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ABTYX vs. AHMFX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

ABTYX vs. AHMFX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in AB High Income Municipal Portfolio (ABTYX) and American High-Income Municipal Bond Fund Class F-2 (AHMFX). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, ABTYX achieves a 0.53% return, which is significantly lower than AHMFX's 1.26% return. Over the past 10 years, ABTYX has underperformed AHMFX with an annualized return of 2.52%, while AHMFX has yielded a comparatively higher 3.19% annualized return.


ABTYX

1D
-0.20%
1M
-2.79%
6M
-0.08%
YTD
0.53%
1Y
6.51%
3Y*
4.85%
5Y*
-0.05%
10Y*
2.52%
ALL TIME*
4.67%

AHMFX

1D
-0.20%
1M
-2.06%
6M
0.60%
YTD
1.26%
1Y
6.46%
3Y*
5.69%
5Y*
1.36%
10Y*
3.19%
ALL TIME*
5.92%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$0.00$0.00$0.00
$0.00$0.00$0.00

ABTYX vs. AHMFX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
ABTYX
AB High Income Municipal Portfolio
0.53%5.88%4.64%5.49%-15.49%5.73%5.08%11.31%1.02%10.22%
AHMFX
American High-Income Municipal Bond Fund Class F-2
1.26%6.03%6.45%7.04%-12.44%5.49%4.61%9.12%1.80%9.09%

Correlation

The correlation between ABTYX and AHMFX is 0.90, meaning they have usually moved in the same direction, including during past declines.


Correlation
Correlation (1Y)
Focuses on recent behavior, but can change the most.

0.90

Correlation (3Y)
Balances recent behavior with more history.

0.92

Correlation (5Y)
Shows whether the relationship held over a longer period.

0.93

Correlation (10Y)
Provides a long-term view across more market conditions.

0.90

Correlation (All Time)
Calculated using the full available price history since Feb 8, 2010

0.85

The correlation between ABTYX and AHMFX has been stable across timeframes, ranging from 0.85 to 0.93 - a consistent structural relationship.

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Return for Risk

ABTYX vs. AHMFX — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

ABTYX
ABTYX Risk / Return Rank: 6464
Overall Rank
ABTYX Sharpe Ratio Rank: 7676
Sharpe Ratio Rank
ABTYX Sortino Ratio Rank: 7777
Sortino Ratio Rank
ABTYX Omega Ratio Rank: 8181
Omega Ratio Rank
ABTYX Calmar Ratio Rank: 4545
Calmar Ratio Rank
ABTYX Martin Ratio Rank: 4040
Martin Ratio Rank

AHMFX
AHMFX Risk / Return Rank: 8383
Overall Rank
AHMFX Sharpe Ratio Rank: 9090
Sharpe Ratio Rank
AHMFX Sortino Ratio Rank: 9292
Sortino Ratio Rank
AHMFX Omega Ratio Rank: 9393
Omega Ratio Rank
AHMFX Calmar Ratio Rank: 7474
Calmar Ratio Rank
AHMFX Martin Ratio Rank: 6464
Martin Ratio Rank
The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

ABTYX vs. AHMFX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for AB High Income Municipal Portfolio (ABTYX) and American High-Income Municipal Bond Fund Class F-2 (AHMFX). 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.


ABTYXAHMFXDifference
Sharpe ratioReturn per unit of total volatility

-0.47

Sortino ratioReturn per unit of downside risk

-0.84

Omega ratioGain probability vs. loss probability

1.39

1.53

-0.14

Calmar ratioReturn relative to maximum drawdown

1.88

2.53

-0.65

Martin ratioReturn relative to average drawdown

6.17

8.74

-2.57

ABTYX vs. AHMFX - Sharpe Ratio Comparison

The current ABTYX Sharpe Ratio is 1.84, which is comparable to the AHMFX Sharpe Ratio of 2.31. The chart below compares the historical Sharpe Ratios of ABTYX and AHMFX, 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

ABTYX vs. AHMFX - Drawdown Comparison

The maximum ABTYX drawdown since its inception was -21.44%, which is greater than AHMFX's maximum drawdown of -17.65%. Use the drawdown chart below to compare losses from any high point for ABTYX and AHMFX.


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Drawdown Indicators


ABTYXAHMFXDifference

Max Drawdown

Largest peak-to-trough decline

-21.44%

-17.65%

-3.79%

Max Drawdown (1Y)

Largest decline over 1 year

-3.82%

-2.76%

-1.06%

Max Drawdown (3Y)

Largest decline over 3 years

-8.20%

-5.68%

-2.52%

Max Drawdown (5Y)

Largest decline over 5 years

-21.44%

-17.65%

-3.79%

Max Drawdown (10Y)

Largest decline over 10 years

-21.44%

-17.65%

-3.79%

Current Drawdown

Current decline from peak

-2.89%

-2.06%

-0.83%

Average Drawdown

Average peak-to-trough decline

-3.93%

-2.35%

-1.58%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.16%

0.80%

+0.36%

Volatility

ABTYX vs. AHMFX - Volatility Comparison

AB High Income Municipal Portfolio (ABTYX) has a higher volatility of 1.19% compared to American High-Income Municipal Bond Fund Class F-2 (AHMFX) at 0.93%. This indicates that ABTYX's price experiences larger fluctuations and is considered to be riskier than AHMFX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


ABTYXAHMFXDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.19%

0.93%

+0.26%

Volatility (6M)

Calculated over the trailing 6-month period

3.12%

2.39%

+0.73%

Volatility (1Y)

Calculated over the trailing 1-year period

3.94%

3.08%

+0.86%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

6.09%

4.88%

+1.21%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

5.63%

4.55%

+1.08%

ABTYX vs. AHMFX - Expense Ratio Comparison

ABTYX has a 0.53% expense ratio, which is higher than AHMFX's 0.42% expense ratio.


Dividends

ABTYX vs. AHMFX - Dividend Comparison

ABTYX's dividend yield for the trailing twelve months is around 4.37%, more than AHMFX's 3.81% yield.


PositionTTM20252024202320222021202020192018201720162015
ABTYX
AB High Income Municipal Portfolio
4.37%5.93%4.15%3.10%3.91%2.59%3.70%4.27%4.60%4.20%4.48%4.69%
AHMFX
American High-Income Municipal Bond Fund Class F-2
3.81%5.58%4.04%2.97%2.71%3.44%3.60%3.68%3.88%4.19%3.74%4.19%

Frequently Asked Questions


With a correlation of 0.90, ABTYX and AHMFX move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

ABTYX has higher volatility (1.19%) compared to AHMFX (0.93%). In terms of maximum drawdown, ABTYX dropped -21.44% vs AHMFX's -17.65%.

AHMFX currently has the higher Sharpe Ratio (2.31 vs 1.84), 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

Find the right allocation for ABTYX and AHMFX

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