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

ASILX vs. BGLSX

Last updated May 5, 2025

Compare and contrast key facts about AB Select US Long/Short Portfolio (ASILX) and Boston Partners Global Long/Short Fund (BGLSX).

ASILX is managed by AllianceBernstein. It was launched on Dec 11, 2012. BGLSX is managed by Boston Partners. It was launched on Dec 30, 2013.

Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: ASILX or BGLSX.

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.

-0.50.00.51.0
Correlation: 0.6

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.
60.00%70.00%80.00%90.00%100.00%110.00%120.00%130.00%December2025FebruaryMarchAprilMay
115.75%
64.40%
ASILX
BGLSX

Key characteristics

Returns By Period

ASILX

YTD

-0.33%

1M

3.69%

6M

1.47%

1Y

10.38%

5Y*

10.46%

10Y*

7.61%

BGLSX

YTD

N/A

1M

N/A

6M

N/A

1Y

N/A

5Y*

N/A

10Y*

N/A

*Annualized

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ASILX vs. BGLSX - Expense Ratio Comparison

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

BGLSX
Boston Partners Global Long/Short Fund
Expense ratio chart for BGLSX: current value is 1.81%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
BGLSX: 1.81%
ASILX
AB Select US Long/Short Portfolio
Expense ratio chart for ASILX: current value is 1.55%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
ASILX: 1.55%

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 8383
Overall Rank
The Sharpe Ratio Rank of ASILX is 8282
Sharpe Ratio Rank
The Sortino Ratio Rank of ASILX is 8181
Sortino Ratio Rank
The Omega Ratio Rank of ASILX is 8282
Omega Ratio Rank
The Calmar Ratio Rank of ASILX is 9090
Calmar Ratio Rank
The Martin Ratio Rank of ASILX is 8282
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.

The chart of Sharpe ratio for ASILX, currently valued at 1.29, compared to the broader market-2.00-1.000.001.002.003.00
ASILX: 1.29
BGLSX: -0.46
The chart of Sortino ratio for ASILX, currently valued at 1.79, compared to the broader market-2.000.002.004.006.008.00
ASILX: 1.79
BGLSX: -0.46
The chart of Omega ratio for ASILX, currently valued at 1.24, compared to the broader market0.501.001.502.002.503.00
ASILX: 1.24
BGLSX: 0.85
The chart of Calmar ratio for ASILX, currently valued at 1.49, compared to the broader market0.002.004.006.008.0010.00
ASILX: 1.49
BGLSX: -0.47
The chart of Martin ratio for ASILX, currently valued at 4.70, compared to the broader market0.0010.0020.0030.0040.00
ASILX: 4.70
BGLSX: -0.61

Rolling 12-month Sharpe Ratio-1.000.001.002.003.00December2025FebruaryMarchAprilMay
1.29
-0.46
ASILX
BGLSX

Dividends

ASILX vs. BGLSX - Dividend Comparison

ASILX's dividend yield for the trailing twelve months is around 0.77%, while BGLSX has not paid dividends to shareholders.

TTM202420232022202120202019201820172016
ASILX
AB Select US Long/Short Portfolio		0.77%0.76%1.41%0.00%0.00%0.00%0.18%0.00%0.00%0.00%
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%

Drawdowns

ASILX vs. BGLSX - Drawdown Comparison

-10.00%-8.00%-6.00%-4.00%-2.00%0.00%December2025FebruaryMarchAprilMay
-4.55%
-9.28%
ASILX
BGLSX

Volatility

ASILX vs. BGLSX - Volatility Comparison

AB Select US Long/Short Portfolio (ASILX) has a higher volatility of 4.18% compared to Boston Partners Global Long/Short Fund (BGLSX) at 0.00%. This indicates that ASILX's price experiences larger fluctuations and is considered to be riskier than BGLSX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

0.00%1.00%2.00%3.00%4.00%December2025FebruaryMarchAprilMay
4.18%
0
ASILX
BGLSX