ASILX vs. PWLIX
Compare and contrast key facts about AB Select US Long/Short Portfolio (ASILX) and PIMCO RAE Worldwide Long/Short PLUS Fund (PWLIX).
ASILX is managed by AllianceBernstein. It was launched on Dec 11, 2012. PWLIX is managed by PIMCO. It was launched on Dec 3, 2014.
Performance
ASILX vs. PWLIX - Performance Comparison
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ASILX vs. PWLIX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
ASILX AB Select US Long/Short Portfolio | -2.41% | 9.77% | 18.46% | 11.06% | -9.94% | 17.81% | 10.23% | 17.17% | -1.61% | 12.61% |
PWLIX PIMCO RAE Worldwide Long/Short PLUS Fund | 9.51% | 4.64% | 4.65% | 4.04% | 4.33% | 15.15% | -12.66% | 9.60% | 0.49% | 11.80% |
Returns By Period
In the year-to-date period, ASILX achieves a -2.41% return, which is significantly lower than PWLIX's 9.51% return. Over the past 10 years, ASILX has outperformed PWLIX with an annualized return of 8.41%, while PWLIX has yielded a comparatively lower 5.83% annualized return.
ASILX
- 1D
- -0.07%
- 1M
- -2.68%
- YTD
- -2.41%
- 6M
- -1.15%
- 1Y
- 7.77%
- 3Y*
- 11.88%
- 5Y*
- 7.29%
- 10Y*
- 8.41%
PWLIX
- 1D
- 1.13%
- 1M
- 0.50%
- YTD
- 9.51%
- 6M
- 8.92%
- 1Y
- 6.36%
- 3Y*
- 8.08%
- 5Y*
- 7.13%
- 10Y*
- 5.83%
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ASILX vs. PWLIX - Expense Ratio Comparison
ASILX has a 1.55% expense ratio, which is higher than PWLIX's 1.19% expense ratio.
Return for Risk
ASILX vs. PWLIX — Risk / Return Rank
ASILX
PWLIX
ASILX vs. PWLIX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for AB Select US Long/Short Portfolio (ASILX) and PIMCO RAE Worldwide Long/Short PLUS Fund (PWLIX). 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.
| ASILX | PWLIX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.23 | 0.79 | +0.44 |
Sortino ratioReturn per unit of downside risk | 1.72 | 1.14 | +0.58 |
Omega ratioGain probability vs. loss probability | 1.25 | 1.15 | +0.10 |
Calmar ratioReturn relative to maximum drawdown | 2.01 | 1.38 | +0.63 |
Martin ratioReturn relative to average drawdown | 7.16 | 2.63 | +4.53 |
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
| ASILX | PWLIX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.23 | 0.79 | +0.44 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.91 | 0.81 | +0.10 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.91 | 0.65 | +0.25 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.91 | 0.54 | +0.37 |
Correlation
The correlation between ASILX and PWLIX is 0.26, 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
ASILX vs. PWLIX - Dividend Comparison
ASILX's dividend yield for the trailing twelve months is around 13.48%, more than PWLIX's 6.07% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
ASILX AB Select US Long/Short Portfolio | 13.48% | 13.15% | 7.18% | 1.41% | 6.51% | 11.92% | 4.28% | 3.54% | 8.71% | 5.03% | 0.00% | 3.35% |
PWLIX PIMCO RAE Worldwide Long/Short PLUS Fund | 6.07% | 6.65% | 4.75% | 5.51% | 14.75% | 11.99% | 7.31% | 6.79% | 0.39% | 10.82% | 4.16% | 3.61% |
Drawdowns
ASILX vs. PWLIX - Drawdown Comparison
The maximum ASILX drawdown since its inception was -18.36%, smaller than the maximum PWLIX drawdown of -26.92%. Use the drawdown chart below to compare losses from any high point for ASILX and PWLIX.
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Drawdown Indicators
| ASILX | PWLIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -18.36% | -26.92% | +8.56% |
Max Drawdown (1Y)Largest decline over 1 year | -3.62% | -5.79% | +2.17% |
Max Drawdown (5Y)Largest decline over 5 years | -12.30% | -11.74% | -0.56% |
Max Drawdown (10Y)Largest decline over 10 years | -18.36% | -26.92% | +8.56% |
Current DrawdownCurrent decline from peak | -3.61% | 0.00% | -3.61% |
Average DrawdownAverage peak-to-trough decline | -2.49% | -4.16% | +1.67% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.01% | 3.03% | -2.02% |
Volatility
ASILX vs. PWLIX - Volatility Comparison
The current volatility for AB Select US Long/Short Portfolio (ASILX) is 1.16%, while PIMCO RAE Worldwide Long/Short PLUS Fund (PWLIX) has a volatility of 2.39%. This indicates that ASILX experiences smaller price fluctuations and is considered to be less risky than PWLIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| ASILX | PWLIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.16% | 2.39% | -1.23% |
Volatility (6M)Calculated over the trailing 6-month period | 4.00% | 6.03% | -2.03% |
Volatility (1Y)Calculated over the trailing 1-year period | 6.59% | 9.04% | -2.45% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 8.04% | 8.86% | -0.82% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 9.30% | 8.94% | +0.36% |