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ASILX vs. BGLSX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between ASILX and BGLSX is 0.64, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Performance

ASILX vs. BGLSX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in AB Select US Long/Short Portfolio (ASILX) and Boston Partners Global Long/Short Fund (BGLSX). The values are adjusted to include any dividend payments, if applicable.

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Key characteristics

Returns By Period


ASILX

YTD

1.00%

1M

2.03%

6M

-1.07%

1Y

10.41%

3Y*

8.58%

5Y*

9.96%

10Y*

7.63%

BGLSX

YTD

N/A

1M

N/A

6M

N/A

1Y

N/A

3Y*

N/A

5Y*

N/A

10Y*

N/A

*Annualized

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AB Select US Long/Short Portfolio

ASILX vs. BGLSX - Expense Ratio Comparison

ASILX has a 1.55% expense ratio, which is lower than BGLSX's 1.81% expense ratio.


Go deeper with the Portfolio Analysis tool — backtest performance, assess risk, compare to benchmarks, and more

Risk-Adjusted Performance

ASILX vs. BGLSX — Risk-Adjusted Performance Rank

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

ASILX
The Risk-Adjusted Performance Rank of ASILX is 7777
Overall Rank
The Sharpe Ratio Rank of ASILX is 7878
Sharpe Ratio Rank
The Sortino Ratio Rank of ASILX is 7676
Sortino Ratio Rank
The Omega Ratio Rank of ASILX is 7676
Omega Ratio Rank
The Calmar Ratio Rank of ASILX is 8383
Calmar Ratio Rank
The Martin Ratio Rank of ASILX is 7272
Martin Ratio Rank

BGLSX
The Risk-Adjusted Performance Rank of BGLSX is 66
Overall Rank
The Sharpe Ratio Rank of BGLSX is 66
Sharpe Ratio Rank
The Sortino Ratio Rank of BGLSX is 55
Sortino Ratio Rank
The Omega Ratio Rank of BGLSX is 77
Omega Ratio Rank
The Calmar Ratio Rank of BGLSX is 88
Calmar Ratio Rank
The Martin Ratio Rank of BGLSX is 66
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

ASILX vs. BGLSX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for AB Select US Long/Short Portfolio (ASILX) and Boston Partners Global Long/Short Fund (BGLSX). 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.



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Go to the full Sharpe Ratio tool to analyze any stock or portfolio. Customize time frames, set your own risk-free rate, and more

Dividends

ASILX vs. BGLSX - Dividend Comparison

ASILX's dividend yield for the trailing twelve months is around 7.11%, while BGLSX has not paid dividends to shareholders.


TTM20242023202220212020201920182017201620152014
ASILX
AB Select US Long/Short Portfolio
7.11%7.18%1.41%6.52%11.92%4.28%3.55%8.71%5.03%0.00%3.34%4.19%
BGLSX
Boston Partners Global Long/Short Fund
0.98%0.98%1.45%2.19%0.00%0.06%1.32%0.00%0.00%0.22%0.00%0.00%

Drawdowns

ASILX vs. BGLSX - Drawdown Comparison


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Go to the full Drawdowns tool for more analysis options, including inflation-adjusted drawdowns, and more

Volatility

ASILX vs. BGLSX - Volatility Comparison


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