ANGLX vs. ABR
ANGLX (Angel Oak Multi-Strategy Income Fund) is Multisector Bonds fund managed by Angel Oak, while ABR (Arbor Realty Trust, Inc.) is a stock. Over the past 10 years, ANGLX returned 2.29%/yr vs 6.99%/yr for ABR. Their 0.09 correlation means their historical movements had little consistent relationship.
Performance
ANGLX vs. ABR - Performance Comparison
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Returns By Period
In the year-to-date period, ANGLX achieves a 1.94% return, which is significantly higher than ABR's -31.09% return. Over the past 10 years, ANGLX has underperformed ABR with an annualized return of 2.29%, while ABR has yielded a comparatively higher 6.99% annualized return.
ANGLX
- 1D
- 0.00%
- 1M
- -0.57%
- 6M
- 1.46%
- YTD
- 1.94%
- 1Y
- 5.08%
- 3Y*
- 6.54%
- 5Y*
- 1.24%
- 10Y*
- 2.29%
- ALL TIME*
- 4.10%
ABR
- 1D
- 4.59%
- 1M
- -4.93%
- 6M
- -30.56%
- YTD
- -31.09%
- 1Y
- -49.35%
- 3Y*
- -23.79%
- 5Y*
- -13.59%
- 10Y*
- 6.99%
- ALL TIME*
- 2.22%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $19.89M | $19.44M | $26.50M | |
| $0.00 | $0.00 | $0.00 |
ANGLX vs. ABR - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
ANGLX Angel Oak Multi-Strategy Income Fund | 1.94% | 7.45% | 7.60% | 4.06% | -14.00% | 4.26% | -1.99% | 4.73% | 2.62% | 5.47% |
ABR Arbor Realty Trust, Inc. | -31.09% | -36.65% | 3.16% | 29.73% | -20.73% | 39.42% | 10.04% | 55.19% | 30.04% | 26.60% |
Correlation
The correlation between ANGLX and ABR is 0.32, which is low. Their historical price movements had little consistent relationship.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.32 |
Correlation (3Y) Balances recent behavior with more history. | 0.22 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.18 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.12 |
Correlation (All Time) Calculated using the full available price history since Jul 7, 2011 | 0.09 |
Over the past year, ANGLX and ABR have become more correlated (0.32) than their long-term average of 0.09, meaning their price movements have been converging.
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Return for Risk
ANGLX vs. ABR — Risk / Return Rank
ANGLX
ABR
ANGLX vs. ABR - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Angel Oak Multi-Strategy Income Fund (ANGLX) and Arbor Realty Trust, Inc. (ABR). 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.
| ANGLX | ABR | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +3.81 | ||
| Sortino ratioReturn per unit of downside risk | +6.77 | ||
| Omega ratioGain probability vs. loss probability | 1.67 | 0.78 | +0.89 |
| Calmar ratioReturn relative to maximum drawdown | 4.05 | -0.86 | +4.90 |
| Martin ratioReturn relative to average drawdown | 16.47 | -1.43 | +17.90 |
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Drawdowns
ANGLX vs. ABR - Drawdown Comparison
The maximum ANGLX drawdown since its inception was -16.40%, smaller than the maximum ABR drawdown of -97.76%. Use the drawdown chart below to compare losses from any high point for ANGLX and ABR.
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Drawdown Indicators
| ANGLX | ABR | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -16.40% | -97.76% | +81.36% |
Max Drawdown (1Y)Largest decline over 1 year | -1.47% | -57.57% | +56.10% |
Max Drawdown (3Y)Largest decline over 3 years | -1.59% | -62.01% | +60.42% |
Max Drawdown (5Y)Largest decline over 5 years | -14.34% | -62.01% | +47.67% |
Max Drawdown (10Y)Largest decline over 10 years | -16.40% | -72.76% | +56.36% |
Current DrawdownCurrent decline from peak | -0.68% | -60.26% | +59.58% |
Average DrawdownAverage peak-to-trough decline | -2.72% | -41.97% | +39.25% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.36% | 34.48% | -34.12% |
Volatility
ANGLX vs. ABR - Volatility Comparison
The current volatility for Angel Oak Multi-Strategy Income Fund (ANGLX) is 0.49%, while Arbor Realty Trust, Inc. (ABR) has a volatility of 11.42%. This indicates that ANGLX experiences smaller price fluctuations and is considered to be less risky than ABR based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| ANGLX | ABR | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 0.49% | 11.42% | -10.93% |
Volatility (6M)Calculated over the trailing 6-month period | 1.72% | 34.59% | -32.87% |
Volatility (1Y)Calculated over the trailing 1-year period | 2.26% | 42.02% | -39.76% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 2.81% | 37.40% | -34.59% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 3.29% | 40.63% | -37.34% |
Dividends
ANGLX vs. ABR - Dividend Comparison
ANGLX's dividend yield for the trailing twelve months is around 4.74%, less than ABR's 21.36% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
ABR Arbor Realty Trust, Inc. | 21.36% | 17.14% | 12.42% | 11.07% | 11.68% | 7.53% | 8.67% | 7.94% | 11.22% | 8.33% | 8.31% | 8.11% |
ANGLX Angel Oak Multi-Strategy Income Fund | 4.74% | 5.41% | 5.89% | 4.78% | 3.69% | 4.69% | 4.38% | 4.53% | 4.70% | 4.97% | 5.83% | 6.74% |
Frequently Asked Questions
ANGLX and ABR have a correlation of 0.32, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
ABR has higher volatility (11.42%) compared to ANGLX (0.49%). In terms of maximum drawdown, ANGLX dropped -16.40% vs ABR's -97.76%.
ANGLX currently has the higher Sharpe Ratio (2.64 vs -1.18), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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