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ANAZX vs. ACGYX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

ANAZX vs. ACGYX - Performance Comparison

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

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ANAZX vs. ACGYX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
ANAZX
AB Global Bond Fund Class Z
-0.99%6.42%2.70%5.99%-12.17%-2.14%5.13%7.84%0.38%3.18%
ACGYX
AB Income Fund
-1.08%7.86%2.07%6.16%-15.45%-1.30%6.88%11.25%-1.21%6.33%

Returns By Period

In the year-to-date period, ANAZX achieves a -0.99% return, which is significantly higher than ACGYX's -1.08% return.


ANAZX

1D
0.44%
1M
-2.70%
YTD
-0.99%
6M
-0.48%
1Y
2.84%
3Y*
3.79%
5Y*
0.22%
10Y*
1.73%

ACGYX

1D
0.47%
1M
-2.90%
YTD
-1.08%
6M
-0.04%
1Y
3.53%
3Y*
4.04%
5Y*
-0.04%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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ANAZX vs. ACGYX - Expense Ratio Comparison

ANAZX has a 0.52% expense ratio, which is lower than ACGYX's 0.54% expense ratio.


Return for Risk

ANAZX vs. ACGYX — Risk / Return Rank

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

ANAZX
ANAZX Risk / Return Rank: 5555
Overall Rank
ANAZX Sharpe Ratio Rank: 5959
Sharpe Ratio Rank
ANAZX Sortino Ratio Rank: 6161
Sortino Ratio Rank
ANAZX Omega Ratio Rank: 5151
Omega Ratio Rank
ANAZX Calmar Ratio Rank: 5353
Calmar Ratio Rank
ANAZX Martin Ratio Rank: 5353
Martin Ratio Rank

ACGYX
ACGYX Risk / Return Rank: 4242
Overall Rank
ACGYX Sharpe Ratio Rank: 4141
Sharpe Ratio Rank
ACGYX Sortino Ratio Rank: 3737
Sortino Ratio Rank
ACGYX Omega Ratio Rank: 3030
Omega Ratio Rank
ACGYX Calmar Ratio Rank: 5959
Calmar Ratio Rank
ACGYX Martin Ratio Rank: 4444
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.

ANAZX vs. ACGYX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for AB Global Bond Fund Class Z (ANAZX) and AB Income Fund (ACGYX). 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.


ANAZXACGYXDifference

Sharpe ratio

Return per unit of total volatility

1.06

0.85

+0.22

Sortino ratio

Return per unit of downside risk

1.57

1.19

+0.38

Omega ratio

Gain probability vs. loss probability

1.21

1.15

+0.05

Calmar ratio

Return relative to maximum drawdown

1.26

1.37

-0.12

Martin ratio

Return relative to average drawdown

5.19

4.45

+0.74

ANAZX vs. ACGYX - Sharpe Ratio Comparison

The current ANAZX Sharpe Ratio is 1.06, which is comparable to the ACGYX Sharpe Ratio of 0.85. The chart below compares the historical Sharpe Ratios of ANAZX and ACGYX, 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


ANAZXACGYXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.06

0.85

+0.22

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.05

-0.01

+0.06

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.47

Sharpe Ratio (All Time)

Calculated using the full available price history

0.65

0.39

+0.26

Correlation

The correlation between ANAZX and ACGYX is 0.84, 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

ANAZX vs. ACGYX - Dividend Comparison

ANAZX's dividend yield for the trailing twelve months is around 3.73%, less than ACGYX's 4.62% yield.


TTM20252024202320222021202020192018201720162015
ANAZX
AB Global Bond Fund Class Z
3.73%4.89%3.67%2.53%8.39%2.73%2.64%3.71%3.17%2.53%3.27%4.06%
ACGYX
AB Income Fund
4.62%5.02%5.38%4.04%3.99%2.95%3.80%4.50%4.54%5.84%3.23%0.00%

Drawdowns

ANAZX vs. ACGYX - Drawdown Comparison

The maximum ANAZX drawdown since its inception was -17.24%, smaller than the maximum ACGYX drawdown of -21.58%. Use the drawdown chart below to compare losses from any high point for ANAZX and ACGYX.


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Drawdown Indicators


ANAZXACGYXDifference

Max Drawdown

Largest peak-to-trough decline

-17.24%

-21.58%

+4.34%

Max Drawdown (1Y)

Largest decline over 1 year

-3.13%

-3.36%

+0.23%

Max Drawdown (5Y)

Largest decline over 5 years

-17.24%

-21.58%

+4.34%

Max Drawdown (10Y)

Largest decline over 10 years

-17.24%

Current Drawdown

Current decline from peak

-2.70%

-3.84%

+1.14%

Average Drawdown

Average peak-to-trough decline

-3.42%

-5.45%

+2.03%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.76%

1.04%

-0.28%

Volatility

ANAZX vs. ACGYX - Volatility Comparison

The current volatility for AB Global Bond Fund Class Z (ANAZX) is 1.47%, while AB Income Fund (ACGYX) has a volatility of 1.68%. This indicates that ANAZX experiences smaller price fluctuations and is considered to be less risky than ACGYX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


ANAZXACGYXDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.47%

1.68%

-0.21%

Volatility (6M)

Calculated over the trailing 6-month period

2.18%

2.77%

-0.59%

Volatility (1Y)

Calculated over the trailing 1-year period

3.43%

4.71%

-1.28%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

4.39%

6.45%

-2.06%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

3.72%

5.44%

-1.72%