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ANBIX vs. FFNYX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

ANBIX vs. FFNYX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in AB Bond Inflation Strategy (ANBIX) and Fidelity SAI 0-5 Year Inflation-Protected Bond Index Fund (FFNYX). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period


ANBIX

1D
0.19%
1M
-0.14%
YTD
0.89%
6M
1.09%
1Y
3.33%
3Y*
4.94%
5Y*
2.33%
10Y*
3.56%

FFNYX

1D
-0.10%
1M
-0.20%
YTD
6M
1Y
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

ANBIX vs. FFNYX - Yearly Performance Comparison


Correlation

The correlation between ANBIX and FFNYX is 0.85, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.


Correlation
Correlation (All Time)
Calculated using the full available price history since Mar 16, 2026

0.85

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Return for Risk

ANBIX vs. FFNYX — Risk / Return Rank

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

ANBIX
ANBIX Risk / Return Rank: 5454
Overall Rank
ANBIX Sharpe Ratio Rank: 3737
Sharpe Ratio Rank
ANBIX Sortino Ratio Rank: 4343
Sortino Ratio Rank
ANBIX Omega Ratio Rank: 4444
Omega Ratio Rank
ANBIX Calmar Ratio Rank: 7979
Calmar Ratio Rank
ANBIX Martin Ratio Rank: 6868
Martin Ratio Rank

FFNYX

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

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.

ANBIX vs. FFNYX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for AB Bond Inflation Strategy (ANBIX) and Fidelity SAI 0-5 Year Inflation-Protected Bond Index Fund (FFNYX). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


ANBIXFFNYXDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.33

Calmar ratioReturn relative to maximum drawdown

3.36

Martin ratioReturn relative to average drawdown

12.30

ANBIX vs. FFNYX - Sharpe Ratio Comparison


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Drawdowns

ANBIX vs. FFNYX - Drawdown Comparison

The maximum ANBIX drawdown since its inception was -11.56%, which is greater than FFNYX's maximum drawdown of -0.78%. Use the drawdown chart below to compare losses from any high point for ANBIX and FFNYX.


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Drawdown Indicators


ANBIXFFNYXDifference

Max Drawdown

Largest peak-to-trough decline

-11.56%

-0.78%

-10.78%

Max Drawdown (1Y)

Largest decline over 1 year

-1.05%

Max Drawdown (3Y)

Largest decline over 3 years

-2.52%

Max Drawdown (5Y)

Largest decline over 5 years

-10.85%

Max Drawdown (10Y)

Largest decline over 10 years

-11.56%

Current Drawdown

Current decline from peak

-0.71%

-0.78%

+0.07%

Average Drawdown

Average peak-to-trough decline

-2.19%

-0.21%

-1.98%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.29%

Volatility

ANBIX vs. FFNYX - Volatility Comparison


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Volatility by Period


ANBIXFFNYXDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.88%

Volatility (6M)

Calculated over the trailing 6-month period

1.60%

Volatility (1Y)

Calculated over the trailing 1-year period

2.15%

2.00%

+0.15%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

4.49%

2.00%

+2.49%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

4.01%

2.00%

+2.01%

ANBIX vs. FFNYX - Expense Ratio Comparison

ANBIX has a 0.59% expense ratio, which is higher than FFNYX's 0.05% expense ratio.


Dividends

ANBIX vs. FFNYX - Dividend Comparison

ANBIX's dividend yield for the trailing twelve months is around 4.30%, more than FFNYX's 0.04% yield.


PositionTTM20252024202320222021202020192018201720162015
ANBIX
AB Bond Inflation Strategy
4.30%4.93%3.86%4.55%6.47%4.70%2.22%3.19%3.39%2.05%2.13%1.61%
FFNYX
Fidelity SAI 0-5 Year Inflation-Protected Bond Index Fund
0.04%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


ANBIX and FFNYX have a correlation of 0.85, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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Find the right allocation for ANBIX and FFNYX

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