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ABTYX vs. BATEX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

ABTYX vs. BATEX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in AB High Income Municipal Portfolio (ABTYX) and BlackRock Allocation Target Shares Series E Portfolio (BATEX). The values are adjusted to include any dividend payments, if applicable.

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ABTYX vs. BATEX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
ABTYX
AB High Income Municipal Portfolio
-0.97%5.88%4.64%5.49%-15.49%5.73%5.08%11.31%1.02%10.22%
BATEX
BlackRock Allocation Target Shares Series E Portfolio
-0.89%3.22%4.74%6.45%-14.23%8.28%5.77%10.92%1.75%8.76%

Returns By Period

In the year-to-date period, ABTYX achieves a -0.97% return, which is significantly lower than BATEX's -0.89% return. Both investments have delivered pretty close results over the past 10 years, with ABTYX having a 2.80% annualized return and BATEX not far ahead at 2.94%.


ABTYX

1D
0.30%
1M
-3.53%
YTD
-0.97%
6M
0.77%
1Y
3.26%
3Y*
4.04%
5Y*
0.55%
10Y*
2.80%

BATEX

1D
0.20%
1M
-2.94%
YTD
-0.89%
6M
0.45%
1Y
1.72%
3Y*
3.51%
5Y*
0.72%
10Y*
2.94%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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ABTYX vs. BATEX - Expense Ratio Comparison

ABTYX has a 0.53% expense ratio, which is higher than BATEX's 0.11% expense ratio.


Return for Risk

ABTYX vs. BATEX — Risk / Return Rank

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

ABTYX
ABTYX Risk / Return Rank: 2525
Overall Rank
ABTYX Sharpe Ratio Rank: 2525
Sharpe Ratio Rank
ABTYX Sortino Ratio Rank: 2121
Sortino Ratio Rank
ABTYX Omega Ratio Rank: 3434
Omega Ratio Rank
ABTYX Calmar Ratio Rank: 2525
Calmar Ratio Rank
ABTYX Martin Ratio Rank: 1919
Martin Ratio Rank

BATEX
BATEX Risk / Return Rank: 1313
Overall Rank
BATEX Sharpe Ratio Rank: 1313
Sharpe Ratio Rank
BATEX Sortino Ratio Rank: 1111
Sortino Ratio Rank
BATEX Omega Ratio Rank: 1818
Omega Ratio Rank
BATEX Calmar Ratio Rank: 1414
Calmar Ratio Rank
BATEX Martin Ratio Rank: 1212
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. BATEX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for AB High Income Municipal Portfolio (ABTYX) and BlackRock Allocation Target Shares Series E Portfolio (BATEX). 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.


ABTYXBATEXDifference

Sharpe ratio

Return per unit of total volatility

0.63

0.33

+0.29

Sortino ratio

Return per unit of downside risk

0.87

0.49

+0.38

Omega ratio

Gain probability vs. loss probability

1.16

1.11

+0.06

Calmar ratio

Return relative to maximum drawdown

0.72

0.39

+0.34

Martin ratio

Return relative to average drawdown

2.02

0.98

+1.04

ABTYX vs. BATEX - Sharpe Ratio Comparison

The current ABTYX Sharpe Ratio is 0.63, which is higher than the BATEX Sharpe Ratio of 0.33. The chart below compares the historical Sharpe Ratios of ABTYX and BATEX, 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


ABTYXBATEXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.63

0.33

+0.29

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.09

0.13

-0.03

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.50

0.50

0.00

Sharpe Ratio (All Time)

Calculated using the full available price history

0.94

0.58

+0.36

Correlation

The correlation between ABTYX and BATEX is 0.80, 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

ABTYX vs. BATEX - Dividend Comparison

ABTYX's dividend yield for the trailing twelve months is around 4.68%, less than BATEX's 4.73% yield.


TTM20252024202320222021202020192018201720162015
ABTYX
AB High Income Municipal Portfolio
4.68%5.93%4.15%3.10%3.91%2.59%3.70%4.27%4.60%4.20%4.48%4.69%
BATEX
BlackRock Allocation Target Shares Series E Portfolio
4.73%5.01%3.74%2.98%5.41%3.29%3.50%3.80%4.75%2.88%0.98%0.13%

Drawdowns

ABTYX vs. BATEX - Drawdown Comparison

The maximum ABTYX drawdown since its inception was -21.44%, which is greater than BATEX's maximum drawdown of -19.90%. Use the drawdown chart below to compare losses from any high point for ABTYX and BATEX.


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Drawdown Indicators


ABTYXBATEXDifference

Max Drawdown

Largest peak-to-trough decline

-21.44%

-19.90%

-1.54%

Max Drawdown (1Y)

Largest decline over 1 year

-6.90%

-7.14%

+0.24%

Max Drawdown (5Y)

Largest decline over 5 years

-21.44%

-19.90%

-1.54%

Max Drawdown (10Y)

Largest decline over 10 years

-21.44%

-19.90%

-1.54%

Current Drawdown

Current decline from peak

-3.53%

-2.94%

-0.59%

Average Drawdown

Average peak-to-trough decline

-3.99%

-4.08%

+0.09%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.47%

2.80%

-0.33%

Volatility

ABTYX vs. BATEX - Volatility Comparison

AB High Income Municipal Portfolio (ABTYX) has a higher volatility of 1.51% compared to BlackRock Allocation Target Shares Series E Portfolio (BATEX) at 1.31%. This indicates that ABTYX's price experiences larger fluctuations and is considered to be riskier than BATEX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


ABTYXBATEXDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.51%

1.31%

+0.20%

Volatility (6M)

Calculated over the trailing 6-month period

2.47%

2.29%

+0.18%

Volatility (1Y)

Calculated over the trailing 1-year period

7.20%

7.69%

-0.49%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

6.01%

5.73%

+0.28%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

5.60%

5.87%

-0.27%