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ABYSX vs. MISHX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

ABYSX vs. MISHX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in AB Discovery Value Fund (ABYSX) and AB Municipal Income Shares (MISHX). The values are adjusted to include any dividend payments, if applicable.

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ABYSX vs. MISHX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
ABYSX
AB Discovery Value Fund
3.30%2.84%9.84%17.04%-16.10%35.67%3.34%20.10%-15.10%12.88%
MISHX
AB Municipal Income Shares
-0.28%6.41%5.29%6.24%-12.77%6.81%6.22%11.52%0.80%9.59%

Returns By Period

In the year-to-date period, ABYSX achieves a 3.30% return, which is significantly higher than MISHX's -0.28% return. Over the past 10 years, ABYSX has outperformed MISHX with an annualized return of 8.29%, while MISHX has yielded a comparatively lower 3.67% annualized return.


ABYSX

1D
2.42%
1M
-6.57%
YTD
3.30%
6M
3.97%
1Y
12.29%
3Y*
10.16%
5Y*
4.87%
10Y*
8.29%

MISHX

1D
0.36%
1M
-2.13%
YTD
-0.28%
6M
1.03%
1Y
3.93%
3Y*
4.92%
5Y*
1.71%
10Y*
3.67%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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ABYSX vs. MISHX - Expense Ratio Comparison

ABYSX has a 0.83% expense ratio, which is higher than MISHX's 0.00% expense ratio.


Return for Risk

ABYSX vs. MISHX — Risk / Return Rank

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

ABYSX
ABYSX Risk / Return Rank: 2222
Overall Rank
ABYSX Sharpe Ratio Rank: 1919
Sharpe Ratio Rank
ABYSX Sortino Ratio Rank: 2121
Sortino Ratio Rank
ABYSX Omega Ratio Rank: 2020
Omega Ratio Rank
ABYSX Calmar Ratio Rank: 2626
Calmar Ratio Rank
ABYSX Martin Ratio Rank: 2525
Martin Ratio Rank

MISHX
MISHX Risk / Return Rank: 3434
Overall Rank
MISHX Sharpe Ratio Rank: 3232
Sharpe Ratio Rank
MISHX Sortino Ratio Rank: 2727
Sortino Ratio Rank
MISHX Omega Ratio Rank: 4949
Omega Ratio Rank
MISHX Calmar Ratio Rank: 3434
Calmar Ratio Rank
MISHX Martin Ratio Rank: 2828
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.

ABYSX vs. MISHX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for AB Discovery Value Fund (ABYSX) and AB Municipal Income Shares (MISHX). 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.


ABYSXMISHXDifference

Sharpe ratio

Return per unit of total volatility

0.60

0.79

-0.20

Sortino ratio

Return per unit of downside risk

0.99

1.09

-0.10

Omega ratio

Gain probability vs. loss probability

1.14

1.22

-0.08

Calmar ratio

Return relative to maximum drawdown

0.88

1.00

-0.12

Martin ratio

Return relative to average drawdown

3.16

3.23

-0.07

ABYSX vs. MISHX - Sharpe Ratio Comparison

The current ABYSX Sharpe Ratio is 0.60, which is comparable to the MISHX Sharpe Ratio of 0.79. The chart below compares the historical Sharpe Ratios of ABYSX and MISHX, 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


ABYSXMISHXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.60

0.79

-0.20

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.23

0.35

-0.11

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.36

0.71

-0.35

Sharpe Ratio (All Time)

Calculated using the full available price history

0.42

0.90

-0.48

Correlation

The correlation between ABYSX and MISHX is -0.04. 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

ABYSX vs. MISHX - Dividend Comparison

ABYSX's dividend yield for the trailing twelve months is around 5.81%, more than MISHX's 4.83% yield.


TTM20252024202320222021202020192018201720162015
ABYSX
AB Discovery Value Fund
5.81%6.00%14.12%6.27%7.61%9.48%0.77%4.15%12.31%6.54%3.67%6.50%
MISHX
AB Municipal Income Shares
4.83%6.23%4.80%3.23%3.75%2.77%3.56%3.98%3.77%3.78%4.25%4.38%

Drawdowns

ABYSX vs. MISHX - Drawdown Comparison

The maximum ABYSX drawdown since its inception was -60.01%, which is greater than MISHX's maximum drawdown of -19.03%. Use the drawdown chart below to compare losses from any high point for ABYSX and MISHX.


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Drawdown Indicators


ABYSXMISHXDifference

Max Drawdown

Largest peak-to-trough decline

-60.01%

-19.03%

-40.98%

Max Drawdown (1Y)

Largest decline over 1 year

-14.93%

-5.34%

-9.59%

Max Drawdown (5Y)

Largest decline over 5 years

-24.81%

-18.20%

-6.61%

Max Drawdown (10Y)

Largest decline over 10 years

-48.86%

-19.03%

-29.83%

Current Drawdown

Current decline from peak

-7.93%

-2.47%

-5.46%

Average Drawdown

Average peak-to-trough decline

-8.75%

-3.44%

-5.31%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.15%

1.65%

+2.50%

Volatility

ABYSX vs. MISHX - Volatility Comparison

AB Discovery Value Fund (ABYSX) has a higher volatility of 5.84% compared to AB Municipal Income Shares (MISHX) at 1.29%. This indicates that ABYSX's price experiences larger fluctuations and is considered to be riskier than MISHX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


ABYSXMISHXDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.84%

1.29%

+4.55%

Volatility (6M)

Calculated over the trailing 6-month period

11.78%

2.02%

+9.76%

Volatility (1Y)

Calculated over the trailing 1-year period

21.54%

5.64%

+15.90%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

21.00%

4.95%

+16.05%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

22.87%

5.17%

+17.70%