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AUNYX vs. VTIP
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

AUNYX vs. VTIP - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in AB Municipal Bond Inflation Strategy (AUNYX) and Vanguard Short-Term Inflation-Protected Securities ETF (VTIP). The values are adjusted to include any dividend payments, if applicable.

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AUNYX vs. VTIP - 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%3.36%
VTIP
Vanguard Short-Term Inflation-Protected Securities ETF
0.99%6.07%4.74%4.62%-2.94%5.36%4.95%4.86%0.56%0.82%

Returns By Period

In the year-to-date period, AUNYX achieves a 0.39% return, which is significantly lower than VTIP's 0.99% return. Both investments have delivered pretty close results over the past 10 years, with AUNYX having a 2.99% annualized return and VTIP not far ahead at 3.07%.


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%

VTIP

1D
0.02%
1M
0.10%
YTD
0.99%
6M
1.37%
1Y
3.94%
3Y*
4.66%
5Y*
3.48%
10Y*
3.07%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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AUNYX vs. VTIP - Expense Ratio Comparison

AUNYX has a 0.50% expense ratio, which is higher than VTIP's 0.03% expense ratio.


Return for Risk

AUNYX vs. VTIP — 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

VTIP
VTIP Risk / Return Rank: 9494
Overall Rank
VTIP Sharpe Ratio Rank: 9393
Sharpe Ratio Rank
VTIP Sortino Ratio Rank: 9696
Sortino Ratio Rank
VTIP Omega Ratio Rank: 9595
Omega Ratio Rank
VTIP Calmar Ratio Rank: 9696
Calmar Ratio Rank
VTIP Martin Ratio Rank: 9393
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. VTIP - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for AB Municipal Bond Inflation Strategy (AUNYX) and Vanguard Short-Term Inflation-Protected Securities ETF (VTIP). 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.


AUNYXVTIPDifference

Sharpe ratio

Return per unit of total volatility

1.37

2.09

-0.71

Sortino ratio

Return per unit of downside risk

1.82

3.15

-1.33

Omega ratio

Gain probability vs. loss probability

1.32

1.44

-0.12

Calmar ratio

Return relative to maximum drawdown

1.41

4.11

-2.70

Martin ratio

Return relative to average drawdown

5.88

13.24

-7.36

AUNYX vs. VTIP - Sharpe Ratio Comparison

The current AUNYX Sharpe Ratio is 1.37, which is lower than the VTIP Sharpe Ratio of 2.09. The chart below compares the historical Sharpe Ratios of AUNYX and VTIP, 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


AUNYXVTIPDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.37

2.09

-0.71

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.77

1.26

-0.49

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.84

1.12

-0.29

Sharpe Ratio (All Time)

Calculated using the full available price history

0.83

0.87

-0.04

Correlation

The correlation between AUNYX and VTIP is 0.36, 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

AUNYX vs. VTIP - Dividend Comparison

AUNYX's dividend yield for the trailing twelve months is around 3.29%, less than VTIP's 3.77% 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%
VTIP
Vanguard Short-Term Inflation-Protected Securities ETF
3.77%3.81%2.70%2.86%6.84%4.68%1.20%1.95%2.45%1.52%0.76%0.00%

Drawdowns

AUNYX vs. VTIP - Drawdown Comparison

The maximum AUNYX drawdown since its inception was -14.10%, which is greater than VTIP's maximum drawdown of -6.27%. Use the drawdown chart below to compare losses from any high point for AUNYX and VTIP.


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Drawdown Indicators


AUNYXVTIPDifference

Max Drawdown

Largest peak-to-trough decline

-14.10%

-6.27%

-7.83%

Max Drawdown (1Y)

Largest decline over 1 year

-3.33%

-0.98%

-2.35%

Max Drawdown (5Y)

Largest decline over 5 years

-8.44%

-5.50%

-2.94%

Max Drawdown (10Y)

Largest decline over 10 years

-14.10%

-6.27%

-7.83%

Current Drawdown

Current decline from peak

-1.56%

-0.26%

-1.30%

Average Drawdown

Average peak-to-trough decline

-1.39%

-1.05%

-0.34%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.80%

0.30%

+0.50%

Volatility

AUNYX vs. VTIP - Volatility Comparison

AB Municipal Bond Inflation Strategy (AUNYX) has a higher volatility of 1.10% compared to Vanguard Short-Term Inflation-Protected Securities ETF (VTIP) at 0.60%. This indicates that AUNYX's price experiences larger fluctuations and is considered to be riskier than VTIP based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


AUNYXVTIPDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.10%

0.60%

+0.50%

Volatility (6M)

Calculated over the trailing 6-month period

1.49%

0.97%

+0.52%

Volatility (1Y)

Calculated over the trailing 1-year period

3.24%

1.90%

+1.34%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

3.40%

2.78%

+0.62%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

3.58%

2.74%

+0.84%