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AUNYX vs. DMREX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

AUNYX vs. DMREX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in AB Municipal Bond Inflation Strategy (AUNYX) and DFA Municipal Real Return Portfolio (DMREX). The values are adjusted to include any dividend payments, if applicable.

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AUNYX vs. DMREX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
AUNYX
AB Municipal Bond Inflation Strategy
0.48%5.19%2.36%5.17%-4.84%7.30%4.58%6.74%-0.07%3.36%
DMREX
DFA Municipal Real Return Portfolio
1.10%2.77%3.10%2.56%-1.42%6.75%4.11%6.64%-0.51%2.57%

Returns By Period

In the year-to-date period, AUNYX achieves a 0.48% return, which is significantly lower than DMREX's 1.10% return. Over the past 10 years, AUNYX has outperformed DMREX with an annualized return of 3.00%, while DMREX has yielded a comparatively lower 2.77% annualized return.


AUNYX

1D
0.09%
1M
-1.47%
YTD
0.48%
6M
1.11%
1Y
4.23%
3Y*
3.37%
5Y*
2.64%
10Y*
3.00%

DMREX

1D
0.00%
1M
0.33%
YTD
1.10%
6M
1.08%
1Y
2.48%
3Y*
2.54%
5Y*
2.66%
10Y*
2.77%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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AUNYX vs. DMREX - Expense Ratio Comparison

AUNYX has a 0.50% expense ratio, which is higher than DMREX's 0.24% expense ratio.


Return for Risk

AUNYX vs. DMREX — Risk / Return Rank

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

AUNYX
AUNYX Risk / Return Rank: 6262
Overall Rank
AUNYX Sharpe Ratio Rank: 6969
Sharpe Ratio Rank
AUNYX Sortino Ratio Rank: 6363
Sortino Ratio Rank
AUNYX Omega Ratio Rank: 7575
Omega Ratio Rank
AUNYX Calmar Ratio Rank: 5050
Calmar Ratio Rank
AUNYX Martin Ratio Rank: 5353
Martin Ratio Rank

DMREX
DMREX Risk / Return Rank: 9292
Overall Rank
DMREX Sharpe Ratio Rank: 9494
Sharpe Ratio Rank
DMREX Sortino Ratio Rank: 9595
Sortino Ratio Rank
DMREX Omega Ratio Rank: 9696
Omega Ratio Rank
DMREX Calmar Ratio Rank: 9292
Calmar Ratio Rank
DMREX Martin Ratio Rank: 8484
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

AUNYX vs. DMREX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for AB Municipal Bond Inflation Strategy (AUNYX) and DFA Municipal Real Return Portfolio (DMREX). 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.


AUNYXDMREXDifference

Sharpe ratio

Return per unit of total volatility

1.29

2.23

-0.94

Sortino ratio

Return per unit of downside risk

1.70

3.23

-1.53

Omega ratio

Gain probability vs. loss probability

1.30

1.60

-0.30

Calmar ratio

Return relative to maximum drawdown

1.36

2.90

-1.55

Martin ratio

Return relative to average drawdown

5.60

9.35

-3.76

AUNYX vs. DMREX - Sharpe Ratio Comparison

The current AUNYX Sharpe Ratio is 1.29, which is lower than the DMREX Sharpe Ratio of 2.23. The chart below compares the historical Sharpe Ratios of AUNYX and DMREX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


AUNYXDMREXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.29

2.23

-0.94

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.78

1.09

-0.31

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.84

0.88

-0.04

Sharpe Ratio (All Time)

Calculated using the full available price history

0.84

0.86

-0.02

Correlation

The correlation between AUNYX and DMREX is 0.68, 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.


Dividends

AUNYX vs. DMREX - Dividend Comparison

AUNYX's dividend yield for the trailing twelve months is around 3.29%, which matches DMREX's 3.30% yield.


TTM20252024202320222021202020192018201720162015
AUNYX
AB Municipal Bond Inflation Strategy
3.29%3.26%2.53%2.44%1.64%1.66%2.37%2.86%2.64%2.13%2.01%1.90%
DMREX
DFA Municipal Real Return Portfolio
3.30%2.95%3.55%1.96%1.16%0.98%1.44%2.26%1.54%1.32%1.15%1.09%

Drawdowns

AUNYX vs. DMREX - Drawdown Comparison

The maximum AUNYX drawdown since its inception was -14.10%, which is greater than DMREX's maximum drawdown of -13.22%. Use the drawdown chart below to compare losses from any high point for AUNYX and DMREX.


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Drawdown Indicators


AUNYXDMREXDifference

Max Drawdown

Largest peak-to-trough decline

-14.10%

-13.22%

-0.88%

Max Drawdown (1Y)

Largest decline over 1 year

-3.33%

-0.92%

-2.41%

Max Drawdown (5Y)

Largest decline over 5 years

-8.44%

-5.33%

-3.11%

Max Drawdown (10Y)

Largest decline over 10 years

-14.10%

-13.22%

-0.88%

Current Drawdown

Current decline from peak

-1.47%

-0.32%

-1.15%

Average Drawdown

Average peak-to-trough decline

-1.39%

-0.89%

-0.50%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.81%

0.29%

+0.52%

Volatility

AUNYX vs. DMREX - Volatility Comparison

AB Municipal Bond Inflation Strategy (AUNYX) has a higher volatility of 1.10% compared to DFA Municipal Real Return Portfolio (DMREX) at 0.48%. This indicates that AUNYX's price experiences larger fluctuations and is considered to be riskier than DMREX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


AUNYXDMREXDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.10%

0.48%

+0.62%

Volatility (6M)

Calculated over the trailing 6-month period

1.49%

0.71%

+0.78%

Volatility (1Y)

Calculated over the trailing 1-year period

3.23%

1.17%

+2.06%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

3.40%

2.47%

+0.93%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

3.58%

3.14%

+0.44%