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ABTYX vs. ALTFX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

ABTYX vs. ALTFX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in AB High Income Municipal Portfolio (ABTYX) and AB Sustainable Global Thematic Fund (ALTFX). The values are adjusted to include any dividend payments, if applicable.

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ABTYX vs. ALTFX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
ABTYX
AB High Income Municipal Portfolio
-0.57%5.88%4.64%5.49%-15.49%5.73%5.08%11.31%1.02%10.22%
ALTFX
AB Sustainable Global Thematic Fund
-7.97%6.22%5.94%15.97%-27.19%22.64%39.40%33.60%-9.86%37.16%

Returns By Period

In the year-to-date period, ABTYX achieves a -0.57% return, which is significantly higher than ALTFX's -7.97% return. Over the past 10 years, ABTYX has underperformed ALTFX with an annualized return of 2.84%, while ALTFX has yielded a comparatively higher 9.98% annualized return.


ABTYX

1D
0.40%
1M
-2.69%
YTD
-0.57%
6M
1.07%
1Y
3.26%
3Y*
4.18%
5Y*
0.61%
10Y*
2.84%

ALTFX

1D
3.28%
1M
-6.78%
YTD
-7.97%
6M
-10.86%
1Y
4.24%
3Y*
4.37%
5Y*
0.58%
10Y*
9.98%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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ABTYX vs. ALTFX - Expense Ratio Comparison

ABTYX has a 0.53% expense ratio, which is lower than ALTFX's 1.02% expense ratio.


Return for Risk

ABTYX vs. ALTFX — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

ABTYX
ABTYX Risk / Return Rank: 1717
Overall Rank
ABTYX Sharpe Ratio Rank: 1616
Sharpe Ratio Rank
ABTYX Sortino Ratio Rank: 1313
Sortino Ratio Rank
ABTYX Omega Ratio Rank: 2020
Omega Ratio Rank
ABTYX Calmar Ratio Rank: 2020
Calmar Ratio Rank
ABTYX Martin Ratio Rank: 1616
Martin Ratio Rank

ALTFX
ALTFX Risk / Return Rank: 99
Overall Rank
ALTFX Sharpe Ratio Rank: 88
Sharpe Ratio Rank
ALTFX Sortino Ratio Rank: 88
Sortino Ratio Rank
ALTFX Omega Ratio Rank: 99
Omega Ratio Rank
ALTFX Calmar Ratio Rank: 1010
Calmar Ratio Rank
ALTFX Martin Ratio Rank: 1010
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.

ABTYX vs. ALTFX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for AB High Income Municipal Portfolio (ABTYX) and AB Sustainable Global Thematic Fund (ALTFX). 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.


ABTYXALTFXDifference

Sharpe ratio

Return per unit of total volatility

0.52

0.24

+0.28

Sortino ratio

Return per unit of downside risk

0.73

0.47

+0.25

Omega ratio

Gain probability vs. loss probability

1.14

1.07

+0.07

Calmar ratio

Return relative to maximum drawdown

0.71

0.27

+0.44

Martin ratio

Return relative to average drawdown

1.98

0.85

+1.13

ABTYX vs. ALTFX - Sharpe Ratio Comparison

The current ABTYX Sharpe Ratio is 0.52, which is higher than the ALTFX Sharpe Ratio of 0.24. The chart below compares the historical Sharpe Ratios of ABTYX and ALTFX, 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


ABTYXALTFXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.52

0.24

+0.28

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.10

0.03

+0.07

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.51

0.56

-0.05

Sharpe Ratio (All Time)

Calculated using the full available price history

0.95

0.26

+0.69

Correlation

The correlation between ABTYX and ALTFX is -0.01. This indicates that the assets' prices tend to move in opposite directions. Negative correlation can be particularly beneficial for diversification and risk management, as one asset may offset the losses of the other during market fluctuations.


Dividends

ABTYX vs. ALTFX - Dividend Comparison

ABTYX's dividend yield for the trailing twelve months is around 4.66%, less than ALTFX's 14.70% yield.


TTM20252024202320222021202020192018201720162015
ABTYX
AB High Income Municipal Portfolio
4.66%5.93%4.15%3.10%3.91%2.59%3.70%4.27%4.60%4.20%4.48%4.69%
ALTFX
AB Sustainable Global Thematic Fund
14.70%13.53%8.18%0.03%2.61%9.99%7.23%6.01%8.36%0.00%4.05%0.00%

Drawdowns

ABTYX vs. ALTFX - Drawdown Comparison

The maximum ABTYX drawdown since its inception was -21.44%, smaller than the maximum ALTFX drawdown of -80.01%. Use the drawdown chart below to compare losses from any high point for ABTYX and ALTFX.


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Drawdown Indicators


ABTYXALTFXDifference

Max Drawdown

Largest peak-to-trough decline

-21.44%

-80.01%

+58.57%

Max Drawdown (1Y)

Largest decline over 1 year

-6.90%

-15.81%

+8.91%

Max Drawdown (5Y)

Largest decline over 5 years

-21.44%

-35.87%

+14.43%

Max Drawdown (10Y)

Largest decline over 10 years

-21.44%

-35.87%

+14.43%

Current Drawdown

Current decline from peak

-3.15%

-13.82%

+10.67%

Average Drawdown

Average peak-to-trough decline

-3.99%

-37.13%

+33.14%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.48%

4.99%

-2.51%

Volatility

ABTYX vs. ALTFX - Volatility Comparison

The current volatility for AB High Income Municipal Portfolio (ABTYX) is 1.58%, while AB Sustainable Global Thematic Fund (ALTFX) has a volatility of 6.65%. This indicates that ABTYX experiences smaller price fluctuations and is considered to be less risky than ALTFX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


ABTYXALTFXDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.58%

6.65%

-5.07%

Volatility (6M)

Calculated over the trailing 6-month period

2.50%

11.16%

-8.66%

Volatility (1Y)

Calculated over the trailing 1-year period

7.19%

18.78%

-11.59%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

6.01%

18.16%

-12.15%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

5.60%

17.99%

-12.39%