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ALNYX vs. QUASX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

ALNYX vs. QUASX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in AB Municipal Income Fund New York Portfolio (ALNYX) and AB Small Cap Growth Portfolio (QUASX). The values are adjusted to include any dividend payments, if applicable.

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ALNYX vs. QUASX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
ALNYX
AB Municipal Income Fund New York Portfolio
0.01%4.23%3.03%5.01%-10.25%3.11%3.30%7.31%0.34%5.48%
QUASX
AB Small Cap Growth Portfolio
-2.76%4.85%18.49%17.83%-39.09%9.76%53.85%49.85%-1.02%34.71%

Returns By Period

In the year-to-date period, ALNYX achieves a 0.01% return, which is significantly higher than QUASX's -2.76% return. Over the past 10 years, ALNYX has underperformed QUASX with an annualized return of 1.87%, while QUASX has yielded a comparatively higher 12.88% annualized return.


ALNYX

1D
0.22%
1M
-1.81%
YTD
0.01%
6M
1.17%
1Y
3.34%
3Y*
3.28%
5Y*
0.82%
10Y*
1.87%

QUASX

1D
5.42%
1M
-6.49%
YTD
-2.76%
6M
-0.72%
1Y
18.96%
3Y*
9.04%
5Y*
-1.90%
10Y*
12.88%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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ALNYX vs. QUASX - Expense Ratio Comparison

ALNYX has a 0.75% expense ratio, which is lower than QUASX's 1.11% expense ratio.


Return for Risk

ALNYX vs. QUASX — Risk / Return Rank

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

ALNYX
ALNYX Risk / Return Rank: 3030
Overall Rank
ALNYX Sharpe Ratio Rank: 3030
Sharpe Ratio Rank
ALNYX Sortino Ratio Rank: 2626
Sortino Ratio Rank
ALNYX Omega Ratio Rank: 4646
Omega Ratio Rank
ALNYX Calmar Ratio Rank: 2828
Calmar Ratio Rank
ALNYX Martin Ratio Rank: 2222
Martin Ratio Rank

QUASX
QUASX Risk / Return Rank: 3030
Overall Rank
QUASX Sharpe Ratio Rank: 2424
Sharpe Ratio Rank
QUASX Sortino Ratio Rank: 2828
Sortino Ratio Rank
QUASX Omega Ratio Rank: 2323
Omega Ratio Rank
QUASX Calmar Ratio Rank: 4141
Calmar Ratio Rank
QUASX Martin Ratio Rank: 3434
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.

ALNYX vs. QUASX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for AB Municipal Income Fund New York Portfolio (ALNYX) and AB Small Cap Growth Portfolio (QUASX). 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.


ALNYXQUASXDifference

Sharpe ratio

Return per unit of total volatility

0.81

0.68

+0.13

Sortino ratio

Return per unit of downside risk

1.13

1.12

+0.01

Omega ratio

Gain probability vs. loss probability

1.22

1.15

+0.07

Calmar ratio

Return relative to maximum drawdown

1.00

1.16

-0.16

Martin ratio

Return relative to average drawdown

2.99

3.97

-0.98

ALNYX vs. QUASX - Sharpe Ratio Comparison

The current ALNYX Sharpe Ratio is 0.81, which is comparable to the QUASX Sharpe Ratio of 0.68. The chart below compares the historical Sharpe Ratios of ALNYX and QUASX, 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


ALNYXQUASXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.81

0.68

+0.13

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.22

-0.07

+0.29

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.50

0.51

-0.01

Sharpe Ratio (All Time)

Calculated using the full available price history

1.22

0.36

+0.86

Correlation

The correlation between ALNYX and QUASX is -0.02. This indicates that the assets' prices tend to move in opposite directions. Negative correlation can be particularly beneficial for diversification and risk management, as one asset may offset the losses of the other during market fluctuations.


Dividends

ALNYX vs. QUASX - Dividend Comparison

ALNYX's dividend yield for the trailing twelve months is around 3.37%, while QUASX has not paid dividends to shareholders.


TTM20252024202320222021202020192018201720162015
ALNYX
AB Municipal Income Fund New York Portfolio
3.37%4.31%2.99%2.56%2.36%1.70%2.49%2.89%3.18%2.88%2.95%3.16%
QUASX
AB Small Cap Growth Portfolio
0.00%0.00%0.00%0.00%0.00%9.07%9.86%18.20%19.70%9.29%2.32%9.19%

Drawdowns

ALNYX vs. QUASX - Drawdown Comparison

The maximum ALNYX drawdown since its inception was -15.44%, smaller than the maximum QUASX drawdown of -60.97%. Use the drawdown chart below to compare losses from any high point for ALNYX and QUASX.


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Drawdown Indicators


ALNYXQUASXDifference

Max Drawdown

Largest peak-to-trough decline

-15.44%

-60.97%

+45.53%

Max Drawdown (1Y)

Largest decline over 1 year

-4.31%

-15.10%

+10.79%

Max Drawdown (5Y)

Largest decline over 5 years

-14.63%

-47.37%

+32.74%

Max Drawdown (10Y)

Largest decline over 10 years

-14.63%

-47.37%

+32.74%

Current Drawdown

Current decline from peak

-2.02%

-21.00%

+18.98%

Average Drawdown

Average peak-to-trough decline

-1.94%

-15.78%

+13.84%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.44%

4.42%

-2.98%

Volatility

ALNYX vs. QUASX - Volatility Comparison

The current volatility for AB Municipal Income Fund New York Portfolio (ALNYX) is 1.02%, while AB Small Cap Growth Portfolio (QUASX) has a volatility of 11.33%. This indicates that ALNYX experiences smaller price fluctuations and is considered to be less risky than QUASX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


ALNYXQUASXDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.02%

11.33%

-10.31%

Volatility (6M)

Calculated over the trailing 6-month period

1.63%

19.12%

-17.49%

Volatility (1Y)

Calculated over the trailing 1-year period

4.58%

28.12%

-23.54%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

3.75%

26.28%

-22.53%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

3.79%

25.44%

-21.65%