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ACGYX vs. ASILX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

ACGYX vs. ASILX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in AB Income Fund (ACGYX) and AB Select US Long/Short Portfolio (ASILX). The values are adjusted to include any dividend payments, if applicable.

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ACGYX vs. ASILX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
ACGYX
AB Income Fund
-0.77%7.86%2.07%6.16%-15.45%-1.30%6.88%11.25%-1.21%6.33%
ASILX
AB Select US Long/Short Portfolio
-1.59%9.77%18.46%11.06%-9.94%17.81%10.23%17.17%-1.61%12.61%

Returns By Period

In the year-to-date period, ACGYX achieves a -0.77% return, which is significantly higher than ASILX's -1.59% return.


ACGYX

1D
0.31%
1M
-2.15%
YTD
-0.77%
6M
0.12%
1Y
3.53%
3Y*
4.15%
5Y*
-0.03%
10Y*

ASILX

1D
0.85%
1M
-1.86%
YTD
-1.59%
6M
-0.37%
1Y
8.61%
3Y*
12.19%
5Y*
7.32%
10Y*
8.50%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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ACGYX vs. ASILX - Expense Ratio Comparison

ACGYX has a 0.54% expense ratio, which is lower than ASILX's 1.55% expense ratio.


Return for Risk

ACGYX vs. ASILX — Risk / Return Rank

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

ACGYX
ACGYX Risk / Return Rank: 3434
Overall Rank
ACGYX Sharpe Ratio Rank: 3434
Sharpe Ratio Rank
ACGYX Sortino Ratio Rank: 3030
Sortino Ratio Rank
ACGYX Omega Ratio Rank: 2424
Omega Ratio Rank
ACGYX Calmar Ratio Rank: 4747
Calmar Ratio Rank
ACGYX Martin Ratio Rank: 3636
Martin Ratio Rank

ASILX
ASILX Risk / Return Rank: 7575
Overall Rank
ASILX Sharpe Ratio Rank: 7070
Sharpe Ratio Rank
ASILX Sortino Ratio Rank: 7070
Sortino Ratio Rank
ASILX Omega Ratio Rank: 6666
Omega Ratio Rank
ASILX Calmar Ratio Rank: 8888
Calmar Ratio Rank
ASILX Martin Ratio Rank: 8282
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. ASILX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for AB Income Fund (ACGYX) and AB Select US Long/Short Portfolio (ASILX). 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.


ACGYXASILXDifference

Sharpe ratio

Return per unit of total volatility

0.82

1.32

-0.49

Sortino ratio

Return per unit of downside risk

1.16

1.85

-0.69

Omega ratio

Gain probability vs. loss probability

1.15

1.27

-0.12

Calmar ratio

Return relative to maximum drawdown

1.28

2.48

-1.20

Martin ratio

Return relative to average drawdown

4.08

8.71

-4.63

ACGYX vs. ASILX - Sharpe Ratio Comparison

The current ACGYX Sharpe Ratio is 0.82, which is lower than the ASILX Sharpe Ratio of 1.32. The chart below compares the historical Sharpe Ratios of ACGYX and ASILX, 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


ACGYXASILXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.82

1.32

-0.49

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.00

0.91

-0.92

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.92

Sharpe Ratio (All Time)

Calculated using the full available price history

0.40

0.91

-0.51

Correlation

The correlation between ACGYX and ASILX is 0.04, 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

ACGYX vs. ASILX - Dividend Comparison

ACGYX's dividend yield for the trailing twelve months is around 4.60%, less than ASILX's 13.36% 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%
ASILX
AB Select US Long/Short Portfolio
13.36%13.15%7.18%1.41%6.51%11.92%4.28%3.54%8.71%5.03%0.00%3.35%

Drawdowns

ACGYX vs. ASILX - Drawdown Comparison

The maximum ACGYX drawdown since its inception was -21.58%, which is greater than ASILX's maximum drawdown of -18.36%. Use the drawdown chart below to compare losses from any high point for ACGYX and ASILX.


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Drawdown Indicators


ACGYXASILXDifference

Max Drawdown

Largest peak-to-trough decline

-21.58%

-18.36%

-3.22%

Max Drawdown (1Y)

Largest decline over 1 year

-3.36%

-3.62%

+0.26%

Max Drawdown (5Y)

Largest decline over 5 years

-21.58%

-12.30%

-9.28%

Max Drawdown (10Y)

Largest decline over 10 years

-18.36%

Current Drawdown

Current decline from peak

-3.54%

-2.79%

-0.75%

Average Drawdown

Average peak-to-trough decline

-5.45%

-2.49%

-2.96%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.05%

1.03%

+0.02%

Volatility

ACGYX vs. ASILX - Volatility Comparison

AB Income Fund (ACGYX) has a higher volatility of 1.70% compared to AB Select US Long/Short Portfolio (ASILX) at 1.51%. This indicates that ACGYX's price experiences larger fluctuations and is considered to be riskier than ASILX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


ACGYXASILXDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.70%

1.51%

+0.19%

Volatility (6M)

Calculated over the trailing 6-month period

2.78%

4.09%

-1.31%

Volatility (1Y)

Calculated over the trailing 1-year period

4.71%

6.63%

-1.92%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

6.45%

8.05%

-1.60%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

5.44%

9.30%

-3.86%