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ACGYX vs. ANBIX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

ACGYX vs. ANBIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in AB Income Fund (ACGYX) and AB Bond Inflation Strategy (ANBIX). The values are adjusted to include any dividend payments, if applicable.

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ACGYX vs. ANBIX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
ACGYX
AB Income Fund
-0.61%7.86%2.07%6.16%-15.45%-1.30%6.88%11.25%-1.21%6.33%
ANBIX
AB Bond Inflation Strategy
0.38%7.52%3.20%5.20%-8.50%6.35%9.35%9.29%-0.76%2.93%

Returns By Period

In the year-to-date period, ACGYX achieves a -0.61% return, which is significantly lower than ANBIX's 0.38% return.


ACGYX

1D
0.16%
1M
-1.69%
YTD
-0.61%
6M
0.12%
1Y
3.85%
3Y*
4.20%
5Y*
0.00%
10Y*

ANBIX

1D
-0.10%
1M
-0.39%
YTD
0.38%
6M
0.42%
1Y
3.98%
3Y*
4.35%
5Y*
2.46%
10Y*
3.62%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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ACGYX vs. ANBIX - Expense Ratio Comparison

ACGYX has a 0.54% expense ratio, which is lower than ANBIX's 0.59% expense ratio.


Return for Risk

ACGYX vs. ANBIX — Risk / Return Rank

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

ACGYX
ACGYX Risk / Return Rank: 2525
Overall Rank
ACGYX Sharpe Ratio Rank: 2727
Sharpe Ratio Rank
ACGYX Sortino Ratio Rank: 2323
Sortino Ratio Rank
ACGYX Omega Ratio Rank: 1919
Omega Ratio Rank
ACGYX Calmar Ratio Rank: 3232
Calmar Ratio Rank
ACGYX Martin Ratio Rank: 2626
Martin Ratio Rank

ANBIX
ANBIX Risk / Return Rank: 7070
Overall Rank
ANBIX Sharpe Ratio Rank: 6969
Sharpe Ratio Rank
ANBIX Sortino Ratio Rank: 7575
Sortino Ratio Rank
ANBIX Omega Ratio Rank: 6565
Omega Ratio Rank
ANBIX Calmar Ratio Rank: 6262
Calmar Ratio Rank
ANBIX Martin Ratio Rank: 7979
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.

ACGYX vs. ANBIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for AB Income Fund (ACGYX) and AB Bond Inflation Strategy (ANBIX). 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.


ACGYXANBIXDifference

Sharpe ratio

Return per unit of total volatility

0.79

1.40

-0.61

Sortino ratio

Return per unit of downside risk

1.11

2.12

-1.00

Omega ratio

Gain probability vs. loss probability

1.14

1.28

-0.14

Calmar ratio

Return relative to maximum drawdown

1.19

1.81

-0.61

Martin ratio

Return relative to average drawdown

3.78

9.17

-5.38

ACGYX vs. ANBIX - Sharpe Ratio Comparison

The current ACGYX Sharpe Ratio is 0.79, which is lower than the ANBIX Sharpe Ratio of 1.40. The chart below compares the historical Sharpe Ratios of ACGYX and ANBIX, 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


ACGYXANBIXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.79

1.40

-0.61

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.00

0.55

-0.55

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.90

Sharpe Ratio (All Time)

Calculated using the full available price history

0.40

0.85

-0.45

Correlation

The correlation between ACGYX and ANBIX is 0.68, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Dividends

ACGYX vs. ANBIX - Dividend Comparison

ACGYX's dividend yield for the trailing twelve months is around 4.60%, which matches ANBIX's 4.57% yield.


TTM20252024202320222021202020192018201720162015
ACGYX
AB Income Fund
4.60%5.02%5.38%4.04%3.99%2.95%3.80%4.50%4.54%5.84%3.23%0.00%
ANBIX
AB Bond Inflation Strategy
4.57%4.93%3.86%4.55%6.47%4.70%2.22%3.19%3.39%2.05%2.13%1.61%

Drawdowns

ACGYX vs. ANBIX - Drawdown Comparison

The maximum ACGYX drawdown since its inception was -21.58%, which is greater than ANBIX's maximum drawdown of -11.56%. Use the drawdown chart below to compare losses from any high point for ACGYX and ANBIX.


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Drawdown Indicators


ACGYXANBIXDifference

Max Drawdown

Largest peak-to-trough decline

-21.58%

-11.56%

-10.02%

Max Drawdown (1Y)

Largest decline over 1 year

-3.36%

-2.09%

-1.27%

Max Drawdown (5Y)

Largest decline over 5 years

-21.58%

-10.85%

-10.73%

Max Drawdown (10Y)

Largest decline over 10 years

-11.56%

Current Drawdown

Current decline from peak

-3.39%

-0.58%

-2.81%

Average Drawdown

Average peak-to-trough decline

-5.45%

-2.22%

-3.23%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.06%

0.41%

+0.65%

Volatility

ACGYX vs. ANBIX - Volatility Comparison

AB Income Fund (ACGYX) has a higher volatility of 1.71% compared to AB Bond Inflation Strategy (ANBIX) at 0.85%. This indicates that ACGYX's price experiences larger fluctuations and is considered to be riskier than ANBIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


ACGYXANBIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.71%

0.85%

+0.86%

Volatility (6M)

Calculated over the trailing 6-month period

2.76%

1.35%

+1.41%

Volatility (1Y)

Calculated over the trailing 1-year period

4.69%

2.70%

+1.99%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

6.44%

4.49%

+1.95%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

5.44%

4.02%

+1.42%