ABRSX vs. ASILX
Compare and contrast key facts about ABR 50/50 Volatility Fund (ABRSX) and AB Select US Long/Short Portfolio (ASILX).
ABRSX is managed by ABR. It was launched on Oct 1, 2017. ASILX is managed by AllianceBernstein. It was launched on Dec 11, 2012.
Performance
ABRSX vs. ASILX - Performance Comparison
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ABRSX vs. ASILX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
ABRSX ABR 50/50 Volatility Fund | -14.32% | 6.22% | 13.84% | 38.75% | -34.12% | 40.73% | 5.69% | 79.73% | -47.83% | 6.74% |
ASILX AB Select US Long/Short Portfolio | -1.59% | 9.77% | 18.46% | 11.06% | -9.94% | 17.81% | 10.23% | 17.17% | -1.61% | 4.89% |
Returns By Period
In the year-to-date period, ABRSX achieves a -14.32% return, which is significantly lower than ASILX's -1.59% return.
ABRSX
- 1D
- 3.89%
- 1M
- -12.82%
- YTD
- -14.32%
- 6M
- -9.86%
- 1Y
- -3.75%
- 3Y*
- 9.45%
- 5Y*
- 4.26%
- 10Y*
- —
ASILX
- 1D
- 0.85%
- 1M
- -1.86%
- YTD
- -1.59%
- 6M
- -0.37%
- 1Y
- 8.61%
- 3Y*
- 12.19%
- 5Y*
- 7.32%
- 10Y*
- 8.50%
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ABRSX vs. ASILX - Expense Ratio Comparison
ABRSX has a 2.00% expense ratio, which is higher than ASILX's 1.55% expense ratio.
Return for Risk
ABRSX vs. ASILX — Risk / Return Rank
ABRSX
ASILX
ABRSX vs. ASILX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for ABR 50/50 Volatility Fund (ABRSX) and AB Select US Long/Short Portfolio (ASILX). 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.
| ABRSX | ASILX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | -0.12 | 1.32 | -1.44 |
Sortino ratioReturn per unit of downside risk | 0.02 | 1.85 | -1.83 |
Omega ratioGain probability vs. loss probability | 1.00 | 1.27 | -0.26 |
Calmar ratioReturn relative to maximum drawdown | -0.14 | 2.48 | -2.62 |
Martin ratioReturn relative to average drawdown | -0.36 | 8.71 | -9.07 |
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
| ABRSX | ASILX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.12 | 1.32 | -1.44 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.15 | 0.91 | -0.76 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.92 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.11 | 0.91 | -0.80 |
Correlation
The correlation between ABRSX and ASILX is 0.73, 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
ABRSX vs. ASILX - Dividend Comparison
ABRSX's dividend yield for the trailing twelve months is around 0.74%, less than ASILX's 13.36% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
ABRSX ABR 50/50 Volatility Fund | 0.74% | 0.63% | 1.04% | 0.00% | 0.00% | 47.19% | 0.00% | 10.50% | 12.88% | 0.99% | 0.00% | 0.00% |
ASILX AB Select US Long/Short Portfolio | 13.36% | 13.15% | 7.18% | 1.41% | 6.51% | 11.92% | 4.28% | 3.54% | 8.71% | 5.03% | 0.00% | 3.35% |
Drawdowns
ABRSX vs. ASILX - Drawdown Comparison
The maximum ABRSX drawdown since its inception was -49.78%, which is greater than ASILX's maximum drawdown of -18.36%. Use the drawdown chart below to compare losses from any high point for ABRSX and ASILX.
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Drawdown Indicators
| ABRSX | ASILX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -49.78% | -18.36% | -31.42% |
Max Drawdown (1Y)Largest decline over 1 year | -21.19% | -3.62% | -17.57% |
Max Drawdown (5Y)Largest decline over 5 years | -44.57% | -12.30% | -32.27% |
Max Drawdown (10Y)Largest decline over 10 years | — | -18.36% | — |
Current DrawdownCurrent decline from peak | -15.86% | -2.79% | -13.07% |
Average DrawdownAverage peak-to-trough decline | -16.16% | -2.49% | -13.67% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 8.45% | 1.03% | +7.42% |
Volatility
ABRSX vs. ASILX - Volatility Comparison
ABR 50/50 Volatility Fund (ABRSX) has a higher volatility of 13.73% compared to AB Select US Long/Short Portfolio (ASILX) at 1.51%. This indicates that ABRSX's price experiences larger fluctuations and is considered to be riskier than ASILX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| ABRSX | ASILX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 13.73% | 1.51% | +12.22% |
Volatility (6M)Calculated over the trailing 6-month period | 18.61% | 4.09% | +14.52% |
Volatility (1Y)Calculated over the trailing 1-year period | 28.16% | 6.63% | +21.53% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 27.78% | 8.05% | +19.73% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 36.49% | 9.30% | +27.19% |