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ALTHX vs. AWF
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

ALTHX vs. AWF - Performance Comparison

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

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ALTHX vs. AWF - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
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%
AWF
AllianceBernstein Global High Income Closed Fund
-3.52%7.54%14.30%18.37%-16.62%9.95%4.40%23.40%-11.35%7.77%

Returns By Period

In the year-to-date period, ALTHX achieves a -0.46% return, which is significantly higher than AWF's -3.52% return. Over the past 10 years, ALTHX has underperformed AWF with an annualized return of 2.04%, while AWF has yielded a comparatively higher 6.15% annualized return.


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%

AWF

1D
2.94%
1M
-1.78%
YTD
-3.52%
6M
-5.90%
1Y
1.90%
3Y*
9.54%
5Y*
4.56%
10Y*
6.15%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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ALTHX vs. AWF - Expense Ratio Comparison

ALTHX has a 0.75% expense ratio, which is lower than AWF's 1.00% expense ratio.


Return for Risk

ALTHX vs. AWF — Risk / Return Rank

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

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

AWF
AWF Risk / Return Rank: 99
Overall Rank
AWF Sharpe Ratio Rank: 99
Sharpe Ratio Rank
AWF Sortino Ratio Rank: 77
Sortino Ratio Rank
AWF Omega Ratio Rank: 88
Omega Ratio Rank
AWF Calmar Ratio Rank: 1010
Calmar Ratio Rank
AWF Martin Ratio Rank: 99
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.

ALTHX vs. AWF - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for AB Municipal Income Fund National Portfolio (ALTHX) and AllianceBernstein Global High Income Closed Fund (AWF). 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.


ALTHXAWFDifference

Sharpe ratio

Return per unit of total volatility

0.96

0.17

+0.79

Sortino ratio

Return per unit of downside risk

1.30

0.29

+1.01

Omega ratio

Gain probability vs. loss probability

1.26

1.05

+0.21

Calmar ratio

Return relative to maximum drawdown

1.06

0.20

+0.86

Martin ratio

Return relative to average drawdown

3.35

0.52

+2.83

ALTHX vs. AWF - Sharpe Ratio Comparison

The current ALTHX Sharpe Ratio is 0.96, which is higher than the AWF Sharpe Ratio of 0.17. The chart below compares the historical Sharpe Ratios of ALTHX and AWF, 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


ALTHXAWFDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.96

0.17

+0.79

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.22

0.38

-0.16

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.52

0.41

+0.11

Sharpe Ratio (All Time)

Calculated using the full available price history

1.11

0.31

+0.81

Correlation

The correlation between ALTHX and AWF is 0.08, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


Dividends

ALTHX vs. AWF - Dividend Comparison

ALTHX's dividend yield for the trailing twelve months is around 3.53%, less than AWF's 7.73% yield.


TTM20252024202320222021202020192018201720162015
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%
AWF
AllianceBernstein Global High Income Closed Fund
7.73%7.81%7.47%7.33%10.30%6.48%6.68%6.62%7.97%6.03%7.73%10.28%

Drawdowns

ALTHX vs. AWF - Drawdown Comparison

The maximum ALTHX drawdown since its inception was -15.22%, smaller than the maximum AWF drawdown of -55.54%. Use the drawdown chart below to compare losses from any high point for ALTHX and AWF.


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Drawdown Indicators


ALTHXAWFDifference

Max Drawdown

Largest peak-to-trough decline

-15.22%

-55.54%

+40.32%

Max Drawdown (1Y)

Largest decline over 1 year

-4.55%

-10.19%

+5.64%

Max Drawdown (5Y)

Largest decline over 5 years

-14.37%

-25.25%

+10.88%

Max Drawdown (10Y)

Largest decline over 10 years

-14.37%

-40.12%

+25.75%

Current Drawdown

Current decline from peak

-2.55%

-7.55%

+5.00%

Average Drawdown

Average peak-to-trough decline

-2.00%

-12.35%

+10.35%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.44%

3.85%

-2.41%

Volatility

ALTHX vs. AWF - Volatility Comparison

The current volatility for AB Municipal Income Fund National Portfolio (ALTHX) is 1.06%, while AllianceBernstein Global High Income Closed Fund (AWF) has a volatility of 4.56%. This indicates that ALTHX experiences smaller price fluctuations and is considered to be less risky than AWF based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


ALTHXAWFDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.06%

4.56%

-3.50%

Volatility (6M)

Calculated over the trailing 6-month period

1.72%

5.85%

-4.13%

Volatility (1Y)

Calculated over the trailing 1-year period

4.71%

11.30%

-6.59%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

3.85%

11.98%

-8.13%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

3.95%

15.16%

-11.21%