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AGDAX vs. FXAIX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between AGDAX and FXAIX is 0.40, 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.


-0.50.00.51.0
Correlation: 0.4

Performance

AGDAX vs. FXAIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in AB High Income Fund (AGDAX) and Fidelity 500 Index Fund (FXAIX). The values are adjusted to include any dividend payments, if applicable.

100.00%200.00%300.00%400.00%500.00%December2025FebruaryMarchAprilMay
91.22%
439.25%
AGDAX
FXAIX

Key characteristics

Sharpe Ratio

AGDAX:

2.02

FXAIX:

0.74

Sortino Ratio

AGDAX:

2.96

FXAIX:

1.14

Omega Ratio

AGDAX:

1.50

FXAIX:

1.17

Calmar Ratio

AGDAX:

1.84

FXAIX:

0.77

Martin Ratio

AGDAX:

7.85

FXAIX:

3.06

Ulcer Index

AGDAX:

0.99%

FXAIX:

4.72%

Daily Std Dev

AGDAX:

3.87%

FXAIX:

19.51%

Max Drawdown

AGDAX:

-45.33%

FXAIX:

-33.79%

Current Drawdown

AGDAX:

-1.81%

FXAIX:

-7.24%

Returns By Period

In the year-to-date period, AGDAX achieves a 0.16% return, which is significantly higher than FXAIX's -2.95% return. Over the past 10 years, AGDAX has underperformed FXAIX with an annualized return of 4.03%, while FXAIX has yielded a comparatively higher 12.41% annualized return.


AGDAX

YTD

0.16%

1M

0.15%

6M

1.28%

1Y

6.85%

5Y*

7.37%

10Y*

4.03%

FXAIX

YTD

-2.95%

1M

5.10%

6M

-0.11%

1Y

12.36%

5Y*

16.69%

10Y*

12.41%

*Annualized

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AGDAX vs. FXAIX - Expense Ratio Comparison

AGDAX has a 0.84% expense ratio, which is higher than FXAIX's 0.02% expense ratio.


Expense ratio chart for AGDAX: current value is 0.84%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
AGDAX: 0.84%
Expense ratio chart for FXAIX: current value is 0.02%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
FXAIX: 0.02%

Risk-Adjusted Performance

AGDAX vs. FXAIX — Risk-Adjusted Performance Rank

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

AGDAX
The Risk-Adjusted Performance Rank of AGDAX is 9292
Overall Rank
The Sharpe Ratio Rank of AGDAX is 9292
Sharpe Ratio Rank
The Sortino Ratio Rank of AGDAX is 9292
Sortino Ratio Rank
The Omega Ratio Rank of AGDAX is 9393
Omega Ratio Rank
The Calmar Ratio Rank of AGDAX is 9292
Calmar Ratio Rank
The Martin Ratio Rank of AGDAX is 9191
Martin Ratio Rank

FXAIX
The Risk-Adjusted Performance Rank of FXAIX is 6565
Overall Rank
The Sharpe Ratio Rank of FXAIX is 6060
Sharpe Ratio Rank
The Sortino Ratio Rank of FXAIX is 6262
Sortino Ratio Rank
The Omega Ratio Rank of FXAIX is 6565
Omega Ratio Rank
The Calmar Ratio Rank of FXAIX is 7373
Calmar Ratio Rank
The Martin Ratio Rank of FXAIX is 6666
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

AGDAX vs. FXAIX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for AB High Income Fund (AGDAX) and Fidelity 500 Index Fund (FXAIX). 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.


The chart of Sharpe ratio for AGDAX, currently valued at 2.02, compared to the broader market-2.00-1.000.001.002.003.00
AGDAX: 2.02
FXAIX: 0.74
The chart of Sortino ratio for AGDAX, currently valued at 2.96, compared to the broader market-2.000.002.004.006.008.00
AGDAX: 2.96
FXAIX: 1.14
The chart of Omega ratio for AGDAX, currently valued at 1.50, compared to the broader market0.501.001.502.002.503.00
AGDAX: 1.50
FXAIX: 1.17
The chart of Calmar ratio for AGDAX, currently valued at 1.84, compared to the broader market0.002.004.006.008.0010.00
AGDAX: 1.84
FXAIX: 0.77
The chart of Martin ratio for AGDAX, currently valued at 7.85, compared to the broader market0.0010.0020.0030.0040.00
AGDAX: 7.85
FXAIX: 3.06

The current AGDAX Sharpe Ratio is 2.02, which is higher than the FXAIX Sharpe Ratio of 0.74. The chart below compares the historical Sharpe Ratios of AGDAX and FXAIX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.001.002.003.004.00December2025FebruaryMarchAprilMay
2.02
0.74
AGDAX
FXAIX

Dividends

AGDAX vs. FXAIX - Dividend Comparison

AGDAX's dividend yield for the trailing twelve months is around 6.55%, more than FXAIX's 1.31% yield.


TTM20242023202220212020201920182017201620152014
AGDAX
AB High Income Fund
6.55%7.11%7.15%7.52%6.01%5.92%6.27%6.94%5.85%6.25%7.43%7.37%
FXAIX
Fidelity 500 Index Fund
1.31%1.25%1.45%1.69%1.22%1.60%2.06%2.72%1.97%2.52%2.83%2.63%

Drawdowns

AGDAX vs. FXAIX - Drawdown Comparison

The maximum AGDAX drawdown since its inception was -45.33%, which is greater than FXAIX's maximum drawdown of -33.79%. Use the drawdown chart below to compare losses from any high point for AGDAX and FXAIX. For additional features, visit the drawdowns tool.


-20.00%-15.00%-10.00%-5.00%0.00%December2025FebruaryMarchAprilMay
-1.81%
-7.24%
AGDAX
FXAIX

Volatility

AGDAX vs. FXAIX - Volatility Comparison

The current volatility for AB High Income Fund (AGDAX) is 2.36%, while Fidelity 500 Index Fund (FXAIX) has a volatility of 14.31%. This indicates that AGDAX experiences smaller price fluctuations and is considered to be less risky than FXAIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.00%5.00%10.00%15.00%December2025FebruaryMarchAprilMay
2.36%
14.31%
AGDAX
FXAIX