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

Correlation

The correlation between ASILX and BLNDX is 0.69, 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: 0.7

Performance

ASILX vs. BLNDX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in AB Select US Long/Short Portfolio (ASILX) and Standpoint Multi-Asset Fund Institutional (BLNDX). The values are adjusted to include any dividend payments, if applicable.

40.00%45.00%50.00%55.00%60.00%65.00%December2025FebruaryMarchAprilMay
53.47%
48.75%
ASILX
BLNDX

Key characteristics

Sharpe Ratio

ASILX:

1.29

BLNDX:

-0.59

Sortino Ratio

ASILX:

1.79

BLNDX:

-0.68

Omega Ratio

ASILX:

1.24

BLNDX:

0.91

Calmar Ratio

ASILX:

1.49

BLNDX:

-0.43

Martin Ratio

ASILX:

4.70

BLNDX:

-1.18

Ulcer Index

ASILX:

2.52%

BLNDX:

6.36%

Daily Std Dev

ASILX:

9.21%

BLNDX:

12.70%

Max Drawdown

ASILX:

-18.36%

BLNDX:

-17.69%

Current Drawdown

ASILX:

-4.55%

BLNDX:

-13.32%

Returns By Period

In the year-to-date period, ASILX achieves a -0.33% return, which is significantly higher than BLNDX's -8.53% return.


ASILX

YTD

-0.33%

1M

3.69%

6M

1.47%

1Y

10.38%

5Y*

10.46%

10Y*

7.61%

BLNDX

YTD

-8.53%

1M

3.15%

6M

-7.40%

1Y

-7.34%

5Y*

8.19%

10Y*

N/A

*Annualized

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ASILX vs. BLNDX - Expense Ratio Comparison

ASILX has a 1.55% expense ratio, which is higher than BLNDX's 1.27% expense ratio.


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%
Expense ratio chart for BLNDX: current value is 1.27%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
BLNDX: 1.27%

Risk-Adjusted Performance

ASILX vs. BLNDX — 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

BLNDX
The Risk-Adjusted Performance Rank of BLNDX is 22
Overall Rank
The Sharpe Ratio Rank of BLNDX is 22
Sharpe Ratio Rank
The Sortino Ratio Rank of BLNDX is 11
Sortino Ratio Rank
The Omega Ratio Rank of BLNDX is 22
Omega Ratio Rank
The Calmar Ratio Rank of BLNDX is 11
Calmar Ratio Rank
The Martin Ratio Rank of BLNDX is 11
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. BLNDX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for AB Select US Long/Short Portfolio (ASILX) and Standpoint Multi-Asset Fund Institutional (BLNDX). 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
BLNDX: -0.59
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
BLNDX: -0.68
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
BLNDX: 0.91
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
BLNDX: -0.43
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
BLNDX: -1.18

The current ASILX Sharpe Ratio is 1.29, which is higher than the BLNDX Sharpe Ratio of -0.59. The chart below compares the historical Sharpe Ratios of ASILX and BLNDX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio-1.000.001.002.003.00December2025FebruaryMarchAprilMay
1.29
-0.59
ASILX
BLNDX

Dividends

ASILX vs. BLNDX - Dividend Comparison

ASILX's dividend yield for the trailing twelve months is around 0.77%, less than BLNDX's 6.27% yield.


TTM202420232022202120202019
ASILX
AB Select US Long/Short Portfolio
0.77%0.76%1.41%0.00%0.00%0.00%0.18%
BLNDX
Standpoint Multi-Asset Fund Institutional
6.27%5.74%0.88%0.53%4.70%1.21%0.00%

Drawdowns

ASILX vs. BLNDX - Drawdown Comparison

The maximum ASILX drawdown since its inception was -18.36%, roughly equal to the maximum BLNDX drawdown of -17.69%. Use the drawdown chart below to compare losses from any high point for ASILX and BLNDX. For additional features, visit the drawdowns tool.


-15.00%-10.00%-5.00%0.00%December2025FebruaryMarchAprilMay
-4.55%
-13.32%
ASILX
BLNDX

Volatility

ASILX vs. BLNDX - Volatility Comparison

The current volatility for AB Select US Long/Short Portfolio (ASILX) is 4.18%, while Standpoint Multi-Asset Fund Institutional (BLNDX) has a volatility of 6.72%. This indicates that ASILX experiences smaller price fluctuations and is considered to be less risky than BLNDX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


1.00%2.00%3.00%4.00%5.00%6.00%7.00%December2025FebruaryMarchAprilMay
4.18%
6.72%
ASILX
BLNDX