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AUNYX vs. LSMSX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

AUNYX vs. LSMSX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in AB Municipal Bond Inflation Strategy (AUNYX) and Western Asset SMASh Series TF Fund (LSMSX). The values are adjusted to include any dividend payments, if applicable.

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AUNYX vs. LSMSX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
AUNYX
AB Municipal Bond Inflation Strategy
0.39%5.19%2.36%5.17%-4.84%7.30%4.58%6.74%-0.07%2.19%
LSMSX
Western Asset SMASh Series TF Fund
-0.27%3.22%2.22%7.96%-10.03%4.11%4.48%8.16%0.46%4.92%

Returns By Period

In the year-to-date period, AUNYX achieves a 0.39% return, which is significantly higher than LSMSX's -0.27% return.


AUNYX

1D
0.18%
1M
-1.47%
YTD
0.39%
6M
1.02%
1Y
4.03%
3Y*
3.34%
5Y*
2.62%
10Y*
2.99%

LSMSX

1D
0.21%
1M
-2.62%
YTD
-0.27%
6M
1.22%
1Y
3.63%
3Y*
3.26%
5Y*
1.12%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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AUNYX vs. LSMSX - Expense Ratio Comparison

AUNYX has a 0.50% expense ratio, which is higher than LSMSX's 0.01% expense ratio.


Return for Risk

AUNYX vs. LSMSX — Risk / Return Rank

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

AUNYX
AUNYX Risk / Return Rank: 7171
Overall Rank
AUNYX Sharpe Ratio Rank: 7777
Sharpe Ratio Rank
AUNYX Sortino Ratio Rank: 7474
Sortino Ratio Rank
AUNYX Omega Ratio Rank: 8181
Omega Ratio Rank
AUNYX Calmar Ratio Rank: 6161
Calmar Ratio Rank
AUNYX Martin Ratio Rank: 6262
Martin Ratio Rank

LSMSX
LSMSX Risk / Return Rank: 2626
Overall Rank
LSMSX Sharpe Ratio Rank: 2626
Sharpe Ratio Rank
LSMSX Sortino Ratio Rank: 2020
Sortino Ratio Rank
LSMSX Omega Ratio Rank: 4444
Omega Ratio Rank
LSMSX Calmar Ratio Rank: 2323
Calmar Ratio Rank
LSMSX Martin Ratio Rank: 1919
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. LSMSX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for AB Municipal Bond Inflation Strategy (AUNYX) and Western Asset SMASh Series TF Fund (LSMSX). 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.


AUNYXLSMSXDifference

Sharpe ratio

Return per unit of total volatility

1.37

0.67

+0.70

Sortino ratio

Return per unit of downside risk

1.82

0.89

+0.93

Omega ratio

Gain probability vs. loss probability

1.32

1.20

+0.12

Calmar ratio

Return relative to maximum drawdown

1.41

0.71

+0.71

Martin ratio

Return relative to average drawdown

5.88

1.98

+3.90

AUNYX vs. LSMSX - Sharpe Ratio Comparison

The current AUNYX Sharpe Ratio is 1.37, which is higher than the LSMSX Sharpe Ratio of 0.67. The chart below compares the historical Sharpe Ratios of AUNYX and LSMSX, 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


AUNYXLSMSXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.37

0.67

+0.70

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.77

0.25

+0.52

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.84

Sharpe Ratio (All Time)

Calculated using the full available price history

0.83

0.58

+0.25

Correlation

The correlation between AUNYX and LSMSX is 0.41, 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. LSMSX - Dividend Comparison

AUNYX's dividend yield for the trailing twelve months is around 3.29%, less than LSMSX's 3.97% 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%
LSMSX
Western Asset SMASh Series TF Fund
3.97%3.83%4.30%3.37%2.38%2.73%2.33%2.55%2.34%0.90%0.00%0.00%

Drawdowns

AUNYX vs. LSMSX - Drawdown Comparison

The maximum AUNYX drawdown since its inception was -14.10%, smaller than the maximum LSMSX drawdown of -15.00%. Use the drawdown chart below to compare losses from any high point for AUNYX and LSMSX.


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Drawdown Indicators


AUNYXLSMSXDifference

Max Drawdown

Largest peak-to-trough decline

-14.10%

-15.00%

+0.90%

Max Drawdown (1Y)

Largest decline over 1 year

-3.33%

-6.21%

+2.88%

Max Drawdown (5Y)

Largest decline over 5 years

-8.44%

-15.00%

+6.56%

Max Drawdown (10Y)

Largest decline over 10 years

-14.10%

Current Drawdown

Current decline from peak

-1.56%

-2.62%

+1.06%

Average Drawdown

Average peak-to-trough decline

-1.39%

-2.88%

+1.49%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.80%

2.21%

-1.41%

Volatility

AUNYX vs. LSMSX - Volatility Comparison

AB Municipal Bond Inflation Strategy (AUNYX) and Western Asset SMASh Series TF Fund (LSMSX) have volatilities of 1.10% and 1.10%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


AUNYXLSMSXDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.10%

1.10%

0.00%

Volatility (6M)

Calculated over the trailing 6-month period

1.49%

1.60%

-0.11%

Volatility (1Y)

Calculated over the trailing 1-year period

3.24%

5.78%

-2.54%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

3.40%

4.44%

-1.04%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

3.58%

4.52%

-0.94%