ANAGX vs. SPUS

Last updated Apr 1, 2026

Compare and contrast key facts about AB Global Bond Fund (ANAGX) and SP Funds S&P 500 Sharia Industry Exclusions ETF (SPUS).

ANAGX is managed by AllianceBernstein. It was launched on Mar 26, 1992. SPUS is a passively managed fund by Toroso Investments that tracks the performance of the S&P 500 Shariah Industry Exclusions Index. It was launched on Dec 18, 2019.

Performance

ANAGX vs. SPUS - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in AB Global Bond Fund (ANAGX) and SP Funds S&P 500 Sharia Industry Exclusions ETF (SPUS). The values are adjusted to include any dividend payments, if applicable.

ANAGX vs. SPUS - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019
ANAGX AB Global Bond Fund	-1.03%	4.97%	1.73%	6.53%	-12.41%	-2.49%	4.72%	0.16%
SPUS SP Funds S&P 500 Sharia Industry Exclusions ETF	-5.55%	19.77%	26.49%	34.24%	-22.76%	35.92%	25.68%	0.81%

Returns By Period

In the year-to-date period, ANAGX achieves a -1.03% return, which is significantly higher than SPUS's -5.55% 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%

SPUS

• 1D: 3.24%
• 1M: -5.39%
• YTD: -5.55%
• 6M: -2.24%
• 1Y: 24.49%
• 3Y*: 19.34%
• 5Y*: 13.72%
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

ANAGX vs. SPUS - Expense Ratio Comparison

ANAGX has a 0.80% expense ratio, which is higher than SPUS's 0.49% expense ratio.

ANAGX

AB Global Bond Fund

SPUS

SP Funds S&P 500 Sharia Industry Exclusions ETF

Return for Risk

ANAGX vs. SPUS — Risk / Return Rank

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

ANAGX

ANAGX Risk / Return Rank: 36
ANAGX Sharpe Ratio Rank: 39
ANAGX Sortino Ratio Rank: 34
ANAGX Omega Ratio Rank: 30
ANAGX Calmar Ratio Rank: 38
ANAGX Martin Ratio Rank: 41

SPUS

SPUS Risk / Return Rank: 76
SPUS Sharpe Ratio Rank: 70
SPUS Sortino Ratio Rank: 75
SPUS Omega Ratio Rank: 74
SPUS Calmar Ratio Rank: 78
SPUS Martin Ratio Rank: 82

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. SPUS - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for AB Global Bond Fund (ANAGX) and SP Funds S&P 500 Sharia Industry Exclusions ETF (SPUS). 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.

	ANAGX	SPUS	Difference
Sharpe ratio Return per unit of total volatility	0.83	1.18	-0.34
Sortino ratio Return per unit of downside risk	1.15	1.80	-0.64
Omega ratio Gain probability vs. loss probability	1.16	1.26	-0.11
Calmar ratio Return relative to maximum drawdown	1.01	1.96	-0.95
Martin ratio Return relative to average drawdown	4.21	8.40	-4.19
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

ANAGX vs. SPUS - Sharpe Ratio Comparison

The current ANAGX Sharpe Ratio is 0.83, which is comparable to the SPUS Sharpe Ratio of 1.18. The chart below compares the historical Sharpe Ratios of ANAGX and SPUS, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Sharpe Ratios by Period

	ANAGX	SPUS	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	0.83	1.18	-0.34
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	-0.06	0.72	-0.78
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.36	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.71	0.75	-0.04

Correlation

The correlation between ANAGX and SPUS is 0.10, 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

ANAGX vs. SPUS - Dividend Comparison

ANAGX's dividend yield for the trailing twelve months is around 3.16%, more than SPUS's 0.63% yield.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
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%
SPUS SP Funds S&P 500 Sharia Industry Exclusions ETF	0.63%	0.60%	0.70%	0.87%	1.21%	1.15%	1.04%	0.00%	0.00%	0.00%	0.00%	0.00%

Drawdowns

ANAGX vs. SPUS - Drawdown Comparison

The maximum ANAGX drawdown since its inception was -44.21%, which is greater than SPUS's maximum drawdown of -30.80%. Use the drawdown chart below to compare losses from any high point for ANAGX and SPUS.

Drawdown Indicators

	ANAGX	SPUS	Difference
Max Drawdown Largest peak-to-trough decline	-44.21%	-30.80%	-13.41%
Max Drawdown (1Y) Largest decline over 1 year	-3.12%	-12.76%	+9.64%
Max Drawdown (5Y) Largest decline over 5 years	-17.60%	-28.06%	+10.46%
Max Drawdown (10Y) Largest decline over 10 years	-17.60%	—	—
Current Drawdown Current decline from peak	-4.02%	-7.77%	+3.75%
Average Drawdown Average peak-to-trough decline	-3.68%	-6.35%	+2.67%
Ulcer Index Depth and duration of drawdowns from previous peaks	0.75%	2.98%	-2.23%

Volatility

ANAGX vs. SPUS - Volatility Comparison

The current volatility for AB Global Bond Fund (ANAGX) is 1.50%, while SP Funds S&P 500 Sharia Industry Exclusions ETF (SPUS) has a volatility of 6.04%. This indicates that ANAGX experiences smaller price fluctuations and is considered to be less risky than SPUS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	ANAGX	SPUS	Difference
Volatility (1M) Calculated over the trailing 1-month period	1.50%	6.04%	-4.54%
Volatility (6M) Calculated over the trailing 6-month period	2.20%	11.25%	-9.05%
Volatility (1Y) Calculated over the trailing 1-year period	3.27%	20.90%	-17.63%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	4.36%	19.20%	-14.84%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	3.70%	21.43%	-17.73%