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ABIYX vs. AGTHX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between ABIYX and AGTHX is 0.76, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


-0.50.00.51.00.8

Performance

ABIYX vs. AGTHX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in AB International Value Fund (ABIYX) and American Funds The Growth Fund of America Class A (AGTHX). The values are adjusted to include any dividend payments, if applicable.

-10.00%-5.00%0.00%5.00%10.00%15.00%JulyAugustSeptemberOctoberNovemberDecember
-9.42%
12.99%
ABIYX
AGTHX

Key characteristics

Sharpe Ratio

ABIYX:

-0.24

AGTHX:

2.08

Sortino Ratio

ABIYX:

-0.20

AGTHX:

2.72

Omega Ratio

ABIYX:

0.97

AGTHX:

1.38

Calmar Ratio

ABIYX:

-0.18

AGTHX:

2.22

Martin Ratio

ABIYX:

-0.71

AGTHX:

13.46

Ulcer Index

ABIYX:

5.13%

AGTHX:

2.40%

Daily Std Dev

ABIYX:

15.42%

AGTHX:

15.58%

Max Drawdown

ABIYX:

-69.72%

AGTHX:

-65.36%

Current Drawdown

ABIYX:

-18.88%

AGTHX:

-1.86%

Returns By Period

In the year-to-date period, ABIYX achieves a -4.49% return, which is significantly lower than AGTHX's 32.09% return. Over the past 10 years, ABIYX has underperformed AGTHX with an annualized return of 2.36%, while AGTHX has yielded a comparatively higher 13.69% annualized return.


ABIYX

YTD

-4.49%

1M

-3.84%

6M

-9.42%

1Y

-3.64%

5Y*

2.24%

10Y*

2.36%

AGTHX

YTD

32.09%

1M

2.20%

6M

12.99%

1Y

32.34%

5Y*

14.67%

10Y*

13.69%

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Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


ABIYX vs. AGTHX - Expense Ratio Comparison

ABIYX has a 1.00% expense ratio, which is higher than AGTHX's 0.61% expense ratio.


ABIYX
AB International Value Fund
Expense ratio chart for ABIYX: current value at 1.00% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%1.00%
Expense ratio chart for AGTHX: current value at 0.61% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.61%

Risk-Adjusted Performance

ABIYX vs. AGTHX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for AB International Value Fund (ABIYX) and American Funds The Growth Fund of America Class A (AGTHX). 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.


Sharpe ratio
The chart of Sharpe ratio for ABIYX, currently valued at -0.24, compared to the broader market-1.000.001.002.003.004.00-0.242.08
The chart of Sortino ratio for ABIYX, currently valued at -0.20, compared to the broader market-2.000.002.004.006.008.0010.00-0.202.72
The chart of Omega ratio for ABIYX, currently valued at 0.97, compared to the broader market0.501.001.502.002.503.003.500.971.38
The chart of Calmar ratio for ABIYX, currently valued at -0.18, compared to the broader market0.002.004.006.008.0010.0012.0014.00-0.182.22
The chart of Martin ratio for ABIYX, currently valued at -0.71, compared to the broader market0.0020.0040.0060.00-0.7113.46
ABIYX
AGTHX

The current ABIYX Sharpe Ratio is -0.24, which is lower than the AGTHX Sharpe Ratio of 2.08. The chart below compares the historical Sharpe Ratios of ABIYX and AGTHX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.001.002.003.00JulyAugustSeptemberOctoberNovemberDecember
-0.24
2.08
ABIYX
AGTHX

Dividends

ABIYX vs. AGTHX - Dividend Comparison

ABIYX has not paid dividends to shareholders, while AGTHX's dividend yield for the trailing twelve months is around 8.71%.


TTM20232022202120202019201820172016201520142013
ABIYX
AB International Value Fund
0.00%1.38%1.39%2.79%0.92%1.30%0.52%2.02%0.34%1.69%3.60%4.95%
AGTHX
American Funds The Growth Fund of America Class A
8.71%6.81%0.75%8.18%4.55%7.89%12.71%7.54%6.61%8.87%9.90%6.71%

Drawdowns

ABIYX vs. AGTHX - Drawdown Comparison

The maximum ABIYX drawdown since its inception was -69.72%, which is greater than AGTHX's maximum drawdown of -65.36%. Use the drawdown chart below to compare losses from any high point for ABIYX and AGTHX. For additional features, visit the drawdowns tool.


-20.00%-15.00%-10.00%-5.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-18.88%
-1.86%
ABIYX
AGTHX

Volatility

ABIYX vs. AGTHX - Volatility Comparison

The current volatility for AB International Value Fund (ABIYX) is 4.94%, while American Funds The Growth Fund of America Class A (AGTHX) has a volatility of 5.30%. This indicates that ABIYX experiences smaller price fluctuations and is considered to be less risky than AGTHX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%4.00%6.00%8.00%10.00%JulyAugustSeptemberOctoberNovemberDecember
4.94%
5.30%
ABIYX
AGTHX
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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