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ABIYX vs. FSKLX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

ABIYX vs. FSKLX - Performance Comparison

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

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ABIYX vs. FSKLX - 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%
FSKLX
Fidelity SAI International Low Volatility Index Fund
4.89%21.95%1.20%13.84%-13.48%9.91%-1.57%16.12%-4.88%21.40%

Returns By Period

In the year-to-date period, ABIYX achieves a 1.08% return, which is significantly lower than FSKLX's 4.89% return. Over the past 10 years, ABIYX has outperformed FSKLX with an annualized return of 7.41%, while FSKLX has yielded a comparatively lower 6.20% annualized 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%

FSKLX

1D
1.50%
1M
-4.32%
YTD
4.89%
6M
7.57%
1Y
18.31%
3Y*
11.82%
5Y*
6.59%
10Y*
6.20%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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ABIYX vs. FSKLX - Expense Ratio Comparison

ABIYX has a 1.00% expense ratio, which is higher than FSKLX's 0.17% expense ratio.


Return for Risk

ABIYX vs. FSKLX — 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

FSKLX
FSKLX Risk / Return Rank: 7777
Overall Rank
FSKLX Sharpe Ratio Rank: 8080
Sharpe Ratio Rank
FSKLX Sortino Ratio Rank: 7979
Sortino Ratio Rank
FSKLX Omega Ratio Rank: 7474
Omega Ratio Rank
FSKLX Calmar Ratio Rank: 8282
Calmar Ratio Rank
FSKLX Martin Ratio Rank: 7373
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. FSKLX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for AB International Value Fund (ABIYX) and Fidelity SAI International Low Volatility Index Fund (FSKLX). 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.


ABIYXFSKLXDifference

Sharpe ratio

Return per unit of total volatility

1.84

1.53

+0.31

Sortino ratio

Return per unit of downside risk

2.41

2.09

+0.32

Omega ratio

Gain probability vs. loss probability

1.37

1.29

+0.07

Calmar ratio

Return relative to maximum drawdown

2.41

2.09

+0.32

Martin ratio

Return relative to average drawdown

9.34

7.33

+2.01

ABIYX vs. FSKLX - Sharpe Ratio Comparison

The current ABIYX Sharpe Ratio is 1.84, which is comparable to the FSKLX Sharpe Ratio of 1.53. The chart below compares the historical Sharpe Ratios of ABIYX and FSKLX, 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


ABIYXFSKLXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.84

1.53

+0.31

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.62

0.58

+0.04

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.42

0.52

-0.10

Sharpe Ratio (All Time)

Calculated using the full available price history

0.28

0.47

-0.19

Correlation

The correlation between ABIYX and FSKLX is 0.82, 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.


Dividends

ABIYX vs. FSKLX - Dividend Comparison

ABIYX's dividend yield for the trailing twelve months is around 2.85%, more than FSKLX's 2.47% 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%
FSKLX
Fidelity SAI International Low Volatility Index Fund
2.47%2.59%2.09%2.31%2.01%2.42%1.32%6.06%2.64%1.69%2.85%1.10%

Drawdowns

ABIYX vs. FSKLX - Drawdown Comparison

The maximum ABIYX drawdown since its inception was -69.72%, which is greater than FSKLX's maximum drawdown of -27.26%. Use the drawdown chart below to compare losses from any high point for ABIYX and FSKLX.


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Drawdown Indicators


ABIYXFSKLXDifference

Max Drawdown

Largest peak-to-trough decline

-69.72%

-27.26%

-42.46%

Max Drawdown (1Y)

Largest decline over 1 year

-12.20%

-8.64%

-3.56%

Max Drawdown (5Y)

Largest decline over 5 years

-31.49%

-24.99%

-6.50%

Max Drawdown (10Y)

Largest decline over 10 years

-49.77%

-27.26%

-22.51%

Current Drawdown

Current decline from peak

-9.33%

-5.92%

-3.41%

Average Drawdown

Average peak-to-trough decline

-23.92%

-5.14%

-18.78%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.15%

2.46%

+0.69%

Volatility

ABIYX vs. FSKLX - Volatility Comparison

AB International Value Fund (ABIYX) has a higher volatility of 7.60% compared to Fidelity SAI International Low Volatility Index Fund (FSKLX) at 4.55%. This indicates that ABIYX's price experiences larger fluctuations and is considered to be riskier than FSKLX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


ABIYXFSKLXDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.60%

4.55%

+3.05%

Volatility (6M)

Calculated over the trailing 6-month period

11.08%

7.50%

+3.58%

Volatility (1Y)

Calculated over the trailing 1-year period

16.88%

12.34%

+4.54%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.43%

11.45%

+4.98%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.62%

11.90%

+5.72%