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ANAGX vs. MISHX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

ANAGX vs. MISHX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in AB Global Bond Fund (ANAGX) and AB Municipal Income Shares (MISHX). The values are adjusted to include any dividend payments, if applicable.

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ANAGX vs. MISHX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
ANAGX
AB Global Bond Fund
-1.03%4.97%1.73%6.53%-12.41%-2.49%4.72%7.44%0.09%2.99%
MISHX
AB Municipal Income Shares
-0.64%6.41%5.29%6.24%-12.77%6.81%6.22%11.52%0.80%9.59%

Returns By Period

In the year-to-date period, ANAGX achieves a -1.03% return, which is significantly lower than MISHX's -0.64% return. Over the past 10 years, ANAGX has underperformed MISHX with an annualized return of 1.33%, while MISHX has yielded a comparatively higher 3.64% annualized return.


ANAGX

1D
0.44%
1M
-2.70%
YTD
-1.03%
6M
-0.44%
1Y
2.41%
3Y*
3.06%
5Y*
-0.27%
10Y*
1.33%

MISHX

1D
0.27%
1M
-2.83%
YTD
-0.64%
6M
0.75%
1Y
4.02%
3Y*
4.79%
5Y*
1.66%
10Y*
3.64%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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ANAGX vs. MISHX - Expense Ratio Comparison

ANAGX has a 0.80% expense ratio, which is higher than MISHX's 0.00% expense ratio.


Return for Risk

ANAGX vs. MISHX — Risk / Return Rank

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

ANAGX
ANAGX Risk / Return Rank: 3636
Overall Rank
ANAGX Sharpe Ratio Rank: 3939
Sharpe Ratio Rank
ANAGX Sortino Ratio Rank: 3434
Sortino Ratio Rank
ANAGX Omega Ratio Rank: 3030
Omega Ratio Rank
ANAGX Calmar Ratio Rank: 3838
Calmar Ratio Rank
ANAGX Martin Ratio Rank: 4141
Martin Ratio Rank

MISHX
MISHX Risk / Return Rank: 4343
Overall Rank
MISHX Sharpe Ratio Rank: 4444
Sharpe Ratio Rank
MISHX Sortino Ratio Rank: 3939
Sortino Ratio Rank
MISHX Omega Ratio Rank: 6565
Omega Ratio Rank
MISHX Calmar Ratio Rank: 3838
Calmar Ratio Rank
MISHX Martin Ratio Rank: 3030
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.

ANAGX vs. MISHX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for AB Global Bond Fund (ANAGX) and AB Municipal Income Shares (MISHX). 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.


ANAGXMISHXDifference

Sharpe ratio

Return per unit of total volatility

0.83

0.89

-0.05

Sortino ratio

Return per unit of downside risk

1.15

1.22

-0.07

Omega ratio

Gain probability vs. loss probability

1.16

1.24

-0.09

Calmar ratio

Return relative to maximum drawdown

1.01

1.00

+0.01

Martin ratio

Return relative to average drawdown

4.21

3.25

+0.96

ANAGX vs. MISHX - Sharpe Ratio Comparison

The current ANAGX Sharpe Ratio is 0.83, which is comparable to the MISHX Sharpe Ratio of 0.89. The chart below compares the historical Sharpe Ratios of ANAGX and MISHX, 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


ANAGXMISHXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.83

0.89

-0.05

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.06

0.34

-0.40

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.36

0.71

-0.35

Sharpe Ratio (All Time)

Calculated using the full available price history

0.71

0.90

-0.18

Correlation

The correlation between ANAGX and MISHX is 0.57, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Dividends

ANAGX vs. MISHX - Dividend Comparison

ANAGX's dividend yield for the trailing twelve months is around 3.16%, less than MISHX's 4.85% yield.


TTM20252024202320222021202020192018201720162015
ANAGX
AB Global Bond Fund
3.16%3.40%2.88%2.87%8.08%2.37%2.38%3.22%3.01%2.23%2.96%3.69%
MISHX
AB Municipal Income Shares
4.85%6.23%4.80%3.23%3.75%2.77%3.56%3.98%3.77%3.78%4.25%4.38%

Drawdowns

ANAGX vs. MISHX - Drawdown Comparison

The maximum ANAGX drawdown since its inception was -44.21%, which is greater than MISHX's maximum drawdown of -19.03%. Use the drawdown chart below to compare losses from any high point for ANAGX and MISHX.


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Drawdown Indicators


ANAGXMISHXDifference

Max Drawdown

Largest peak-to-trough decline

-44.21%

-19.03%

-25.18%

Max Drawdown (1Y)

Largest decline over 1 year

-3.12%

-5.34%

+2.22%

Max Drawdown (5Y)

Largest decline over 5 years

-17.60%

-18.20%

+0.60%

Max Drawdown (10Y)

Largest decline over 10 years

-17.60%

-19.03%

+1.43%

Current Drawdown

Current decline from peak

-4.02%

-2.83%

-1.19%

Average Drawdown

Average peak-to-trough decline

-3.68%

-3.44%

-0.24%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.75%

1.65%

-0.90%

Volatility

ANAGX vs. MISHX - Volatility Comparison

AB Global Bond Fund (ANAGX) has a higher volatility of 1.50% compared to AB Municipal Income Shares (MISHX) at 1.22%. This indicates that ANAGX's price experiences larger fluctuations and is considered to be riskier than MISHX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


ANAGXMISHXDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.50%

1.22%

+0.28%

Volatility (6M)

Calculated over the trailing 6-month period

2.20%

1.99%

+0.21%

Volatility (1Y)

Calculated over the trailing 1-year period

3.27%

5.64%

-2.37%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

4.36%

4.95%

-0.59%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

3.70%

5.17%

-1.47%