ACEYX vs. LNGZX
ACEYX (AB All China Equity Portfolio) and LNGZX (Columbia Greater China Fund) are both China Equities funds. Over the past 5 years, ACEYX returned -0.93%/yr vs -8.49%/yr for LNGZX. Their correlation of 0.90 means they have usually moved in the same direction. Both charge a 1.25% expense ratio.
Performance
ACEYX vs. LNGZX - Performance Comparison
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Returns By Period
In the year-to-date period, ACEYX achieves a -1.57% return, which is significantly higher than LNGZX's -10.99% return.
ACEYX
- 1D
- 1.01%
- 1M
- 1.94%
- 6M
- -6.98%
- YTD
- -1.57%
- 1Y
- 12.22%
- 3Y*
- 10.56%
- 5Y*
- -0.93%
- 10Y*
- —
- ALL TIME*
- 1.95%
LNGZX
- 1D
- 1.31%
- 1M
- 3.76%
- 6M
- -14.42%
- YTD
- -10.99%
- 1Y
- -2.31%
- 3Y*
- 1.74%
- 5Y*
- -8.49%
- 10Y*
- 2.95%
- ALL TIME*
- 7.28%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $0.00 | $0.00 | $0.00 | |
| $0.00 | $0.00 | $0.00 |
ACEYX vs. LNGZX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
ACEYX AB All China Equity Portfolio | -1.57% | 33.91% | 17.44% | -10.96% | -26.65% | -14.65% | 25.38% | 37.67% | -21.60% |
LNGZX Columbia Greater China Fund | -10.99% | 27.49% | 12.29% | -18.70% | -28.42% | -25.21% | 46.04% | 32.95% | -19.84% |
Correlation
The correlation between ACEYX and LNGZX is 0.88, 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. | 0.88 |
Correlation (3Y) Balances recent behavior with more history. | 0.90 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.90 |
Correlation (All Time) Calculated using the full available price history since Jul 25, 2018 | 0.90 |
The correlation between ACEYX and LNGZX has been stable across timeframes, ranging from 0.88 to 0.90 - a consistent structural relationship.
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Return for Risk
ACEYX vs. LNGZX — Risk / Return Rank
ACEYX
LNGZX
ACEYX vs. LNGZX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for AB All China Equity Portfolio (ACEYX) and Columbia Greater China Fund (LNGZX). 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.
| ACEYX | LNGZX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.69 | ||
| Sortino ratioReturn per unit of downside risk | +0.93 | ||
| Omega ratioGain probability vs. loss probability | 1.09 | 0.98 | +0.11 |
| Calmar ratioReturn relative to maximum drawdown | 0.68 | -0.21 | +0.88 |
| Martin ratioReturn relative to average drawdown | 1.45 | -0.41 | +1.86 |
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Drawdowns
ACEYX vs. LNGZX - Drawdown Comparison
The maximum ACEYX drawdown since its inception was -57.58%, smaller than the maximum LNGZX drawdown of -73.37%. Use the drawdown chart below to compare losses from any high point for ACEYX and LNGZX.
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Drawdown Indicators
| ACEYX | LNGZX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -57.58% | -73.37% | +15.79% |
Max Drawdown (1Y)Largest decline over 1 year | -14.14% | -23.54% | +9.40% |
Max Drawdown (3Y)Largest decline over 3 years | -21.83% | -23.98% | +2.15% |
Max Drawdown (5Y)Largest decline over 5 years | -47.59% | -56.81% | +9.22% |
Max Drawdown (10Y)Largest decline over 10 years | — | -67.94% | — |
Current DrawdownCurrent decline from peak | -26.98% | -53.57% | +26.59% |
Average DrawdownAverage peak-to-trough decline | -27.73% | -26.67% | -1.06% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 6.60% | 11.71% | -5.11% |
Volatility
ACEYX vs. LNGZX - Volatility Comparison
AB All China Equity Portfolio (ACEYX) has a higher volatility of 7.51% compared to Columbia Greater China Fund (LNGZX) at 6.62%. This indicates that ACEYX's price experiences larger fluctuations and is considered to be riskier than LNGZX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| ACEYX | LNGZX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.51% | 6.62% | +0.89% |
Volatility (6M)Calculated over the trailing 6-month period | 15.19% | 16.18% | -0.99% |
Volatility (1Y)Calculated over the trailing 1-year period | 20.26% | 21.84% | -1.58% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 23.29% | 29.57% | -6.28% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 23.58% | 26.61% | -3.03% |
ACEYX vs. LNGZX - Expense Ratio Comparison
Both ACEYX and LNGZX have an expense ratio of 1.25%.
Dividends
ACEYX vs. LNGZX - Dividend Comparison
ACEYX's dividend yield for the trailing twelve months is around 5.04%, more than LNGZX's 2.11% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
ACEYX AB All China Equity Portfolio | 5.04% | 4.97% | 3.75% | 2.17% | 1.39% | 1.81% | 0.43% | 1.13% | 0.00% | 0.00% | 0.00% | 0.00% |
LNGZX Columbia Greater China Fund | 2.11% | 1.88% | 1.21% | 0.67% | 0.00% | 0.00% | 4.29% | 1.40% | 5.85% | 1.20% | 0.00% | 4.54% |
Frequently Asked Questions
ACEYX and LNGZX have a correlation of 0.88, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
ACEYX has higher volatility (7.51%) compared to LNGZX (6.62%). In terms of maximum drawdown, ACEYX dropped -57.58% vs LNGZX's -73.37%.
ACEYX currently has the higher Sharpe Ratio (0.47 vs -0.22), 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.
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