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ALTHX vs. VDADX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

ALTHX vs. VDADX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in AB Municipal Income Fund National Portfolio (ALTHX) and Vanguard Dividend Appreciation Index Fund Admiral Shares (VDADX). The values are adjusted to include any dividend payments, if applicable.

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ALTHX vs. VDADX - 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%
VDADX
Vanguard Dividend Appreciation Index Fund Admiral Shares
-3.77%14.17%16.99%14.44%-9.80%23.59%15.47%29.68%-2.06%22.22%

Returns By Period

In the year-to-date period, ALTHX achieves a -0.46% return, which is significantly higher than VDADX's -3.77% return. Over the past 10 years, ALTHX has underperformed VDADX with an annualized return of 2.04%, while VDADX has yielded a comparatively higher 12.01% 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%

VDADX

1D
0.00%
1M
-7.14%
YTD
-3.77%
6M
-1.63%
1Y
10.40%
3Y*
13.00%
5Y*
9.45%
10Y*
12.01%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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ALTHX vs. VDADX - Expense Ratio Comparison

ALTHX has a 0.75% expense ratio, which is higher than VDADX's 0.08% expense ratio.


Return for Risk

ALTHX vs. VDADX — 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

VDADX
VDADX Risk / Return Rank: 3737
Overall Rank
VDADX Sharpe Ratio Rank: 3636
Sharpe Ratio Rank
VDADX Sortino Ratio Rank: 3838
Sortino Ratio Rank
VDADX Omega Ratio Rank: 3737
Omega Ratio Rank
VDADX Calmar Ratio Rank: 3434
Calmar Ratio Rank
VDADX Martin Ratio Rank: 4141
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. VDADX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for AB Municipal Income Fund National Portfolio (ALTHX) and Vanguard Dividend Appreciation Index Fund Admiral Shares (VDADX). 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.


ALTHXVDADXDifference

Sharpe ratio

Return per unit of total volatility

0.96

0.76

+0.19

Sortino ratio

Return per unit of downside risk

1.30

1.18

+0.13

Omega ratio

Gain probability vs. loss probability

1.26

1.17

+0.09

Calmar ratio

Return relative to maximum drawdown

1.06

0.92

+0.13

Martin ratio

Return relative to average drawdown

3.35

4.19

-0.84

ALTHX vs. VDADX - Sharpe Ratio Comparison

The current ALTHX Sharpe Ratio is 0.96, which is comparable to the VDADX Sharpe Ratio of 0.76. The chart below compares the historical Sharpe Ratios of ALTHX and VDADX, 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


ALTHXVDADXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.96

0.76

+0.19

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.22

0.67

-0.44

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.52

0.74

-0.23

Sharpe Ratio (All Time)

Calculated using the full available price history

1.11

0.71

+0.40

Correlation

The correlation between ALTHX and VDADX is -0.03. 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

ALTHX vs. VDADX - Dividend Comparison

ALTHX's dividend yield for the trailing twelve months is around 3.53%, more than VDADX's 1.62% 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%
VDADX
Vanguard Dividend Appreciation Index Fund Admiral Shares
1.62%1.60%1.71%1.86%1.94%1.53%1.61%1.69%2.07%1.88%2.14%2.34%

Drawdowns

ALTHX vs. VDADX - Drawdown Comparison

The maximum ALTHX drawdown since its inception was -15.22%, smaller than the maximum VDADX drawdown of -31.70%. Use the drawdown chart below to compare losses from any high point for ALTHX and VDADX.


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Drawdown Indicators


ALTHXVDADXDifference

Max Drawdown

Largest peak-to-trough decline

-15.22%

-31.70%

+16.48%

Max Drawdown (1Y)

Largest decline over 1 year

-4.55%

-10.87%

+6.32%

Max Drawdown (5Y)

Largest decline over 5 years

-14.37%

-20.42%

+6.05%

Max Drawdown (10Y)

Largest decline over 10 years

-14.37%

-31.70%

+17.33%

Current Drawdown

Current decline from peak

-2.55%

-7.93%

+5.38%

Average Drawdown

Average peak-to-trough decline

-2.00%

-3.44%

+1.44%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.44%

2.40%

-0.96%

Volatility

ALTHX vs. VDADX - Volatility Comparison

The current volatility for AB Municipal Income Fund National Portfolio (ALTHX) is 1.06%, while Vanguard Dividend Appreciation Index Fund Admiral Shares (VDADX) has a volatility of 3.33%. This indicates that ALTHX experiences smaller price fluctuations and is considered to be less risky than VDADX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


ALTHXVDADXDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.06%

3.33%

-2.27%

Volatility (6M)

Calculated over the trailing 6-month period

1.72%

7.58%

-5.86%

Volatility (1Y)

Calculated over the trailing 1-year period

4.71%

15.23%

-10.52%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

3.85%

14.28%

-10.43%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

3.95%

16.18%

-12.23%