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ALTFX vs. ALTHX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

ALTFX vs. ALTHX - Performance Comparison

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

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ALTFX vs. ALTHX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
ALTFX
AB Sustainable Global Thematic Fund
-10.89%6.22%5.94%15.97%-27.19%22.64%39.40%33.60%-9.86%37.16%
ALTHX
AB Municipal Income Fund National Portfolio
-0.46%5.05%2.36%5.76%-10.06%2.15%4.77%7.22%0.46%5.75%

Returns By Period

In the year-to-date period, ALTFX achieves a -10.89% return, which is significantly lower than ALTHX's -0.46% return. Over the past 10 years, ALTFX has outperformed ALTHX with an annualized return of 9.62%, while ALTHX has yielded a comparatively lower 2.04% annualized return.


ALTFX

1D
-0.30%
1M
-9.85%
YTD
-10.89%
6M
-13.62%
1Y
1.12%
3Y*
3.26%
5Y*
0.18%
10Y*
9.62%

ALTHX

1D
0.31%
1M
-2.55%
YTD
-0.46%
6M
1.06%
1Y
3.72%
3Y*
3.37%
5Y*
0.85%
10Y*
2.04%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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ALTFX vs. ALTHX - Expense Ratio Comparison

ALTFX has a 1.02% expense ratio, which is higher than ALTHX's 0.75% expense ratio.


Return for Risk

ALTFX vs. ALTHX — Risk / Return Rank

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

ALTFX
ALTFX Risk / Return Rank: 66
Overall Rank
ALTFX Sharpe Ratio Rank: 66
Sharpe Ratio Rank
ALTFX Sortino Ratio Rank: 66
Sortino Ratio Rank
ALTFX Omega Ratio Rank: 66
Omega Ratio Rank
ALTFX Calmar Ratio Rank: 66
Calmar Ratio Rank
ALTFX Martin Ratio Rank: 66
Martin Ratio Rank

ALTHX
ALTHX Risk / Return Rank: 4747
Overall Rank
ALTHX Sharpe Ratio Rank: 4949
Sharpe Ratio Rank
ALTHX Sortino Ratio Rank: 4343
Sortino Ratio Rank
ALTHX Omega Ratio Rank: 6969
Omega Ratio Rank
ALTHX Calmar Ratio Rank: 4141
Calmar Ratio Rank
ALTHX Martin Ratio Rank: 3131
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.

ALTFX vs. ALTHX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for AB Sustainable Global Thematic Fund (ALTFX) and AB Municipal Income Fund National Portfolio (ALTHX). 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.


ALTFXALTHXDifference

Sharpe ratio

Return per unit of total volatility

0.05

0.96

-0.91

Sortino ratio

Return per unit of downside risk

0.20

1.30

-1.10

Omega ratio

Gain probability vs. loss probability

1.03

1.26

-0.23

Calmar ratio

Return relative to maximum drawdown

-0.05

1.06

-1.11

Martin ratio

Return relative to average drawdown

-0.16

3.35

-3.51

ALTFX vs. ALTHX - Sharpe Ratio Comparison

The current ALTFX Sharpe Ratio is 0.05, which is lower than the ALTHX Sharpe Ratio of 0.96. The chart below compares the historical Sharpe Ratios of ALTFX and ALTHX, 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


ALTFXALTHXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.05

0.96

-0.91

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.01

0.22

-0.21

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.54

0.52

+0.02

Sharpe Ratio (All Time)

Calculated using the full available price history

0.26

1.11

-0.86

Correlation

The correlation between ALTFX and ALTHX is -0.06. 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

ALTFX vs. ALTHX - Dividend Comparison

ALTFX's dividend yield for the trailing twelve months is around 15.18%, more than ALTHX's 3.53% yield.


TTM20252024202320222021202020192018201720162015
ALTFX
AB Sustainable Global Thematic Fund
15.18%13.53%8.18%0.03%2.61%9.99%7.23%6.01%8.36%0.00%4.05%0.00%
ALTHX
AB Municipal Income Fund National Portfolio
3.53%4.55%3.27%2.73%2.34%1.57%2.43%2.84%3.12%3.01%3.11%3.37%

Drawdowns

ALTFX vs. ALTHX - Drawdown Comparison

The maximum ALTFX drawdown since its inception was -80.01%, which is greater than ALTHX's maximum drawdown of -15.22%. Use the drawdown chart below to compare losses from any high point for ALTFX and ALTHX.


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Drawdown Indicators


ALTFXALTHXDifference

Max Drawdown

Largest peak-to-trough decline

-80.01%

-15.22%

-64.79%

Max Drawdown (1Y)

Largest decline over 1 year

-15.81%

-4.55%

-11.26%

Max Drawdown (5Y)

Largest decline over 5 years

-35.87%

-14.37%

-21.50%

Max Drawdown (10Y)

Largest decline over 10 years

-35.87%

-14.37%

-21.50%

Current Drawdown

Current decline from peak

-16.56%

-2.55%

-14.01%

Average Drawdown

Average peak-to-trough decline

-37.13%

-2.00%

-35.13%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.93%

1.44%

+3.49%

Volatility

ALTFX vs. ALTHX - Volatility Comparison

AB Sustainable Global Thematic Fund (ALTFX) has a higher volatility of 5.52% compared to AB Municipal Income Fund National Portfolio (ALTHX) at 1.06%. This indicates that ALTFX's price experiences larger fluctuations and is considered to be riskier than ALTHX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


ALTFXALTHXDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.52%

1.06%

+4.46%

Volatility (6M)

Calculated over the trailing 6-month period

10.66%

1.72%

+8.94%

Volatility (1Y)

Calculated over the trailing 1-year period

18.53%

4.71%

+13.82%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

18.10%

3.85%

+14.25%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.96%

3.95%

+14.01%