ALTFX vs. VMVFX
Compare and contrast key facts about AB Sustainable Global Thematic Fund (ALTFX) and Vanguard Global Minimum Volatility Fund Investor Shares (VMVFX).
ALTFX is managed by AllianceBernstein. It was launched on Feb 28, 1982. VMVFX is managed by Vanguard. It was launched on Dec 12, 2013.
Performance
ALTFX vs. VMVFX - Performance Comparison
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ALTFX vs. VMVFX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
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% |
VMVFX Vanguard Global Minimum Volatility Fund Investor Shares | 1.71% | 12.74% | 13.38% | 7.82% | -4.48% | 23.74% | -3.99% | 23.28% | -1.79% | 15.93% |
Returns By Period
In the year-to-date period, ALTFX achieves a -10.89% return, which is significantly lower than VMVFX's 1.71% return. Over the past 10 years, ALTFX has outperformed VMVFX with an annualized return of 9.62%, while VMVFX has yielded a comparatively lower 9.02% 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%
VMVFX
- 1D
- 0.25%
- 1M
- -5.81%
- YTD
- 1.71%
- 6M
- 2.90%
- 1Y
- 8.07%
- 3Y*
- 11.40%
- 5Y*
- 9.94%
- 10Y*
- 9.02%
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ALTFX vs. VMVFX - Expense Ratio Comparison
ALTFX has a 1.02% expense ratio, which is higher than VMVFX's 0.21% expense ratio.
Return for Risk
ALTFX vs. VMVFX — Risk / Return Rank
ALTFX
VMVFX
ALTFX vs. VMVFX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for AB Sustainable Global Thematic Fund (ALTFX) and Vanguard Global Minimum Volatility Fund Investor Shares (VMVFX). 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.
| ALTFX | VMVFX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.05 | 0.90 | -0.85 |
Sortino ratioReturn per unit of downside risk | 0.20 | 1.30 | -1.10 |
Omega ratioGain probability vs. loss probability | 1.03 | 1.20 | -0.17 |
Calmar ratioReturn relative to maximum drawdown | -0.05 | 1.06 | -1.11 |
Martin ratioReturn relative to average drawdown | -0.16 | 5.20 | -5.35 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| ALTFX | VMVFX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.05 | 0.90 | -0.85 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.01 | 0.93 | -0.92 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.54 | 0.72 | -0.19 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.26 | 0.78 | -0.52 |
Correlation
The correlation between ALTFX and VMVFX is 0.80, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Dividends
ALTFX vs. VMVFX - Dividend Comparison
ALTFX's dividend yield for the trailing twelve months is around 15.18%, more than VMVFX's 9.81% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
VMVFX Vanguard Global Minimum Volatility Fund Investor Shares | 9.81% | 9.98% | 3.77% | 3.05% | 4.96% | 12.73% | 2.02% | 5.12% | 7.27% | 2.30% | 2.71% | 3.22% |
Drawdowns
ALTFX vs. VMVFX - Drawdown Comparison
The maximum ALTFX drawdown since its inception was -80.01%, which is greater than VMVFX's maximum drawdown of -33.09%. Use the drawdown chart below to compare losses from any high point for ALTFX and VMVFX.
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Drawdown Indicators
| ALTFX | VMVFX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -80.01% | -33.09% | -46.92% |
Max Drawdown (1Y)Largest decline over 1 year | -15.81% | -7.96% | -7.85% |
Max Drawdown (5Y)Largest decline over 5 years | -35.87% | -13.02% | -22.85% |
Max Drawdown (10Y)Largest decline over 10 years | -35.87% | -33.09% | -2.78% |
Current DrawdownCurrent decline from peak | -16.56% | -6.03% | -10.53% |
Average DrawdownAverage peak-to-trough decline | -37.13% | -2.84% | -34.29% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.93% | 1.63% | +3.30% |
Volatility
ALTFX vs. VMVFX - Volatility Comparison
AB Sustainable Global Thematic Fund (ALTFX) has a higher volatility of 5.52% compared to Vanguard Global Minimum Volatility Fund Investor Shares (VMVFX) at 2.61%. This indicates that ALTFX's price experiences larger fluctuations and is considered to be riskier than VMVFX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| ALTFX | VMVFX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.52% | 2.61% | +2.91% |
Volatility (6M)Calculated over the trailing 6-month period | 10.66% | 4.87% | +5.79% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.53% | 10.02% | +8.51% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 18.10% | 10.75% | +7.35% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.96% | 12.48% | +5.48% |