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ABIYX vs. VMFXX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

ABIYX vs. VMFXX

Last updated Jun 13, 2026

ABIYX (AB International Value Fund) and VMFXX (Vanguard Federal Money Market Fund) are both mutual funds - ABIYX is a Foreign Large Cap Equities fund managed by AllianceBernstein, while VMFXX is a Money Market fund managed by Vanguard. Over the past 5 years, ABIYX returned 10.14%/yr vs 2.39%/yr for VMFXX. At a correlation of -0.00, they often move in opposite directions. ABIYX charges 1.00%/yr vs 0.11%/yr for VMFXX.

Performance

ABIYX vs. VMFXX - Performance Comparison

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

Loading charts...

Returns By Period

In the year-to-date period, ABIYX achieves a 8.86% return, which is significantly higher than VMFXX's 1.50% return.

ABIYX

1D
2.67%
1M
1.44%
YTD
8.86%
6M
10.92%
1Y
25.65%
3Y*
18.62%
5Y*
10.14%
10Y*
8.44%

VMFXX

1D
0.00%
1M
0.30%
YTD
1.50%
6M
1.82%
1Y
3.95%
3Y*
3.35%
5Y*
2.39%
10Y*
—
*Multi-year figures are annualized to reflect compound growth (CAGR)

ABIYX vs. VMFXX - Yearly Performance Comparison

2026 (YTD)20252024202320222021
ABIYX
AB International Value Fund		8.86%42.41%4.89%15.24%-10.62%-1.15%
VMFXX
Vanguard Federal Money Market Fund		1.50%4.24%1.64%4.64%0.00%0.00%

Correlation

The correlation between ABIYX and VMFXX is 0.00, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.

Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.00

Correlation (3Y)
Calculated over the trailing 3-year period

-0.01

Correlation (5Y)
Calculated over the trailing 5-year period

-0.00

Correlation (All Time)
Calculated using the full available price history since May 25, 2021

-0.00

Compare stocks, funds, or ETFs

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

AB International Value Fund

Vanguard Federal Money Market Fund

Often compared with ABIYX:
ABIYX vs. AGTHXABIYX vs. ACGYXABIYX vs. FICCXABIYX vs. APGAXABIYX vs. ALTFXABIYX vs. APGYXABIYX vs. AGRFX
Often compared with VMFXX:
VMFXX vs. VUSXXVMFXX vs. SPAXXVMFXX vs. SWVXXVMFXX vs. SGOVVMFXX vs. VMRXXVMFXX vs. BNDVMFXX vs. SNSXX

Return for Risk

ABIYX vs. VMFXX — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
ABIYX
ABIYX Risk / Return Rank: 4545
Overall Rank
ABIYX Sharpe Ratio Rank: 4949
Sharpe Ratio Rank
ABIYX Sortino Ratio Rank: 5050
Sortino Ratio Rank
ABIYX Omega Ratio Rank: 4747
Omega Ratio Rank
ABIYX Calmar Ratio Rank: 4141
Calmar Ratio Rank
ABIYX Martin Ratio Rank: 3838
Martin Ratio Rank
VMFXX

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

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. VMFXX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for AB International Value Fund (ABIYX) and Vanguard Federal Money Market Fund (VMFXX). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.

ABIYXVMFXXDifference
Sharpe ratioReturn per unit of total volatility
1.68
3.67

-2.00

Sortino ratioReturn per unit of downside risk
2.42

—

—

Omega ratioGain probability vs. loss probability

1.30

—

—

Calmar ratioReturn relative to maximum drawdown

2.08

—

—

Martin ratioReturn relative to average drawdown

7.17

—

—

ABIYX vs. VMFXX - Sharpe Ratio Comparison

The current ABIYX Sharpe Ratio is 1.68, which is lower than the VMFXX Sharpe Ratio of 3.67. The chart below compares the historical Sharpe Ratios of ABIYX and VMFXX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

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Drawdowns

ABIYX vs. VMFXX - Drawdown Comparison

The maximum ABIYX drawdown since its inception was -69.72%, which is greater than VMFXX's maximum drawdown of 0.00%. Use the drawdown chart below to compare losses from any high point for ABIYX and VMFXX.

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Drawdown Indicators

ABIYXVMFXXDifference

Max Drawdown

Largest peak-to-trough decline

-69.72%

0.00%

-69.72%

Max Drawdown (1Y)

Largest decline over 1 year

-12.20%

0.00%

-12.20%

Max Drawdown (3Y)

Largest decline over 3 years

-13.97%

0.00%

-13.97%

Max Drawdown (5Y)

Largest decline over 5 years

-31.27%

0.00%

-31.27%

Max Drawdown (10Y)

Largest decline over 10 years

-49.77%

—

—

Current Drawdown

Current decline from peak

-2.36%

0.00%

-2.36%

Average Drawdown

Average peak-to-trough decline

-23.77%

0.00%

-23.77%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.53%

0.00%

+3.53%

Volatility

ABIYX vs. VMFXX - Volatility Comparison

AB International Value Fund (ABIYX) has a higher volatility of 4.24% compared to Vanguard Federal Money Market Fund (VMFXX) at 0.30%. This indicates that ABIYX's price experiences larger fluctuations and is considered to be riskier than VMFXX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

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Volatility by Period

ABIYXVMFXXDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.24%

0.30%

+3.94%

Volatility (6M)

Calculated over the trailing 6-month period

12.28%

0.79%

+11.49%

Volatility (1Y)

Calculated over the trailing 1-year period

15.09%

1.12%

+13.97%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.58%

0.94%

+15.64%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.66%

0.94%

+16.72%

ABIYX vs. VMFXX - Expense Ratio Comparison

ABIYX has a 1.00% expense ratio, which is higher than VMFXX's 0.11% expense ratio.

Dividends

ABIYX vs. VMFXX - Dividend Comparison

ABIYX's dividend yield for the trailing twelve months is around 2.65%, less than VMFXX's 3.87% yield.

PositionTTM20252024202320222021202020192018201720162015
ABIYX
AB International Value Fund		2.65%2.88%10.15%1.38%1.39%2.78%0.92%1.31%0.52%2.02%0.34%1.69%
VMFXX
Vanguard Federal Money Market Fund		3.87%4.14%1.63%4.53%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions

ABIYX and VMFXX have a correlation of 0.00, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

ABIYX has higher volatility (4.24%) compared to VMFXX (0.30%). In terms of maximum drawdown, ABIYX dropped -69.72% vs VMFXX's 0.00%.

VMFXX currently has the higher Sharpe Ratio (3.67 vs 1.68), 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.

Portfolio Optimizer

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