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ACEYX vs. AWF
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

ACEYX vs. AWF - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in AB All China Equity Portfolio (ACEYX) and AllianceBernstein Global High Income Closed Fund (AWF). The values are adjusted to include any dividend payments, if applicable.

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ACEYX vs. AWF - Yearly Performance Comparison


2026 (YTD)20252024202320222021202020192018
ACEYX
AB All China Equity Portfolio
-6.20%33.91%17.44%-10.96%-26.65%-14.65%25.38%37.67%-21.60%
AWF
AllianceBernstein Global High Income Closed Fund
-3.52%7.54%14.30%18.37%-16.62%9.95%4.40%23.40%-6.23%

Returns By Period

In the year-to-date period, ACEYX achieves a -6.20% return, which is significantly lower than AWF's -3.52% return.


ACEYX

1D
0.63%
1M
-9.15%
YTD
-6.20%
6M
-10.46%
1Y
12.86%
3Y*
7.76%
5Y*
-3.85%
10Y*

AWF

1D
2.94%
1M
-1.78%
YTD
-3.52%
6M
-5.90%
1Y
1.90%
3Y*
9.54%
5Y*
4.56%
10Y*
6.15%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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ACEYX vs. AWF - Expense Ratio Comparison

ACEYX has a 1.25% expense ratio, which is higher than AWF's 1.00% expense ratio.


Return for Risk

ACEYX vs. AWF — Risk / Return Rank

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

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

AWF
AWF Risk / Return Rank: 99
Overall Rank
AWF Sharpe Ratio Rank: 99
Sharpe Ratio Rank
AWF Sortino Ratio Rank: 77
Sortino Ratio Rank
AWF Omega Ratio Rank: 88
Omega Ratio Rank
AWF Calmar Ratio Rank: 1010
Calmar Ratio Rank
AWF Martin Ratio Rank: 99
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.

ACEYX vs. AWF - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for AB All China Equity Portfolio (ACEYX) and AllianceBernstein Global High Income Closed Fund (AWF). 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.


ACEYXAWFDifference

Sharpe ratio

Return per unit of total volatility

0.57

0.17

+0.41

Sortino ratio

Return per unit of downside risk

0.87

0.29

+0.58

Omega ratio

Gain probability vs. loss probability

1.12

1.05

+0.07

Calmar ratio

Return relative to maximum drawdown

0.66

0.20

+0.47

Martin ratio

Return relative to average drawdown

2.04

0.52

+1.53

ACEYX vs. AWF - Sharpe Ratio Comparison

The current ACEYX Sharpe Ratio is 0.57, which is higher than the AWF Sharpe Ratio of 0.17. The chart below compares the historical Sharpe Ratios of ACEYX and AWF, 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


ACEYXAWFDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.57

0.17

+0.41

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.17

0.38

-0.55

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.41

Sharpe Ratio (All Time)

Calculated using the full available price history

0.06

0.31

-0.25

Correlation

The correlation between ACEYX and AWF is 0.25, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


Dividends

ACEYX vs. AWF - Dividend Comparison

ACEYX's dividend yield for the trailing twelve months is around 5.29%, less than AWF's 7.73% yield.


TTM20252024202320222021202020192018201720162015
ACEYX
AB All China Equity Portfolio
5.29%4.97%3.75%2.17%1.39%1.81%0.43%1.13%0.00%0.00%0.00%0.00%
AWF
AllianceBernstein Global High Income Closed Fund
7.73%7.81%7.47%7.33%10.30%6.48%6.68%6.62%7.97%6.03%7.73%10.28%

Drawdowns

ACEYX vs. AWF - Drawdown Comparison

The maximum ACEYX drawdown since its inception was -57.58%, roughly equal to the maximum AWF drawdown of -55.54%. Use the drawdown chart below to compare losses from any high point for ACEYX and AWF.


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Drawdown Indicators


ACEYXAWFDifference

Max Drawdown

Largest peak-to-trough decline

-57.58%

-55.54%

-2.04%

Max Drawdown (1Y)

Largest decline over 1 year

-14.86%

-10.19%

-4.67%

Max Drawdown (5Y)

Largest decline over 5 years

-51.51%

-25.25%

-26.26%

Max Drawdown (10Y)

Largest decline over 10 years

-40.12%

Current Drawdown

Current decline from peak

-30.42%

-7.55%

-22.87%

Average Drawdown

Average peak-to-trough decline

-27.81%

-12.35%

-15.46%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.01%

3.85%

+1.16%

Volatility

ACEYX vs. AWF - Volatility Comparison

AB All China Equity Portfolio (ACEYX) has a higher volatility of 6.13% compared to AllianceBernstein Global High Income Closed Fund (AWF) at 4.56%. This indicates that ACEYX's price experiences larger fluctuations and is considered to be riskier than AWF based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


ACEYXAWFDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.13%

4.56%

+1.57%

Volatility (6M)

Calculated over the trailing 6-month period

13.51%

5.85%

+7.66%

Volatility (1Y)

Calculated over the trailing 1-year period

20.99%

11.30%

+9.69%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

23.22%

11.98%

+11.24%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

23.65%

15.16%

+8.49%