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AIDYX vs. ALTFX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

AIDYX vs. ALTFX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in AB Intermediate Diversified Municipal Portfolio Advisor Class (AIDYX) and AB Sustainable Global Thematic Fund (ALTFX). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, AIDYX achieves a 0.35% return, which is significantly lower than ALTFX's 1.76% return. Over the past 10 years, AIDYX has underperformed ALTFX with an annualized return of 1.98%, while ALTFX has yielded a comparatively higher 10.36% annualized return.


AIDYX

1D
-0.43%
1M
-1.11%
6M
-0.18%
YTD
0.35%
1Y
4.11%
3Y*
3.69%
5Y*
1.40%
10Y*
1.98%
ALL TIME*
2.09%

ALTFX

1D
-0.89%
1M
-0.74%
6M
0.58%
YTD
1.76%
1Y
0.36%
3Y*
5.37%
5Y*
1.12%
10Y*
10.36%
ALL TIME*
6.93%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$0.00$0.00$0.00
$0.00$0.00$0.00

AIDYX vs. ALTFX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
AIDYX
AB Intermediate Diversified Municipal Portfolio Advisor Class
0.35%5.18%2.94%5.13%-5.88%1.44%4.19%6.03%0.89%3.00%
ALTFX
AB Sustainable Global Thematic Fund
1.76%6.22%5.94%15.97%-27.19%22.64%39.40%33.60%-9.86%37.16%

Correlation

The correlation between AIDYX and ALTFX is 0.24, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.24

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

0.17

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

0.15

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

0.08

Correlation (All Time)
Calculated using the full available price history since Jan 4, 2016

0.06

The correlation between AIDYX and ALTFX shifts across timeframes, from 0.06 (all time) to 0.24 (1 year), reflecting how their relationship changes across market environments.

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Return for Risk

AIDYX vs. ALTFX — Risk / Return Rank

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

AIDYX
AIDYX Risk / Return Rank: 7676
Overall Rank
AIDYX Sharpe Ratio Rank: 9191
Sharpe Ratio Rank
AIDYX Sortino Ratio Rank: 9393
Sortino Ratio Rank
AIDYX Omega Ratio Rank: 9595
Omega Ratio Rank
AIDYX Calmar Ratio Rank: 6161
Calmar Ratio Rank
AIDYX Martin Ratio Rank: 4242
Martin Ratio Rank

ALTFX
ALTFX Risk / Return Rank: 44
Overall Rank
ALTFX Sharpe Ratio Rank: 44
Sharpe Ratio Rank
ALTFX Sortino Ratio Rank: 44
Sortino Ratio Rank
ALTFX Omega Ratio Rank: 44
Omega Ratio Rank
ALTFX Calmar Ratio Rank: 44
Calmar Ratio Rank
ALTFX Martin Ratio Rank: 44
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.

AIDYX vs. ALTFX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for AB Intermediate Diversified Municipal Portfolio Advisor Class (AIDYX) and AB Sustainable Global Thematic Fund (ALTFX). 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.


AIDYXALTFXDifference
Sharpe ratioReturn per unit of total volatility

+2.24

Sortino ratioReturn per unit of downside risk

+3.46

Omega ratioGain probability vs. loss probability

1.60

1.01

+0.59

Calmar ratioReturn relative to maximum drawdown

2.05

0.00

+2.05

Martin ratioReturn relative to average drawdown

6.03

0.01

+6.02

AIDYX vs. ALTFX - Sharpe Ratio Comparison

The current AIDYX Sharpe Ratio is 2.25, which is higher than the ALTFX Sharpe Ratio of 0.00. The chart below compares the historical Sharpe Ratios of AIDYX and ALTFX, 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

AIDYX vs. ALTFX - Drawdown Comparison

The maximum AIDYX drawdown since its inception was -9.57%, smaller than the maximum ALTFX drawdown of -80.01%. Use the drawdown chart below to compare losses from any high point for AIDYX and ALTFX.


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Drawdown Indicators


AIDYXALTFXDifference

Max Drawdown

Largest peak-to-trough decline

-9.57%

-80.01%

+70.44%

Max Drawdown (1Y)

Largest decline over 1 year

-2.02%

-15.81%

+13.79%

Max Drawdown (3Y)

Largest decline over 3 years

-3.06%

-22.92%

+19.86%

Max Drawdown (5Y)

Largest decline over 5 years

-9.15%

-35.87%

+26.72%

Max Drawdown (10Y)

Largest decline over 10 years

-9.57%

-35.87%

+26.30%

Current Drawdown

Current decline from peak

-1.51%

-4.71%

+3.20%

Average Drawdown

Average peak-to-trough decline

-1.61%

-36.79%

+35.18%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.68%

5.39%

-4.71%

Volatility

AIDYX vs. ALTFX - Volatility Comparison

The current volatility for AB Intermediate Diversified Municipal Portfolio Advisor Class (AIDYX) is 0.59%, while AB Sustainable Global Thematic Fund (ALTFX) has a volatility of 4.27%. This indicates that AIDYX experiences smaller price fluctuations and is considered to be less risky than ALTFX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


AIDYXALTFXDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.59%

4.27%

-3.68%

Volatility (6M)

Calculated over the trailing 6-month period

1.46%

13.01%

-11.55%

Volatility (1Y)

Calculated over the trailing 1-year period

1.84%

15.73%

-13.89%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

2.46%

18.36%

-15.90%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

2.71%

17.97%

-15.26%

AIDYX vs. ALTFX - Expense Ratio Comparison

AIDYX has a 0.42% expense ratio, which is lower than ALTFX's 1.02% expense ratio.


Dividends

AIDYX vs. ALTFX - Dividend Comparison

AIDYX's dividend yield for the trailing twelve months is around 3.19%, less than ALTFX's 13.29% yield.


PositionTTM2025202420232022202120202019201820172016
AIDYX
AB Intermediate Diversified Municipal Portfolio Advisor Class
3.19%3.70%3.70%2.70%2.06%1.84%2.22%2.70%2.22%2.05%2.01%
ALTFX
AB Sustainable Global Thematic Fund
13.29%13.53%8.18%0.03%2.61%9.99%7.23%6.01%8.36%0.00%4.05%

Frequently Asked Questions


AIDYX and ALTFX have a correlation of 0.24, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

ALTFX has higher volatility (4.27%) compared to AIDYX (0.59%). In terms of maximum drawdown, AIDYX dropped -9.57% vs ALTFX's -80.01%.

AIDYX currently has the higher Sharpe Ratio (2.25 vs 0.00), 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.

Portfolio Optimizer

Find the right allocation for AIDYX and ALTFX

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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