.77% return.


ABIYX

1D
3.21%
1M
-7.23%
YTD
1.08%
6M
4.97%
1Y
30.63%
3Y*
16.53%
5Y*
10.10%
10Y*
7.41%

ACGYX

1D
0.31%
1M
-2.15%
YTD
-0.77%
6M
0.12%
1Y
3.53%
3Y*
4.15%
5Y*
-0.03%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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ABIYX vs. ACGYX - Expense Ratio Comparison

ABIYX has a 1.00% expense ratio, which is higher than ACGYX's 0.54% expense ratio.


Return for Risk

ABIYX vs. ACGYX — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

ABIYX
ABIYX Risk / Return Rank: 8686
Overall Rank
ABIYX Sharpe Ratio Rank: 8888
Sharpe Ratio Rank
ABIYX Sortino Ratio Rank: 8686
Sortino Ratio Rank
ABIYX Omega Ratio Rank: 8585
Omega Ratio Rank
ABIYX Calmar Ratio Rank: 8787
Calmar Ratio Rank
ABIYX Martin Ratio Rank: 8585
Martin Ratio Rank

ACGYX
ACGYX Risk / Return Rank: 3434
Overall Rank
ACGYX Sharpe Ratio Rank: 3434
Sharpe Ratio Rank
ACGYX Sortino Ratio Rank: 3030
Sortino Ratio Rank
ACGYX Omega Ratio Rank: 2424
Omega Ratio Rank
ACGYX Calmar Ratio Rank: 4747
Calmar Ratio Rank
ACGYX Martin Ratio Rank: 3636
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.

ABIYX vs. ACGYX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for AB International Value Fund (ABIYX) and AB Income Fund (ACGYX). 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.


ABIYXACGYXDifference

Sharpe ratio

Return per unit of total volatility

1.84

0.82

+1.02

Sortino ratio

Return per unit of downside risk

2.41

1.16

+1.25

Omega ratio

Gain probability vs. loss probability

1.37

1.15

+0.22

Calmar ratio

Return relative to maximum drawdown

2.41

1.28

+1.13

Martin ratio

Return relative to average drawdown

9.34

4.08

+5.25

ABIYX vs. ACGYX - Sharpe Ratio Comparison

The current ABIYX Sharpe Ratio is 1.84, which is higher than the ACGYX Sharpe Ratio of 0.82. The chart below compares the historical Sharpe Ratios of ABIYX and ACGYX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


ABIYXACGYXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.84

0.82

+1.02

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.62

-0.00

+0.62

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.42

Sharpe Ratio (All Time)

Calculated using the full available price history

0.28

0.40

-0.12

Correlation

The correlation between ABIYX and ACGYX is 0.13, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


Dividends

ABIYX vs. ACGYX - Dividend Comparison

ABIYX's dividend yield for the trailing twelve months is around 2.85%, less than ACGYX's 4.60% yield.


TTM20252024202320222021202020192018201720162015
ABIYX
AB International Value Fund
2.85%2.88%10.15%1.38%1.39%2.78%0.92%1.31%0.52%2.02%0.34%1.69%
ACGYX
AB Income Fund
4.60%5.02%5.38%4.04%3.99%2.95%3.80%4.50%4.54%5.84%3.23%0.00%

Drawdowns

ABIYX vs. ACGYX - Drawdown Comparison

The maximum ABIYX drawdown since its inception was -69.72%, which is greater than ACGYX's maximum drawdown of -21.58%. Use the drawdown chart below to compare losses from any high point for ABIYX and ACGYX.


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Drawdown Indicators


ABIYXACGYXDifference

Max Drawdown

Largest peak-to-trough decline

-69.72%

-21.58%

-48.14%

Max Drawdown (1Y)

Largest decline over 1 year

-12.20%

-3.36%

-8.84%

Max Drawdown (5Y)

Largest decline over 5 years

-31.49%

-21.58%

-9.91%

Max Drawdown (10Y)

Largest decline over 10 years

-49.77%

Current Drawdown

Current decline from peak

-9.33%

-3.54%

-5.79%

Average Drawdown

Average peak-to-trough decline

-23.92%

-5.45%

-18.47%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.15%

1.05%

+2.10%

Volatility

ABIYX vs. ACGYX - Volatility Comparison

AB International Value Fund (ABIYX) has a higher volatility of 7.60% compared to AB Income Fund (ACGYX) at 1.70%. This indicates that ABIYX's price experiences larger fluctuations and is considered to be riskier than ACGYX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


ABIYXACGYXDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.60%

1.70%

+5.90%

Volatility (6M)

Calculated over the trailing 6-month period

11.08%

2.78%

+8.30%

Volatility (1Y)

Calculated over the trailing 1-year period

16.88%

4.71%

+12.17%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.43%

6.45%

+9.98%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.62%

5.44%

+12.18%