ANGLX vs. ABR
Compare and contrast key facts about Angel Oak Multi-Strategy Income Fund (ANGLX) and Arbor Realty Trust, Inc. (ABR).
ANGLX is managed by Angel Oak. It was launched on Jun 27, 2011.
Performance
ANGLX vs. ABR - Performance Comparison
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ANGLX vs. ABR - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
ANGLX Angel Oak Multi-Strategy Income Fund | 0.41% | 7.45% | 7.60% | 4.06% | -14.00% | 4.26% | -1.99% | 4.73% | 2.62% | 5.47% |
ABR Arbor Realty Trust, Inc. | 2.99% | -36.65% | 3.16% | 29.73% | -20.73% | 39.42% | 10.04% | 55.19% | 30.04% | 26.60% |
Returns By Period
In the year-to-date period, ANGLX achieves a 0.41% return, which is significantly lower than ABR's 2.99% return. Over the past 10 years, ANGLX has underperformed ABR with an annualized return of 2.49%, while ABR has yielded a comparatively higher 12.30% annualized return.
ANGLX
- 1D
- 0.23%
- 1M
- -1.24%
- YTD
- 0.41%
- 6M
- 1.99%
- 1Y
- 5.50%
- 3Y*
- 6.11%
- 5Y*
- 1.36%
- 10Y*
- 2.49%
ABR
- 1D
- 4.90%
- 1M
- 0.78%
- YTD
- 2.99%
- 6M
- -32.31%
- 1Y
- -25.79%
- 3Y*
- -0.88%
- 5Y*
- -3.65%
- 10Y*
- 12.30%
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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.
| ANGLX | ABR | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 2.57 | -0.64 | +3.21 |
Sortino ratioReturn per unit of downside risk | 4.73 | -0.73 | +5.46 |
Omega ratioGain probability vs. loss probability | 1.64 | 0.91 | +0.73 |
Calmar ratioReturn relative to maximum drawdown | 4.23 | -0.64 | +4.87 |
Martin ratioReturn relative to average drawdown | 14.83 | -1.20 | +16.03 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| ANGLX | ABR | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.57 | -0.64 | +3.21 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.49 | -0.10 | +0.60 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.76 | 0.31 | +0.45 |
Sharpe Ratio (All Time)Calculated using the full available price history | 1.26 | 0.08 | +1.18 |
Correlation
The correlation between ANGLX and ABR is 0.08, 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
ANGLX vs. ABR - Dividend Comparison
ANGLX's dividend yield for the trailing twelve months is around 4.88%, less than ABR's 15.56% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
ANGLX Angel Oak Multi-Strategy Income Fund | 4.88% | 5.41% | 5.89% | 4.78% | 3.69% | 4.69% | 4.38% | 4.53% | 4.70% | 4.97% | 5.83% | 6.74% |
ABR Arbor Realty Trust, Inc. | 15.56% | 17.14% | 12.42% | 11.07% | 11.68% | 7.53% | 8.67% | 7.94% | 11.22% | 8.33% | 8.31% | 8.11% |
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% | -40.49% | +39.02% |
Max Drawdown (5Y)Largest decline over 5 years | -14.34% | -46.72% | +32.38% |
Max Drawdown (10Y)Largest decline over 10 years | -16.40% | -72.76% | +56.36% |
Current DrawdownCurrent decline from peak | -1.24% | -40.61% | +39.37% |
Average DrawdownAverage peak-to-trough decline | -2.78% | -41.83% | +39.05% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.42% | 21.57% | -21.15% |
Volatility
ANGLX vs. ABR - Volatility Comparison
The current volatility for Angel Oak Multi-Strategy Income Fund (ANGLX) is 0.61%, while Arbor Realty Trust, Inc. (ABR) has a volatility of 12.40%. 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 | 0.61% | 12.40% | -11.79% |
Volatility (6M)Calculated over the trailing 6-month period | 1.45% | 30.52% | -29.07% |
Volatility (1Y)Calculated over the trailing 1-year period | 2.34% | 40.43% | -38.09% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 2.76% | 36.10% | -33.34% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 3.28% | 39.77% | -36.49% |