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AFB vs. SNTIX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

AFB vs. SNTIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in AllianceBernstein National Municipal Income Fund (AFB) and SIT Tax Free Income Fund (SNTIX). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, AFB achieves a 7.53% return, which is significantly higher than SNTIX's 2.70% return. Over the past 10 years, AFB has underperformed SNTIX with an annualized return of 1.53%, while SNTIX has yielded a comparatively higher 2.20% annualized return.


AFB

1D
-0.53%
1M
3.84%
YTD
7.53%
6M
8.03%
1Y
17.26%
3Y*
6.85%
5Y*
-1.45%
10Y*
1.53%

SNTIX

1D
0.23%
1M
2.27%
YTD
2.70%
6M
3.17%
1Y
9.23%
3Y*
5.53%
5Y*
0.90%
10Y*
2.20%
*Multi-year figures are annualized to reflect compound growth (CAGR)

AFB vs. SNTIX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
AFB
AllianceBernstein National Municipal Income Fund
7.53%4.41%4.10%7.41%-25.93%7.25%7.80%20.13%-5.43%6.15%
SNTIX
SIT Tax Free Income Fund
2.70%5.29%5.95%5.02%-13.91%3.01%3.76%7.34%0.75%7.70%

Correlation

The correlation between AFB and SNTIX is 0.37, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.37

Correlation (3Y)
Calculated over the trailing 3-year period

0.47

Correlation (5Y)
Calculated over the trailing 5-year period

0.38

Correlation (10Y)
Calculated over the trailing 10-year period

0.34

Correlation (All Time)
Calculated using the full available price history since Jan 29, 2002

0.30

The correlation between AFB and SNTIX shifts across timeframes, from 0.30 (all time) to 0.47 (3 years), reflecting how their relationship changes across market environments.

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Return for Risk

AFB vs. SNTIX — Risk / Return Rank

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

AFB
AFB Risk / Return Rank: 6767
Overall Rank
AFB Sharpe Ratio Rank: 6464
Sharpe Ratio Rank
AFB Sortino Ratio Rank: 7979
Sortino Ratio Rank
AFB Omega Ratio Rank: 6969
Omega Ratio Rank
AFB Calmar Ratio Rank: 6363
Calmar Ratio Rank
AFB Martin Ratio Rank: 5858
Martin Ratio Rank

SNTIX
SNTIX Risk / Return Rank: 8080
Overall Rank
SNTIX Sharpe Ratio Rank: 8787
Sharpe Ratio Rank
SNTIX Sortino Ratio Rank: 9191
Sortino Ratio Rank
SNTIX Omega Ratio Rank: 9292
Omega Ratio Rank
SNTIX Calmar Ratio Rank: 6969
Calmar Ratio Rank
SNTIX Martin Ratio Rank: 6262
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.

AFB vs. SNTIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for AllianceBernstein National Municipal Income Fund (AFB) and SIT Tax Free Income Fund (SNTIX). 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.


AFBSNTIXDifference
Sharpe ratioReturn per unit of total volatility

-0.47

Sortino ratioReturn per unit of downside risk

-0.72

Omega ratioGain probability vs. loss probability

1.42

1.65

-0.23

Calmar ratioReturn relative to maximum drawdown

2.91

3.05

-0.14

Martin ratioReturn relative to average drawdown

10.95

11.46

-0.51

AFB vs. SNTIX - Sharpe Ratio Comparison

The current AFB Sharpe Ratio is 2.15, which is comparable to the SNTIX Sharpe Ratio of 2.62. The chart below compares the historical Sharpe Ratios of AFB and SNTIX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

AFB vs. SNTIX - Drawdown Comparison

The maximum AFB drawdown since its inception was -50.98%, which is greater than SNTIX's maximum drawdown of -18.13%. Use the drawdown chart below to compare losses from any high point for AFB and SNTIX.


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Drawdown Indicators


AFBSNTIXDifference

Max Drawdown

Largest peak-to-trough decline

-50.98%

-18.13%

-32.85%

Max Drawdown (1Y)

Largest decline over 1 year

-5.96%

-3.04%

-2.92%

Max Drawdown (3Y)

Largest decline over 3 years

-16.32%

-6.75%

-9.57%

Max Drawdown (5Y)

Largest decline over 5 years

-35.17%

-18.13%

-17.04%

Max Drawdown (10Y)

Largest decline over 10 years

-35.17%

-18.13%

-17.04%

Current Drawdown

Current decline from peak

-8.44%

0.00%

-8.44%

Average Drawdown

Average peak-to-trough decline

-8.98%

-2.31%

-6.67%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.58%

0.81%

+0.77%

Volatility

AFB vs. SNTIX - Volatility Comparison

AllianceBernstein National Municipal Income Fund (AFB) has a higher volatility of 2.72% compared to SIT Tax Free Income Fund (SNTIX) at 0.91%. This indicates that AFB's price experiences larger fluctuations and is considered to be riskier than SNTIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


AFBSNTIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.72%

0.91%

+1.81%

Volatility (6M)

Calculated over the trailing 6-month period

6.05%

2.57%

+3.48%

Volatility (1Y)

Calculated over the trailing 1-year period

8.08%

3.54%

+4.54%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

10.97%

4.62%

+6.35%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

11.26%

4.55%

+6.71%

AFB vs. SNTIX - Expense Ratio Comparison

AFB has a 1.56% expense ratio, which is higher than SNTIX's 0.80% expense ratio.


Dividends

AFB vs. SNTIX - Dividend Comparison

AFB's dividend yield for the trailing twelve months is around 5.07%, more than SNTIX's 3.65% yield.


PositionTTM20252024202320222021202020192018201720162015
AFB
AllianceBernstein National Municipal Income Fund
5.07%4.72%3.83%3.62%5.26%4.32%4.18%3.93%4.53%4.71%5.34%5.80%
SNTIX
SIT Tax Free Income Fund
3.65%4.49%4.14%3.54%1.88%2.46%2.62%3.33%3.37%4.01%3.70%3.60%

Frequently Asked Questions


AFB and SNTIX have a correlation of 0.37, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

AFB has higher volatility (2.72%) compared to SNTIX (0.91%). In terms of maximum drawdown, AFB dropped -50.98% vs SNTIX's -18.13%.

SNTIX currently has the higher Sharpe Ratio (2.62 vs 2.15), 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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