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AUNYX vs. TAIAX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between AUNYX and TAIAX is 0.24, 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.


-0.50.00.51.00.2

Performance

AUNYX vs. TAIAX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in AB Municipal Bond Inflation Strategy (AUNYX) and American Funds Tax-Aware Conservative Growth and Income Portfolio (TAIAX). The values are adjusted to include any dividend payments, if applicable.

0.00%1.00%2.00%3.00%4.00%5.00%6.00%JulyAugustSeptemberOctoberNovemberDecember
0.09%
3.71%
AUNYX
TAIAX

Key characteristics

Sharpe Ratio

AUNYX:

0.77

TAIAX:

1.94

Sortino Ratio

AUNYX:

1.07

TAIAX:

2.72

Omega Ratio

AUNYX:

1.15

TAIAX:

1.36

Calmar Ratio

AUNYX:

0.87

TAIAX:

3.54

Martin Ratio

AUNYX:

3.98

TAIAX:

12.38

Ulcer Index

AUNYX:

0.44%

TAIAX:

0.89%

Daily Std Dev

AUNYX:

2.31%

TAIAX:

5.71%

Max Drawdown

AUNYX:

-14.11%

TAIAX:

-21.42%

Current Drawdown

AUNYX:

-1.93%

TAIAX:

-2.28%

Returns By Period

In the year-to-date period, AUNYX achieves a 1.96% return, which is significantly lower than TAIAX's 10.30% return. Over the past 10 years, AUNYX has underperformed TAIAX with an annualized return of 2.63%, while TAIAX has yielded a comparatively higher 6.42% annualized return.


AUNYX

YTD

1.96%

1M

-1.39%

6M

0.09%

1Y

1.86%

5Y*

2.79%

10Y*

2.63%

TAIAX

YTD

10.30%

1M

-1.15%

6M

3.71%

1Y

10.83%

5Y*

6.15%

10Y*

6.42%

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


AUNYX vs. TAIAX - Expense Ratio Comparison

AUNYX has a 0.50% expense ratio, which is higher than TAIAX's 0.34% expense ratio.


AUNYX
AB Municipal Bond Inflation Strategy
Expense ratio chart for AUNYX: current value at 0.50% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.50%
Expense ratio chart for TAIAX: current value at 0.34% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.34%

Risk-Adjusted Performance

AUNYX vs. TAIAX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for AB Municipal Bond Inflation Strategy (AUNYX) and American Funds Tax-Aware Conservative Growth and Income Portfolio (TAIAX). 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.


Sharpe ratio
The chart of Sharpe ratio for AUNYX, currently valued at 0.77, compared to the broader market-1.000.001.002.003.004.000.771.94
The chart of Sortino ratio for AUNYX, currently valued at 1.07, compared to the broader market-2.000.002.004.006.008.0010.001.072.72
The chart of Omega ratio for AUNYX, currently valued at 1.15, compared to the broader market0.501.001.502.002.503.003.501.151.36
The chart of Calmar ratio for AUNYX, currently valued at 0.87, compared to the broader market0.002.004.006.008.0010.0012.000.873.54
The chart of Martin ratio for AUNYX, currently valued at 3.98, compared to the broader market0.0020.0040.0060.003.9812.38
AUNYX
TAIAX

The current AUNYX Sharpe Ratio is 0.77, which is lower than the TAIAX Sharpe Ratio of 1.94. The chart below compares the historical Sharpe Ratios of AUNYX and TAIAX, 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 Ratio1.002.003.004.00JulyAugustSeptemberOctoberNovemberDecember
0.77
1.94
AUNYX
TAIAX

Dividends

AUNYX vs. TAIAX - Dividend Comparison

AUNYX's dividend yield for the trailing twelve months is around 2.52%, more than TAIAX's 2.24% yield.


TTM20232022202120202019201820172016201520142013
AUNYX
AB Municipal Bond Inflation Strategy
2.52%2.44%1.66%1.66%2.38%2.50%2.64%2.13%2.01%1.92%1.49%1.45%
TAIAX
American Funds Tax-Aware Conservative Growth and Income Portfolio
2.24%2.45%2.34%1.86%2.11%2.33%2.66%2.40%2.64%2.69%3.64%2.71%

Drawdowns

AUNYX vs. TAIAX - Drawdown Comparison

The maximum AUNYX drawdown since its inception was -14.11%, smaller than the maximum TAIAX drawdown of -21.42%. Use the drawdown chart below to compare losses from any high point for AUNYX and TAIAX. For additional features, visit the drawdowns tool.


-3.50%-3.00%-2.50%-2.00%-1.50%-1.00%-0.50%0.00%JulyAugustSeptemberOctoberNovemberDecember
-1.93%
-2.28%
AUNYX
TAIAX

Volatility

AUNYX vs. TAIAX - Volatility Comparison

The current volatility for AB Municipal Bond Inflation Strategy (AUNYX) is 0.97%, while American Funds Tax-Aware Conservative Growth and Income Portfolio (TAIAX) has a volatility of 2.00%. This indicates that AUNYX experiences smaller price fluctuations and is considered to be less risky than TAIAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.50%1.00%1.50%2.00%2.50%JulyAugustSeptemberOctoberNovemberDecember
0.97%
2.00%
AUNYX
TAIAX
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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